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 | |
|---|---|---|---|---|---|---|
626
PUT
XPO
XPO
$23.5B
| $42.7M | 0.02% |
883,032
+779,231
| +751% | +$38.1M |
|
627
PUT
iShares US Home Construction ETF
ITB
$2.26B
| $42.6M | 0.02% |
616,000
+571,500
| +1,284% | +$40.5M |
|
628
iShares ESG Aware MSCI EAFE ETF
ESGD
$12B
| $42.5M | 0.02% |
537,581
+257,421
| +92% | +$20.5M |
|
629
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.6B
| $42.4M | 0.02% |
475,192
-298,502
| -39% | -$26M |
|
630
iShares MSCI Hong Kong ETF
EWH
$1.24B
| $42.4M | 0.02% |
1,586,766
-3,143,112
| -66% | -$85.4M |
|
631
CALL
Idexx Laboratories
IDXX
$44.1B
| $42.4M | 0.02% |
67,100
+52,300
| +353% | +$28.9M |
|
632
Global X Silver Miners ETF NEW
SIL
$3.98B
| $42.3M | 0.02% |
990,407
+761,795
| +333% | +$34.3M |
|
633
PUT
DoorDash
DASH
$85.5B
| $42.2M | 0.02% |
236,600
-73,900
| -24% | -$10.8M |
|
634
PUT
C3.ai
AI
$1.43B
| $42.2M | 0.02% |
674,100
+341,100
| +102% | +$21.2M |
|
635
CALL
AutoZone
AZO
$49.2B
| $42.1M | 0.02% |
28,200
+9,600
| +52% | +$13.9M |
|
636
State Street Health Care Select Sector SPDR ETF
XLV
$41.9B
| $41.8M | 0.02% |
331,619
+192,917
| +139% | +$23.6M |
|
637
PUT
KB Home
KBH
$3.37B
| $41.7M | 0.02% |
1,024,600
+955,100
| +1,374% | +$44.1M |
|
638
CALL
SLB Ltd
SLB
$73.6B
| $41.5M | 0.02% |
1,296,200
+391,000
| +43% | +$12M |
|
639
CALL
McKesson
MCK
$100B
| $41.5M | 0.02% |
216,900
+69,800
| +47% | +$13.5M |
|
640
PUT
iShares Russell 2000 Value ETF
IWN
$14.3B
| $41.3M | 0.02% |
249,400
+244,000
| +4,519% | +$40.2M |
|
641
PUT
Illumina
ILMN
$31B
| $41.3M | 0.02% |
89,744
+44,204
| +97% | +$17.8M |
|
642
CALL
EOG Resources
EOG
$79.2B
| $41.1M | 0.02% |
492,800
+215,100
| +77% | +$17M |
|
643
PUT
Dillards
DDS
$9.19B
| $41M | 0.02% |
226,800
+46,900
| +26% | +$6.05M |
|
|
LOGC
644
DELISTED
ContextLogic
LOGC
| $41M | 0.02% |
103,776
+97,777
| +1,630% | +$34.7M |
|
|
645
CALL
Dillards
DDS
$9.19B
| $41M | 0.02% |
226,400
+30,800
| +16% | +$3.97M |
|
646
CALL
Lemonade
LMND
$3.74B
| $40.9M | 0.02% |
373,700
+97,400
| +35% | +$8.84M |
|
647
Invesco Taxable Municipal Bond ETF
BAB
$1.02B
| $40.9M | 0.02% |
1,231,256
-184,897
| -13% | -$6.03M |
|
648
DraftKings
DKNG
$11.6B
| $40.7M | 0.02% |
780,915
+39,239
| +5% | +$2.07M |
|
649
PUT
Capital One
COF
$128B
| $40.7M | 0.02% |
263,200
+167,200
| +174% | +$25.2M |
|
650
PUT
Honeywell
HON
$77B
| $40.7M | 0.02% |
196,922
+65,040
| +49% | +$13.7M |
|
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.