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 | |
|---|---|---|---|---|---|---|
826
CALL
DuPont de Nemours
DD
$18.5B
| $29M | 0.01% |
298,909
-36,089
| -11% | -$3.62M |
|
827
PUT
Centene
CNC
$30.7B
| $29M | 0.01% |
397,600
+344,400
| +647% | +$23.6M |
|
828
PUT
Accenture
ACN
$102B
| $29M | 0.01% |
98,300
-25,800
| -21% | -$7.39M |
|
829
Comcast
CMCSA
$85B
| $28.9M | 0.01% |
507,391
+255,154
| +101% | +$14.3M |
|
830
Stryker
SYK
$125B
| $28.9M | 0.01% |
111,176
+45,602
| +70% | +$11.7M |
|
|
BBL
831
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
| $28.9M | 0.01% |
483,548
+66,011
| +16% | +$4.04M |
|
832
PUT
TransDigm Group
TDG
$70.2B
| $28.7M | 0.01% |
44,400
+39,700
| +845% | +$24.9M |
|
833
CALL
ConocoPhillips
COP
$147B
| $28.6M | 0.01% |
470,300
-529,300
| -53% | -$29.5M |
|
834
Biogen
BIIB
$30B
| $28.6M | 0.01% |
82,686
-40,009
| -33% | -$12.1M |
|
835
CALL
Aon
AON
$76.5B
| $28.6M | 0.01% |
119,900
+92,900
| +344% | +$22.7M |
|
836
PUT
Intellia Therapeutics
NTLA
$1.49B
| $28.6M | 0.01% |
176,800
+121,700
| +221% | +$9.48M |
|
837
Delta Air Lines
DAL
$57.5B
| $28.6M | 0.01% |
661,032
+178,095
| +37% | +$8.25M |
|
838
PUT
PENN Entertainment
PENN
$2.75B
| $28.6M | 0.01% |
373,300
-155,800
| -29% | -$13.4M |
|
839
CALL
United States Oil Fund
USO
$2.15B
| $28.5M | 0.01% |
572,000
-1,337,700
| -70% | -$60.4M |
|
840
PUT
WIX.com
WIX
$2.3B
| $28.5M | 0.01% |
98,100
+30,600
| +45% | +$8.58M |
|
841
CALL
ArcelorMittal
MT
$52.9B
| $28.5M | 0.01% |
916,600
-225,700
| -20% | -$6.99M |
|
|
XLNX
842
PUT
DELISTED
Xilinx Inc
XLNX
| $28.4M | 0.01% |
196,100
+57,300
| +41% | +$7.28M |
|
843
CALL
Electronic Arts
EA
$53B
| $28.3M | 0.01% |
196,800
+85,300
| +77% | +$12.1M |
|
844
CALL
MongoDB
MDB
$27.1B
| $28.3M | 0.01% |
78,200
+15,000
| +24% | +$4.64M |
|
|
CVAC
845
CALL
DELISTED
CureVac
CVAC
| $28.2M | 0.01% |
383,900
+296,500
| +339% | +$29.6M |
|
846
CALL
ASML
ASML
$626B
| $28.2M | 0.01% |
40,800
-105,400
| -72% | -$69.5M |
|
|
SCHW
847
CALL
Charles Schwab
SCHW
$183B
| $28.1M | 0.01% |
386,600
+199,000
| +106% | +$14.1M |
|
848
FedEx
FDX
$72.7B
| $28.1M | 0.01% |
94,249
-228,173
| -71% | -$67.7M |
|
|
849
PUT
Tencent Music
TME
$15.5B
| $28M | 0.01% |
1,811,200
+4,100
| +0.2% | +$67.9K |
|
850
Intuitive Surgical
ISRG
$127B
| $27.8M | 0.01% |
90,681
-17,058
| -16% | -$4.79M |
|
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.