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 | |
|---|---|---|---|---|---|---|
776
Trane Technologies
TT
$104B
| $19.2M | 0.01% |
215,846
+123,172
| +133% | +$10.7M |
|
777
National Grid
NGG
$80.9B
| $19.2M | 0.01% |
357,373
+349,488
| +4,432% | +$17.7M |
|
778
CALL
Tyson Foods
TSN
$20.7B
| $19.2M | 0.01% |
321,400
+160,300
| +100% | +$9.72M |
|
779
PUT
AutoZone
AZO
$49.4B
| $19.2M | 0.01% |
17,000
+6,900
| +68% | +$7.27M |
|
780
PUT
United Rentals
URI
$71.6B
| $19.2M | 0.01% |
128,500
+16,400
| +15% | +$2.08M |
|
781
CALL
AB InBev
BUD
$167B
| $19.1M | 0.01% |
388,500
+380,100
| +4,525% | +$17.8M |
|
782
CALL
Zoetis
ZTS
$31.9B
| $19.1M | 0.01% |
139,100
+48,600
| +54% | +$6.35M |
|
783
PUT
eBay
EBAY
$48.7B
| $19M | 0.01% |
363,000
+230,400
| +174% | +$9.74M |
|
|
MASI
784
CALL
DELISTED
Masimo
MASI
| $19M | 0.01% |
+83,500
| New | +$18.3M |
|
785
HSBC
HSBC
$364B
| $19M | 0.01% |
813,818
+631,347
| +346% | +$15.7M |
|
|
JHG
786
DELISTED
Janus Henderson
JHG
| $18.9M | 0.01% |
+882,804
| New | +$17M |
|
|
SAVE
787
CALL
DELISTED
Spirit Airlines, Inc.
SAVE
| $18.8M | 0.01% |
1,057,400
+909,500
| +615% | +$13M |
|
788
Digital Realty Trust
DLR
$71.7B
| $18.8M | 0.01% |
132,382
+21,126
| +19% | +$2.99M |
|
789
CALL
Vanguard FTSE Emerging Markets ETF
VWO
$123B
| $18.8M | 0.01% |
474,800
+260,300
| +121% | +$9.64M |
|
790
PUT
CVS Health
CVS
$133B
| $18.8M | 0.01% |
289,100
-65,700
| -19% | -$4.14M |
|
791
PUT
iShares MSCI Taiwan ETF
EWT
$10.6B
| $18.8M | 0.01% |
467,000
+371,400
| +388% | +$13.8M |
|
792
CALL
Mondelez International
MDLZ
$79.2B
| $18.7M | 0.01% |
365,500
-97,200
| -21% | -$4.99M |
|
793
CALL
Vanguard Morningstar Total Stock Market ETF
VTI
$683B
| $18.6M | 0.01% |
119,000
-33,000
| -22% | -$4.87M |
|
794
CALL
Teva Pharmaceuticals
TEVA
$40.1B
| $18.6M | 0.01% |
1,506,300
+904,800
| +150% | +$10.2M |
|
795
PUT
First Trust Dow Jones Internet Index Fund ETF
FDN
$5.43B
| $18.5M | 0.01% |
108,600
| – | – |
|
796
QuidelOrtho
QDEL
$1.2B
| $18.5M | 0.01% |
+82,687
| New | +$13M |
|
797
PUT
ProShares Ultra QQQ
QLD
$14.1B
| $18.4M | 0.01% |
998,400
-232,000
| -19% | -$3.56M |
|
798
CALL
United Parks & Resorts
PRKS
$2.18B
| $18.4M | 0.01% |
1,240,100
+1,208,600
| +3,837% | +$17.8M |
|
799
United Airlines
UAL
$43B
| $18.4M | 0.01% |
530,582
+174,456
| +49% | +$5.23M |
|
800
CALL
Oneok
OKE
$55.2B
| $18.4M | 0.01% |
552,400
+374,000
| +210% | +$12.2M |
|
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.