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 | |
|---|---|---|---|---|---|---|
2776
CALL
Revvity
RVTY
$12.6B
| $4.63M | ﹤0.01% |
30,000
+7,000
| +30% | +$984K |
|
2777
CALL
Transocean
RIG
$5.78B
| $4.63M | ﹤0.01% |
1,024,500
+558,200
| +120% | +$2.12M |
|
|
WBT
2778
DELISTED
Welbilt, Inc.
WBT
| $4.63M | ﹤0.01% |
199,838
+184,202
| +1,178% | +$3.91M |
|
2779
PUT
Invesco CurrencyShares Euro Currency Trust
FXE
$340M
| $4.62M | ﹤0.01% |
41,700
-6,100
| -13% | -$688K |
|
2780
Exelon
EXC
$46.5B
| $4.62M | ﹤0.01% |
146,088
+116,074
| +387% | +$3.74M |
|
2781
Digital Realty Trust
DLR
$71.3B
| $4.62M | ﹤0.01% |
30,671
-148,565
| -83% | -$22.5M |
|
|
TSPQ.U
2782
DELISTED
TCW Special Purpose Acquisition Corp. Units, each consisting of one share of Class A common stock and one-third of one redeemable warrant
TSPQ.U
| $4.62M | ﹤0.01% |
462,881
+62,881
| +16% | +$628K |
|
2783
Tractor Supply
TSCO
$17.8B
| $4.61M | ﹤0.01% |
123,975
-41,415
| -25% | -$1.52M |
|
2784
Avis
CAR
$4.88B
| $4.61M | ﹤0.01% |
59,207
+34,770
| +142% | +$2.88M |
|
2785
CALL
Wingstop
WING
$3.23B
| $4.6M | ﹤0.01% |
29,200
-4,800
| -14% | -$692K |
|
2786
CALL
Citizens Financial Group
CFG
$30.7B
| $4.6M | ﹤0.01% |
100,300
-83,700
| -45% | -$3.95M |
|
2787
First Trust Emerging Markets AlphaDEX Fund
FEM
$773M
| $4.6M | ﹤0.01% |
164,404
+29,796
| +22% | +$830K |
|
2788
CALL
iShares US Home Construction ETF
ITB
$2.28B
| $4.6M | ﹤0.01% |
66,400
-250,900
| -79% | -$17.8M |
|
|
CVAC
2789
DELISTED
CureVac
CVAC
| $4.59M | ﹤0.01% |
62,501
+54,406
| +672% | +$5.44M |
|
2790
PUT
American Water Works
AWK
$26.7B
| $4.59M | ﹤0.01% |
29,800
+12,600
| +73% | +$1.96M |
|
2791
PUT
Ollie's Bargain Outlet
OLLI
$4.7B
| $4.59M | ﹤0.01% |
54,600
+28,400
| +108% | +$2.47M |
|
2792
CALL
Global X US Infrastructure Development ETF
PAVE
$15.1B
| $4.59M | ﹤0.01% |
+178,300
| New | +$4.63M |
|
2793
PUT
HSBC
HSBC
$352B
| $4.59M | ﹤0.01% |
159,100
-57,000
| -26% | -$1.74M |
|
2794
CALL
Rapid7
RPD
$692M
| $4.59M | ﹤0.01% |
48,500
-13,000
| -21% | -$1.09M |
|
2795
PUT
Innovative Industrial Properties
IIPR
$1.7B
| $4.58M | ﹤0.01% |
24,000
+1,200
| +5% | +$220K |
|
2796
CALL
Travelers Companies
TRV
$80.1B
| $4.58M | ﹤0.01% |
30,600
-600
| -2% | -$93.1K |
|
2797
CALL
Steris
STE
$22.4B
| $4.58M | ﹤0.01% |
22,200
-1,100
| -5% | -$221K |
|
2798
Teucrium Soybean Fund
SOYB
$60.6M
| $4.58M | ﹤0.01% |
193,195
+114,987
| +147% | +$2.63M |
|
2799
CALL
Wyndham Hotels & Resorts
WH
$5.61B
| $4.58M | ﹤0.01% |
63,300
+26,200
| +71% | +$1.94M |
|
2800
CALL
iShares Core MSCI Emerging Markets ETF
IEMG
$155B
| $4.58M | ﹤0.01% |
68,300
+28,000
| +69% | +$1.84M |
|
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.