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 | |
|---|---|---|---|---|---|---|
2326
Etsy
ETSY
$7.85B
| $3.41M | ﹤0.01% |
32,125
-43,352
| -57% | -$3.21M |
|
2327
PUT
Leidos
LDOS
$17.3B
| $3.41M | ﹤0.01% |
+36,400
| New | +$3.59M |
|
2328
PUT
McKesson
MCK
$101B
| $3.41M | ﹤0.01% |
22,200
+4,000
| +22% | +$578K |
|
2329
Vanguard Morningstar Mega Cap Value ETF
MGV
$13.5B
| $3.4M | ﹤0.01% |
+46,484
| New | +$3.36M |
|
2330
CALL
Travel + Leisure Co
TNL
$4.7B
| $3.4M | ﹤0.01% |
+120,800
| New | +$3.27M |
|
2331
JPMorgan BetaBuilders International Equity ETF
BBIN
$6.79B
| $3.4M | ﹤0.01% |
+73,826
| New | +$3.2M |
|
2332
CALL
Idexx Laboratories
IDXX
$46.2B
| $3.4M | ﹤0.01% |
10,300
+6,600
| +178% | +$1.91M |
|
2333
CALL
Axalta
AXTA
$8.17B
| $3.38M | ﹤0.01% |
150,100
+120,500
| +407% | +$2.46M |
|
2334
ResMed
RMD
$30.7B
| $3.38M | ﹤0.01% |
17,610
+14,798
| +526% | +$2.42M |
|
2335
CALL
BJs Wholesale Club
BJ
$12.3B
| $3.38M | ﹤0.01% |
90,700
+81,100
| +845% | +$2.49M |
|
2336
CALL
Boston Properties
BXP
$11.1B
| $3.38M | ﹤0.01% |
+37,400
| New | +$3.39M |
|
2337
PUT
Graco
GGG
$13.5B
| $3.37M | ﹤0.01% |
+70,300
| New | +$3.31M |
|
2338
Vanguard International High Dividend Yield ETF
VYMI
$20.9B
| $3.37M | ﹤0.01% |
65,899
+29,056
| +79% | +$1.42M |
|
2339
JPMorgan Core Plus Bond ETF
JCPB
$14B
| $3.37M | ﹤0.01% |
61,142
+7,882
| +15% | +$431K |
|
2340
PUT
Cemex
CX
$16.3B
| $3.37M | ﹤0.01% |
+1,169,800
| New | +$2.74M |
|
2341
CALL
US Global Jets ETF
JETS
$800M
| $3.36M | ﹤0.01% |
+202,000
| New | +$3.07M |
|
2342
CALL
State Street SPDR S&P Homebuilders ETF
XHB
$1.56B
| $3.36M | ﹤0.01% |
76,600
+62,100
| +428% | +$2.36M |
|
2343
CALL
GameStop
GME
$8.6B
| $3.36M | ﹤0.01% |
3,096,400
+324,400
| +12% | +$374K |
|
|
SPLK
2344
DELISTED
Splunk Inc
SPLK
| $3.36M | ﹤0.01% |
16,905
+4,114
| +32% | +$651K |
|
2345
Paycom
PAYC
$9.69B
| $3.36M | ﹤0.01% |
10,836
-122
| -1% | -$32.5K |
|
|
FL
2346
CALL
DELISTED
Foot Locker
FL
| $3.35M | ﹤0.01% |
114,900
+39,900
| +53% | +$1.05M |
|
|
ATH
2347
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
| $3.35M | ﹤0.01% |
107,362
+90,121
| +523% | +$2.52M |
|
|
EUMV
2348
DELISTED
iShares Edge MSCI Min Vol Europe ETF
EUMV
| $3.35M | ﹤0.01% |
137,667
+123,694
| +885% | +$2.89M |
|
2349
Nutanix
NTNX
$16.9B
| $3.35M | ﹤0.01% |
141,203
+68,023
| +93% | +$1.41M |
|
2350
US Global GO Gold and Precious Metal Miners ETF
GOAU
$197M
| $3.35M | ﹤0.01% |
160,287
-151,728
| -49% | -$2.75M |
|
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.