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 | |
|---|---|---|---|---|---|---|
|
TSP
1351
CALL
DELISTED
TuSimple Holdings Inc. Class A Common Stock
TSP
| $14.4M | 0.01% |
+202,000
| New | +$8.69M |
|
1352
PUT
Silicon Motion
SIMO
$8.6B
| $14.3M | 0.01% |
223,800
+188,900
| +541% | +$12.4M |
|
1353
Canadian Solar
CSIQ
$1.02B
| $14.3M | 0.01% |
319,882
-301,980
| -49% | -$12.4M |
|
1354
Magna International
MGA
$18.7B
| $14.3M | 0.01% |
154,789
+50,765
| +49% | +$4.84M |
|
1355
PUT
Kroger
KR
$35.4B
| $14.3M | 0.01% |
373,800
-94,400
| -20% | -$3.55M |
|
|
LAZR
1356
PUT
DELISTED
Luminar Technologies
LAZR
| $14.3M | 0.01% |
43,487
+23,400
| +116% | +$7.72M |
|
|
IRBT
1357
PUT
DELISTED
iRobot
IRBT
| $14.3M | 0.01% |
153,300
+120,800
| +372% | +$12.4M |
|
1358
iShares MSCI United Kingdom ETF
EWU
$4.14B
| $14.3M | 0.01% |
437,632
-36,329
| -8% | -$1.2M |
|
1359
CALL
Smith & Wesson
SWBI
$651M
| $14.3M | 0.01% |
412,200
+318,400
| +339% | +$6.67M |
|
1360
CALL
Equinix
EQIX
$101B
| $14.3M | 0.01% |
17,800
+5,200
| +41% | +$3.86M |
|
|
CERN
1361
DELISTED
Cerner Corp
CERN
| $14.3M | 0.01% |
182,746
+20,504
| +13% | +$1.58M |
|
|
MRO
1362
CALL
DELISTED
Marathon Oil Corporation
MRO
| $14.3M | 0.01% |
1,048,600
-638,500
| -38% | -$7.72M |
|
1363
CALL
Canadian Pacific Kansas City
CP
$78.1B
| $14.3M | 0.01% |
185,600
+68,100
| +58% | +$5.28M |
|
1364
PUT
Boston Scientific
BSX
$69.5B
| $14.2M | 0.01% |
333,200
+101,000
| +43% | +$4.25M |
|
1365
PUT
Cigna
CI
$73.7B
| $14.2M | 0.01% |
60,100
-11,100
| -16% | -$2.77M |
|
|
ALXN
1366
CALL
DELISTED
Alexion Pharmaceuticals
ALXN
| $14.2M | 0.01% |
77,200
+20,400
| +36% | +$3.5M |
|
1367
Box
BOX
$4.37B
| $14.1M | 0.01% |
553,025
+540,399
| +4,280% | +$12.6M |
|
1368
CALL
Vanguard Real Estate ETF
VNQ
$39.2B
| $14.1M | 0.01% |
138,600
-29,100
| -17% | -$2.89M |
|
1369
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$9.76B
| $14.1M | 0.01% |
469,947
+403,985
| +612% | +$12.1M |
|
1370
Home Depot
HD
$331B
| $14.1M | 0.01% |
44,174
+1,163
| +3% | +$370K |
|
1371
PUT
Radware
RDWR
$1.1B
| $14.1M | 0.01% |
457,600
+428,400
| +1,467% | +$12.4M |
|
1372
KB Home
KBH
$3.37B
| $14.1M | 0.01% |
345,605
+319,847
| +1,242% | +$14.8M |
|
1373
CALL
10x Genomics
TXG
$6B
| $14M | 0.01% |
71,700
+68,200
| +1,949% | +$12.3M |
|
1374
Honeywell
HON
$77B
| $14M | 0.01% |
67,802
-37,027
| -35% | -$7.83M |
|
1375
IQVIA
IQV
$38.7B
| $14M | 0.01% |
57,816
+15,531
| +37% | +$3.59M |
|
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.