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 | |
|---|---|---|---|---|---|---|
|
NVTA
1601
PUT
DELISTED
Invitae Corporation
NVTA
| $11M | ﹤0.01% |
326,600
-245,200
| -43% | -$7.97M |
|
1602
Invesco California AMT-Free Municipal Bond ETF
PWZ
$1.15B
| $11M | ﹤0.01% |
391,617
+201,559
| +106% | +$5.65M |
|
1603
iShares US & Intl High Yield Corp Bond ETF
GHYG
$198M
| $11M | ﹤0.01% |
216,299
+45,753
| +27% | +$2.32M |
|
1604
iShares Convertible Bond ETF
ICVT
$7.32B
| $11M | ﹤0.01% |
107,739
-103,426
| -49% | -$10.3M |
|
1605
PUT
Akamai
AKAM
$17.1B
| $11M | ﹤0.01% |
94,200
-52,100
| -36% | -$5.81M |
|
1606
ConocoPhillips
COP
$145B
| $11M | ﹤0.01% |
180,182
-106,876
| -37% | -$5.96M |
|
1607
PUT
Sabre
SABR
$779M
| $11M | ﹤0.01% |
878,800
+170,400
| +24% | +$2.4M |
|
1608
CALL
State Street Communication Services Select Sector SPDR ETF
XLC
$22.4B
| $11M | ﹤0.01% |
135,300
+86,300
| +176% | +$6.72M |
|
1609
CALL
Domo
DOMO
$184M
| $10.9M | ﹤0.01% |
135,400
+78,600
| +138% | +$5.15M |
|
|
MNDT
1610
PUT
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $10.9M | ﹤0.01% |
539,400
+241,400
| +81% | +$4.95M |
|
|
HOLX
1611
CALL
DELISTED
Hologic
HOLX
| $10.9M | ﹤0.01% |
163,400
+72,000
| +79% | +$4.81M |
|
1612
PUT
InMode
INMD
$882M
| $10.9M | ﹤0.01% |
230,200
+23,200
| +11% | +$986K |
|
|
ARVL
1613
CALL
DELISTED
Arrival Ordinary Shares
ARVL
| $10.9M | ﹤0.01% |
13,898
+6,242
| +82% | +$5.52M |
|
1614
CALL
Alaska Air
ALK
$5.6B
| $10.9M | ﹤0.01% |
180,500
+74,600
| +70% | +$5.03M |
|
|
VISN
1615
Vistance Networks Inc
VISN
$2.72B
| $10.9M | ﹤0.01% |
510,592
+383,199
| +301% | +$7.14M |
|
1616
Walt Disney
DIS
$170B
| $10.9M | ﹤0.01% |
61,847
-415,312
| -87% | -$74.7M |
|
1617
CALL
iShares MSCI Canada ETF
EWC
$6.16B
| $10.9M | ﹤0.01% |
291,700
+7,200
| +3% | +$264K |
|
1618
Teradyne
TER
$57.3B
| $10.9M | ﹤0.01% |
81,103
-84,639
| -51% | -$10.8M |
|
1619
CALL
Burlington
BURL
$23.2B
| $10.9M | ﹤0.01% |
33,700
+3,400
| +11% | +$1.08M |
|
1620
CALL
Oneok
OKE
$55.6B
| $10.8M | ﹤0.01% |
195,000
+22,600
| +13% | +$1.2M |
|
1621
CALL
Cardinal Health
CAH
$55.2B
| $10.8M | ﹤0.01% |
190,000
+118,700
| +166% | +$6.94M |
|
1622
Gaotu Techedu
GOTU
$458M
| $10.8M | ﹤0.01% |
734,287
-1,200,374
| -62% | -$26.8M |
|
1623
Vanguard ESG International Stock ETF
VSGX
$6.55B
| $10.8M | ﹤0.01% |
169,043
+133,639
| +377% | +$8.53M |
|
1624
Avantis Core Municipal Fixed Income ETF
AVMU
$173M
| $10.8M | ﹤0.01% |
215,617
+207,567
| +2,578% | +$10.4M |
|
1625
CALL
Butterfly Network
BFLY
$2.19B
| $10.8M | ﹤0.01% |
745,200
-376,300
| -34% | -$5.08M |
|
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.