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 | |
|---|---|---|---|---|---|---|
2076
PUT
Phillips 66
PSX
$81.2B
| $4.18M | ﹤0.01% |
58,100
+50,700
| +685% | +$3.59M |
|
2077
CALL
Scorpio Tankers
STNG
$3.79B
| $4.18M | ﹤0.01% |
326,100
+188,400
| +137% | +$3.42M |
|
2078
CALL
Western Union
WU
$2.21B
| $4.17M | ﹤0.01% |
+192,900
| New | +$3.92M |
|
2079
Keysight
KEYS
$58.1B
| $4.17M | ﹤0.01% |
41,353
-2,348
| -5% | -$230K |
|
2080
Qorvo
QRVO
$8.66B
| $4.17M | ﹤0.01% |
37,687
+26,310
| +231% | +$2.61M |
|
2081
CALL
United Natural Foods
UNFI
$2.87B
| $4.17M | ﹤0.01% |
228,700
+144,100
| +170% | +$2.16M |
|
2082
Canadian Pacific Kansas City
CP
$80.6B
| $4.16M | ﹤0.01% |
81,530
+18,265
| +29% | +$866K |
|
|
2083
PUT
Qorvo
QRVO
$8.66B
| $4.14M | ﹤0.01% |
37,500
+16,800
| +81% | +$1.66M |
|
2084
CDW
CDW
$17.1B
| $4.14M | ﹤0.01% |
35,665
+13,527
| +61% | +$1.47M |
|
2085
iShares US Consumer Staples ETF
IYK
$1.41B
| $4.14M | ﹤0.01% |
97,452
+89,454
| +1,118% | +$3.61M |
|
2086
Hewlett Packard
HPE
$69.7B
| $4.13M | ﹤0.01% |
424,289
-40,917
| -9% | -$402K |
|
2087
Hubbell
HUBB
$27.2B
| $4.13M | ﹤0.01% |
32,906
+30,891
| +1,533% | +$3.76M |
|
2088
CALL
Range Resources
RRC
$8.98B
| $4.12M | ﹤0.01% |
+731,500
| New | +$4.06M |
|
2089
Arcturus Therapeutics
ARCT
$213M
| $4.12M | ﹤0.01% |
88,088
+69,761
| +381% | +$2.4M |
|
|
SKX
2090
DELISTED
Skechers
SKX
| $4.11M | ﹤0.01% |
130,843
+72,346
| +124% | +$2.07M |
|
2091
Westlake Corp
WLK
$9.99B
| $4.1M | ﹤0.01% |
76,431
+69,065
| +938% | +$3.18M |
|
2092
WisdomTree Emerging Markets Corporate Bond Fund
EMCB
$98.8M
| $4.1M | ﹤0.01% |
56,913
+18,912
| +50% | +$1.3M |
|
|
ICPT
2093
PUT
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
| $4.1M | ﹤0.01% |
85,500
+68,100
| +391% | +$5.26M |
|
2094
CALL
TE Connectivity
TEL
$62.7B
| $4.09M | ﹤0.01% |
+50,200
| New | +$3.78M |
|
2095
Brighthouse Financial
BHF
$3.49B
| $4.09M | ﹤0.01% |
146,962
+110,266
| +300% | +$3.04M |
|
2096
CALL
Wendy's
WEN
$1.45B
| $4.09M | ﹤0.01% |
187,600
+118,600
| +172% | +$2.36M |
|
2097
CALL
Lamb Weston
LW
$7.19B
| $4.08M | ﹤0.01% |
63,900
+53,800
| +533% | +$3.25M |
|
2098
CALL
Cheniere Energy
LNG
$53.4B
| $4.08M | ﹤0.01% |
84,500
+56,500
| +202% | +$2.47M |
|
2099
CALL
Toyota
TM
$226B
| $4.08M | ﹤0.01% |
32,500
+30,800
| +1,812% | +$3.82M |
|
2100
PUT
SS&C Technologies
SSNC
$18.6B
| $4.08M | ﹤0.01% |
+72,200
| New | +$3.94M |
|
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.