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 | |
|---|---|---|---|---|---|---|
1026
PUT
Guardant Health
GH
$21.7B
| $21.5M | 0.01% |
173,300
+125,900
| +266% | +$16.9M |
|
|
JOYY
1027
PUT
JOYY Inc
JOYY
$3.71B
| $21.4M | 0.01% |
325,100
+238,600
| +276% | +$20.3M |
|
1028
PUT
iShares Global Clean Energy ETF
ICLN
$2.31B
| $21.4M | 0.01% |
912,900
-396,100
| -30% | -$9.04M |
|
1029
PUT
Shake Shack
SHAK
$2.53B
| $21.4M | 0.01% |
200,100
+46,000
| +30% | +$4.64M |
|
1030
Oracle
ORCL
$374B
| $21.4M | 0.01% |
274,469
-402,140
| -59% | -$31.5M |
|
|
CGC
1031
CALL
Canopy Growth
CGC
$387M
| $21.4M | 0.01% |
88,320
-53,980
| -38% | -$13.8M |
|
1032
Centene
CNC
$30.7B
| $21.3M | 0.01% |
292,601
+165,623
| +130% | +$11.3M |
|
1033
CALL
Dollar Tree
DLTR
$24.4B
| $21.3M | 0.01% |
213,800
+65,500
| +44% | +$7.12M |
|
|
FIRY
1034
PUT
Firy Inc
FIRY
$148M
| $21.3M | 0.01% |
48,960
-2,235
| -4% | -$798K |
|
1035
WisdomTree Japan Hedged Equity Fund
DXJ
$7.08B
| $21.2M | 0.01% |
347,615
+286,975
| +473% | +$17.5M |
|
1036
PUT
Altria Group
MO
$114B
| $21.2M | 0.01% |
444,800
+151,500
| +52% | +$7.44M |
|
1037
CALL
Insulet
PODD
$11.5B
| $21.2M | 0.01% |
77,100
+35,800
| +87% | +$9.73M |
|
1038
Invesco CurrencyShares Canadian Dollar Trust
FXC
$73.2M
| $21.1M | 0.01% |
+267,020
| New | +$21.4M |
|
1039
CALL
Boston Beer
SAM
$1.91B
| $21.1M | 0.01% |
20,700
+20,300
| +5,075% | +$22.8M |
|
1040
CALL
Phillips 66
PSX
$84.9B
| $21.1M | 0.01% |
245,600
+62,700
| +34% | +$5.29M |
|
|
BBBY
1041
CALL
Bed Bath & Beyond
BBBY
$481M
| $21.1M | 0.01% |
251,240
-118,360
| -32% | -$8.6M |
|
1042
CALL
Corsair Gaming
CRSR
$1.13B
| $21M | 0.01% |
631,000
+200,200
| +46% | +$6.59M |
|
1043
Alcoa
AA
$11.9B
| $21M | 0.01% |
570,064
+460,876
| +422% | +$16.8M |
|
1044
CALL
HCA Healthcare
HCA
$87.2B
| $20.9M | 0.01% |
101,200
+22,500
| +29% | +$4.59M |
|
1045
PUT
Live Nation Entertainment
LYV
$40.6B
| $20.9M | 0.01% |
238,600
+91,300
| +62% | +$7.83M |
|
1046
Ferguson
FERG
$45.4B
| $20.9M | 0.01% |
150,145
+45,353
| +43% | +$6.02M |
|
1047
Lithia Motors
LAD
$8.47B
| $20.9M | 0.01% |
60,746
+44,241
| +268% | +$16M |
|
1048
Tyson Foods
TSN
$20.4B
| $20.8M | 0.01% |
282,363
-45,931
| -14% | -$3.56M |
|
1049
Capital One
COF
$128B
| $20.8M | 0.01% |
134,341
+91,488
| +213% | +$13.8M |
|
1050
ResMed
RMD
$30.6B
| $20.7M | 0.01% |
84,140
+29,580
| +54% | +$6.22M |
|
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.