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 | |
|---|---|---|---|---|---|---|
|
CXO
1976
PUT
DELISTED
CONCHO RESOURCES INC.
CXO
| $4.51M | ﹤0.01% |
87,500
+63,200
| +260% | +$3.49M |
|
1977
CALL
Equitable Holdings
EQH
$14.1B
| $4.5M | ﹤0.01% |
+233,300
| New | +$4.17M |
|
1978
iShares Core S&P US Growth ETF
IUSG
$33.7B
| $4.5M | ﹤0.01% |
62,598
-27,071
| -30% | -$1.8M |
|
1979
KLA
KLAC
$259B
| $4.5M | ﹤0.01% |
231,310
-985,850
| -81% | -$16.9M |
|
1980
CALL
FIVE9
FIVN
$2.54B
| $4.49M | ﹤0.01% |
40,600
+35,300
| +666% | +$3.44M |
|
1981
First Trust Switzerland AlphaDEX Fund
FSZ
$37.3M
| $4.49M | ﹤0.01% |
91,981
+74,280
| +420% | +$3.41M |
|
1982
CALL
National Beverage
FIZZ
$2.99B
| $4.49M | ﹤0.01% |
147,000
+122,400
| +498% | +$3.3M |
|
|
BSCO
1983
DELISTED
Invesco BulletShares 2024 Corporate Bond ETF
BSCO
| $4.48M | ﹤0.01% |
203,327
-147,588
| -42% | -$3.19M |
|
1984
Tapestry
TPR
$32.7B
| $4.48M | ﹤0.01% |
337,069
+138,984
| +70% | +$1.97M |
|
1985
CALL
BHP
BHP
$230B
| $4.47M | ﹤0.01% |
100,778
-137,659
| -58% | -$5.39M |
|
1986
Invesco DB Oil Fund
DBO
$371M
| $4.47M | ﹤0.01% |
639,482
+245,758
| +62% | +$1.53M |
|
|
ATVI
1987
DELISTED
Activision Blizzard
ATVI
| $4.47M | ﹤0.01% |
58,891
+7,964
| +16% | +$556K |
|
|
X
1988
CALL
DELISTED
US Steel
X
| $4.47M | ﹤0.01% |
618,700
+327,700
| +113% | +$2.56M |
|
1989
PUT
Advance Auto Parts
AAP
$3.46B
| $4.46M | ﹤0.01% |
31,300
+23,600
| +306% | +$3M |
|
1990
Factset
FDS
$10.1B
| $4.46M | ﹤0.01% |
13,577
+9,827
| +262% | +$2.84M |
|
1991
CALL
Whirlpool
WHR
$2.87B
| $4.46M | ﹤0.01% |
34,400
-79,600
| -70% | -$9.11M |
|
1992
CALL
Public Storage
PSA
$61.3B
| $4.45M | ﹤0.01% |
23,200
+21,700
| +1,447% | +$4.19M |
|
1993
PUT
Cheesecake Factory
CAKE
$5.32B
| $4.45M | ﹤0.01% |
194,000
-14,800
| -7% | -$311K |
|
1994
Smith & Wesson
SWBI
$640M
| $4.44M | ﹤0.01% |
268,402
+174,194
| +185% | +$1.62M |
|
1995
Wabtec
WAB
$49.8B
| $4.44M | ﹤0.01% |
77,097
+16,447
| +27% | +$931K |
|
1996
PUT
Burlington
BURL
$23.2B
| $4.43M | ﹤0.01% |
22,500
+20,300
| +923% | +$3.82M |
|
1997
Prosperity Bancshares
PB
$8.9B
| $4.43M | ﹤0.01% |
74,605
+66,315
| +800% | +$3.83M |
|
1998
Principal Active High Yield ETF
YLD
$584M
| $4.43M | ﹤0.01% |
245,030
+33,670
| +16% | +$592K |
|
1999
iShares ESG MSCI EM Leaders ETF
LDEM
$33.5M
| $4.42M | ﹤0.01% |
94,075
-15,734
| -14% | -$691K |
|
2000
CALL
Steel Dynamics
STLD
$37.4B
| $4.42M | ﹤0.01% |
169,300
+89,400
| +112% | +$2.24M |
|
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.