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 | |
|---|---|---|---|---|---|---|
2726
CALL
Cardlytics
CDLX
$24.7M
| $4.73M | ﹤0.01% |
3,730
+2,620
| +236% | +$2.96M |
|
2727
RPAR Risk Parity ETF
RPAR
$580M
| $4.73M | ﹤0.01% |
193,762
-4,776
| -2% | -$114K |
|
2728
Elastic
ESTC
$7.12B
| $4.73M | ﹤0.01% |
32,429
-16,512
| -34% | -$2.06M |
|
2729
CALL
Payoneer
PAYO
$2.41B
| $4.72M | ﹤0.01% |
+455,600
| New | +$4.79M |
|
|
RMO
2730
CALL
DELISTED
Romeo Power, Inc.
RMO
| $4.72M | ﹤0.01% |
579,800
+19,200
| +3% | +$164K |
|
2731
Franklin US Core Bond ETF
FLCB
$3.04B
| $4.72M | ﹤0.01% |
+184,917
| New | +$4.69M |
|
|
EAR
2732
CALL
DELISTED
Eargo, Inc. Common Stock
EAR
| $4.71M | ﹤0.01% |
5,900
+3,350
| +131% | +$2.81M |
|
2733
ARK Blockchain & Fintech Innovation ETF
ARKF
$751M
| $4.71M | ﹤0.01% |
87,000
-255,602
| -75% | -$13.1M |
|
2734
Verisk Analytics
VRSK
$24.3B
| $4.71M | ﹤0.01% |
26,940
+9,906
| +58% | +$1.76M |
|
2735
State Street SPDR S&P North American Natural Resources ETF
NANR
$763M
| $4.71M | ﹤0.01% |
+113,102
| New | +$4.75M |
|
|
SMAR
2736
CALL
DELISTED
Smartsheet Inc.
SMAR
| $4.7M | ﹤0.01% |
65,000
+26,000
| +67% | +$1.62M |
|
2737
Anavex Life Sciences
AVXL
$295M
| $4.7M | ﹤0.01% |
205,450
+124,941
| +155% | +$1.85M |
|
2738
PUT
Masco
MAS
$15.2B
| $4.7M | ﹤0.01% |
79,700
-7,900
| -9% | -$487K |
|
2739
PUT
Diageo
DEO
$50.9B
| $4.69M | ﹤0.01% |
24,500
-13,300
| -35% | -$2.47M |
|
2740
CALL
Canadian Imperial Bank of Commerce
CM
$109B
| $4.69M | ﹤0.01% |
82,400
+50,200
| +156% | +$2.75M |
|
2741
PUT
Universal Display
OLED
$3.94B
| $4.69M | ﹤0.01% |
21,100
-13,700
| -39% | -$3M |
|
2742
PUT
BILL Holdings
BILL
$4.71B
| $4.69M | ﹤0.01% |
25,600
-148,200
| -85% | -$23.2M |
|
2743
CALL
AvePoint
AVPT
$2.8B
| $4.69M | ﹤0.01% |
382,600
+165,800
| +76% | +$1.81M |
|
2744
CALL
PPG Industries
PPG
$26.4B
| $4.69M | ﹤0.01% |
27,600
-34,700
| -56% | -$5.95M |
|
2745
Regions Financial
RF
$27.3B
| $4.69M | ﹤0.01% |
232,191
+105,026
| +83% | +$2.27M |
|
|
TELL
2746
DELISTED
Tellurian Inc.
TELL
| $4.68M | ﹤0.01% |
1,007,620
+636,290
| +171% | +$1.95M |
|
2747
CALL
Vail Resorts
MTN
$5.33B
| $4.68M | ﹤0.01% |
14,800
-12,200
| -45% | -$3.89M |
|
2748
PUT
Enterprise Products Partners
EPD
$82.2B
| $4.68M | ﹤0.01% |
193,900
-22,000
| -10% | -$521K |
|
2749
CALL
Prothena Corp
PRTA
$452M
| $4.68M | ﹤0.01% |
91,000
+53,600
| +143% | +$1.67M |
|
|
MXIM
2750
CALL
DELISTED
Maxim Integrated Products
MXIM
| $4.68M | ﹤0.01% |
44,400
+100
| +0.2% | +$9.79K |
|
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 4,219 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.