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 | |
|---|---|---|---|---|---|---|
1076
Cameco
CCJ
$37.6B
| $20M | 0.01% |
1,041,274
+530,503
| +104% | +$10M |
|
1077
CALL
Fortinet
FTNT
$119B
| $19.9M | 0.01% |
418,500
+269,500
| +181% | +$11.5M |
|
1078
CALL
Lufax Holding
LU
$1.35B
| $19.9M | 0.01% |
+440,175
| New | +$22.2M |
|
1079
CALL
Invesco S&P 500 Equal Weight ETF
RSP
$97B
| $19.8M | 0.01% |
131,400
+62,200
| +90% | +$9.26M |
|
1080
CALL
ACM Research
ACMR
$5.42B
| $19.8M | 0.01% |
580,800
+418,200
| +257% | +$11.5M |
|
1081
CALL
iShares Select Dividend ETF
DVY
$23.5B
| $19.8M | 0.01% |
169,700
-81,600
| -32% | -$9.7M |
|
1082
Bausch Health
BHC
$2.58B
| $19.7M | 0.01% |
670,745
+471,314
| +236% | +$14.3M |
|
1083
CALL
iShares US Real Estate ETF
IYR
$4.66B
| $19.7M | 0.01% |
192,800
+114,200
| +145% | +$11.3M |
|
1084
PUT
TripAdvisor
TRIP
$1.65B
| $19.7M | 0.01% |
487,700
-317,100
| -39% | -$14.3M |
|
1085
PUT
ON Semiconductor
ON
$31.8B
| $19.6M | 0.01% |
512,700
-240,000
| -32% | -$9.42M |
|
|
DISH
1086
CALL
DELISTED
DISH Network Corp.
DISH
| $19.6M | 0.01% |
469,000
+259,900
| +124% | +$10.9M |
|
|
PXD
1087
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
| $19.6M | 0.01% |
120,600
+32,000
| +36% | +$5.03M |
|
1088
Quadratic Interest Rate Volatility and Inflation Hedge ETF
IVOL
$274M
| $19.6M | 0.01% |
+709,596
| New | +$20.2M |
|
1089
PUT
ProShares UltraPro S&P 500
UPRO
$5.23B
| $19.6M | 0.01% |
345,600
+137,400
| +66% | +$7.21M |
|
1090
PUT
Kohl's
KSS
$2.17B
| $19.6M | 0.01% |
355,000
+33,900
| +11% | +$1.95M |
|
1091
CALL
Johnson Controls International
JCI
$88.8B
| $19.5M | 0.01% |
284,100
+120,000
| +73% | +$7.74M |
|
1092
Align Technology
ALGN
$12.1B
| $19.5M | 0.01% |
31,896
+14,501
| +83% | +$8.58M |
|
1093
PUT
MongoDB
MDB
$27.1B
| $19.5M | 0.01% |
53,900
+2,000
| +4% | +$619K |
|
1094
CALL
Leslie's
LESL
$8.9M
| $19.5M | 0.01% |
+35,435
| New | +$19.4M |
|
1095
Skyworks Solutions
SWKS
$9.37B
| $19.5M | 0.01% |
101,582
+12,270
| +14% | +$2.18M |
|
|
SI
1096
CALL
DELISTED
Silvergate Capital Corporation
SI
| $19.5M | 0.01% |
171,800
+39,800
| +30% | +$4.51M |
|
1097
CALL
CSX Corp
CSX
$93.4B
| $19.4M | 0.01% |
605,200
-13,700
| -2% | -$452K |
|
1098
Marriott International
MAR
$98.3B
| $19.4M | 0.01% |
142,212
+66,246
| +87% | +$9.55M |
|
1099
PUT
Workhorse Group
WKHS
$33.2M
| $19.4M | 0.01% |
389
+196
| +102% | +$7.26M |
|
1100
RH
RH
$3.13B
| $19.3M | 0.01% |
28,490
+10,335
| +57% | +$6.71M |
|
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.