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 | |
|---|---|---|---|---|---|---|
1401
CALL
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$311M
| $7.59M | 0.01% |
477,600
-806,400
| -63% | -$12.9M |
|
1402
Stanley Black & Decker
SWK
$15.7B
| $7.59M | 0.01% |
54,464
-22,258
| -29% | -$2.69M |
|
1403
Valero Energy
VLO
$86B
| $7.59M | 0.01% |
129,018
+45,474
| +54% | +$2.72M |
|
1404
CALL
PPG Industries
PPG
$26.3B
| $7.58M | 0.01% |
71,500
+40,200
| +128% | +$3.87M |
|
1405
iShares Core S&P 500 ETF
IVV
$900B
| $7.57M | 0.01% |
24,439
+20,069
| +459% | +$5.89M |
|
|
ZUO
1406
CALL
DELISTED
Zuora, Inc.
ZUO
| $7.57M | 0.01% |
593,400
+566,300
| +2,090% | +$6.31M |
|
1407
State Street
STT
$51.6B
| $7.56M | 0.01% |
119,019
+80,488
| +209% | +$4.86M |
|
1408
CALL
AngloGold Ashanti
AU
$44.9B
| $7.52M | 0.01% |
255,100
+205,500
| +414% | +$5.08M |
|
1409
CALL
Seagate
STX
$192B
| $7.52M | 0.01% |
155,300
+94,500
| +155% | +$4.74M |
|
1410
CALL
HubSpot
HUBS
$10.2B
| $7.52M | 0.01% |
33,500
+26,300
| +365% | +$4.73M |
|
1411
TJX Companies
TJX
$177B
| $7.5M | 0.01% |
148,302
+31,237
| +27% | +$1.57M |
|
1412
Vanguard FTSE All-World ex-US Small-Cap Index Fund
VSS
$11.8B
| $7.49M | 0.01% |
+77,476
| New | +$6.92M |
|
|
CYBR
1413
PUT
DELISTED
CyberArk
CYBR
| $7.49M | 0.01% |
75,400
+52,300
| +226% | +$5.09M |
|
|
NAV
1414
DELISTED
Navistar International
NAV
| $7.48M | 0.01% |
+265,407
| New | +$6.3M |
|
|
GLUU
1415
DELISTED
Glu Mobile Inc.
GLUU
| $7.47M | 0.01% |
806,318
+763,941
| +1,803% | +$6.5M |
|
1416
CALL
Fastenal
FAST
$58.2B
| $7.45M | 0.01% |
347,800
+285,000
| +454% | +$5.45M |
|
1417
CALL
T. Rowe Price
TROW
$24.3B
| $7.45M | 0.01% |
60,300
+1,900
| +3% | +$217K |
|
1418
Enphase Energy
ENPH
$5.23B
| $7.45M | 0.01% |
156,530
+130,093
| +492% | +$6.22M |
|
1419
Autoliv
ALV
$8.92B
| $7.45M | 0.01% |
115,406
+66,682
| +137% | +$4.01M |
|
1420
PUT
Weyerhaeuser
WY
$18.4B
| $7.44M | 0.01% |
+331,200
| New | +$6.7M |
|
1421
CALL
Freeport-McMoran
FCX
$97.5B
| $7.43M | 0.01% |
642,400
-34,100
| -5% | -$313K |
|
1422
PUT
Idexx Laboratories
IDXX
$45.6B
| $7.43M | 0.01% |
22,500
+14,900
| +196% | +$4.31M |
|
|
DISH
1423
DELISTED
DISH Network Corp.
DISH
| $7.42M | 0.01% |
214,909
+200,649
| +1,407% | +$5.58M |
|
1424
ZTO Express
ZTO
$18.2B
| $7.4M | 0.01% |
201,646
+16,798
| +9% | +$536K |
|
1425
CALL
PennyMac Financial
PFSI
$3.88B
| $7.38M | 0.01% |
+176,500
| New | +$5.59M |
|
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.