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 | |
|---|---|---|---|---|---|---|
1701
CALL
Martin Marietta Materials
MLM
$33.3B
| $10M | ﹤0.01% |
28,500
-10,100
| -26% | -$3.6M |
|
1702
CALL
Tower Semiconductor
TSEM
$24.8B
| $10M | ﹤0.01% |
340,700
+47,200
| +16% | +$1.33M |
|
1703
CALL
American International
AIG
$42.3B
| $10M | ﹤0.01% |
210,600
-13,800
| -6% | -$682K |
|
1704
CALL
EPR Properties
EPR
$4.64B
| $10M | ﹤0.01% |
190,300
-10,800
| -5% | -$537K |
|
1705
PUT
AutoNation
AN
$7.07B
| $10M | ﹤0.01% |
105,600
-185,800
| -64% | -$18.2M |
|
|
LTHM
1706
CALL
DELISTED
Livent Corporation
LTHM
| $10M | ﹤0.01% |
517,000
+112,800
| +28% | +$2.05M |
|
|
SMIHU
1707
DELISTED
Summit Healthcare Acquisition Corp. Units
SMIHU
| $10M | ﹤0.01% |
+999,167
| New | +$9.99M |
|
1708
CALL
ProShares UltraPro S&P 500
UPRO
$5.67B
| $10M | ﹤0.01% |
176,400
-57,000
| -24% | -$2.99M |
|
1709
Amplify Online Retail ETF
IBUY
$111M
| $10M | ﹤0.01% |
77,102
-109,190
| -59% | -$13.4M |
|
1710
Conagra Brands
CAG
$7.18B
| $10M | ﹤0.01% |
274,793
+227,025
| +475% | +$8.5M |
|
|
DQ
1711
Daqo New Energy
DQ
$887M
| $9.98M | ﹤0.01% |
153,568
-397,141
| -72% | -$28.6M |
|
1712
PUT
Reliance Steel & Aluminium
RS
$21.3B
| $9.97M | ﹤0.01% |
+66,100
| New | +$10.7M |
|
|
CRHC
1713
DELISTED
Cohn Robbins Holdings Corp.
CRHC
| $9.97M | ﹤0.01% |
1,012,197
+355,372
| +54% | +$3.52M |
|
1714
PUT
Gaotu Techedu
GOTU
$451M
| $9.96M | ﹤0.01% |
674,000
-1,483,300
| -69% | -$33.1M |
|
|
ZGNX
1715
CALL
DELISTED
Zogenix, Inc.
ZGNX
| $9.96M | ﹤0.01% |
576,100
+500,600
| +663% | +$9.21M |
|
|
SFIX
1716
CALL
Stitch Fix
SFIX
$560M
| $9.95M | ﹤0.01% |
165,000
-82,200
| -33% | -$4.21M |
|
1717
Pan American Silver
PAAS
$20.3B
| $9.95M | ﹤0.01% |
348,104
+167,361
| +93% | +$5.39M |
|
1718
CALL
Kroger
KR
$34.9B
| $9.94M | ﹤0.01% |
259,500
-125,600
| -33% | -$4.73M |
|
|
FIRY
1719
Firy Inc
FIRY
$151M
| $9.94M | ﹤0.01% |
22,873
-15,388
| -40% | -$5.5M |
|
|
AQNU
1720
DELISTED
Algonquin Power & Utilities Corp Units
AQNU
| $9.93M | ﹤0.01% |
+200,000
| New | +$9.96M |
|
1721
PUT
Lumentum
LITE
$66.4B
| $9.93M | ﹤0.01% |
121,000
-2,100
| -2% | -$177K |
|
1722
PUT
Air Products & Chemicals
APD
$65.6B
| $9.93M | ﹤0.01% |
34,500
+9,100
| +36% | +$2.67M |
|
1723
iShares MSCI Spain ETF
EWP
$2.15B
| $9.92M | ﹤0.01% |
349,071
+18,385
| +6% | +$540K |
|
1724
VanEck Intermediate Muni ETF
ITM
$2.14B
| $9.92M | ﹤0.01% |
191,458
+172,995
| +937% | +$8.94M |
|
1725
PUT
iShares Russell 1000 Value ETF
IWD
$83.2B
| $9.91M | ﹤0.01% |
62,500
+22,000
| +54% | +$3.48M |
|
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.