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 MBS ETF
MBB
|
+$629M |
| 2 |
iShares MSCI EAFE ETF
EFA
|
+$482M |
| 3 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
+$394M |
| 4 |
NVIDIA
NVDA
|
+$306M |
| 5 |
State Street SPDR Bloomberg Convertible Securities ETF
CWB
|
+$281M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Baidu
BIDU
|
+$964M |
| 2 |
PARA
Paramount Global Class B
PARA
|
+$620M |
| 3 |
Invesco Senior Loan ETF
BKLN
|
+$369M |
| 4 |
Tencent Music
TME
|
+$338M |
| 5 |
iShares Core MSCI EAFE ETF
IEFA
|
+$304M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 2.5% |
| 2 | Technology | 2.1% |
| 3 | Healthcare | 1.18% |
| 4 | Financials | 0.9% |
| 5 | Industrials | 0.72% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
251
PUT
State Street SPDR S&P Retail ETF
XRT
$449M
| $133M | 0.05% |
1,368,400
+819,900
| +149% | +$76.6M |
|
252
State Street SPDR Portfolio Emerging Markets ETF
SPEM
$17.2B
| $133M | 0.05% |
2,922,439
+1,376,993
| +89% | +$61.6M |
|
253
State Street SPDR Portfolio Long Term Treasury ETF
SPTL
$10.4B
| $133M | 0.05% |
3,217,255
+3,096,051
| +2,554% | +$124M |
|
|
DOCU
254
DocuSign
DOCU
$10.4B
| $132M | 0.05% |
473,158
+329,057
| +228% | +$73.6M |
|
255
CALL
Futu Holdings
FUTU
$14.6B
| $132M | 0.05% |
737,000
-794,900
| -52% | -$116M |
|
256
CALL
Expedia Group
EXPE
$35.1B
| $131M | 0.05% |
802,200
+235,400
| +42% | +$40.4M |
|
257
PUT
Bank of America
BAC
$434B
| $130M | 0.05% |
3,161,500
-291,400
| -8% | -$11.9M |
|
258
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$47.1B
| $130M | 0.05% |
1,420,407
+1,333,483
| +1,534% | +$122M |
|
259
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.6B
| $129M | 0.05% |
1,330,400
+84,200
| +7% | +$7.35M |
|
260
PUT
Twilio
TWLO
$29.3B
| $128M | 0.05% |
324,900
+75,100
| +30% | +$26.1M |
|
261
Qualcomm
QCOM
$157B
| $128M | 0.05% |
893,095
+272,395
| +44% | +$36.8M |
|
262
PUT
VanEck Semiconductor ETF
SMH
$65.6B
| $128M | 0.05% |
973,200
-408,600
| -30% | -$50.5M |
|
263
PUT
State Street SPDR S&P Biotech ETF
XBI
$9.96B
| $126M | 0.05% |
931,300
-943,800
| -50% | -$124M |
|
264
Alphabet (Google) Class C
GOOG
$4.27T
| $126M | 0.05% |
1,002,360
-239,480
| -19% | -$28.5M |
|
|
265
VanEck Semiconductor ETF
SMH
$65.6B
| $125M | 0.05% |
956,774
+211,308
| +28% | +$26.1M |
|
266
PUT
General Motors
GM
$79.5B
| $125M | 0.05% |
2,117,600
+989,700
| +88% | +$58.2M |
|
267
PUT
Intel
INTC
$469B
| $125M | 0.05% |
2,222,000
-773,100
| -26% | -$45.4M |
|
268
CALL
Pfizer
PFE
$142B
| $124M | 0.05% |
3,175,500
+1,065,100
| +50% | +$41.4M |
|
269
CALL
Freeport-McMoran
FCX
$89.1B
| $123M | 0.05% |
3,322,100
-170,600
| -5% | -$6.65M |
|
270
PUT
Virgin Galactic
SPCE
$317M
| $123M | 0.05% |
133,960
+89,770
| +203% | +$51M |
|
271
PUT
Peloton Interactive
PTON
$2.73B
| $123M | 0.05% |
991,000
+400,600
| +68% | +$42.6M |
|
272
Microsoft
MSFT
$3.38T
| $123M | 0.05% |
452,526
-139,447
| -24% | -$35.4M |
|
273
CALL
Blackrock
BLK
$170B
| $121M | 0.05% |
138,500
+32,200
| +30% | +$27.2M |
|
|
X
274
PUT
DELISTED
US Steel
X
| $121M | 0.05% |
5,046,200
+929,800
| +23% | +$22.9M |
|
275
CALL
iShares China Large-Cap ETF
FXI
$4.35B
| $120M | 0.05% |
2,599,100
+528,700
| +26% | +$24.4M |
|
Similar funds
Jane Street's Q2 2021 Portfolio in Review
As of Q2 2021, Jane Street held 10,953 positions worth $256B, up 27% from $201B the previous quarter. Its ten largest holdings account for 37% of the portfolio.
Jane Street deployed $36.7B of net new capital in Q2 2021, opening 1,924 new positions and adding to 4,221 existing holdings. Its largest new stake was iShares MSCI EAFE ETF: 6,071,963 shares worth $479M.
By sector, the portfolio is most concentrated in Consumer Discretionary at 2.5% of assets, down from 2.8% a quarter earlier, followed by Technology and Healthcare.
On the sell side, the largest reduction was Baidu, an estimated $964M trimmed.
- Jane Street's largest Q2 2021 buy was iShares MSCI EAFE ETF: 6,071,963 shares worth $479M.
- Jane Street added most to iShares MBS ETF in Q2 2021, an estimated $629M increase.
- Jane Street's biggest Q2 2021 reduction was Baidu, cutting an estimated $964M.
- Jane Street fully exited Invesco Senior Loan ETF in Q2 2021, selling an estimated $369M.
- Jane Street's ten largest holdings make up 37% of its $256B portfolio in Q2 2021.
- Jane Street opened 1,924 new positions and closed 1,267 in Q2 2021.
- Jane Street's portfolio value rose 27% quarter-over-quarter to $256B.
Based on Jane Street's 13F filing for Q2 2021, filed 16 Aug 2021.