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 | |
|---|---|---|---|---|---|---|
601
Autodesk
ADSK
$50.1B
| $27.5M | 0.02% |
115,102
+104,782
| +1,015% | +$20.6M |
|
602
Aflac
AFL
$63.7B
| $27.5M | 0.02% |
762,522
+655,034
| +609% | +$23.7M |
|
603
CALL
Fidelity National Information Services
FIS
$22.9B
| $27.3M | 0.02% |
203,700
+34,700
| +21% | +$4.56M |
|
604
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.52B
| $27.2M | 0.02% |
966,600
+187,400
| +24% | +$4.93M |
|
605
CALL
Pinterest
PINS
$14.3B
| $27.2M | 0.02% |
1,227,000
+484,800
| +65% | +$9.46M |
|
606
PUT
Las Vegas Sands
LVS
$29.8B
| $27.2M | 0.02% |
596,400
-831,800
| -58% | -$39.1M |
|
|
607
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.52B
| $27M | 0.02% |
959,000
+536,200
| +127% | +$14.1M |
|
608
United Rentals
URI
$71.6B
| $26.9M | 0.02% |
180,369
+87,835
| +95% | +$11.1M |
|
609
PUT
Electronic Arts
EA
$52.9B
| $26.8M | 0.02% |
203,300
+163,700
| +413% | +$19.3M |
|
610
CALL
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.52B
| $26.7M | 0.02% |
751,700
+181,200
| +32% | +$5.85M |
|
611
CALL
CME Group
CME
$94.4B
| $26.7M | 0.02% |
164,200
+66,800
| +69% | +$12M |
|
612
CALL
Blackrock
BLK
$175B
| $26.7M | 0.02% |
49,000
+21,900
| +81% | +$11.1M |
|
613
PUT
Blackstone
BX
$110B
| $26.6M | 0.02% |
470,300
-23,700
| -5% | -$1.25M |
|
614
PUT
Vertex Pharmaceuticals
VRTX
$121B
| $26.6M | 0.02% |
91,700
+77,900
| +564% | +$21.1M |
|
|
BSJL
615
DELISTED
Invesco BulletShares 2021 High Yield Corporate Bond ETF
BSJL
| $26.6M | 0.02% |
1,172,810
-137,621
| -11% | -$3.1M |
|
616
Thermo Fisher Scientific
TMO
$209B
| $26.5M | 0.02% |
73,180
+40,051
| +121% | +$13.4M |
|
617
Accenture
ACN
$104B
| $26.4M | 0.02% |
122,965
+78,163
| +174% | +$14.8M |
|
618
CALL
Humana
HUM
$43.5B
| $26.4M | 0.02% |
68,000
+54,500
| +404% | +$20.4M |
|
619
Boston Beer
SAM
$1.92B
| $26.3M | 0.02% |
48,951
+47,446
| +3,153% | +$23M |
|
620
CALL
Tilray
TLRY
$632M
| $26.2M | 0.02% |
368,420
-48,380
| -12% | -$3.9M |
|
621
CALL
CSX Corp
CSX
$94.5B
| $26.1M | 0.02% |
1,122,300
-27,000
| -2% | -$597K |
|
622
PUT
Atlassian
TEAM
$28B
| $26M | 0.02% |
144,300
+124,000
| +611% | +$20.6M |
|
623
Gold Fields
GFI
$30.5B
| $26M | 0.02% |
2,766,020
+637,975
| +30% | +$4.83M |
|
|
624
CALL
Las Vegas Sands
LVS
$29.8B
| $25.9M | 0.02% |
569,100
-1,123,800
| -66% | -$52.8M |
|
|
625
CALL
United Rentals
URI
$71.6B
| $25.9M | 0.02% |
173,800
+120,900
| +229% | +$15.3M |
|
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.