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 | |
|---|---|---|---|---|---|---|
6401
iShares iBonds Dec 2026 Term Muni Bond ETF
IBMO
$568M
| $761K | ﹤0.01% |
+28,207
| New | +$760K |
|
6402
iShares MSCI Intl Momentum Factor ETF
IMTM
$4.33B
| $761K | ﹤0.01% |
19,687
+10,063
| +105% | +$395K |
|
6403
Procure Space ETF
UFO
$634M
| $761K | ﹤0.01% |
24,476
-44,601
| -65% | -$1.33M |
|
|
VXRT
6404
DELISTED
Vaxart
VXRT
| $761K | ﹤0.01% |
101,570
+38,412
| +61% | +$268K |
|
|
FLG
6405
Flagstar Bank National Association
FLG
$5.92B
| $761K | ﹤0.01% |
23,018
+7,886
| +52% | +$282K |
|
|
IBTB
6406
DELISTED
iShares iBonds Dec 2022 Term Treasury ETF
IBTB
| $761K | ﹤0.01% |
+29,925
| New | +$761K |
|
6407
PUT
InterDigital
IDCC
$8.88B
| $760K | ﹤0.01% |
10,400
-10,600
| -50% | -$783K |
|
6408
PUT
Hercules Capital
HTGC
$3.17B
| $759K | ﹤0.01% |
+44,500
| New | +$761K |
|
|
EURZ
6409
DELISTED
Xtrackers Eurozone Equity ETF
EURZ
| $759K | ﹤0.01% |
28,029
+2,254
| +9% | +$61.7K |
|
6410
CALL
Cohu
COHU
$2.76B
| $758K | ﹤0.01% |
+20,600
| New | +$817K |
|
6411
CALL
Red Robin
RRGB
$183M
| $758K | ﹤0.01% |
22,900
+5,600
| +32% | +$191K |
|
6412
CALL
TransUnion
TRU
$15.5B
| $758K | ﹤0.01% |
6,900
-187,500
| -96% | -$19.5M |
|
|
HZON
6413
PUT
DELISTED
Horizon Acquisition Corporation II
HZON
| $758K | ﹤0.01% |
+77,600
| New | +$777K |
|
|
ALF
6414
DELISTED
ALFI Inc
ALF
| $758K | ﹤0.01% |
+51,498
| New | +$303K |
|
6415
Ashland
ASH
$3.36B
| $757K | ﹤0.01% |
8,657
+2,040
| +31% | +$184K |
|
6416
PUT
OGE Energy
OGE
$9.71B
| $757K | ﹤0.01% |
22,500
-8,700
| -28% | -$293K |
|
6417
CALL
Bakkt Inc
BKKT
$331M
| $756K | ﹤0.01% |
+3,020
| New | +$831K |
|
6418
PUT
MACOM Technology Solutions
MTSI
$23.5B
| $756K | ﹤0.01% |
11,800
+7,300
| +162% | +$424K |
|
6419
CALL
Resideo Technologies
REZI
$3.1B
| $756K | ﹤0.01% |
25,200
-95,000
| -79% | -$2.81M |
|
|
NS
6420
CALL
DELISTED
NuStar Energy L.P.
NS
| $756K | ﹤0.01% |
41,900
+700
| +2% | +$13K |
|
6421
CALL
Arch Capital
ACGL
$33.5B
| $755K | ﹤0.01% |
19,400
+700
| +4% | +$27.7K |
|
6422
PUT
Autohome
ATHM
$2.6B
| $755K | ﹤0.01% |
11,800
+1,200
| +11% | +$98.7K |
|
6423
CALL
Manitowoc
MTW
$753M
| $755K | ﹤0.01% |
+30,800
| New | +$734K |
|
6424
PUT
Commercial Metals
CMC
$7.98B
| $753K | ﹤0.01% |
24,500
+3,200
| +15% | +$99.1K |
|
6425
CALL
CNX Resources
CNX
$5.23B
| $753K | ﹤0.01% |
55,100
-12,900
| -19% | -$180K |
|
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.