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 | |
|---|---|---|---|---|---|---|
326
CALL
NextEra Energy
NEE
$183B
| $98.2M | 0.04% |
1,340,500
+200,800
| +18% | +$15.1M |
|
327
CALL
Cleveland-Cliffs
CLF
$6.64B
| $97.5M | 0.04% |
4,524,300
+1,034,600
| +30% | +$20.4M |
|
328
CALL
Royal Caribbean
RCL
$86.1B
| $96.2M | 0.04% |
1,128,200
+591,100
| +110% | +$51.5M |
|
329
PUT
Plug Power
PLUG
$2.92B
| $96M | 0.04% |
2,808,800
+1,228,100
| +78% | +$35.6M |
|
330
iShares 1-3 Year Treasury Bond ETF
SHY
$25.5B
| $95.2M | 0.04% |
1,105,224
+947,472
| +601% | +$81.7M |
|
331
CALL
Delta Air Lines
DAL
$58.3B
| $95.1M | 0.04% |
2,197,800
+404,500
| +23% | +$18.7M |
|
332
CALL
Spotify
SPOT
$107B
| $94.9M | 0.04% |
344,300
+147,600
| +75% | +$37.4M |
|
333
CALL
American Airlines Group
AAL
$10.2B
| $94.2M | 0.04% |
4,440,300
-1,323,300
| -23% | -$29.9M |
|
|
334
CALL
Plug Power
PLUG
$2.92B
| $94.2M | 0.04% |
2,753,800
+959,000
| +53% | +$27.8M |
|
335
CALL
Riot Platforms
RIOT
$8.36B
| $93.3M | 0.04% |
2,476,800
+111,900
| +5% | +$4M |
|
336
CALL
Petrobras
PBR
$123B
| $93.2M | 0.04% |
7,623,400
+216,600
| +3% | +$2.13M |
|
337
CALL
Clover Health Investments
CLOV
$2.29B
| $91.7M | 0.04% |
6,881,400
+5,421,100
| +371% | +$53.2M |
|
338
CALL
DoorDash
DASH
$86.1B
| $91.2M | 0.04% |
511,200
+132,600
| +35% | +$19.4M |
|
339
PUT
Walmart Inc
WMT
$884B
| $90.4M | 0.04% |
1,922,700
-60,900
| -3% | -$2.84M |
|
340
PUT
Cisco
CSCO
$448B
| $90.3M | 0.04% |
1,703,100
-1,963,400
| -54% | -$103M |
|
341
CALL
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$300M
| $90.1M | 0.04% |
4,786,600
+114,500
| +2% | +$2.33M |
|
342
Novavax
NVAX
$1.22B
| $89.6M | 0.04% |
421,963
+282,906
| +203% | +$51.8M |
|
343
CALL
Teladoc Health
TDOC
$1.2B
| $89.3M | 0.03% |
537,100
-135,900
| -20% | -$22M |
|
344
PUT
Mercado Libre
MELI
$95.6B
| $89M | 0.03% |
57,100
-28,000
| -33% | -$41.1M |
|
345
CALL
Diamondback Energy
FANG
$56.2B
| $88.7M | 0.03% |
944,200
+816,100
| +637% | +$67.2M |
|
346
PUT
SoFi Technologies
SOFI
$21.3B
| $88.4M | 0.03% |
4,610,100
+4,303,500
| +1,404% | +$79.8M |
|
347
Meta Platforms (Facebook)
META
$1.37T
| $88.3M | 0.03% |
253,889
-129,981
| -34% | -$41.7M |
|
348
Caterpillar
CAT
$373B
| $87.3M | 0.03% |
401,097
+343,770
| +600% | +$79.4M |
|
349
CALL
Norwegian Cruise Line
NCLH
$8.59B
| $87.1M | 0.03% |
2,963,000
+524,500
| +22% | +$15.8M |
|
350
CALL
Dell
DELL
$262B
| $86.9M | 0.03% |
1,719,667
+1,165,649
| +210% | +$58.5M |
|
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.