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 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$1.64B |
| 2 |
Tesla
TSLA
|
+$632M |
| 3 |
Alphabet (Google) Class C
GOOG
|
+$587M |
| 4 |
iShares MSCI Taiwan ETF
EWT
|
+$468M |
| 5 |
Vanguard FTSE Europe ETF
VGK
|
+$346M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MBS ETF
MBB
|
+$1.01B |
| 2 |
NVIDIA
NVDA
|
+$752M |
| 3 |
iShares MSCI EAFE ETF
EFA
|
+$474M |
| 4 |
Advanced Micro Devices
AMD
|
+$395M |
| 5 |
iShares National Muni Bond ETF
MUB
|
+$372M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 2.35% |
| 2 | Technology | 1.76% |
| 3 | Financials | 1% |
| 4 | Communication Services | 0.83% |
| 5 | Healthcare | 0.79% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
2551
PUT
Stem
STEM
$52.7M
| $5.61M | ﹤0.01% |
11,740
-10,550
| -47% | -$5.55M |
|
|
XM
2552
CALL
DELISTED
Qualtrics International Inc. Class A Common Stock
XM
| $5.61M | ﹤0.01% |
131,200
+58,200
| +80% | +$2.46M |
|
|
DVAX
2553
PUT
DELISTED
Dynavax Technologies
DVAX
| $5.6M | ﹤0.01% |
291,700
+93,800
| +47% | +$1.25M |
|
2554
Snap
SNAP
$9.01B
| $5.6M | ﹤0.01% |
75,745
-351,780
| -82% | -$25.4M |
|
2555
Goldman Sachs Access Treasury 0-1 Year ETF
GBIL
$7.58B
| $5.59M | ﹤0.01% |
55,909
+15,278
| +38% | +$1.53M |
|
2556
Match Group
MTCH
$8.55B
| $5.59M | ﹤0.01% |
35,618
+9,918
| +39% | +$1.51M |
|
2557
PUT
Direxion Daily Small Cap Bear 3x ETF
TZA
$210M
| $5.59M | ﹤0.01% |
18,127
+10,375
| +134% | +$3.2M |
|
|
CGC
2558
Canopy Growth
CGC
$410M
| $5.59M | ﹤0.01% |
40,398
+24,938
| +161% | +$4.47M |
|
2559
Gerdau
GGB
$9.7B
| $5.59M | ﹤0.01% |
1,431,800
+1,048,043
| +273% | +$4.56M |
|
2560
CALL
iShares MSCI South Korea ETF
EWY
$24.1B
| $5.59M | ﹤0.01% |
69,300
-52,800
| -43% | -$4.59M |
|
2561
Bristol-Myers Squibb
BMY
$132B
| $5.58M | ﹤0.01% |
94,389
-707,080
| -88% | -$46.6M |
|
2562
PUT
Bath & Body Works
BBWI
$4.1B
| $5.58M | ﹤0.01% |
88,600
-491,553
| -85% | -$31.2M |
|
2563
PUT
Suncor Energy
SU
$70.3B
| $5.58M | ﹤0.01% |
269,200
+25,100
| +10% | +$502K |
|
|
COHR
2564
CALL
DELISTED
Coherent Inc
COHR
| $5.58M | ﹤0.01% |
22,300
-2,500
| -10% | -$627K |
|
2565
Digital Realty Trust
DLR
$71.7B
| $5.57M | ﹤0.01% |
38,539
+7,868
| +26% | +$1.23M |
|
|
LEV
2566
CALL
DELISTED
The Lion Electric Company
LEV
| $5.56M | ﹤0.01% |
440,900
+14,200
| +3% | +$198K |
|
|
AMED
2567
PUT
DELISTED
Amedisys
AMED
| $5.56M | ﹤0.01% |
37,300
+21,400
| +135% | +$4.45M |
|
|
ZGNX
2568
PUT
DELISTED
Zogenix, Inc.
ZGNX
| $5.56M | ﹤0.01% |
366,100
+303,500
| +485% | +$4.74M |
|
2569
PUT
American Eagle Outfitters
AEO
$3.01B
| $5.56M | ﹤0.01% |
215,500
+9,000
| +4% | +$286K |
|
|
RETA
2570
PUT
DELISTED
Reata Pharmaceuticals, Inc. Class A Common Stock
RETA
| $5.55M | ﹤0.01% |
55,200
+8,200
| +17% | +$961K |
|
2571
APA Corp
APA
$13.2B
| $5.55M | ﹤0.01% |
259,004
-8,758
| -3% | -$167K |
|
2572
Invesco MSCI Sustainable Future ETF
ERTH
$138M
| $5.55M | ﹤0.01% |
+87,652
| New | +$5.8M |
|
2573
iShares S&P 500 Growth ETF
IVW
$77.6B
| $5.55M | ﹤0.01% |
+75,080
| New | +$5.72M |
|
2574
CALL
Playboy Inc
PLBY
$141M
| $5.54M | ﹤0.01% |
235,100
-9,100
| -4% | -$245K |
|
2575
CALL
Aflac
AFL
$62.6B
| $5.54M | ﹤0.01% |
106,200
+38,700
| +57% | +$2.12M |
|
Similar funds
Jane Street's Q3 2021 Portfolio in Review
As of Q3 2021, Jane Street held 11,338 positions worth $283B, up 11% from $256B the previous quarter. Its ten largest holdings account for 37% of the portfolio.
Jane Street deployed $30.5B of net new capital in Q3 2021, opening 1,654 new positions and adding to 4,102 existing holdings. Its largest new stake was Vanguard FTSE Europe ETF: 5,046,582 shares worth $331M.
By sector, the portfolio is most concentrated in Consumer Discretionary at 2.3% of assets, down from 2.5% a quarter earlier, followed by Technology and Financials.
On the sell side, the largest reduction was iShares MBS ETF, an estimated $1.01B trimmed.
- Jane Street's largest Q3 2021 buy was Vanguard FTSE Europe ETF: 5,046,582 shares worth $331M.
- Jane Street added most to State Street SPDR S&P 500 ETF Trust in Q3 2021, an estimated $1.64B increase.
- Jane Street's biggest Q3 2021 reduction was iShares MBS ETF, cutting an estimated $1.01B.
- Jane Street fully exited Vanguard Tax-Exempt Bond Index Fund in Q3 2021, selling an estimated $338M.
- Jane Street's ten largest holdings make up 37% of its $283B portfolio in Q3 2021.
- Jane Street opened 1,654 new positions and closed 1,507 in Q3 2021.
- Jane Street's portfolio value rose 11% quarter-over-quarter to $283B.
Based on Jane Street's 13F filing for Q3 2021, filed 16 Nov 2021.