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 | |
|---|---|---|---|---|---|---|
851
Philip Morris
PM
$297B
| $27.7M | 0.01% |
279,869
+208,453
| +292% | +$20M |
|
852
Estee Lauder
EL
$30.4B
| $27.7M | 0.01% |
87,169
-1,802
| -2% | -$546K |
|
853
CALL
Labcorp
LH
$25B
| $27.7M | 0.01% |
116,982
+43,999
| +60% | +$10M |
|
854
CALL
Weyerhaeuser
WY
$18B
| $27.6M | 0.01% |
800,800
+676,700
| +545% | +$25.1M |
|
|
VISN
855
PUT
Vistance Networks Inc
VISN
$2.65B
| $27.6M | 0.01% |
1,293,400
+1,007,900
| +353% | +$18.8M |
|
856
PUT
Lyft
LYFT
$6.02B
| $27.5M | 0.01% |
454,300
+18,300
| +4% | +$1.05M |
|
857
CALL
MGM Resorts International
MGM
$11.4B
| $27.4M | 0.01% |
643,300
-1,177,200
| -65% | -$48.7M |
|
858
PUT
PNC Financial Services
PNC
$99.7B
| $27.4M | 0.01% |
143,700
+79,400
| +123% | +$14.9M |
|
859
PUT
Southwest Airlines
LUV
$22B
| $27.4M | 0.01% |
515,700
+194,300
| +60% | +$11.6M |
|
860
PUT
Oracle
ORCL
$374B
| $27.4M | 0.01% |
351,700
-54,800
| -13% | -$4.29M |
|
861
McKesson
MCK
$100B
| $27.4M | 0.01% |
143,053
+96,835
| +210% | +$18.7M |
|
|
WBA
862
CALL
DELISTED
Walgreens Boots Alliance
WBA
| $27.3M | 0.01% |
518,900
-447,100
| -46% | -$24.1M |
|
|
SPWR
863
CALL
DELISTED
SunPower Corporation Common Stock
SPWR
| $27.3M | 0.01% |
934,000
+262,900
| +39% | +$6.78M |
|
864
PUT
Rio Tinto
RIO
$158B
| $27.3M | 0.01% |
325,300
+6,500
| +2% | +$559K |
|
|
XLNX
865
DELISTED
Xilinx Inc
XLNX
| $27.2M | 0.01% |
188,307
+23,334
| +14% | +$2.97M |
|
866
CALL
Corning
GLW
$119B
| $27.2M | 0.01% |
665,100
+516,100
| +346% | +$22.5M |
|
867
PUT
eBay
EBAY
$50.6B
| $27M | 0.01% |
385,200
+31,000
| +9% | +$1.94M |
|
868
PUT
Best Buy
BBY
$18.2B
| $27M | 0.01% |
234,500
+137,400
| +142% | +$16M |
|
869
Cleveland-Cliffs
CLF
$6.57B
| $26.9M | 0.01% |
1,249,447
+390,799
| +46% | +$7.7M |
|
870
CALL
Antero Resources
AR
$11.1B
| $26.8M | 0.01% |
1,782,200
+768,200
| +76% | +$9.02M |
|
871
Cigna
CI
$73.7B
| $26.7M | 0.01% |
112,783
+12,945
| +13% | +$3.23M |
|
872
PUT
Direxion Daily S&P Biotech Bull 3X ETF
LABU
$506M
| $26.7M | 0.01% |
18,130
-1,165
| -6% | -$1.62M |
|
873
State Street SPDR Nuveen ICE Municipal Bond ETF
TFI
$3.05B
| $26.7M | 0.01% |
512,264
-411,953
| -45% | -$21.4M |
|
874
iShares Fallen Angels USD Bond ETF
FALN
$1.63B
| $26.6M | 0.01% |
889,385
-3,845,800
| -81% | -$113M |
|
875
Peloton Interactive
PTON
$2.77B
| $26.6M | 0.01% |
214,847
+158,626
| +282% | +$16.9M |
|
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.