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 | |
|---|---|---|---|---|---|---|
|
RDFN
1176
CALL
DELISTED
Redfin
RDFN
| $10.1M | 0.01% |
240,500
+202,900
| +540% | +$5.35M |
|
1177
PUT
Freeport-McMoran
FCX
$99.8B
| $10.1M | 0.01% |
868,600
+395,300
| +84% | +$3.62M |
|
1178
PUT
Cencora
COR
$61.7B
| $10M | 0.01% |
99,700
+80,200
| +411% | +$7.39M |
|
1179
Fair Isaac
FICO
$23.6B
| $10M | 0.01% |
24,022
+21,668
| +920% | +$7.91M |
|
1180
iShares Global Tech ETF
IXN
$8.77B
| $10M | 0.01% |
255,558
+172,848
| +209% | +$6.12M |
|
1181
UnitedHealth
UNH
$375B
| $10M | 0.01% |
34,011
-770,575
| -96% | -$221M |
|
|
ZEN
1182
PUT
DELISTED
ZENDESK INC
ZEN
| $10M | 0.01% |
113,000
+106,100
| +1,538% | +$8.17M |
|
1183
Norwegian Cruise Line
NCLH
$9.32B
| $9.97M | 0.01% |
606,705
+492,182
| +430% | +$7.21M |
|
1184
PUT
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.51B
| $9.95M | 0.01% |
280,100
-254,600
| -48% | -$8.22M |
|
1185
PUT
Charter Communications
CHTR
$18.3B
| $9.95M | 0.01% |
19,500
-16,200
| -45% | -$8.22M |
|
1186
CALL
Lear
LEA
$6.18B
| $9.94M | 0.01% |
+91,200
| New | +$9.08M |
|
1187
FirstEnergy
FE
$27.7B
| $9.93M | 0.01% |
256,117
+68,410
| +36% | +$2.83M |
|
1188
PUT
Crown Castle
CCI
$32.3B
| $9.91M | 0.01% |
59,200
+23,500
| +66% | +$3.78M |
|
1189
PUT
Teradyne
TER
$60.9B
| $9.89M | 0.01% |
117,000
+34,500
| +42% | +$2.31M |
|
1190
Coca-Cola
KO
$374B
| $9.87M | 0.01% |
220,919
-218,538
| -50% | -$10.1M |
|
1191
CALL
Southern Company
SO
$107B
| $9.86M | 0.01% |
190,200
-67,700
| -26% | -$3.76M |
|
1192
PUT
TransDigm Group
TDG
$70.2B
| $9.86M | 0.01% |
22,300
+2,900
| +15% | +$1.1M |
|
1193
CALL
Cboe Global Markets
CBOE
$29.7B
| $9.82M | 0.01% |
105,300
+97,600
| +1,268% | +$9.61M |
|
1194
Sysco
SYY
$40.3B
| $9.81M | 0.01% |
179,512
+153,814
| +599% | +$8.09M |
|
1195
PUT
AB InBev
BUD
$168B
| $9.8M | 0.01% |
198,900
+108,800
| +121% | +$5.09M |
|
1196
CALL
Analog Devices
ADI
$184B
| $9.8M | 0.01% |
79,900
+22,100
| +38% | +$2.43M |
|
1197
NetEase
NTES
$82B
| $9.78M | 0.01% |
113,875
+25,385
| +29% | +$1.91M |
|
1198
PUT
Estee Lauder
EL
$31.5B
| $9.77M | 0.01% |
51,800
-33,400
| -39% | -$5.97M |
|
1199
Altria Group
MO
$114B
| $9.76M | 0.01% |
248,762
-55,122
| -18% | -$2.15M |
|
1200
CALL
Lumentum
LITE
$64.3B
| $9.76M | 0.01% |
119,800
+98,800
| +470% | +$7.53M |
|
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.