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 | |
|---|---|---|---|---|---|---|
1001
Take-Two Interactive
TTWO
$45.4B
| $22.2M | 0.01% |
125,679
+9,294
| +8% | +$1.65M |
|
1002
PUT
Ulta Beauty
ULTA
$22B
| $22.2M | 0.01% |
64,300
-46,000
| -42% | -$15.1M |
|
1003
CALL
AB InBev
BUD
$170B
| $22.2M | 0.01% |
308,200
-109,600
| -26% | -$7.99M |
|
|
SAGE
1004
PUT
DELISTED
Sage Therapeutics
SAGE
| $22.2M | 0.01% |
390,100
+216,800
| +125% | +$15.3M |
|
|
SIVB
1005
PUT
DELISTED
SVB Financial Group
SIVB
| $22.1M | 0.01% |
39,800
+17,200
| +76% | +$9.54M |
|
1006
PUT
HCA Healthcare
HCA
$87.2B
| $22.1M | 0.01% |
107,100
+83,600
| +356% | +$17M |
|
1007
CALL
Guidewire Software
GWRE
$12.6B
| $22.1M | 0.01% |
195,900
+188,400
| +2,512% | +$19.6M |
|
1008
PUT
GE Aerospace
GE
$374B
| $22.1M | 0.01% |
329,004
-341,403
| -51% | -$22.8M |
|
|
GGPIU
1009
DELISTED
Gores Guggenheim, Inc. Unit
GGPIU
| $22.1M | 0.01% |
2,202,935
-47,298
| -2% | -$473K |
|
|
FLNA
1010
PUT
Filana Therapeutics
FLNA
$48.8M
| $22.1M | 0.01% |
258,200
+63,400
| +33% | +$3.4M |
|
|
BSCL
1011
DELISTED
Invesco BulletShares 2021 Corporate Bond ETF
BSCL
| $22.1M | 0.01% |
1,045,001
+691,063
| +195% | +$14.6M |
|
|
B
1012
PUT
Barrick Mining
B
$61.5B
| $22M | 0.01% |
1,063,900
+7,700
| +0.7% | +$174K |
|
|
OZON
1013
CALL
DELISTED
Ozon Holdings PLC American Depositary Shares, each ADS representing one ordinary share
OZON
| $21.9M | 0.01% |
373,800
+212,000
| +131% | +$12.3M |
|
1014
Lloyds Banking Group
LYG
$89.5B
| $21.8M | 0.01% |
8,561,272
+431,159
| +5% | +$1.11M |
|
1015
PUT
Blackstone
BX
$102B
| $21.8M | 0.01% |
224,400
+150,100
| +202% | +$13.3M |
|
1016
PUT
Teva Pharmaceuticals
TEVA
$40.8B
| $21.8M | 0.01% |
2,201,200
+842,700
| +62% | +$8.92M |
|
1017
PUT
Align Technology
ALGN
$12.1B
| $21.7M | 0.01% |
35,500
+19,700
| +125% | +$11.7M |
|
1018
BP
BP
$116B
| $21.7M | 0.01% |
820,914
-44,182
| -5% | -$1.16M |
|
1019
CALL
Gaotu Techedu
GOTU
$434M
| $21.7M | 0.01% |
1,467,700
-3,468,100
| -70% | -$77.3M |
|
|
1020
CALL
Tencent Music
TME
$15.5B
| $21.7M | 0.01% |
1,400,000
-1,326,600
| -49% | -$22M |
|
1021
CALL
Alnylam Pharmaceuticals
ALNY
$27.5B
| $21.6M | 0.01% |
127,700
+50,700
| +66% | +$7.43M |
|
1022
PUT
RingCentral
RNG
$4.66B
| $21.6M | 0.01% |
74,400
-5,400
| -7% | -$1.54M |
|
1023
PUT
Datadog
DDOG
$95.4B
| $21.6M | 0.01% |
207,500
-8,400
| -4% | -$759K |
|
|
LNW
1024
CALL
DELISTED
Light & Wonder
LNW
| $21.6M | 0.01% |
278,700
+31,400
| +13% | +$1.93M |
|
1025
CALL
Teradyne
TER
$57.6B
| $21.5M | 0.01% |
160,700
-34,900
| -18% | -$4.47M |
|
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.