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 | |
|---|---|---|---|---|---|---|
5176
CALL
MACOM Technology Solutions
MTSI
$22.7B
| $1.33M | ﹤0.01% |
20,800
-37,700
| -64% | -$2.19M |
|
5177
iShares ESG Screened S&P Mid-Cap ETF
XJH
$433M
| $1.33M | ﹤0.01% |
+35,933
| New | +$1.34M |
|
|
CTEV
5178
CALL
Claritev Corp
CTEV
$581M
| $1.33M | ﹤0.01% |
3,498
+1,933
| +124% | +$599K |
|
5179
First Trust Financials AlphaDEX Fund
FXO
$1.14B
| $1.33M | ﹤0.01% |
+30,456
| New | +$1.34M |
|
|
BSJO
5180
DELISTED
Invesco BulletShares 2024 High Yield Corporate Bond ETF
BSJO
| $1.33M | ﹤0.01% |
52,824
-3,761
| -7% | -$94.3K |
|
5181
Janus Henderson Mortgage-Backed Securities ETF
JMBS
$6.72B
| $1.33M | ﹤0.01% |
25,000
-25,920
| -51% | -$1.38M |
|
5182
PUT
Popular Inc
BPOP
$11.1B
| $1.33M | ﹤0.01% |
17,700
-700
| -4% | -$53.6K |
|
5183
NMI Holdings
NMIH
$3.32B
| $1.33M | ﹤0.01% |
59,081
+15,103
| +34% | +$360K |
|
|
NIU
5184
PUT
Niu Technologies
NIU
$160M
| $1.33M | ﹤0.01% |
40,600
+15,000
| +59% | +$500K |
|
|
GOGL
5185
DELISTED
Golden Ocean Group
GOGL
| $1.32M | ﹤0.01% |
+120,021
| New | +$1.11M |
|
5186
PUT
Perrigo
PRGO
$1.75B
| $1.32M | ﹤0.01% |
28,900
-78,600
| -73% | -$3.48M |
|
5187
State Street SPDR MSCI Emerging Markets StrategicFactors ETF
QEMM
$60.1M
| $1.32M | ﹤0.01% |
18,860
-11,261
| -37% | -$779K |
|
5188
TripAdvisor
TRIP
$1.26B
| $1.32M | ﹤0.01% |
32,861
-76,860
| -70% | -$3.47M |
|
5189
Cirrus Logic
CRUS
$6.11B
| $1.32M | ﹤0.01% |
15,535
-25,874
| -62% | -$2.07M |
|
5190
LivaNova
LIVN
$4.21B
| $1.32M | ﹤0.01% |
15,724
-15,812
| -50% | -$1.3M |
|
5191
PUT
Marriott Vacations Worldwide
VAC
$3.89B
| $1.32M | ﹤0.01% |
8,300
+7,100
| +592% | +$1.22M |
|
|
AMED
5192
DELISTED
Amedisys
AMED
| $1.32M | ﹤0.01% |
5,393
-1,627
| -23% | -$427K |
|
5193
John Hancock Multifactor Emerging Markets ETF
JHEM
$1.01B
| $1.32M | ﹤0.01% |
41,647
-17,266
| -29% | -$541K |
|
5194
PUT
CarGurus
CARG
$3.35B
| $1.32M | ﹤0.01% |
50,300
-114,000
| -69% | -$2.96M |
|
5195
PUT
HF Sinclair
DINO
$15.2B
| $1.32M | ﹤0.01% |
40,100
+9,500
| +31% | +$330K |
|
5196
PUT
O-I Glass
OI
$1.08B
| $1.32M | ﹤0.01% |
80,800
+58,900
| +269% | +$998K |
|
|
SWN
5197
PUT
DELISTED
Southwestern Energy Company
SWN
| $1.32M | ﹤0.01% |
232,400
+135,900
| +141% | +$668K |
|
5198
Murphy USA
MUSA
$10.2B
| $1.31M | ﹤0.01% |
9,861
-176
| -2% | -$24.3K |
|
|
HIBB
5199
DELISTED
Hibbett, Inc. Common Stock
HIBB
| $1.31M | ﹤0.01% |
14,675
+3,826
| +35% | +$299K |
|
|
AMRN
5200
CALL
Amarin Corp
AMRN
$298M
| $1.31M | ﹤0.01% |
15,005
-14,070
| -48% | -$1.38M |
|
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.