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 | |
|---|---|---|---|---|---|---|
1126
CALL
Arthur J. Gallagher & Co
AJG
$64.3B
| $11M | 0.01% |
112,500
+70,400
| +167% | +$6.23M |
|
|
SFHY
1127
DELISTED
WisdomTree U.S. Short Term High Yield Corporate Bond Fund
SFHY
| $10.9M | 0.01% |
233,337
+87,953
| +60% | +$4.03M |
|
|
FLIR
1128
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
| $10.9M | 0.01% |
268,863
+259,858
| +2,886% | +$10.8M |
|
1129
PUT
Stryker
SYK
$129B
| $10.8M | 0.01% |
60,100
+55,400
| +1,179% | +$10.2M |
|
1130
SL Green Realty
SLG
$3.9B
| $10.8M | 0.01% |
226,836
+206,377
| +1,009% | +$9.47M |
|
1131
Blackrock
BLK
$176B
| $10.8M | 0.01% |
19,772
-136,338
| -87% | -$68.8M |
|
1132
EOG Resources
EOG
$71.5B
| $10.7M | 0.01% |
212,155
+114,065
| +116% | +$5.53M |
|
1133
PUT
HCA Healthcare
HCA
$88.7B
| $10.7M | 0.01% |
110,500
+85,300
| +338% | +$8.87M |
|
1134
Iovance Biotherapeutics
IOVA
$1.94B
| $10.7M | 0.01% |
390,498
+327,885
| +524% | +$10.8M |
|
1135
Delta Air Lines
DAL
$61.3B
| $10.7M | 0.01% |
381,951
-88,772
| -19% | -$2.26M |
|
|
VAR
1136
CALL
DELISTED
Varian Medical Systems, Inc.
VAR
| $10.7M | 0.01% |
+87,400
| New | +$10.1M |
|
1137
Mercury Systems
MRCY
$6.45B
| $10.7M | 0.01% |
136,023
+131,160
| +2,697% | +$10.7M |
|
1138
PUT
Sherwin-Williams
SHW
$89.7B
| $10.7M | 0.01% |
55,500
+43,500
| +363% | +$7.84M |
|
1139
PUT
Stellantis
STLA
$21.2B
| $10.7M | 0.01% |
1,042,300
-43,500
| -4% | -$376K |
|
1140
CALL
Baxter International
BAX
$14.1B
| $10.6M | 0.01% |
123,600
+113,800
| +1,161% | +$9.91M |
|
1141
CALL
Ligand Pharmaceuticals
LGND
$6.06B
| $10.6M | 0.01% |
152,285
-19,717
| -11% | -$1.25M |
|
1142
PUT
APA Corp
APA
$12.3B
| $10.6M | 0.01% |
787,000
+455,100
| +137% | +$5.19M |
|
|
HES
1143
CALL
DELISTED
Hess
HES
| $10.6M | 0.01% |
205,000
+52,000
| +34% | +$2.38M |
|
1144
PUT
StoneCo
STNE
$2.72B
| $10.6M | 0.01% |
273,800
+202,300
| +283% | +$5.9M |
|
1145
PUT
Ciena
CIEN
$57.9B
| $10.6M | 0.01% |
195,600
+174,900
| +845% | +$8.69M |
|
1146
PUT
Centene
CNC
$33.1B
| $10.6M | 0.01% |
166,500
+133,600
| +406% | +$8.7M |
|
1147
Chewy
CHWY
$9.84B
| $10.6M | 0.01% |
236,644
+159,685
| +207% | +$6.97M |
|
1148
PUT
Martin Marietta Materials
MLM
$33.2B
| $10.6M | 0.01% |
51,200
+49,000
| +2,227% | +$9.42M |
|
1149
WEC Energy
WEC
$35.3B
| $10.5M | 0.01% |
120,183
+27,910
| +30% | +$2.52M |
|
1150
Sun Communities
SUI
$14.9B
| $10.5M | 0.01% |
77,560
+54,648
| +239% | +$7.25M |
|
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.