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 | |
|---|---|---|---|---|---|---|
4551
PUT
Targa Resources
TRGP
$56.9B
| $1.91M | ﹤0.01% |
38,900
-11,000
| -22% | -$484K |
|
4552
PUT
Veru
VERU
$44.8M
| $1.91M | ﹤0.01% |
22,430
-5,900
| -21% | -$468K |
|
4553
Skywest
SKYW
$4.19B
| $1.91M | ﹤0.01% |
38,734
+15,316
| +65% | +$667K |
|
|
GDEN
4554
PUT
DELISTED
Golden Entertainment
GDEN
| $1.91M | ﹤0.01% |
+38,900
| New | +$1.81M |
|
4555
iShares US Infrastructure ETF
IFRA
$4.61B
| $1.91M | ﹤0.01% |
+56,017
| New | +$1.99M |
|
4556
CALL
Toro Company
TTC
$9.41B
| $1.91M | ﹤0.01% |
19,600
-8,500
| -30% | -$928K |
|
4557
iShares MSCI Agriculture Producers ETF
VEGI
$148M
| $1.91M | ﹤0.01% |
49,036
-45,461
| -48% | -$1.79M |
|
4558
CALL
Brookfield
BN
$110B
| $1.91M | ﹤0.01% |
66,078
+26,370
| +66% | +$770K |
|
4559
908 Devices
MASS
$411M
| $1.9M | ﹤0.01% |
+58,526
| New | +$1.99M |
|
4560
PUT
Nice
NICE
$5.95B
| $1.9M | ﹤0.01% |
6,700
-1,000
| -13% | -$277K |
|
|
EVBG
4561
PUT
DELISTED
Everbridge, Inc. Common Stock
EVBG
| $1.9M | ﹤0.01% |
12,600
-13,900
| -52% | -$2.06M |
|
|
BSDE
4562
DELISTED
Invesco BulletShares 2024 USD Emerging Markets Debt ETF
BSDE
| $1.9M | ﹤0.01% |
72,865
-6,390
| -8% | -$168K |
|
4563
PUT
Alcon
ALC
$36.7B
| $1.9M | ﹤0.01% |
23,300
+8,400
| +56% | +$646K |
|
4564
CALL
Power Integrations
POWI
$3.54B
| $1.9M | ﹤0.01% |
+19,200
| New | +$1.86M |
|
4565
Encompass Health
EHC
$12.4B
| $1.9M | ﹤0.01% |
31,806
+21,507
| +209% | +$1.35M |
|
|
CS
4566
CALL
DELISTED
Credit Suisse Group
CS
| $1.9M | ﹤0.01% |
192,400
+38,400
| +25% | +$392K |
|
4567
PUT
Pinnacle West Capital
PNW
$12.1B
| $1.9M | ﹤0.01% |
26,200
+11,800
| +82% | +$935K |
|
4568
ALPS Dynamic Core Income ETF
RFCI
$16M
| $1.9M | ﹤0.01% |
74,582
+30,582
| +70% | +$785K |
|
4569
CALL
Medpace
MEDP
$16.9B
| $1.89M | ﹤0.01% |
10,000
+1,300
| +15% | +$237K |
|
4570
CALL
Eastern Bankshares
EBC
$5.29B
| $1.89M | ﹤0.01% |
93,200
-28,100
| -23% | -$538K |
|
4571
PUT
Kratos Defense & Security Solutions
KTOS
$12B
| $1.89M | ﹤0.01% |
84,800
-79,000
| -48% | -$1.95M |
|
|
TVRD
4572
CALL
Tvardi Therapeutics
TVRD
$22.1M
| $1.89M | ﹤0.01% |
3,400
+1,278
| +60% | +$641K |
|
4573
PUT
Invesco CurrencyShares Swiss Franc Trust
FXF
$397M
| $1.89M | ﹤0.01% |
19,500
-600
| -3% | -$59.1K |
|
4574
PUT
Leslie's
LESL
$12.4M
| $1.89M | ﹤0.01% |
4,595
+1,670
| +57% | +$800K |
|
4575
CALL
Companhia Siderúrgica Nacional
SID
$1.15B
| $1.89M | ﹤0.01% |
359,000
+189,200
| +111% | +$1.42M |
|
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.