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 | |
|---|---|---|---|---|---|---|
526
PUT
Expedia Group
EXPE
$35.4B
| $53.3M | 0.02% |
325,700
+144,000
| +79% | +$24.7M |
|
527
State Street DoubleLine Total Return Tactical ETF
TOTL
$4.09B
| $53.3M | 0.02% |
1,101,397
+1,035,095
| +1,561% | +$50.1M |
|
528
Texas Pacific Land
TPL
$27.8B
| $53.2M | 0.02% |
299,070
+294,426
| +6,340% | +$51.3M |
|
529
CALL
Match Group
MTCH
$9.19B
| $53.1M | 0.02% |
329,200
+123,900
| +60% | +$18.2M |
|
530
iShares Core MSCI Europe ETF
IEUR
$8.97B
| $53M | 0.02% |
924,997
+887,566
| +2,371% | +$51.1M |
|
531
CALL
Fastly Inc
FSLY
$3.55B
| $52.9M | 0.02% |
887,300
+185,400
| +26% | +$10.5M |
|
532
PUT
Royal Caribbean
RCL
$85.1B
| $52.7M | 0.02% |
618,100
+134,400
| +28% | +$11.7M |
|
533
CALL
Southwest Airlines
LUV
$22B
| $52.2M | 0.02% |
983,700
-53,200
| -5% | -$3.19M |
|
534
CALL
Veeva Systems
VEEV
$33.1B
| $52.1M | 0.02% |
167,600
-108,700
| -39% | -$30.3M |
|
535
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.5B
| $51.9M | 0.02% |
792,400
-3,106,400
| -80% | -$212M |
|
536
PUT
Texas Instruments
TXN
$252B
| $51.9M | 0.02% |
269,700
-96,900
| -26% | -$18.2M |
|
537
Stellantis
STLA
$21.7B
| $51.7M | 0.02% |
2,625,372
+1,473,709
| +128% | +$27.7M |
|
538
Li Auto
LI
$13.4B
| $51.6M | 0.02% |
1,478,160
+594,566
| +67% | +$13.9M |
|
539
PUT
Bilibili
BILI
$7.99B
| $51.5M | 0.02% |
423,000
-533,400
| -56% | -$57.8M |
|
540
PUT
KLA
KLAC
$239B
| $51.4M | 0.02% |
1,586,000
+1,086,000
| +217% | +$34.8M |
|
541
PUT
iShares MSCI Brazil ETF
EWZ
$9.28B
| $51.4M | 0.02% |
1,267,600
-613,700
| -33% | -$23.2M |
|
542
PUT
iShares Biotechnology ETF
IBB
$9.34B
| $51.2M | 0.02% |
312,800
+85,200
| +37% | +$13.1M |
|
543
PepsiCo
PEP
$190B
| $51.2M | 0.02% |
345,308
+271,667
| +369% | +$39.6M |
|
|
FIRY
544
CALL
Firy Inc
FIRY
$148M
| $50.8M | 0.02% |
116,965
+78,335
| +203% | +$28M |
|
545
PUT
Constellation Brands
STZ
$22.2B
| $50.8M | 0.02% |
217,000
+98,100
| +83% | +$23M |
|
546
PUT
iShares Silver Trust
SLV
$28B
| $50.6M | 0.02% |
2,090,900
-1,022,200
| -33% | -$25.3M |
|
547
CALL
Dow Inc
DOW
$21.9B
| $50.5M | 0.02% |
797,700
+340,900
| +75% | +$22.5M |
|
|
548
PUT
Fastly Inc
FSLY
$3.55B
| $50.5M | 0.02% |
846,800
-156,800
| -16% | -$8.91M |
|
549
CALL
Abbott
ABT
$183B
| $50.2M | 0.02% |
433,100
+32,900
| +8% | +$3.84M |
|
550
CALL
Gilead Sciences
GILD
$162B
| $50M | 0.02% |
726,800
-700,500
| -49% | -$46.8M |
|
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.