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 | |
|---|---|---|---|---|---|---|
1726
PUT
Alerian MLP ETF
AMLP
$13B
| $9.9M | ﹤0.01% |
271,900
+60,800
| +29% | +$2.09M |
|
|
JWSM
1727
DELISTED
Jaws Mustang Acquisition Corp.
JWSM
| $9.89M | ﹤0.01% |
+1,013,875
| New | +$10M |
|
1728
Air Products & Chemicals
APD
$65.2B
| $9.89M | ﹤0.01% |
34,364
+17,046
| +98% | +$5M |
|
1729
US Bancorp
USB
$99.6B
| $9.88M | ﹤0.01% |
173,475
-34,351
| -17% | -$2.02M |
|
1730
PUT
Vanguard Real Estate ETF
VNQ
$39.3B
| $9.87M | ﹤0.01% |
97,000
-30,700
| -24% | -$3.04M |
|
1731
Bank of Montreal
BMO
$126B
| $9.84M | ﹤0.01% |
95,957
+43,114
| +82% | +$4.26M |
|
1732
CALL
Criteo S.A. Ordinary Shares
CRTO
$1.07B
| $9.82M | ﹤0.01% |
217,200
+33,900
| +18% | +$1.31M |
|
1733
CALL
Quanta Services
PWR
$102B
| $9.81M | ﹤0.01% |
108,300
+84,900
| +363% | +$7.97M |
|
1734
Microchip Technology
MCHP
$40.8B
| $9.81M | ﹤0.01% |
130,992
+70,816
| +118% | +$5.39M |
|
1735
The Mosaic Company
MOS
$6.93B
| $9.8M | ﹤0.01% |
307,214
+60,393
| +24% | +$2.05M |
|
1736
Fidelity Total Bond ETF
FBND
$27.2B
| $9.79M | ﹤0.01% |
+183,627
| New | +$9.72M |
|
1737
CALL
Aptiv
APTV
$12.1B
| $9.79M | ﹤0.01% |
62,200
+10,300
| +20% | +$1.51M |
|
1738
CALL
JetBlue
JBLU
$2.35B
| $9.79M | ﹤0.01% |
583,200
+276,300
| +90% | +$5.35M |
|
|
LGV.U
1739
DELISTED
Longview Acquisition Corp. II Units, each consisting of one share of Class A Common Stock and one-fifth of one redeemable Warrant
LGV.U
| $9.78M | ﹤0.01% |
969,963
-30,037
| -3% | -$303K |
|
1740
PUT
Automatic Data Processing
ADP
$107B
| $9.77M | ﹤0.01% |
49,200
+5,200
| +12% | +$1.01M |
|
1741
CALL
Lincoln National
LNC
$8.82B
| $9.77M | ﹤0.01% |
155,500
+26,400
| +20% | +$1.74M |
|
|
ACB
1742
CALL
Aurora Cannabis
ACB
$175M
| $9.77M | ﹤0.01% |
108,070
-4,180
| -4% | -$362K |
|
1743
iShares MSCI Global Silver and Metals Miners ETF
SLVP
$793M
| $9.75M | ﹤0.01% |
634,933
+600,101
| +1,723% | +$9.92M |
|
1744
PUT
Global X Lithium & Battery Tech ETF
LIT
$1.5B
| $9.74M | ﹤0.01% |
134,400
-200,400
| -60% | -$12.9M |
|
1745
PUT
Dell
DELL
$277B
| $9.74M | ﹤0.01% |
192,762
+28,411
| +17% | +$1.42M |
|
1746
CALL
Crocs
CROX
$6.47B
| $9.71M | ﹤0.01% |
83,300
+22,600
| +37% | +$2.22M |
|
1747
PUT
Prudential Financial
PRU
$42.7B
| $9.7M | ﹤0.01% |
94,700
+1,300
| +1% | +$133K |
|
1748
PUT
Clean Energy Fuels
CLNE
$410M
| $9.7M | ﹤0.01% |
955,900
+760,800
| +390% | +$7.85M |
|
1749
iShares Emerging Markets Dividend ETF
DVYE
$1.22B
| $9.68M | ﹤0.01% |
+249,226
| New | +$9.94M |
|
1750
CALL
Builders FirstSource
BLDR
$7.8B
| $9.68M | ﹤0.01% |
226,900
+24,200
| +12% | +$1.12M |
|
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.