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 | |
|---|---|---|---|---|---|---|
1826
Invesco DB US Dollar Index Bullish Fund
UUP
$424M
| $5.06M | ﹤0.01% |
192,321
+175,144
| +1,020% | +$4.68M |
|
1827
PUT
Chubb
CB
$137B
| $5.05M | ﹤0.01% |
39,900
+9,100
| +30% | +$1.05M |
|
1828
PUT
Bath & Body Works
BBWI
$4.06B
| $5.05M | ﹤0.01% |
417,364
+366,647
| +723% | +$4.09M |
|
1829
American Tower
AMT
$79.8B
| $5.05M | ﹤0.01% |
19,523
-61,416
| -76% | -$15.2M |
|
1830
Tradeweb Markets
TW
$21.8B
| $5.05M | ﹤0.01% |
+86,827
| New | +$5M |
|
1831
Johnson Controls International
JCI
$93.6B
| $5.05M | ﹤0.01% |
147,800
-156,890
| -51% | -$4.83M |
|
1832
PUT
Williams-Sonoma
WSM
$29.1B
| $5.04M | ﹤0.01% |
+123,000
| New | +$4.18M |
|
1833
CALL
iShares Preferred and Income Securities ETF
PFF
$13.2B
| $5.04M | ﹤0.01% |
145,500
+126,400
| +662% | +$4.31M |
|
1834
Acuity Brands
AYI
$10.7B
| $5.04M | ﹤0.01% |
+52,594
| New | +$4.63M |
|
1835
NovaGold Resources
NG
$3.03B
| $5.03M | ﹤0.01% |
547,359
+369,444
| +208% | +$3.74M |
|
1836
Direxion Daily Robotics Artificial Intelligence & Automation Index Bull 2X ETF
UBOT
$25.9M
| $5.02M | ﹤0.01% |
225,555
+182,742
| +427% | +$3.09M |
|
1837
PUT
HP
HPQ
$25.8B
| $5.01M | ﹤0.01% |
287,600
+260,700
| +969% | +$4.14M |
|
1838
CALL
BorgWarner
BWA
$13.4B
| $5.01M | ﹤0.01% |
161,085
+144,386
| +865% | +$3.8M |
|
1839
PUT
Hyatt Hotels
H
$16.9B
| $5M | ﹤0.01% |
99,500
+10,900
| +12% | +$580K |
|
1840
PUT
Wheaton Precious Metals
WPM
$56.9B
| $5M | ﹤0.01% |
113,500
+24,000
| +27% | +$944K |
|
1841
CALL
Public Service Enterprise Group
PEG
$37.4B
| $5M | ﹤0.01% |
+101,600
| New | +$5.06M |
|
|
INFO
1842
DELISTED
IHS Markit Ltd. Common Shares
INFO
| $4.99M | ﹤0.01% |
66,130
-81,115
| -55% | -$5.52M |
|
1843
Vanguard Consumer Discretionary ETF
VCR
$6.24B
| $4.99M | ﹤0.01% |
+24,954
| New | +$4.5M |
|
1844
PUT
Interactive Brokers
IBKR
$38.8B
| $4.99M | ﹤0.01% |
+477,600
| New | +$4.99M |
|
1845
PUT
Tyson Foods
TSN
$20.6B
| $4.98M | ﹤0.01% |
83,400
-286,500
| -77% | -$17.4M |
|
1846
CALL
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$146M
| $4.98M | ﹤0.01% |
2,292
-51,067
| -96% | -$123M |
|
1847
CALL
Diageo
DEO
$51.6B
| $4.97M | ﹤0.01% |
37,400
+33,800
| +939% | +$4.64M |
|
|
SAGE
1848
CALL
DELISTED
Sage Therapeutics
SAGE
| $4.97M | ﹤0.01% |
119,600
+110,200
| +1,172% | +$4M |
|
1849
Goldman Sachs Equal Weight US Large Cap Equity ETF
GSEW
$1.94B
| $4.97M | ﹤0.01% |
106,993
+96,381
| +908% | +$4.22M |
|
|
HBI
1850
CALL
DELISTED
Hanesbrands
HBI
| $4.97M | ﹤0.01% |
+439,900
| New | +$4.4M |
|
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.