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 | |
|---|---|---|---|---|---|---|
1776
CALL
PVH
PVH
$3.99B
| $5.3M | ﹤0.01% |
+110,400
| New | +$5.15M |
|
1777
CALL
Boyd Gaming
BYD
$6.11B
| $5.29M | ﹤0.01% |
252,900
+226,400
| +854% | +$4.13M |
|
1778
PUT
Appian
APPN
$2.23B
| $5.28M | ﹤0.01% |
+103,100
| New | +$5.03M |
|
1779
CALL
Neurocrine Biosciences
NBIX
$16.2B
| $5.28M | ﹤0.01% |
43,300
+19,200
| +80% | +$2.12M |
|
1780
Pan American Silver
PAAS
$20.2B
| $5.28M | ﹤0.01% |
173,840
-216,722
| -55% | -$5.14M |
|
1781
CALL
Dropbox
DBX
$8.06B
| $5.26M | ﹤0.01% |
241,600
-11,700
| -5% | -$247K |
|
1782
APA Corp
APA
$12.9B
| $5.26M | ﹤0.01% |
389,507
+200,505
| +106% | +$2.29M |
|
1783
Travelers Companies
TRV
$80.5B
| $5.25M | ﹤0.01% |
46,006
+8,025
| +21% | +$846K |
|
1784
PUT
AngloGold Ashanti
AU
$44.3B
| $5.25M | ﹤0.01% |
177,900
-29,300
| -14% | -$724K |
|
1785
PACCAR
PCAR
$69.5B
| $5.23M | ﹤0.01% |
104,733
-63,644
| -38% | -$2.97M |
|
1786
CALL
Qualys
QLYS
$6.29B
| $5.22M | ﹤0.01% |
50,200
+44,900
| +847% | +$4.7M |
|
1787
State Street SPDR Bloomberg Emerging Markets Local Bond ETF
EBND
$2.27B
| $5.22M | ﹤0.01% |
+199,018
| New | +$5.09M |
|
1788
Dominion Energy
D
$58.8B
| $5.21M | ﹤0.01% |
64,171
+1,939
| +3% | +$156K |
|
1789
PUT
Microchip Technology
MCHP
$40.4B
| $5.2M | ﹤0.01% |
98,800
+15,800
| +19% | +$711K |
|
|
FBC
1790
CALL
DELISTED
Flagstar Bancorp, Inc. New
FBC
| $5.19M | ﹤0.01% |
+176,500
| New | +$4.52M |
|
1791
CSX Corp
CSX
$93.9B
| $5.19M | ﹤0.01% |
223,356
-520,239
| -70% | -$11.5M |
|
1792
Colgate-Palmolive
CL
$74.1B
| $5.19M | ﹤0.01% |
70,798
+28,281
| +67% | +$2.01M |
|
1793
PUT
Ball Corp
BALL
$16.7B
| $5.18M | ﹤0.01% |
74,600
+60,800
| +441% | +$4.11M |
|
1794
PUT
Sempra
SRE
$55.1B
| $5.18M | ﹤0.01% |
+88,400
| New | +$5.43M |
|
1795
Tyler Technologies
TYL
$12.5B
| $5.17M | ﹤0.01% |
14,917
+11,204
| +302% | +$3.76M |
|
1796
CALL
Halozyme
HALO
$10.2B
| $5.17M | ﹤0.01% |
192,900
+182,600
| +1,773% | +$4.12M |
|
1797
Robert Half
RHI
$4.16B
| $5.17M | ﹤0.01% |
97,836
+38,770
| +66% | +$1.84M |
|
|
GRMN
1798
CALL
Garmin
GRMN
$58.2B
| $5.17M | ﹤0.01% |
53,000
+10,700
| +25% | +$915K |
|
1799
CALL
Royal Bank of Canada
RY
$294B
| $5.17M | ﹤0.01% |
76,200
+37,300
| +96% | +$2.37M |
|
1800
iShares MSCI Intl Momentum Factor ETF
IMTM
$4.23B
| $5.16M | ﹤0.01% |
+164,423
| New | +$4.77M |
|
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.