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 | |
|---|---|---|---|---|---|---|
1201
CALL
FuelCell Energy
FCEL
$1.73B
| $17.1M | 0.01% |
63,933
-10,837
| -14% | -$3.17M |
|
1202
PUT
iQIYI
IQ
$1.23B
| $17.1M | 0.01% |
1,095,600
+175,900
| +19% | +$2.62M |
|
|
LAZR
1203
CALL
DELISTED
Luminar Technologies
LAZR
| $17M | 0.01% |
51,760
+16,620
| +47% | +$5.48M |
|
1204
CALL
Emerson Electric
EMR
$83.9B
| $17M | 0.01% |
176,900
-48,800
| -22% | -$4.59M |
|
1205
PUT
PVH
PVH
$4B
| $17M | 0.01% |
158,200
-118,300
| -43% | -$13M |
|
1206
Deere & Co
DE
$160B
| $17M | 0.01% |
48,232
-38,975
| -45% | -$14.2M |
|
1207
MGM Resorts International
MGM
$11.4B
| $17M | 0.01% |
397,544
+378,424
| +1,979% | +$15.7M |
|
|
PENG
1208
PUT
Penguin Solutions Inc
PENG
$2.7B
| $16.9M | 0.01% |
+710,800
| New | +$17.1M |
|
1209
PUT
Medtronic
MDT
$109B
| $16.9M | 0.01% |
136,400
-146,300
| -52% | -$18.4M |
|
|
ACCD
1210
CALL
DELISTED
Accolade Inc
ACCD
| $16.9M | 0.01% |
311,600
+211,200
| +210% | +$10.3M |
|
|
FTCH
1211
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
| $16.9M | 0.01% |
335,401
-5,460,033
| -94% | -$259M |
|
1212
PUT
Appian
APPN
$1.98B
| $16.9M | 0.01% |
122,600
+84,600
| +223% | +$9.61M |
|
1213
Vanguard International Dividend Appreciation ETF
VIGI
$9.08B
| $16.9M | 0.01% |
192,877
-100,975
| -34% | -$8.72M |
|
1214
SPDR Gold Trust
GLD
$131B
| $16.9M | 0.01% |
101,824
-108,275
| -52% | -$18.4M |
|
1215
PUT
iShares MSCI Canada ETF
EWC
$6.13B
| $16.9M | 0.01% |
452,400
+334,100
| +282% | +$12.2M |
|
1216
iShares Global Consumer Discretionary ETF
RXI
$260M
| $16.9M | 0.01% |
98,352
+85,967
| +694% | +$14.5M |
|
1217
State Street SPDR Portfolio S&P 500 Value ETF
SPYV
$36.1B
| $16.9M | 0.01% |
+426,142
| New | +$16.8M |
|
1218
PUT
3D Systems Corp
DDD
$431M
| $16.8M | 0.01% |
420,500
+104,300
| +33% | +$2.76M |
|
1219
PUT
Electronic Arts
EA
$53B
| $16.8M | 0.01% |
116,800
-5,700
| -5% | -$809K |
|
1220
Boston Beer
SAM
$1.91B
| $16.8M | 0.01% |
16,455
+15,970
| +3,293% | +$17.9M |
|
1221
Schwab US TIPS ETF
SCHP
$16.3B
| $16.8M | 0.01% |
536,460
+185,170
| +53% | +$5.74M |
|
1222
PUT
Alnylam Pharmaceuticals
ALNY
$27.5B
| $16.8M | 0.01% |
98,900
+87,700
| +783% | +$12.8M |
|
|
RDS.A
1223
CALL
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $16.8M | 0.01% |
415,000
+123,100
| +42% | +$4.89M |
|
1224
CALL
Alerian MLP ETF
AMLP
$13B
| $16.8M | 0.01% |
460,100
+37,800
| +9% | +$1.3M |
|
|
1225
CALL
Appian
APPN
$1.98B
| $16.7M | 0.01% |
121,500
+76,000
| +167% | +$8.63M |
|
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.