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 | |
|---|---|---|---|---|---|---|
401
Futu Holdings
FUTU
$14.5B
| $73.6M | 0.03% |
410,930
-78,595
| -16% | -$11.4M |
|
402
PUT
AbbVie
ABBV
$455B
| $73.3M | 0.03% |
650,700
+323,500
| +99% | +$36.4M |
|
403
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$18.5B
| $72.9M | 0.03% |
1,203,944
+1,105,850
| +1,127% | +$66.2M |
|
404
CALL
iShares MSCI Brazil ETF
EWZ
$9.25B
| $72.8M | 0.03% |
1,796,000
-1,307,200
| -42% | -$49.3M |
|
405
PUT
SLB Ltd
SLB
$72.6B
| $72.7M | 0.03% |
2,271,900
+1,049,300
| +86% | +$32.2M |
|
406
CALL
BioNTech
BNTX
$23.5B
| $72.2M | 0.03% |
322,600
+163,800
| +103% | +$30.9M |
|
407
PUT
Delta Air Lines
DAL
$58.3B
| $72.1M | 0.03% |
1,667,600
+917,200
| +122% | +$42.5M |
|
|
PARA
408
DELISTED
Paramount Global Class B
PARA
| $71.4M | 0.03% |
1,578,685
-15,022,846
| -90% | -$620M |
|
409
PUT
Comcast
CMCSA
$84B
| $71.2M | 0.03% |
1,249,100
+747,400
| +149% | +$41.8M |
|
410
PUT
United States Oil Fund
USO
$2.12B
| $71.1M | 0.03% |
1,426,044
+320,800
| +29% | +$14.5M |
|
411
CALL
Intuitive Surgical
ISRG
$126B
| $70.8M | 0.03% |
231,000
+117,000
| +103% | +$32.8M |
|
412
PUT
Parker-Hannifin
PH
$121B
| $70.8M | 0.03% |
230,400
+178,000
| +340% | +$55.1M |
|
413
State Street SPDR Nuveen ICE High Yield Municipal Bond ETF
HYMB
$3.09B
| $69.6M | 0.03% |
2,289,764
-39,172
| -2% | -$1.18M |
|
414
iShares MSCI Mexico ETF
EWW
$1.93B
| $69.3M | 0.03% |
1,444,832
+929,825
| +181% | +$43.9M |
|
415
PUT
T-Mobile US
TMUS
$186B
| $69M | 0.03% |
476,600
-193,100
| -29% | -$26.6M |
|
416
Vanguard FTSE All-World ex-US ETF
VEU
$66.8B
| $69M | 0.03% |
+1,087,830
| New | +$68.8M |
|
|
LOGC
417
PUT
DELISTED
ContextLogic
LOGC
| $68.8M | 0.03% |
174,253
+161,586
| +1,276% | +$57.3M |
|
418
PUT
Occidental Petroleum
OXY
$55.6B
| $68.5M | 0.03% |
2,191,000
+1,438,000
| +191% | +$38.6M |
|
419
CALL
Sempra
SRE
$58.6B
| $68.4M | 0.03% |
1,033,200
+419,200
| +68% | +$28.7M |
|
420
PIMCO 1-5 Year US TIPS Index Exchange-Traded Fund
STPZ
$506M
| $68.2M | 0.03% |
1,238,789
+1,038,677
| +519% | +$57.2M |
|
421
CALL
Affirm
AFRM
$24.5B
| $68.2M | 0.03% |
1,012,200
+720,100
| +247% | +$45.9M |
|
|
422
PUT
Futu Holdings
FUTU
$14.5B
| $68M | 0.03% |
379,900
-330,600
| -47% | -$48.1M |
|
423
PUT
Wynn Resorts
WYNN
$10.5B
| $68M | 0.03% |
555,700
+360,100
| +184% | +$45.8M |
|
424
KraneShares CSI China Internet ETF
KWEB
$5.55B
| $67.9M | 0.03% |
973,619
+904,569
| +1,310% | +$65.1M |
|
|
425
PUT
BioNTech
BNTX
$23.5B
| $67.7M | 0.03% |
302,600
+164,300
| +119% | +$31M |
|
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.