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 | |
|---|---|---|---|---|---|---|
6351
PUT
Casey's General Stores
CASY
$31.6B
| $779K | ﹤0.01% |
+4,000
| New | +$861K |
|
6352
ProShares Long Online/Short Stores ETF
CLIX
$6.24M
| $779K | ﹤0.01% |
9,380
+5,715
| +156% | +$466K |
|
6353
PUT
ProShares UltraPro Short QQQ
SQQQ
$1.67B
| $779K | ﹤0.01% |
682
-1,482
| -68% | -$2.03M |
|
6354
CALL
Valmont Industries
VMI
$9.5B
| $779K | ﹤0.01% |
3,300
+1,000
| +43% | +$242K |
|
6355
CALL
Webster Financial
WBS
$12.8B
| $779K | ﹤0.01% |
14,600
-1,700
| -10% | -$94.2K |
|
|
TWOU
6356
DELISTED
2U Inc
TWOU
| $778K | ﹤0.01% |
622
+285
| +85% | +$329K |
|
|
AEL
6357
DELISTED
American Equity Investment Life Holding Company
AEL
| $778K | ﹤0.01% |
24,087
+11,526
| +92% | +$364K |
|
|
NCTY
6358
PUT
The9 Ltd
NCTY
$64.9M
| $777K | ﹤0.01% |
5,450
+3,950
| +263% | +$717K |
|
6359
Strategic Education
STRA
$1.86B
| $777K | ﹤0.01% |
10,216
+6,465
| +172% | +$516K |
|
6360
CALL
AMN Healthcare
AMN
$1.34B
| $776K | ﹤0.01% |
8,000
+1,500
| +23% | +$130K |
|
6361
Hasbro
HAS
$13.6B
| $775K | ﹤0.01% |
8,195
-22,648
| -73% | -$2.18M |
|
|
MFA
6362
CALL
MFA Financial
MFA
$931M
| $775K | ﹤0.01% |
42,225
+8,025
| +23% | +$142K |
|
6363
WisdomTree US Efficient Core Fund
NTSX
$1.41B
| $775K | ﹤0.01% |
+19,070
| New | +$750K |
|
6364
PUT
Grand Canyon Education
LOPE
$3.79B
| $774K | ﹤0.01% |
8,600
+2,700
| +46% | +$267K |
|
6365
ProShares UltraPro Short Dow 30
SDOW
$185M
| $774K | ﹤0.01% |
5,882
+49
| +0.8% | +$6.78K |
|
6366
CALL
Brookdale Senior Living
BKD
$3B
| $773K | ﹤0.01% |
97,800
+51,900
| +113% | +$373K |
|
6367
PUT
Cullen/Frost Bankers
CFR
$10.5B
| $773K | ﹤0.01% |
6,900
+2,000
| +41% | +$234K |
|
6368
CALL
Regenxbio
RGNX
$704M
| $773K | ﹤0.01% |
+19,900
| New | +$712K |
|
6369
Manhattan Associates
MANH
$11.7B
| $772K | ﹤0.01% |
5,332
-10,740
| -67% | -$1.43M |
|
|
DBS
6370
DELISTED
Invesco DB Silver Fund
DBS
| $772K | ﹤0.01% |
21,084
+5,001
| +31% | +$187K |
|
6371
PUT
NovaGold Resources
NG
$3.4B
| $771K | ﹤0.01% |
96,200
-4,100
| -4% | -$38.6K |
|
6372
Pacer US Export Leaders ETF
PEXL
$54.4M
| $771K | ﹤0.01% |
18,394
-3,816
| -17% | -$155K |
|
6373
PUT
ThredUp
TDUP
$416M
| $771K | ﹤0.01% |
+26,500
| New | +$571K |
|
|
ITCI
6374
PUT
DELISTED
Intra-Cellular Therapies Inc.
ITCI
| $771K | ﹤0.01% |
18,900
+4,500
| +31% | +$166K |
|
6375
CALL
Genworth Financial
GNW
$3.77B
| $770K | ﹤0.01% |
197,500
+133,300
| +208% | +$532K |
|
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.