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 | |
|---|---|---|---|---|---|---|
501
RTX Corp
RTX
$292B
| $33.8M | 0.03% |
548,470
+83,428
| +18% | +$5.21M |
|
502
PUT
Verizon
VZ
$197B
| $33.8M | 0.03% |
612,200
+203,800
| +50% | +$11.5M |
|
503
CALL
Morgan Stanley
MS
$332B
| $33.7M | 0.03% |
697,900
+453,300
| +185% | +$19M |
|
504
First Trust Exchange-Traded Fund IV First Trust Tactical High Yield ETF
HYLS
$1.63B
| $33.5M | 0.03% |
731,258
+167,574
| +30% | +$7.61M |
|
505
iShares 1-3 Year Treasury Bond ETF
SHY
$25B
| $33.5M | 0.03% |
386,739
+340,766
| +741% | +$29.5M |
|
506
CALL
Skyworks Solutions
SWKS
$9.22B
| $33.4M | 0.03% |
261,000
+139,100
| +114% | +$15.4M |
|
507
PUT
Regeneron Pharmaceuticals
REGN
$78.2B
| $33.4M | 0.03% |
53,500
-900
| -2% | -$511K |
|
508
SBA Communications
SBAC
$19B
| $33.3M | 0.03% |
111,886
+98,808
| +756% | +$29.2M |
|
509
State Street SPDR Bloomberg Investment Grade Floating Rate ETF
FLRN
$3.08B
| $33.3M | 0.03% |
1,091,117
-129,992
| -11% | -$3.92M |
|
510
CALL
Gaotu Techedu
GOTU
$458M
| $33.2M | 0.02% |
553,500
+499,800
| +931% | +$19.8M |
|
511
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.8B
| $33.2M | 0.02% |
565,400
-54,900
| -9% | -$3.2M |
|
512
CALL
iShares US Transportation ETF
IYT
$2.26B
| $33.1M | 0.02% |
815,200
+705,200
| +641% | +$26.8M |
|
513
Xtrackers USD High Yield Corporate Bond ETF
HYLB
$3.47B
| $33.1M | 0.02% |
+885,409
| New | +$32.6M |
|
514
CALL
Deere & Co
DE
$163B
| $33.1M | 0.02% |
210,400
+105,500
| +101% | +$15.3M |
|
515
CALL
Kroger
KR
$35.7B
| $33.1M | 0.02% |
976,400
+309,000
| +46% | +$10M |
|
516
State Street Ultra Short Term Bond ETF
ULST
$526M
| $33M | 0.02% |
818,729
+394,808
| +93% | +$15.7M |
|
517
Roku
ROKU
$21.6B
| $33M | 0.02% |
282,899
+196,961
| +229% | +$22.5M |
|
518
FTI Consulting
FCN
$4.37B
| $32.8M | 0.02% |
286,594
+280,272
| +4,433% | +$33.9M |
|
|
HES
519
PUT
DELISTED
Hess
HES
| $32.7M | 0.02% |
630,300
+606,800
| +2,582% | +$27.8M |
|
520
PUT
NextEra Energy
NEE
$181B
| $32.6M | 0.02% |
543,600
-390,400
| -42% | -$23.4M |
|
521
iShares MSCI Emerging Markets Min Vol Factor ETF
EEMV
$3.47B
| $32.6M | 0.02% |
627,556
+310,850
| +98% | +$15.7M |
|
522
Southwest Airlines
LUV
$23B
| $32.5M | 0.02% |
950,311
+725,028
| +322% | +$23M |
|
523
CALL
Hilton Worldwide
HLT
$70.7B
| $32.5M | 0.02% |
442,000
+326,400
| +282% | +$24.2M |
|
524
Vanguard Intermediate-Term Bond ETF
BIV
$28.8B
| $32.2M | 0.02% |
345,567
-149,238
| -30% | -$13.7M |
|
525
Chipotle Mexican Grill
CMG
$47.4B
| $32M | 0.02% |
1,520,500
+1,308,200
| +616% | +$24.2M |
|
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.