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 | |
|---|---|---|---|---|---|---|
851
Tandem Diabetes Care
TNDM
$1.38B
| $16.7M | 0.01% |
168,662
+159,391
| +1,719% | +$12.7M |
|
852
PUT
Amgen
AMGN
$210B
| $16.6M | 0.01% |
70,300
+3,800
| +6% | +$867K |
|
|
IBDM
853
DELISTED
iShares iBonds Dec 2021 Term Corporate ETF
IBDM
| $16.5M | 0.01% |
657,952
+192,201
| +41% | +$4.81M |
|
854
Fastly Inc
FSLY
$3.9B
| $16.5M | 0.01% |
194,279
+170,978
| +734% | +$6.74M |
|
855
PUT
Datadog
DDOG
$103B
| $16.5M | 0.01% |
189,800
+121,800
| +179% | +$7.42M |
|
856
PNC Financial Services
PNC
$101B
| $16.5M | 0.01% |
156,457
+153,867
| +5,941% | +$16.2M |
|
857
Goldman Sachs Access Treasury 0-1 Year ETF
GBIL
$7.57B
| $16.5M | 0.01% |
163,720
+147,173
| +889% | +$14.8M |
|
858
CALL
Rio Tinto
RIO
$161B
| $16.4M | 0.01% |
291,400
+1,600
| +0.6% | +$81.1K |
|
859
PUT
ACM Research
ACMR
$5.7B
| $16.3M | 0.01% |
+782,700
| New | +$12.8M |
|
860
PUT
Coca-Cola
KO
$372B
| $16.3M | 0.01% |
364,100
+101,800
| +39% | +$4.69M |
|
861
PUT
Tractor Supply
TSCO
$17.4B
| $16.2M | 0.01% |
616,000
+361,000
| +142% | +$7.9M |
|
862
CALL
Digital Realty Trust
DLR
$71.7B
| $16.2M | 0.01% |
114,000
+73,700
| +183% | +$10.4M |
|
|
CLDR
863
DELISTED
Cloudera, Inc.
CLDR
| $16.2M | 0.01% |
1,272,475
+1,148,155
| +924% | +$11M |
|
|
AVLR
864
CALL
DELISTED
Avalara, Inc.
AVLR
| $16.2M | 0.01% |
121,600
+85,800
| +240% | +$8.43M |
|
865
State Street SPDR Portfolio Short Term Treasury ETF
SPTS
$6.11B
| $16.2M | 0.01% |
525,990
+501,029
| +2,007% | +$15.4M |
|
|
866
CALL
Tandem Diabetes Care
TNDM
$1.38B
| $16M | 0.01% |
161,600
+151,400
| +1,484% | +$12.1M |
|
867
Ferrari
RACE
$70.8B
| $16M | 0.01% |
93,462
+5,968
| +7% | +$962K |
|
868
CALL
Eaton
ETN
$173B
| $15.9M | 0.01% |
182,000
+108,700
| +148% | +$8.95M |
|
869
CALL
Teradyne
TER
$63.1B
| $15.9M | 0.01% |
188,300
+173,900
| +1,208% | +$11.7M |
|
870
iShares International Select Dividend ETF
IDV
$8.48B
| $15.9M | 0.01% |
633,141
+571,976
| +935% | +$13.8M |
|
871
PUT
iShares MSCI United Kingdom ETF
EWU
$4.14B
| $15.9M | 0.01% |
617,400
+18,300
| +3% | +$463K |
|
|
IMMU
872
DELISTED
Immunomedics Inc
IMMU
| $15.9M | 0.01% |
447,558
+401,843
| +879% | +$11.7M |
|
873
PUT
RH
RH
$3.56B
| $15.9M | 0.01% |
63,700
+4,300
| +7% | +$779K |
|
874
CALL
Nexstar Media Group
NXST
$5.99B
| $15.8M | 0.01% |
+188,800
| New | +$14.2M |
|
875
PUT
RTX Corp
RTX
$294B
| $15.8M | 0.01% |
256,300
+244,065
| +1,995% | +$15.2M |
|
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.