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 | |
|---|---|---|---|---|---|---|
|
VWID
5951
DELISTED
Virtus WMC International Dividend ETF
VWID
| $942K | ﹤0.01% |
31,780
+24,503
| +337% | +$733K |
|
5952
State Street SPDR S&P Software & Services ETF
XSW
$497M
| $942K | ﹤0.01% |
+5,491
| New | +$894K |
|
5953
Assured Guaranty
AGO
$3.31B
| $941K | ﹤0.01% |
19,812
-69,715
| -78% | -$3.27M |
|
5954
Pacira BioSciences
PCRX
$972M
| $940K | ﹤0.01% |
15,482
+12,582
| +434% | +$796K |
|
5955
PUT
ProShares UltraPro Short Dow 30
SDOW
$185M
| $940K | ﹤0.01% |
7,138
+3,525
| +98% | +$488K |
|
5956
CALL
Texas Capital Bancshares
TCBI
$4.36B
| $940K | ﹤0.01% |
14,800
-156,400
| -91% | -$10.5M |
|
5957
CALL
New Fortress Energy
NFE
$94.1M
| $939K | ﹤0.01% |
24,800
+2,700
| +12% | +$115K |
|
5958
CALL
Sensata Technologies
ST
$6.73B
| $939K | ﹤0.01% |
16,200
-4,200
| -21% | -$245K |
|
5959
WisdomTree Emerging Markets Local Debt Fund
ELD
$143M
| $936K | ﹤0.01% |
28,692
-84,745
| -75% | -$2.78M |
|
|
TCS
5960
DELISTED
THE CONTAINER STORE GROUP, INC.
TCS
| $936K | ﹤0.01% |
+4,783
| New | +$994K |
|
5961
PUT
American Financial Group
AFG
$12B
| $935K | ﹤0.01% |
7,500
+3,400
| +83% | +$425K |
|
5962
Harley-Davidson
HOG
$2.78B
| $935K | ﹤0.01% |
20,408
-25,041
| -55% | -$1.16M |
|
5963
PUT
KeyCorp
KEY
$24.3B
| $935K | ﹤0.01% |
45,300
-8,600
| -16% | -$187K |
|
|
NLSN
5964
CALL
DELISTED
Nielsen Holdings plc
NLSN
| $935K | ﹤0.01% |
37,900
-40,000
| -51% | -$1.04M |
|
5965
iShares Core MSCI Total International Stock ETF
IXUS
$60.2B
| $934K | ﹤0.01% |
12,742
-434,031
| -97% | -$31.8M |
|
5966
CALL
Diodes
DIOD
$4.75B
| $933K | ﹤0.01% |
11,700
-300
| -3% | -$23.1K |
|
5967
IAMGOLD
IAG
$10.4B
| $933K | ﹤0.01% |
316,476
-287,965
| -48% | -$970K |
|
5968
PUT
Main Street Capital
MAIN
$5.52B
| $933K | ﹤0.01% |
22,700
-18,700
| -45% | -$777K |
|
5969
Nu Skin
NUS
$236M
| $933K | ﹤0.01% |
16,472
-12,635
| -43% | -$719K |
|
5970
Vir Biotechnology
VIR
$1.51B
| $933K | ﹤0.01% |
+19,745
| New | +$898K |
|
5971
C.H. Robinson
CHRW
$17B
| $931K | ﹤0.01% |
9,940
-1,748
| -15% | -$170K |
|
5972
FlexShares STOXX Global ESG Select Index Fund
ESGG
$114M
| $931K | ﹤0.01% |
6,612
-5,138
| -44% | -$708K |
|
|
CRON
5973
Cronos Group
CRON
$1.13B
| $930K | ﹤0.01% |
107,867
+51,180
| +90% | +$423K |
|
5974
Evolent Health
EVH
$464M
| $930K | ﹤0.01% |
44,030
+32,097
| +269% | +$643K |
|
5975
Genesis Energy
GEL
$1.89B
| $928K | ﹤0.01% |
79,934
-2,245
| -3% | -$22.7K |
|
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.