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 | |
|---|---|---|---|---|---|---|
3126
Franklin FTSE Europe ETF
FLEE
$121M
| $3.8M | ﹤0.01% |
131,817
+111,019
| +534% | +$3.22M |
|
3127
Huntington Bancshares
HBAN
$35.5B
| $3.8M | ﹤0.01% |
266,312
+49,410
| +23% | +$756K |
|
3128
iShares MSCI USA Value Factor ETF
VLUE
$9.44B
| $3.8M | ﹤0.01% |
36,168
+33,784
| +1,417% | +$3.56M |
|
3129
iShares iBonds Dec 2027 Term Corporate ETF
IBDS
$3.85B
| $3.8M | ﹤0.01% |
140,452
+87,632
| +166% | +$2.36M |
|
3130
CALL
Navios Maritime Partners
NMM
$2.26B
| $3.8M | ﹤0.01% |
128,500
+47,100
| +58% | +$1.36M |
|
3131
CALL
SiriusXM
SIRI
$10.1B
| $3.8M | ﹤0.01% |
58,070
+47,230
| +436% | +$2.96M |
|
3132
CALL
Keurig Dr Pepper
KDP
$40.8B
| $3.79M | ﹤0.01% |
107,600
-78,500
| -42% | -$2.8M |
|
|
TWOA
3133
DELISTED
two
TWOA
| $3.79M | ﹤0.01% |
385,000
-1,507
| -0.4% | -$14.9K |
|
3134
PUT
AerCap
AER
$23.8B
| $3.79M | ﹤0.01% |
74,000
-190,200
| -72% | -$11M |
|
|
ACH
3135
PUT
Accendra Health
ACH
$214M
| $3.79M | ﹤0.01% |
89,500
+71,000
| +384% | +$2.76M |
|
3136
CALL
Copart
CPRT
$27.5B
| $3.78M | ﹤0.01% |
114,800
-173,200
| -60% | -$5.37M |
|
3137
PUT
Signet Jewelers
SIG
$3.76B
| $3.78M | ﹤0.01% |
46,800
+7,600
| +19% | +$492K |
|
3138
CALL
Celanese
CE
$4.82B
| $3.77M | ﹤0.01% |
24,900
-9,500
| -28% | -$1.51M |
|
|
CCXI
3139
CALL
DELISTED
ChemoCentryx, Inc.
CCXI
| $3.77M | ﹤0.01% |
281,900
+250,300
| +792% | +$6.17M |
|
3140
Gen Digital
GEN
$17.5B
| $3.77M | ﹤0.01% |
138,608
-16,980
| -11% | -$423K |
|
|
OPTU
3141
Optimum Communications Inc
OPTU
$301M
| $3.77M | ﹤0.01% |
110,391
+15,347
| +16% | +$537K |
|
3142
EPR Properties
EPR
$4.77B
| $3.77M | ﹤0.01% |
71,476
+13,042
| +22% | +$648K |
|
|
PR
3143
PUT
Permian Resources
PR
$16.9B
| $3.76M | ﹤0.01% |
555,000
+511,800
| +1,185% | +$2.64M |
|
3144
American International
AIG
$41.8B
| $3.76M | ﹤0.01% |
79,024
+70,422
| +819% | +$3.48M |
|
|
XPOA
3145
DELISTED
DPCM Capital, Inc.
XPOA
| $3.76M | ﹤0.01% |
380,742
+127,905
| +51% | +$1.27M |
|
3146
PUT
iShares MSCI Chile ETF
ECH
$1.06B
| $3.76M | ﹤0.01% |
+129,700
| New | +$4.07M |
|
3147
CALL
Green Dot
GDOT
$745M
| $3.76M | ﹤0.01% |
80,200
+66,300
| +477% | +$2.96M |
|
|
LPRO
3148
DELISTED
Open Lending Corp
LPRO
| $3.75M | ﹤0.01% |
87,131
+9,980
| +13% | +$383K |
|
3149
PUT
Viasat
VSAT
$11.1B
| $3.75M | ﹤0.01% |
75,300
+40,700
| +118% | +$2.02M |
|
3150
CALL
Five Below
FIVE
$13.5B
| $3.75M | ﹤0.01% |
19,400
-46,500
| -71% | -$8.88M |
|
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.