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 | |
|---|---|---|---|---|---|---|
1951
CALL
Floor & Decor
FND
$6.48B
| $8.21M | ﹤0.01% |
77,700
-12,800
| -14% | -$1.33M |
|
|
SPR
1952
PUT
DELISTED
Spirit AeroSystems
SPR
| $8.21M | ﹤0.01% |
173,900
+76,200
| +78% | +$3.61M |
|
1953
iShares GNMA Bond ETF
GNMA
$422M
| $8.2M | ﹤0.01% |
163,963
+147,436
| +892% | +$7.4M |
|
1954
CALL
CoStar Group
CSGP
$12B
| $8.18M | ﹤0.01% |
98,800
+38,800
| +65% | +$3.35M |
|
1955
PUT
iShares Semiconductor ETF
SOXX
$48.4B
| $8.18M | ﹤0.01% |
54,000
-18,000
| -25% | -$2.58M |
|
1956
iShares MSCI Italy ETF
EWI
$1.06B
| $8.16M | ﹤0.01% |
+251,973
| New | +$8.24M |
|
1957
CALL
Wabtec
WAB
$50.5B
| $8.16M | ﹤0.01% |
99,100
+80,400
| +430% | +$6.53M |
|
|
EXPR
1958
CALL
DELISTED
Express, Inc.
EXPR
| $8.15M | ﹤0.01% |
62,800
+12,955
| +26% | +$1.09M |
|
|
ETAC
1959
DELISTED
E.Merge Technology Acquisition Corp. Class A Common Stock
ETAC
| $8.15M | ﹤0.01% |
834,917
+234,682
| +39% | +$2.3M |
|
1960
Hartford Multifactor Developed Markets ex-US ETF
RODM
$1.63B
| $8.14M | ﹤0.01% |
264,929
-509,390
| -66% | -$15.8M |
|
1961
CALL
LKQ Corp
LKQ
$6.03B
| $8.13M | ﹤0.01% |
165,200
-72,100
| -30% | -$3.44M |
|
1962
CALL
British American Tobacco
BTI
$127B
| $8.13M | ﹤0.01% |
206,700
+106,500
| +106% | +$4.17M |
|
1963
Virtus SEIX Senior Loan ETF
SEIX
$252M
| $8.12M | ﹤0.01% |
325,000
+309,829
| +2,042% | +$7.71M |
|
1964
PUT
Purple Innovation
PRPL
$42.7M
| $8.12M | ﹤0.01% |
12,300
+11,476
| +1,393% | +$8.81M |
|
1965
Suncor Energy
SU
$75.9B
| $8.12M | ﹤0.01% |
338,813
+107,985
| +47% | +$2.48M |
|
1966
CALL
Gogo Inc
GOGO
$629M
| $8.12M | ﹤0.01% |
713,100
-128,200
| -15% | -$1.48M |
|
1967
PUT
ProShares Ultra Silver
AGQ
$1.2B
| $8.11M | ﹤0.01% |
175,900
-204,100
| -54% | -$9.96M |
|
|
PRAH
1968
DELISTED
PRA Health Sciences, Inc.
PRAH
| $8.11M | ﹤0.01% |
49,098
+43,000
| +705% | +$7.18M |
|
1969
PUT
Builders FirstSource
BLDR
$8.03B
| $8.1M | ﹤0.01% |
189,800
-67,500
| -26% | -$3.13M |
|
1970
CALL
Direxion Daily MSCI Emerging Markets Bull 3X ETF
EDC
$163M
| $8.09M | ﹤0.01% |
75,400
+18,200
| +32% | +$1.87M |
|
1971
Stem
STEM
$53.2M
| $8.08M | ﹤0.01% |
11,225
+7,708
| +219% | +$4.2M |
|
|
CPUH
1972
DELISTED
Compute Health Acquisition Corp.
CPUH
| $8.07M | ﹤0.01% |
822,350
+805,153
| +4,682% | +$7.9M |
|
1973
CALL
Realty Income
O
$58.7B
| $8.07M | ﹤0.01% |
124,769
+63,468
| +104% | +$4.17M |
|
1974
CALL
Invesco
IVZ
$14B
| $8.07M | ﹤0.01% |
301,800
-210,600
| -41% | -$5.74M |
|
1975
CALL
Magnite
MGNI
$2.92B
| $8.07M | ﹤0.01% |
238,400
-243,900
| -51% | -$8.26M |
|
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.