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 | |
|---|---|---|---|---|---|---|
1276
Allstate
ALL
$68.1B
| $8.88M | 0.01% |
91,525
+59,383
| +185% | +$5.83M |
|
1277
CALL
iShares Russell 1000 Value ETF
IWD
$83.2B
| $8.86M | 0.01% |
78,700
+31,100
| +65% | +$3.42M |
|
1278
CALL
Fortinet
FTNT
$120B
| $8.85M | 0.01% |
322,500
+279,500
| +650% | +$7.02M |
|
1279
Republic Services
RSG
$63.9B
| $8.85M | 0.01% |
107,853
-3,397
| -3% | -$274K |
|
1280
iShares Short-Term National Muni Bond ETF
SUB
$11.4B
| $8.81M | 0.01% |
81,719
-242,238
| -75% | -$25.9M |
|
1281
CALL
KLA
KLAC
$252B
| $8.81M | 0.01% |
453,000
+430,000
| +1,870% | +$7.35M |
|
1282
Vanguard Short-Term Treasury ETF
VGSH
$29.3B
| $8.76M | 0.01% |
140,767
+105,094
| +295% | +$6.54M |
|
1283
Equity Lifestyle Properties
ELS
$12.6B
| $8.75M | 0.01% |
140,100
+104,221
| +290% | +$6.4M |
|
1284
PUT
iShares MSCI Mexico ETF
EWW
$1.97B
| $8.73M | 0.01% |
273,800
-441,900
| -62% | -$13.4M |
|
1285
Ross Stores
ROST
$81.2B
| $8.71M | 0.01% |
102,191
+84,274
| +470% | +$7.63M |
|
|
SFIX
1286
Stitch Fix
SFIX
$550M
| $8.71M | 0.01% |
349,089
+326,979
| +1,479% | +$6.45M |
|
1287
CALL
SLB Ltd
SLB
$74.1B
| $8.71M | 0.01% |
473,400
+212,600
| +82% | +$3.72M |
|
1288
Boston Properties
BXP
$11.2B
| $8.7M | 0.01% |
96,290
+75,180
| +356% | +$6.82M |
|
|
DFS
1289
PUT
DELISTED
Discover Financial Services
DFS
| $8.66M | 0.01% |
172,900
+151,500
| +708% | +$6.66M |
|
|
KL
1290
PUT
DELISTED
Kirkland Lake Gold Ltd Ordinary
KL
| $8.66M | 0.01% |
210,200
+191,000
| +995% | +$7.38M |
|
1291
CALL
Arrowhead Research
ARWR
$12.3B
| $8.65M | 0.01% |
200,300
+146,800
| +274% | +$5.18M |
|
1292
Ameriprise Financial
AMP
$49.6B
| $8.65M | 0.01% |
57,651
-22,325
| -28% | -$2.86M |
|
1293
Macy's
M
$6.71B
| $8.62M | 0.01% |
1,252,348
+891,398
| +247% | +$5.49M |
|
|
FL
1294
PUT
DELISTED
Foot Locker
FL
| $8.61M | 0.01% |
295,200
-18,400
| -6% | -$486K |
|
1295
Guidewire Software
GWRE
$13.3B
| $8.6M | 0.01% |
77,577
+74,240
| +2,225% | +$7.13M |
|
|
SCHW
1296
Charles Schwab
SCHW
$188B
| $8.6M | 0.01% |
254,866
+217,343
| +579% | +$7.78M |
|
1297
CALL
Direxion Daily S&P 500 Bear 3x ETF
SPXS
$309M
| $8.6M | 0.01% |
11,008
-2,912
| -21% | -$2.94M |
|
1298
CALL
Allegiant Air
ALGT
$2.79B
| $8.58M | 0.01% |
+78,600
| New | +$7.18M |
|
1299
CALL
iShares Core S&P Small-Cap ETF
IJR
$112B
| $8.58M | 0.01% |
125,700
-30,900
| -20% | -$1.95M |
|
1300
Jefferies Financial Group
JEF
$13B
| $8.56M | 0.01% |
+576,109
| New | +$7.72M |
|
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.