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 | |
|---|---|---|---|---|---|---|
951
CALL
Cigna
CI
$73.7B
| $24M | 0.01% |
101,400
+42,000
| +71% | +$10.5M |
|
952
PUT
Lemonade
LMND
$3.74B
| $24M | 0.01% |
219,100
-135,800
| -38% | -$12.3M |
|
953
Wynn Resorts
WYNN
$10.3B
| $23.9M | 0.01% |
195,616
+39,786
| +26% | +$5.07M |
|
|
IPOF
954
DELISTED
Social Capital Hedosophia Holdings Corp. VI
IPOF
| $23.9M | 0.01% |
2,342,435
+838,625
| +56% | +$8.65M |
|
955
PUT
Dollar Tree
DLTR
$24.4B
| $23.9M | 0.01% |
239,900
+176,300
| +277% | +$19.2M |
|
956
Darling Ingredients
DAR
$9.64B
| $23.9M | 0.01% |
353,505
+327,607
| +1,265% | +$23.1M |
|
957
CALL
First Majestic Silver
AG
$7.41B
| $23.8M | 0.01% |
1,509,800
-435,800
| -22% | -$7.27M |
|
958
CALL
iShares Expanded Tech Sector ETF
IGM
$10B
| $23.8M | 0.01% |
353,400
| – | – |
|
959
PUT
Valero Energy
VLO
$90.1B
| $23.7M | 0.01% |
303,700
-46,000
| -13% | -$3.56M |
|
960
Rio Tinto
RIO
$158B
| $23.7M | 0.01% |
282,166
+237,045
| +525% | +$20.4M |
|
961
CALL
Qorvo
QRVO
$7.99B
| $23.6M | 0.01% |
120,500
+16,400
| +16% | +$3.02M |
|
962
CALL
Illumina
ILMN
$31B
| $23.6M | 0.01% |
51,194
-38,859
| -43% | -$15.7M |
|
963
CALL
Best Buy
BBY
$18.2B
| $23.5M | 0.01% |
204,800
+31,700
| +18% | +$3.7M |
|
964
PUT
CVS Health
CVS
$133B
| $23.5M | 0.01% |
282,000
+17,500
| +7% | +$1.43M |
|
965
iShares 10-20 Year Treasury Bond ETF
TLH
$10.9B
| $23.5M | 0.01% |
159,812
+98,620
| +161% | +$14.1M |
|
966
State Street SPDR S&P Global Natural Resources ETF
GNR
$4.79B
| $23.5M | 0.01% |
443,044
+164,167
| +59% | +$8.81M |
|
967
CALL
VanEck Junior Gold Miners ETF
GDXJ
$6.89B
| $23.5M | 0.01% |
502,100
+135,800
| +37% | +$6.85M |
|
968
State Street SPDR S&P International Small Cap ETF
GWX
$856M
| $23.4M | 0.01% |
605,082
+493,441
| +442% | +$19.2M |
|
969
CALL
Linde
LIN
$221B
| $23.2M | 0.01% |
80,400
-86,400
| -52% | -$25.2M |
|
970
PUT
Ralph Lauren
RL
$22.6B
| $23.2M | 0.01% |
197,000
+159,600
| +427% | +$20M |
|
971
Franco-Nevada
FNV
$41.1B
| $23.2M | 0.01% |
159,677
+38,209
| +31% | +$5.53M |
|
972
PUT
Domino's
DPZ
$11.5B
| $23.1M | 0.01% |
49,600
-5,000
| -9% | -$2.12M |
|
|
TIGR
973
UP Fintech Holding
TIGR
$876M
| $23.1M | 0.01% |
798,039
+235,645
| +42% | +$5.01M |
|
974
Gilead Sciences
GILD
$162B
| $23.1M | 0.01% |
335,147
+4,772
| +1% | +$319K |
|
975
PUT
Whirlpool
WHR
$2.43B
| $23M | 0.01% |
105,600
+88,100
| +503% | +$20.5M |
|
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.