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 | |
|---|---|---|---|---|---|---|
751
CALL
AstraZeneca
AZN
$263B
| $33.4M | 0.01% |
278,450
-70,800
| -20% | -$7.77M |
|
752
General Motors
GM
$80.4B
| $33.4M | 0.01% |
563,678
+263,793
| +88% | +$15.5M |
|
753
PUT
DexCom
DXCM
$31.5B
| $33.2M | 0.01% |
311,200
+197,600
| +174% | +$19M |
|
|
ANSS
754
PUT
DELISTED
Ansys
ANSS
| $33.2M | 0.01% |
95,600
+77,900
| +440% | +$26.9M |
|
755
CALL
Fiverr
FVRR
$321M
| $33.2M | 0.01% |
136,800
-58,200
| -30% | -$12.1M |
|
756
Illumina
ILMN
$31B
| $33.2M | 0.01% |
72,032
-29,548
| -29% | -$11.9M |
|
757
CALL
Philip Morris
PM
$297B
| $33.1M | 0.01% |
333,800
+191,700
| +135% | +$18.4M |
|
758
Fidelity National Information Services
FIS
$23.1B
| $33M | 0.01% |
232,912
+226,319
| +3,433% | +$33.6M |
|
|
COUP
759
PUT
DELISTED
Coupa Software Incorporated
COUP
| $33M | 0.01% |
125,800
+8,200
| +7% | +$2.03M |
|
760
CALL
Automatic Data Processing
ADP
$106B
| $33M | 0.01% |
165,900
+41,200
| +33% | +$8.01M |
|
761
CALL
Marvell Technology
MRVL
$168B
| $32.9M | 0.01% |
564,384
-845,116
| -60% | -$41.3M |
|
762
CALL
US Bancorp
USB
$98.2B
| $32.9M | 0.01% |
577,700
+211,700
| +58% | +$12.4M |
|
763
PUT
Gilead Sciences
GILD
$162B
| $32.9M | 0.01% |
477,900
+25,000
| +6% | +$1.67M |
|
764
PUT
Procter & Gamble
PG
$336B
| $32.7M | 0.01% |
242,200
+10,200
| +4% | +$1.38M |
|
765
PUT
Marathon Petroleum
MPC
$92.4B
| $32.6M | 0.01% |
539,500
+18,600
| +4% | +$1.09M |
|
766
CALL
Shake Shack
SHAK
$2.53B
| $32.4M | 0.01% |
302,500
+64,000
| +27% | +$6.46M |
|
767
First Trust Exchange-Traded Fund IV First Trust Low Duration Opportunities ETF
LMBS
$6.35B
| $32.4M | 0.01% |
635,919
-2,661,479
| -81% | -$136M |
|
768
Canadian National Railway
CNI
$76.9B
| $32.3M | 0.01% |
306,425
+219,208
| +251% | +$24.2M |
|
769
CALL
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.3B
| $32.3M | 0.01% |
330,200
-389,600
| -54% | -$36.3M |
|
770
CALL
Mondelez International
MDLZ
$79.5B
| $32.3M | 0.01% |
517,500
+424,000
| +453% | +$26.1M |
|
771
CALL
United Rentals
URI
$67.2B
| $32.2M | 0.01% |
100,900
+50,300
| +99% | +$16.2M |
|
772
CALL
SolarEdge
SEDG
$2.51B
| $32.1M | 0.01% |
116,300
-44,900
| -28% | -$11.3M |
|
773
iShares MSCI Poland ETF
EPOL
$700M
| $32M | 0.01% |
+1,490,520
| New | +$31.1M |
|
774
PUT
AutoZone
AZO
$49.2B
| $31.9M | 0.01% |
21,400
-19,800
| -48% | -$28.7M |
|
775
Amgen
AMGN
$208B
| $31.9M | 0.01% |
130,898
+20,061
| +18% | +$4.94M |
|
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.