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 | |
|---|---|---|---|---|---|---|
|
ACB
2851
PUT
Aurora Cannabis
ACB
$186M
| $4.43M | ﹤0.01% |
48,970
+10,470
| +27% | +$907K |
|
2852
CALL
Ameren
AEE
$30.2B
| $4.43M | ﹤0.01% |
55,300
+50,600
| +1,077% | +$4.24M |
|
2853
CALL
United States Natural Gas Fund
UNG
$454M
| $4.42M | ﹤0.01% |
84,525
-109,175
| -56% | -$4.66M |
|
|
BERY
2854
CALL
DELISTED
Berry Global Group, Inc.
BERY
| $4.42M | ﹤0.01% |
73,834
+48,569
| +192% | +$2.92M |
|
2855
Paycom
PAYC
$10.1B
| $4.42M | ﹤0.01% |
12,151
+6,753
| +125% | +$2.39M |
|
2856
PUT
Beam Therapeutics
BEAM
$2.85B
| $4.42M | ﹤0.01% |
34,300
+23,600
| +221% | +$1.88M |
|
|
LSI
2857
PUT
DELISTED
Life Storage, Inc.
LSI
| $4.41M | ﹤0.01% |
41,100
+950
| +2% | +$93.4K |
|
2858
VeriSign
VRSN
$26.6B
| $4.41M | ﹤0.01% |
+19,372
| New | +$4.22M |
|
2859
CALL
L3Harris
LHX
$53.5B
| $4.41M | ﹤0.01% |
20,400
-20,800
| -50% | -$4.47M |
|
|
VTNR
2860
PUT
DELISTED
Vertex Energy, Inc
VTNR
| $4.41M | ﹤0.01% |
+333,200
| New | +$1.38M |
|
|
WW
2861
DELISTED
WW International
WW
| $4.4M | ﹤0.01% |
121,854
+42,578
| +54% | +$1.46M |
|
2862
CALL
PG&E
PCG
$38.5B
| $4.4M | ﹤0.01% |
432,700
-566,900
| -57% | -$6.08M |
|
|
VSTO
2863
PUT
DELISTED
Vista Outdoor Inc.
VSTO
| $4.4M | ﹤0.01% |
95,100
-89,700
| -49% | -$3.39M |
|
|
LX
2864
PUT
LexinFintech Holdings
LX
$236M
| $4.4M | ﹤0.01% |
359,000
+197,100
| +122% | +$2M |
|
2865
Groupon
GRPN
$999M
| $4.39M | ﹤0.01% |
101,826
+59,693
| +142% | +$2.81M |
|
|
OTLY
2866
PUT
Oatly Group
OTLY
$438M
| $4.39M | ﹤0.01% |
+8,905
| New | +$4.42M |
|
|
OTLY
2867
Oatly Group
OTLY
$438M
| $4.39M | ﹤0.01% |
+8,903
| New | +$4.42M |
|
2868
PUT
Evercore
EVR
$11.9B
| $4.39M | ﹤0.01% |
31,200
+15,300
| +96% | +$2.14M |
|
|
TTM
2869
CALL
DELISTED
Tata Motors Limited
TTM
| $4.39M | ﹤0.01% |
192,200
-16,700
| -8% | -$358K |
|
2870
PUT
Dynatrace
DT
$14.2B
| $4.39M | ﹤0.01% |
75,100
+33,800
| +82% | +$1.77M |
|
|
FMAC
2871
DELISTED
FirstMark Horizon Acquisition Corp.
FMAC
| $4.38M | ﹤0.01% |
441,292
+79,907
| +22% | +$796K |
|
|
PIAI
2872
DELISTED
Prime Impact Acquisition I
PIAI
| $4.37M | ﹤0.01% |
448,543
+90,916
| +25% | +$890K |
|
2873
Performance Food Group
PFGC
$17.9B
| $4.37M | ﹤0.01% |
90,102
+68,929
| +326% | +$3.64M |
|
|
BLDP
2874
CALL
Ballard Power Systems
BLDP
$775M
| $4.37M | ﹤0.01% |
241,000
+5,700
| +2% | +$106K |
|
2875
CALL
BARK
BARK
$96.7M
| $4.37M | ﹤0.01% |
19,700
+18,830
| +2,164% | +$4.06M |
|
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.