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 | |
|---|---|---|---|---|---|---|
2201
CALL
Adaptive Biotechnologies
ADPT
$3.9B
| $6.79M | ﹤0.01% |
166,200
+5,400
| +3% | +$210K |
|
2202
PUT
Sherwin-Williams
SHW
$87.8B
| $6.78M | ﹤0.01% |
24,900
-33,600
| -57% | -$9.21M |
|
2203
L3Harris
LHX
$53.1B
| $6.78M | ﹤0.01% |
31,379
-103,743
| -77% | -$22.3M |
|
2204
ARK Israel Innovative Technology ETF
IZRL
$144M
| $6.78M | ﹤0.01% |
211,514
+69,835
| +49% | +$2.19M |
|
2205
CALL
Invesco WilderHill Clean Energy ETF
PBW
$427M
| $6.78M | ﹤0.01% |
72,700
+36,100
| +99% | +$3.13M |
|
2206
CALL
ARK Autonomous Technology & Robotics ETF
ARKQ
$2.05B
| $6.77M | ﹤0.01% |
78,500
-118,900
| -60% | -$9.77M |
|
2207
Arrowhead Research
ARWR
$12.6B
| $6.77M | ﹤0.01% |
81,704
+66,217
| +428% | +$4.93M |
|
2208
Penumbra
PEN
$12.8B
| $6.77M | ﹤0.01% |
24,688
+19,001
| +334% | +$5.19M |
|
2209
CALL
Macerich
MAC
$7.26B
| $6.75M | ﹤0.01% |
370,000
-412,500
| -53% | -$6.18M |
|
|
HOLX
2210
DELISTED
Hologic
HOLX
| $6.75M | ﹤0.01% |
101,149
+48,547
| +92% | +$3.25M |
|
2211
CALL
BorgWarner
BWA
$12.9B
| $6.75M | ﹤0.01% |
157,904
+95,878
| +155% | +$4.22M |
|
2212
CALL
VeriSign
VRSN
$27B
| $6.74M | ﹤0.01% |
29,600
-17,800
| -38% | -$3.88M |
|
2213
PUT
Wolfspeed
WOLF
$1.41B
| $6.74M | ﹤0.01% |
68,800
+26,300
| +62% | +$2.65M |
|
2214
Direxion Daily CSI 300 China A Share Bull 2X ETF
CHAU
$91.2M
| $6.74M | ﹤0.01% |
155,003
-247,857
| -62% | -$10.4M |
|
2215
PUT
Qfin Holdings
QFIN
$1.65B
| $6.74M | ﹤0.01% |
+161,000
| New | +$4.9M |
|
2216
PUT
Analog Devices
ADI
$185B
| $6.73M | ﹤0.01% |
39,100
-64,600
| -62% | -$10.3M |
|
2217
PUT
Toyota
TM
$224B
| $6.73M | ﹤0.01% |
38,500
+10,000
| +35% | +$1.64M |
|
2218
PUT
Equifax
EFX
$20.8B
| $6.73M | ﹤0.01% |
28,100
-300
| -1% | -$67K |
|
2219
Thor Industries
THO
$4.16B
| $6.72M | ﹤0.01% |
59,514
+54,859
| +1,178% | +$6.97M |
|
|
SAVE
2220
PUT
DELISTED
Spirit Airlines, Inc.
SAVE
| $6.71M | ﹤0.01% |
220,600
+97,000
| +78% | +$3.41M |
|
2221
AutoNation
AN
$7.13B
| $6.71M | ﹤0.01% |
70,811
+47,055
| +198% | +$4.61M |
|
2222
CALL
Global Payments
GPN
$24.1B
| $6.71M | ﹤0.01% |
35,800
-11,300
| -24% | -$2.27M |
|
|
VTLE
2223
DELISTED
Vital Energy
VTLE
| $6.71M | ﹤0.01% |
72,321
-8,076
| -10% | -$416K |
|
|
FAZ
2224
CALL
Direxion Daily Financial Bear 3x ETF
FAZ
$85.5M
| $6.71M | ﹤0.01% |
250,236
+177,056
| +242% | +$4.74M |
|
2225
PUT
Vanguard High Dividend Yield ETF
VYM
$82.6B
| $6.71M | ﹤0.01% |
+64,000
| New | +$6.72M |
|
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.