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 | |
|---|---|---|---|---|---|---|
251
CALL
Peloton Interactive
PTON
$2.77B
| $147M | 0.05% |
1,683,000
+212,800
| +14% | +$23.5M |
|
252
Vanguard FTSE Emerging Markets ETF
VWO
$121B
| $146M | 0.05% |
2,918,355
+2,587,455
| +782% | +$134M |
|
253
PUT
American Airlines Group
AAL
$10.1B
| $145M | 0.05% |
7,075,500
+596,500
| +9% | +$12.1M |
|
254
CALL
Workday
WDAY
$39.6B
| $144M | 0.05% |
578,200
+455,200
| +370% | +$113M |
|
255
CALL
Thermo Fisher Scientific
TMO
$213B
| $144M | 0.05% |
251,600
+96,300
| +62% | +$52.9M |
|
256
PUT
Cigna
CI
$73.7B
| $144M | 0.05% |
718,100
+658,000
| +1,095% | +$143M |
|
257
Netflix
NFLX
$299B
| $143M | 0.05% |
2,341,140
+938,280
| +67% | +$51.6M |
|
258
PUT
Strategy Inc
MSTR
$34.1B
| $143M | 0.05% |
2,470,000
-245,000
| -9% | -$15.7M |
|
259
PUT
Intel
INTC
$455B
| $142M | 0.05% |
2,660,300
+438,300
| +20% | +$23.8M |
|
260
Snowflake
SNOW
$102B
| $141M | 0.05% |
466,959
+305,348
| +189% | +$86.8M |
|
261
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.69B
| $139M | 0.05% |
2,055,800
+1,263,400
| +159% | +$81.2M |
|
262
CALL
S&P Global
SPGI
$121B
| $139M | 0.05% |
327,200
-15,400
| -4% | -$6.67M |
|
263
General Motors
GM
$78B
| $139M | 0.05% |
2,628,492
+2,064,814
| +366% | +$110M |
|
264
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$22.9B
| $137M | 0.05% |
4,286,400
-178,800
| -4% | -$5.98M |
|
265
Citigroup
C
$222B
| $137M | 0.05% |
1,948,537
+361,684
| +23% | +$25.3M |
|
266
CALL
Biogen
BIIB
$30B
| $135M | 0.05% |
478,500
-173,900
| -27% | -$57M |
|
267
CALL
Pinduoduo
PDD
$126B
| $134M | 0.05% |
1,474,900
+33,000
| +2% | +$3.21M |
|
268
CALL
VanEck Semiconductor ETF
SMH
$68.5B
| $132M | 0.05% |
1,026,400
+419,600
| +69% | +$55.3M |
|
269
CALL
iShares Silver Trust
SLV
$28B
| $131M | 0.05% |
6,404,600
-3,564,100
| -36% | -$80.1M |
|
270
State Street SPDR Portfolio Emerging Markets ETF
SPEM
$17.3B
| $131M | 0.05% |
3,084,498
+162,059
| +6% | +$7.04M |
|
271
PUT
Wynn Resorts
WYNN
$10.3B
| $130M | 0.05% |
1,530,700
+975,000
| +175% | +$96.2M |
|
|
272
PUT
Pinduoduo
PDD
$126B
| $129M | 0.05% |
1,425,600
+91,800
| +7% | +$8.93M |
|
273
PUT
Wells Fargo
WFC
$261B
| $129M | 0.05% |
2,781,400
-540,500
| -16% | -$25M |
|
274
PUT
iShares Core S&P Small-Cap ETF
IJR
$111B
| $129M | 0.05% |
1,179,600
+1,087,800
| +1,185% | +$120M |
|
|
DOCU
275
PUT
DocuSign
DOCU
$10.5B
| $129M | 0.05% |
499,900
-180,900
| -27% | -$52.1M |
|
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 4,105 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 1,508 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.