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 | |
|---|---|---|---|---|---|---|
1601
Quest Diagnostics
DGX
$26.3B
| $6.24M | ﹤0.01% |
54,741
+27,424
| +100% | +$2.91M |
|
1602
Alcon
ALC
$33.9B
| $6.24M | ﹤0.01% |
108,670
+30,211
| +39% | +$1.71M |
|
1603
PUT
Mohawk Industries
MHK
$8.97B
| $6.23M | ﹤0.01% |
+61,200
| New | +$5.38M |
|
|
KSU
1604
CALL
DELISTED
Kansas City Southern
KSU
| $6.22M | ﹤0.01% |
41,700
+36,600
| +718% | +$5.15M |
|
|
CYBR
1605
DELISTED
CyberArk
CYBR
| $6.21M | ﹤0.01% |
62,540
+45,200
| +261% | +$4.4M |
|
1606
CALL
Lennar Class A
LEN
$20.4B
| $6.21M | ﹤0.01% |
104,023
+30,370
| +41% | +$1.55M |
|
1607
FlexShares Morningstar Emerging Markets Factor Tilt Index Fund
TLTE
$344M
| $6.2M | ﹤0.01% |
138,801
+69,937
| +102% | +$2.96M |
|
1608
PUT
Invesco S&P 500 Equal Weight ETF
RSP
$98.8B
| $6.2M | ﹤0.01% |
60,900
+50,600
| +491% | +$4.88M |
|
1609
State Street DoubleLine Short Duration Total Return Tactical ETF
STOT
$506M
| $6.17M | ﹤0.01% |
124,530
+1,208
| +1% | +$59.3K |
|
1610
iShares 0-5 Year Investment Grade Corporate Bond ETF
SLQD
$2.37B
| $6.17M | ﹤0.01% |
118,356
-1,067,812
| -90% | -$54.9M |
|
|
CLDR
1611
PUT
DELISTED
Cloudera, Inc.
CLDR
| $6.17M | ﹤0.01% |
+484,700
| New | +$4.66M |
|
1612
CALL
Norfolk Southern
NSC
$76.9B
| $6.16M | ﹤0.01% |
35,100
+20,800
| +145% | +$3.52M |
|
|
MBT
1613
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
| $6.16M | ﹤0.01% |
670,176
+242,677
| +57% | +$2.12M |
|
1614
PUT
Winnebago Industries
WGO
$885M
| $6.16M | ﹤0.01% |
92,400
+83,800
| +974% | +$4.28M |
|
1615
PUT
Apollo Global Management
APO
$73.7B
| $6.16M | ﹤0.01% |
+123,300
| New | +$5.41M |
|
1616
Consolidated Edison
ED
$40.2B
| $6.16M | ﹤0.01% |
85,571
-80,423
| -48% | -$6.18M |
|
1617
CALL
Leidos
LDOS
$17B
| $6.15M | ﹤0.01% |
+65,700
| New | +$6.47M |
|
1618
Corning
GLW
$135B
| $6.15M | ﹤0.01% |
+237,290
| New | +$5.38M |
|
1619
CALL
Qorvo
QRVO
$8.41B
| $6.14M | ﹤0.01% |
55,600
+25,300
| +83% | +$2.51M |
|
1620
XPO
XPO
$23B
| $6.14M | ﹤0.01% |
229,895
-150,283
| -40% | -$3.6M |
|
1621
CALL
Aramark
ARMK
$14.8B
| $6.13M | ﹤0.01% |
376,166
+360,931
| +2,369% | +$6.33M |
|
1622
PUT
Planet Fitness
PLNT
$4.05B
| $6.12M | ﹤0.01% |
101,100
+36,500
| +57% | +$2.19M |
|
1623
CALL
GoDaddy
GDDY
$11.4B
| $6.1M | ﹤0.01% |
83,200
+63,700
| +327% | +$4.57M |
|
1624
CALL
First Majestic Silver
AG
$8.52B
| $6.09M | ﹤0.01% |
612,700
+489,600
| +398% | +$4.15M |
|
1625
Darden Restaurants
DRI
$24.1B
| $6.09M | ﹤0.01% |
80,434
+43,116
| +116% | +$3.06M |
|
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.