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 | |
|---|---|---|---|---|---|---|
2451
CALL
AutoNation
AN
$7.11B
| $5.68M | ﹤0.01% |
59,900
+29,100
| +94% | +$2.85M |
|
|
AVLR
2452
PUT
DELISTED
Avalara, Inc.
AVLR
| $5.68M | ﹤0.01% |
35,100
-5,500
| -14% | -$767K |
|
2453
CALL
Carlyle Group
CG
$18.4B
| $5.67M | ﹤0.01% |
122,100
-52,100
| -30% | -$2.22M |
|
2454
PUT
EQT Corp
EQT
$32.4B
| $5.67M | ﹤0.01% |
254,900
+42,300
| +20% | +$854K |
|
2455
US Global Jets ETF
JETS
$833M
| $5.67M | ﹤0.01% |
234,660
-216,100
| -48% | -$5.64M |
|
2456
PUT
iShares Micro-Cap ETF
IWC
$1.51B
| $5.66M | ﹤0.01% |
37,100
-400
| -1% | -$59.3K |
|
2457
CALL
Winnebago Industries
WGO
$907M
| $5.66M | ﹤0.01% |
83,300
+62,100
| +293% | +$4.59M |
|
|
USCR
2458
CALL
DELISTED
U S Concrete, Inc.
USCR
| $5.66M | ﹤0.01% |
76,700
+6,600
| +9% | +$427K |
|
2459
CALL
GDS Holdings
GDS
$6.61B
| $5.66M | ﹤0.01% |
72,100
+1,900
| +3% | +$147K |
|
2460
CALL
Outdoor Holding Co
POWW
$256M
| $5.66M | ﹤0.01% |
577,700
+441,300
| +324% | +$3.14M |
|
2461
Franklin Short Duration US Government ETF
FTSD
$301M
| $5.65M | ﹤0.01% |
59,517
+27,625
| +87% | +$2.63M |
|
2462
J.M. Smucker
SJM
$12.7B
| $5.64M | ﹤0.01% |
43,554
+34,683
| +391% | +$4.61M |
|
|
CTAQ
2463
DELISTED
Carney Technology Acquisition Corp. II Class A Common Stock
CTAQ
| $5.64M | ﹤0.01% |
580,930
+39,804
| +7% | +$389K |
|
2464
iShares US Aerospace & Defense ETF
ITA
$14.7B
| $5.64M | ﹤0.01% |
+51,471
| New | +$5.54M |
|
2465
CALL
American Eagle Outfitters
AEO
$3.02B
| $5.64M | ﹤0.01% |
150,200
-9,400
| -6% | -$326K |
|
2466
PennyMac Financial
PFSI
$3.92B
| $5.63M | ﹤0.01% |
91,192
+66,715
| +273% | +$4.05M |
|
|
LAC
2467
PUT
DELISTED
Lithium Americas Corp. Common Shares
LAC
| $5.63M | ﹤0.01% |
378,700
-215,800
| -36% | -$3.08M |
|
2468
PIMCO Intermediate Municipal Bond Active Exchange-Traded Fund
MUNI
$3.08B
| $5.61M | ﹤0.01% |
98,831
+89,256
| +932% | +$5.05M |
|
2469
PUT
iShares MSCI South Korea ETF
EWY
$24.6B
| $5.61M | ﹤0.01% |
60,200
-56,700
| -49% | -$5.22M |
|
|
AMPS
2470
DELISTED
Altus Power
AMPS
| $5.6M | ﹤0.01% |
577,085
+62,287
| +12% | +$615K |
|
2471
ATI
ATI
$27.8B
| $5.58M | ﹤0.01% |
267,773
+189,475
| +242% | +$4.34M |
|
2472
Snap-on
SNA
$21.6B
| $5.58M | ﹤0.01% |
24,979
+18,348
| +277% | +$4.39M |
|
2473
CALL
Fair Isaac
FICO
$23.7B
| $5.58M | ﹤0.01% |
11,100
-8,100
| -42% | -$4.1M |
|
|
MAAC
2474
DELISTED
Montes Archimedes Acquisition Corp. Class A Common Stock
MAAC
| $5.58M | ﹤0.01% |
563,792
+88,128
| +19% | +$870K |
|
2475
CALL
Fortune Brands Innovations
FBIN
$6.13B
| $5.57M | ﹤0.01% |
65,403
+48,087
| +278% | +$4.21M |
|
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.