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 | |
|---|---|---|---|---|---|---|
1876
CALL
ProShares Ultra Technology
ROM
$1.29B
| $4.89M | ﹤0.01% |
209,600
+121,600
| +138% | +$2.32M |
|
1877
CALL
Nutrien
NTR
$31B
| $4.89M | ﹤0.01% |
+152,200
| New | +$5.3M |
|
|
PPL
1878
CALL
PPL Corp
PPL
$26.1B
| $4.89M | ﹤0.01% |
189,100
-503,600
| -73% | -$13.1M |
|
1879
PUT
KLA
KLAC
$262B
| $4.88M | ﹤0.01% |
251,000
+175,000
| +230% | +$2.99M |
|
1880
First Trust Dorsey Wright International Focus 5 ETF
IFV
$236M
| $4.88M | ﹤0.01% |
+289,481
| New | +$4.49M |
|
1881
CALL
TD Synnex
SNX
$20.6B
| $4.88M | ﹤0.01% |
+81,400
| New | +$3.8M |
|
1882
CALL
Warner Music
WMG
$13.7B
| $4.87M | ﹤0.01% |
+165,100
| New | +$5.15M |
|
1883
PUT
Huntsman Corp
HUN
$1.78B
| $4.86M | ﹤0.01% |
270,700
+232,000
| +599% | +$3.89M |
|
1884
PUT
Zebra Technologies
ZBRA
$17.7B
| $4.86M | ﹤0.01% |
19,000
+5,700
| +43% | +$1.34M |
|
1885
PUT
iShares Core S&P 500 ETF
IVV
$900B
| $4.86M | ﹤0.01% |
15,700
-122,200
| -89% | -$35.9M |
|
1886
CALL
Direxion Daily MSCI Emerging Markets Bull 3X ETF
EDC
$161M
| $4.85M | ﹤0.01% |
108,900
+36,800
| +51% | +$1.38M |
|
1887
Thor Industries
THO
$4.1B
| $4.84M | ﹤0.01% |
45,486
+17,811
| +64% | +$1.39M |
|
1888
Lamb Weston
LW
$7.11B
| $4.84M | ﹤0.01% |
75,771
+54,174
| +251% | +$3.27M |
|
1889
PUT
Incyte
INCY
$24.1B
| $4.83M | ﹤0.01% |
+46,500
| New | +$4.48M |
|
1890
CALL
Xcel Energy
XEL
$47.7B
| $4.83M | ﹤0.01% |
+77,200
| New | +$4.87M |
|
1891
DXC Technology
DXC
$1.77B
| $4.82M | ﹤0.01% |
292,025
+245,604
| +529% | +$3.91M |
|
1892
PUT
Veeco
VECO
$3.18B
| $4.82M | ﹤0.01% |
+357,100
| New | +$4.1M |
|
|
JNPR
1893
DELISTED
Juniper Networks
JNPR
| $4.82M | ﹤0.01% |
210,679
-341,537
| -62% | -$7.86M |
|
1894
PUT
O'Reilly Automotive
ORLY
$75.4B
| $4.81M | ﹤0.01% |
171,000
-7,500
| -4% | -$196K |
|
1895
Vanguard ESG US Stock ETF
ESGV
$13.6B
| $4.8M | ﹤0.01% |
+85,205
| New | +$4.48M |
|
1896
WisdomTree International SmallCap Dividend Fund
DLS
$1.08B
| $4.8M | ﹤0.01% |
86,238
+18,219
| +27% | +$964K |
|
1897
First Trust Municipal High Income ETF
FMHI
$1B
| $4.8M | ﹤0.01% |
94,367
-20,736
| -18% | -$1.02M |
|
1898
iShares MSCI Taiwan ETF
EWT
$10.7B
| $4.79M | ﹤0.01% |
119,204
+107,207
| +894% | +$3.99M |
|
1899
CALL
Otis Worldwide
OTIS
$28.2B
| $4.79M | ﹤0.01% |
+84,300
| New | +$4.37M |
|
1900
PUT
Fiverr
FVRR
$338M
| $4.79M | ﹤0.01% |
+64,900
| New | +$3.34M |
|
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.