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 | |
|---|---|---|---|---|---|---|
1401
CALL
Stanley Black & Decker
SWK
$14.3B
| $13.7M | 0.01% |
66,900
+11,200
| +20% | +$2.32M |
|
1402
CALL
Suncor Energy
SU
$79.4B
| $13.7M | 0.01% |
570,700
-139,300
| -20% | -$3.2M |
|
1403
Invesco S&P International Developed Low Volatility ETF
IDLV
$345M
| $13.6M | 0.01% |
441,518
+248,909
| +129% | +$7.72M |
|
1404
Ferrari
RACE
$69.2B
| $13.6M | 0.01% |
66,095
-61,639
| -48% | -$12.9M |
|
1405
InterContinental Hotels
IHG
$23.9B
| $13.6M | 0.01% |
203,848
+9,591
| +5% | +$676K |
|
1406
CALL
QuidelOrtho
QDEL
$1.14B
| $13.5M | 0.01% |
105,700
-5,800
| -5% | -$683K |
|
|
PLAN
1407
DELISTED
Anaplan, Inc.
PLAN
| $13.5M | 0.01% |
253,562
-61,695
| -20% | -$3.43M |
|
1408
PUT
Affirm
AFRM
$23.9B
| $13.5M | 0.01% |
200,600
-11,400
| -5% | -$727K |
|
1409
ROBO Global Robotics & Automation Index ETF
ROBO
$1.98B
| $13.5M | 0.01% |
206,996
+168,621
| +439% | +$10.8M |
|
|
XLRN
1410
CALL
DELISTED
Acceleron Pharma
XLRN
| $13.5M | 0.01% |
107,500
+4,300
| +4% | +$542K |
|
|
SBNY
1411
PUT
DELISTED
Signature Bank
SBNY
| $13.5M | 0.01% |
54,900
+13,700
| +33% | +$3.33M |
|
1412
CALL
AdvisorShares Pure US Cannabis ETF
MSOS
$850M
| $13.5M | 0.01% |
337,000
+263,900
| +361% | +$10.7M |
|
|
1413
PUT
Ferrari
RACE
$69.2B
| $13.5M | 0.01% |
65,400
+25,000
| +62% | +$5.21M |
|
|
ETWO
1414
DELISTED
E2open Parent Holdings
ETWO
| $13.5M | 0.01% |
1,178,707
+1,163,066
| +7,436% | +$13.4M |
|
1415
KLA
KLAC
$239B
| $13.5M | 0.01% |
414,990
+194,370
| +88% | +$6.23M |
|
|
AYX
1416
CALL
DELISTED
Alteryx Inc
AYX
| $13.5M | 0.01% |
156,400
-56,200
| -26% | -$4.6M |
|
1417
CALL
Clean Energy Fuels
CLNE
$427M
| $13.4M | 0.01% |
1,324,900
+747,800
| +130% | +$7.72M |
|
1418
CALL
Arista Networks
ANET
$227B
| $13.4M | 0.01% |
593,600
+180,800
| +44% | +$3.78M |
|
1419
PUT
Southern Company
SO
$109B
| $13.4M | 0.01% |
221,400
+186,900
| +542% | +$12M |
|
1420
CALL
Equifax
EFX
$20.3B
| $13.3M | 0.01% |
55,700
+37,500
| +206% | +$8.38M |
|
1421
CALL
TJX Companies
TJX
$174B
| $13.3M | 0.01% |
197,700
-413,300
| -68% | -$28.2M |
|
1422
iShares Global Comm Services ETF
IXP
$529M
| $13.3M | 0.01% |
+153,624
| New | +$13M |
|
1423
Archer Daniels Midland
ADM
$38.2B
| $13.3M | 0.01% |
219,294
+159,868
| +269% | +$10.1M |
|
1424
PUT
Canadian National Railway
CNI
$76.9B
| $13.3M | 0.01% |
125,900
+121,300
| +2,637% | +$13.4M |
|
|
JKS
1425
PUT
JinkoSolar
JKS
$793M
| $13.3M | 0.01% |
236,700
+106,900
| +82% | +$4.08M |
|
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 4,221 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.