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 | |
|---|---|---|---|---|---|---|
1251
CALL
Kohl's
KSS
$2.17B
| $16.4M | 0.01% |
297,100
-25,900
| -8% | -$1.49M |
|
1252
VanEck Steel ETF
SLX
$169M
| $16.4M | 0.01% |
263,940
+258,977
| +5,218% | +$15.9M |
|
1253
CALL
Lennar Class A
LEN
$19.8B
| $16.4M | 0.01% |
170,032
-6,818
| -4% | -$659K |
|
1254
CALL
Dollar General
DG
$28B
| $16.3M | 0.01% |
75,500
-69,600
| -48% | -$14.6M |
|
1255
PUT
Advance Auto Parts
AAP
$3.35B
| $16.3M | 0.01% |
79,300
+50,300
| +173% | +$9.87M |
|
1256
iShares S&P GSCI Commodity-Indexed Trust
GSG
$998M
| $16.3M | 0.01% |
1,010,818
+750,005
| +288% | +$11.4M |
|
1257
PUT
American Tower
AMT
$80.8B
| $16.3M | 0.01% |
60,200
-101,000
| -63% | -$25.7M |
|
1258
PUT
Editas Medicine
EDIT
$396M
| $16.2M | 0.01% |
286,600
-11,500
| -4% | -$425K |
|
1259
Newmont
NEM
$98.7B
| $16.2M | 0.01% |
255,860
+224,105
| +706% | +$15M |
|
1260
PUT
AngloGold Ashanti
AU
$40.1B
| $16.1M | 0.01% |
866,600
+119,600
| +16% | +$2.63M |
|
1261
CALL
Molson Coors Class B
TAP
$7.79B
| $16.1M | 0.01% |
299,800
+93,500
| +45% | +$5.22M |
|
|
PXD
1262
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
| $16.1M | 0.01% |
99,000
+62,680
| +173% | +$9.85M |
|
1263
PUT
Tilray
TLRY
$618M
| $16.1M | 0.01% |
88,973
+15,003
| +20% | +$2.63M |
|
1264
CALL
Novartis
NVS
$297B
| $16.1M | 0.01% |
176,200
-96,300
| -35% | -$8.58M |
|
1265
CALL
Sysco
SYY
$40.8B
| $16.1M | 0.01% |
206,700
+133,500
| +182% | +$10.8M |
|
1266
PUT
Mirion Technologies
MIR
$3.73B
| $16.1M | 0.01% |
1,545,100
+204,700
| +15% | +$2.11M |
|
|
IBDM
1267
DELISTED
iShares iBonds Dec 2021 Term Corporate ETF
IBDM
| $16.1M | 0.01% |
+647,899
| New | +$16.1M |
|
1268
PUT
Stem
STEM
$48.4M
| $16.1M | 0.01% |
22,290
+3,015
| +16% | +$1.64M |
|
1269
CALL
Franco-Nevada
FNV
$41.1B
| $16M | 0.01% |
110,600
+44,200
| +67% | +$6.4M |
|
1270
PUT
Thor Industries
THO
$3.9B
| $16M | 0.01% |
141,800
+134,000
| +1,718% | +$17M |
|
1271
Vanguard World Funds Extended Duration ETF
EDV
$3.22B
| $16M | 0.01% |
118,358
+88,340
| +294% | +$11.4M |
|
1272
CALL
Bunge Global
BG
$20.4B
| $16M | 0.01% |
204,800
+72,000
| +54% | +$6.08M |
|
1273
PUT
RTX Corp
RTX
$290B
| $16M | 0.01% |
187,500
-125,500
| -40% | -$10.6M |
|
1274
HCA Healthcare
HCA
$87.2B
| $16M | 0.01% |
77,270
-13,487
| -15% | -$2.75M |
|
1275
Affirm
AFRM
$23.9B
| $16M | 0.01% |
236,921
+117,753
| +99% | +$7.51M |
|
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.