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 | |
|---|---|---|---|---|---|---|
1476
CALL
AGNC Investment
AGNC
$12.4B
| $12.5M | ﹤0.01% |
740,600
+428,900
| +138% | +$7.62M |
|
1477
State Street SPDR Portfolio Mortgage Backed Bond ETF
SPMB
$6.96B
| $12.5M | ﹤0.01% |
483,584
-2,536,315
| -84% | -$65.7M |
|
1478
CALL
Canadian National Railway
CNI
$76.6B
| $12.5M | ﹤0.01% |
118,500
+111,100
| +1,501% | +$12.3M |
|
1479
CALL
State Street SPDR S&P Homebuilders ETF
XHB
$1.48B
| $12.5M | ﹤0.01% |
170,700
+139,800
| +452% | +$10.3M |
|
|
KYNB
1480
PUT
Kyntra Bio
KYNB
$27.4M
| $12.5M | ﹤0.01% |
18,768
+18,168
| +3,028% | +$10.5M |
|
1481
CALL
Dick's Sporting Goods
DKS
$17.7B
| $12.5M | ﹤0.01% |
124,400
+9,600
| +8% | +$860K |
|
|
DFS
1482
PUT
DELISTED
Discover Financial Services
DFS
| $12.5M | ﹤0.01% |
105,300
+19,800
| +23% | +$2.24M |
|
1483
PUT
Cboe Global Markets
CBOE
$31.1B
| $12.5M | ﹤0.01% |
104,600
+34,600
| +49% | +$3.8M |
|
|
GAP
1484
CALL
The Gap Inc
GAP
$7.26B
| $12.4M | ﹤0.01% |
368,200
-135,700
| -27% | -$4.48M |
|
1485
Ralph Lauren
RL
$22.3B
| $12.4M | ﹤0.01% |
105,108
+101,452
| +2,775% | +$12.7M |
|
1486
Advanced Drainage Systems
WMS
$11B
| $12.4M | ﹤0.01% |
106,223
+99,859
| +1,569% | +$11.1M |
|
1487
SiteOne Landscape Supply
SITE
$4.21B
| $12.3M | ﹤0.01% |
72,852
+66,922
| +1,129% | +$11.7M |
|
1488
Fiverr
FVRR
$345M
| $12.3M | ﹤0.01% |
50,835
+3,363
| +7% | +$698K |
|
1489
CALL
Herbalife
HLF
$1.31B
| $12.3M | ﹤0.01% |
233,700
+184,700
| +377% | +$9.19M |
|
1490
CALL
Parker-Hannifin
PH
$124B
| $12.3M | ﹤0.01% |
40,100
+7,900
| +25% | +$2.45M |
|
1491
iShares 3-7 Year Treasury Bond ETF
IEI
$17.7B
| $12.3M | ﹤0.01% |
+94,159
| New | +$12.3M |
|
1492
PUT
Vanguard Dividend Appreciation ETF
VIG
$111B
| $12.3M | ﹤0.01% |
79,400
+28,600
| +56% | +$4.39M |
|
1493
VF Corp
VFC
$5.91B
| $12.3M | ﹤0.01% |
149,689
+49,217
| +49% | +$4.1M |
|
1494
TG Therapeutics
TGTX
$7.12B
| $12.2M | ﹤0.01% |
315,720
+132,869
| +73% | +$5.22M |
|
1495
CALL
Ferrari
RACE
$70B
| $12.2M | ﹤0.01% |
59,300
-33,300
| -36% | -$6.94M |
|
1496
WisdomTree Japan SmallCap Dividend Fund
DFJ
$384M
| $12.2M | ﹤0.01% |
165,447
+105,379
| +175% | +$7.95M |
|
|
OZON
1497
DELISTED
Ozon Holdings PLC American Depositary Shares, each ADS representing one ordinary share
OZON
| $12.2M | ﹤0.01% |
208,032
+164,502
| +378% | +$9.57M |
|
|
BYTSU
1498
DELISTED
BYTE Acquisition Corp. Units
BYTSU
| $12.2M | ﹤0.01% |
1,195,168
-4,832
| -0.4% | -$48.5K |
|
1499
CALL
Petco
WOOF
$814M
| $12.2M | ﹤0.01% |
543,300
+250,200
| +85% | +$5.85M |
|
1500
CALL
State Street SPDR S&P Retail ETF
XRT
$329M
| $12.2M | ﹤0.01% |
125,200
-573,500
| -82% | -$53.6M |
|
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.