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 | |
|---|---|---|---|---|---|---|
1876
CALL
GSK
GSK
$102B
| $8.69M | ﹤0.01% |
174,480
+41,680
| +31% | +$2M |
|
1877
PUT
Devon Energy
DVN
$50.1B
| $8.68M | ﹤0.01% |
297,400
+70,300
| +31% | +$1.82M |
|
|
TTCF
1878
PUT
DELISTED
Tattooed Chef, Inc Class A Common Stock
TTCF
| $8.68M | ﹤0.01% |
404,500
+220,800
| +120% | +$4.33M |
|
1879
CALL
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.8B
| $8.64M | ﹤0.01% |
17,600
-29,400
| -63% | -$14.5M |
|
1880
iShares MSCI USA Size Factor ETF
SIZE
$434M
| $8.64M | ﹤0.01% |
+66,756
| New | +$8.42M |
|
1881
CALL
Teradata
TDC
$3.06B
| $8.63M | ﹤0.01% |
172,800
+17,500
| +11% | +$796K |
|
1882
PUT
GrowGeneration
GRWG
$88.9M
| $8.63M | ﹤0.01% |
179,500
-4,300
| -2% | -$188K |
|
|
WW
1883
PUT
DELISTED
WW International
WW
| $8.62M | ﹤0.01% |
238,400
+113,000
| +90% | +$3.87M |
|
1884
Lincoln National
LNC
$8.78B
| $8.6M | ﹤0.01% |
136,784
+94,393
| +223% | +$6.23M |
|
1885
CALL
Senseonics Holdings Inc
SENS
$279M
| $8.58M | ﹤0.01% |
111,665
+25,985
| +30% | +$1.32M |
|
1886
PUT
Crown Holdings
CCK
$12.9B
| $8.57M | ﹤0.01% |
83,900
+68,300
| +438% | +$7.2M |
|
|
ALXN
1887
DELISTED
Alexion Pharmaceuticals
ALXN
| $8.57M | ﹤0.01% |
46,663
-9,146
| -16% | -$1.57M |
|
1888
PUT
BioMarin Pharmaceuticals
BMRN
$11.6B
| $8.56M | ﹤0.01% |
102,600
-36,500
| -26% | -$2.89M |
|
|
INFO
1889
DELISTED
IHS Markit Ltd. Common Shares
INFO
| $8.56M | ﹤0.01% |
75,951
+70,250
| +1,232% | +$7.45M |
|
1890
CALL
Sprout Social
SPT
$525M
| $8.55M | ﹤0.01% |
+95,600
| New | +$6.63M |
|
1891
PUT
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$7.11B
| $8.55M | ﹤0.01% |
80,200
-215,500
| -73% | -$21.3M |
|
1892
VanEck India Growth Leaders ETF
GLIN
$94.9M
| $8.55M | ﹤0.01% |
220,562
+101,276
| +85% | +$3.67M |
|
1893
Radware
RDWR
$1.19B
| $8.54M | ﹤0.01% |
277,355
+243,312
| +715% | +$7.01M |
|
1894
Lowe's Companies
LOW
$119B
| $8.53M | ﹤0.01% |
43,954
-33,680
| -43% | -$6.59M |
|
1895
PUT
RLX Technology
RLX
$2.38B
| $8.53M | ﹤0.01% |
976,500
+54,600
| +6% | +$558K |
|
1896
RTX Corp
RTX
$290B
| $8.52M | ﹤0.01% |
99,896
+73,500
| +278% | +$6.19M |
|
|
AEVA
1897
Aeva Technologies
AEVA
$1.35B
| $8.51M | ﹤0.01% |
161,061
+157,608
| +4,564% | +$7.96M |
|
1898
CALL
LyondellBasell Industries
LYB
$19.2B
| $8.51M | ﹤0.01% |
82,700
+32,300
| +64% | +$3.5M |
|
|
SUM
1899
CALL
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
| $8.51M | ﹤0.01% |
248,250
+26,544
| +12% | +$837K |
|
1900
CALL
United Parks & Resorts
PRKS
$2.09B
| $8.5M | ﹤0.01% |
170,200
+91,000
| +115% | +$4.83M |
|
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.