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 | |
|---|---|---|---|---|---|---|
426
PUT
Zscaler
ZS
$25.2B
| $40.4M | 0.03% |
368,600
+314,400
| +580% | +$26.1M |
|
427
PUT
Pinduoduo
PDD
$128B
| $40.3M | 0.03% |
469,600
+133,200
| +40% | +$8.01M |
|
428
CALL
Direxion Daily Financial Bull 3x ETF
FAS
$2.4B
| $40.3M | 0.03% |
1,288,200
+408,200
| +46% | +$12.1M |
|
429
Shopify
SHOP
$152B
| $40.1M | 0.03% |
422,780
+247,540
| +141% | +$17.2M |
|
430
CALL
PG&E
PCG
$37.5B
| $40.1M | 0.03% |
4,523,700
+3,420,100
| +310% | +$37.3M |
|
431
iShares Core MSCI Europe ETF
IEUR
$9B
| $40M | 0.03% |
934,784
+653,356
| +232% | +$26.3M |
|
432
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$41.7B
| $39.9M | 0.03% |
398,500
+124,800
| +46% | +$12.3M |
|
433
PUT
Pfizer
PFE
$142B
| $39.5M | 0.03% |
1,273,232
+13,597
| +1% | +$462K |
|
434
CALL
MongoDB
MDB
$29.1B
| $39.5M | 0.03% |
174,500
+117,000
| +203% | +$21.7M |
|
435
PUT
Walmart Inc
WMT
$881B
| $39.5M | 0.03% |
989,100
-805,500
| -45% | -$33.1M |
|
436
CALL
NextEra Energy
NEE
$180B
| $39.5M | 0.03% |
657,600
+228,000
| +53% | +$13.6M |
|
437
PUT
Procter & Gamble
PG
$337B
| $39.4M | 0.03% |
329,800
+165,600
| +101% | +$19.3M |
|
|
WORK
438
DELISTED
Slack Technologies, Inc.
WORK
| $39.4M | 0.03% |
1,265,778
+1,049,886
| +486% | +$31.6M |
|
|
439
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$41.7B
| $39.2M | 0.03% |
392,200
-369,800
| -49% | -$36.5M |
|
440
PUT
Lam Research
LRCX
$366B
| $39.2M | 0.03% |
1,212,000
-523,000
| -30% | -$14.3M |
|
441
PUT
Newmont
NEM
$99.9B
| $39.1M | 0.03% |
634,000
+269,800
| +74% | +$16M |
|
442
CALL
Western Digital
WDC
$184B
| $39.1M | 0.03% |
1,172,443
+838,518
| +251% | +$27.2M |
|
443
iShares 3-7 Year Treasury Bond ETF
IEI
$17.7B
| $38.9M | 0.03% |
+291,336
| New | +$38.8M |
|
444
DuPont de Nemours
DD
$18.8B
| $38.9M | 0.03% |
583,506
+309,398
| +113% | +$18.1M |
|
445
PUT
Bristol-Myers Squibb
BMY
$133B
| $38.8M | 0.03% |
659,500
+306,800
| +87% | +$18.4M |
|
446
PUT
Illumina
ILMN
$30.2B
| $38.7M | 0.03% |
107,529
+99,408
| +1,224% | +$32M |
|
447
Rexford Industrial Realty
REXR
$8.38B
| $38.7M | 0.03% |
+933,487
| New | +$37.5M |
|
448
eBay
EBAY
$48B
| $38.6M | 0.03% |
736,541
+674,182
| +1,081% | +$28.5M |
|
449
CALL
RTX Corp
RTX
$292B
| $38.4M | 0.03% |
622,900
+390,429
| +168% | +$24.4M |
|
450
First Industrial Realty Trust
FR
$8.69B
| $38.2M | 0.03% |
+993,360
| New | +$36.3M |
|
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.