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 | |
|---|---|---|---|---|---|---|
1626
Boyd Gaming
BYD
$6.16B
| $10.8M | ﹤0.01% |
175,377
+153,768
| +712% | +$9.7M |
|
1627
PUT
Pultegroup
PHM
$24.6B
| $10.8M | ﹤0.01% |
197,200
+71,200
| +57% | +$3.98M |
|
1628
CALL
Ternium
TX
$9.76B
| $10.8M | ﹤0.01% |
279,600
+262,700
| +1,554% | +$10M |
|
1629
Valero Energy
VLO
$88.5B
| $10.7M | ﹤0.01% |
137,530
+6,099
| +5% | +$472K |
|
1630
CALL
Public Storage
PSA
$60.9B
| $10.7M | ﹤0.01% |
35,600
+17,000
| +91% | +$4.77M |
|
1631
CALL
ING
ING
$101B
| $10.7M | ﹤0.01% |
808,000
+728,500
| +916% | +$9.55M |
|
1632
Starbucks
SBUX
$118B
| $10.7M | ﹤0.01% |
95,651
-74,519
| -44% | -$8.42M |
|
1633
PUT
Alaska Air
ALK
$5.6B
| $10.7M | ﹤0.01% |
177,100
+75,900
| +75% | +$5.12M |
|
1634
Vipshop
VIPS
$7.47B
| $10.7M | ﹤0.01% |
530,858
-10,384,480
| -95% | -$261M |
|
1635
CALL
Pool Corp
POOL
$7.11B
| $10.6M | ﹤0.01% |
23,200
-10,400
| -31% | -$4.38M |
|
1636
TransDigm Group
TDG
$71.9B
| $10.6M | ﹤0.01% |
16,435
+1,810
| +12% | +$1.14M |
|
|
HES
1637
PUT
DELISTED
Hess
HES
| $10.6M | ﹤0.01% |
121,600
-89,700
| -42% | -$7.24M |
|
|
KYNB
1638
CALL
Kyntra Bio
KYNB
$27.4M
| $10.6M | ﹤0.01% |
15,944
+15,620
| +4,821% | +$9M |
|
1639
Vanguard Mortgage-Backed Securities ETF
VMBS
$15.4B
| $10.6M | ﹤0.01% |
198,815
-690,195
| -78% | -$36.9M |
|
|
CONX
1640
DELISTED
CONX Corp. Class A Common Stock
CONX
| $10.6M | ﹤0.01% |
1,075,801
+406,130
| +61% | +$4.03M |
|
1641
iShares MSCI Emerging Markets Min Vol Factor ETF
EEMV
$3.47B
| $10.6M | ﹤0.01% |
165,216
-586,392
| -78% | -$37.4M |
|
1642
PUT
Cameco
CCJ
$39.1B
| $10.6M | ﹤0.01% |
551,100
-127,100
| -19% | -$2.4M |
|
1643
CALL
iShares Core S&P Small-Cap ETF
IJR
$111B
| $10.6M | ﹤0.01% |
93,400
-126,200
| -57% | -$14.1M |
|
|
CMRC
1644
CALL
Commerce.com Inc Series 1
CMRC
$262M
| $10.5M | ﹤0.01% |
162,400
-85,700
| -35% | -$4.85M |
|
1645
CALL
SS&C Technologies
SSNC
$18.6B
| $10.5M | ﹤0.01% |
146,300
+45,500
| +45% | +$3.33M |
|
1646
Vanguard Morningstar Total Stock Market ETF
VTI
$670B
| $10.5M | ﹤0.01% |
47,253
-254,620
| -84% | -$55.3M |
|
1647
PUT
Deutsche Bank
DB
$69.8B
| $10.5M | ﹤0.01% |
803,100
+42,000
| +6% | +$570K |
|
1648
PUT
Ocugen
OCGN
$423M
| $10.5M | ﹤0.01% |
1,308,100
+894,100
| +216% | +$7.55M |
|
1649
PUT
Microchip Technology
MCHP
$40.8B
| $10.5M | ﹤0.01% |
140,000
+10,800
| +8% | +$823K |
|
1650
Church & Dwight Co
CHD
$23.7B
| $10.5M | ﹤0.01% |
122,866
+77,206
| +169% | +$6.68M |
|
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.