Jane Street Portfolio holdings
Jane Street Group, founded in 2000 by Tim Reynolds, Rob Granieri, Marc Gerstein, and Michael Jenkins, is a New York City-based quantitative trading firm renowned for its technological prowess and collaborative problem-solving culture. Specializing in liquidity provision and market-making, it trades a vast array of financial products—including equities, bonds, options, and ETFs—across over 200 venues in 45 countries, handling trillions in securities annually. The firm, which employs over 2,600 people across offices in New York, London, Hong Kong, Amsterdam, Chicago, and Singapore, leverages advanced algorithms and a nearly 70-million-line OCaml codebase to dominate markets, notably ETFs, where it plays a critical role as an authorized participant. With net trading revenues exceeding $10 billion annually in recent years, including a record $10.6 billion in 2023, Jane Street has emerged as a secretive yet powerful force in global finance, outpacing traditional Wall Street giants like Goldman Sachs in trading profitability.
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Core MSCI Emerging Markets ETF
IEMG
|
+$653M |
| 2 |
Alibaba
BABA
|
+$396M |
| 3 |
T-Mobile US
TMUS
|
+$286M |
| 4 |
UGAZ
VelocityShares 3x Long Natural Gas ETN linked to the S&P GSCI Natural Gas Index ER due February 9, 2
UGAZ
|
+$269M |
| 5 |
iShares National Muni Bond ETF
MUB
|
+$226M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Floating Rate Bond ETF
FLOT
|
+$692M |
| 2 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$686M |
| 3 |
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
|
+$677M |
| 4 |
VanEck Gold Miners ETF
GDX
|
+$482M |
| 5 |
Amazon
AMZN
|
+$404M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 1.85% |
| 2 | Consumer Discretionary | 1.69% |
| 3 | Communication Services | 1.17% |
| 4 | Healthcare | 1.05% |
| 5 | Industrials | 1.04% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
251
PUT
Eli Lilly
LLY
$1.02T
| $70.6M | 0.05% |
429,800
+221,800
| +107% | +$34M |
|
|
FISV
252
Fiserv Inc
FISV
$28.8B
| $70.2M | 0.05% |
719,051
+685,573
| +2,048% | +$69M |
|
253
PUT
Intuitive Surgical
ISRG
$127B
| $70.1M | 0.05% |
369,000
-340,200
| -48% | -$61M |
|
254
PUT
Biogen
BIIB
$30B
| $70.1M | 0.05% |
261,900
+95,900
| +58% | +$28.8M |
|
255
PUT
Trade Desk
TTD
$8.48B
| $70M | 0.05% |
1,721,000
+406,000
| +31% | +$12.2M |
|
256
CALL
ProShares UltraPro S&P 500
UPRO
$5.16B
| $69.7M | 0.05% |
3,142,200
+1,882,000
| +149% | +$36.6M |
|
257
Linde
LIN
$221B
| $69.6M | 0.05% |
328,302
+36,196
| +12% | +$6.99M |
|
258
CALL
PENN Entertainment
PENN
$2.75B
| $69.1M | 0.05% |
2,262,200
+1,830,300
| +424% | +$41.9M |
|
259
PUT
Match Group
MTCH
$9.19B
| $68.9M | 0.05% |
643,400
+94,300
| +17% | +$7.88M |
|
260
CALL
Verizon
VZ
$195B
| $68.8M | 0.05% |
1,247,300
-187,300
| -13% | -$10.5M |
|
261
PUT
Starbucks
SBUX
$120B
| $68.4M | 0.05% |
929,300
+39,900
| +4% | +$3M |
|
262
PUT
Bank of America
BAC
$435B
| $68.1M | 0.05% |
2,869,000
+555,200
| +24% | +$13.1M |
|
263
PUT
Morgan Stanley
MS
$331B
| $68.1M | 0.05% |
1,410,700
+1,136,300
| +414% | +$47.7M |
|
264
PUT
iShares US Real Estate ETF
IYR
$4.66B
| $67M | 0.05% |
850,600
+523,600
| +160% | +$39.7M |
|
265
iShares 0-1 Year Treasury Bond ETF
SHV
$20.6B
| $66.1M | 0.05% |
597,129
+534,788
| +858% | +$59.3M |
|
266
Vanguard Total Bond Market
BND
$157B
| $65.9M | 0.05% |
745,492
-983,803
| -57% | -$86M |
|
|
TWTR
267
PUT
DELISTED
Twitter, Inc.
TWTR
| $65.3M | 0.05% |
2,191,300
-251,500
| -10% | -$7.58M |
|
268
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$32.7B
| $65.2M | 0.05% |
948,500
-108,200
| -10% | -$7.02M |
|
269
PUT
Qualcomm
QCOM
$155B
| $64.7M | 0.05% |
709,700
+20,300
| +3% | +$1.63M |
|
270
CALL
Zscaler
ZS
$24.5B
| $64.6M | 0.05% |
590,100
+513,200
| +667% | +$42.7M |
|
|
VMW
271
CALL
DELISTED
VMware, Inc
VMW
| $64.5M | 0.05% |
416,200
+321,000
| +337% | +$44.1M |
|
272
CALL
Expedia Group
EXPE
$35.4B
| $64.4M | 0.05% |
784,000
+90,700
| +13% | +$6.6M |
|
273
CALL
Carnival Corporation Ltd
CCL
$38.1B
| $64.4M | 0.05% |
3,919,200
+2,827,300
| +259% | +$42.4M |
|
274
CALL
Oracle
ORCL
$374B
| $64.3M | 0.05% |
1,164,100
+89,700
| +8% | +$4.75M |
|
275
CALL
Abbott
ABT
$183B
| $64.2M | 0.05% |
702,500
-516,900
| -42% | -$46.7M |
|
Similar funds
Jane Street's Q2 2020 Portfolio in Review
As of Q2 2020, Jane Street held 7,896 positions worth $133B, up 30% from $102B the previous quarter. Its ten largest holdings account for 29% of the portfolio.
Jane Street's Q2 2020 filing shows 2,666 new, 2,742 increased, 1,576 reduced and 891 closed positions. Its largest new stake was VelocityShares 3x Long Natural Gas ETN linked to the S&P GSCI Natural Gas Index ER due February 9, 2: 13,559,721 shares worth $138M. The largest sale was iShares Floating Rate Bond ETF, an estimated $692M.
By sector, the portfolio is most concentrated in Technology at 1.9% of assets, up from 1.1% a quarter earlier, followed by Consumer Discretionary and Communication Services.
- Jane Street's largest Q2 2020 buy was VelocityShares 3x Long Natural Gas ETN linked to the S&P GSCI Natural Gas Index ER due February 9, 2: 13,559,721 shares worth $138M.
- Jane Street added most to iShares Core MSCI Emerging Markets ETF in Q2 2020, an estimated $653M increase.
- Jane Street's biggest Q2 2020 reduction was iShares Floating Rate Bond ETF, cutting an estimated $692M.
- Jane Street fully exited VanEck Junior Gold Miners ETF in Q2 2020, selling an estimated $283M.
- Jane Street's ten largest holdings make up 29% of its $133B portfolio in Q2 2020.
- Jane Street opened 2,666 new positions and closed 891 in Q2 2020.
- Jane Street's portfolio value rose 30% quarter-over-quarter to $133B.
Based on Jane Street's 13F filing for Q2 2020, filed 17 Aug 2020.