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 | |
|---|---|---|---|---|---|---|
|
RSXJ
4576
DELISTED
VanEck Russia Small-Cap ETF
RSXJ
| $1.89M | ﹤0.01% |
50,140
+36,565
| +269% | +$1.36M |
|
4577
BJs Wholesale Club
BJ
$12B
| $1.89M | ﹤0.01% |
34,325
-25,237
| -42% | -$1.35M |
|
|
PXD
4578
DELISTED
Pioneer Natural Resource Co.
PXD
| $1.88M | ﹤0.01% |
11,308
-171,797
| -94% | -$26M |
|
|
CODX
4579
CALL
Co-Diagnostics
CODX
$5.49M
| $1.88M | ﹤0.01% |
6,447
+3,057
| +90% | +$892K |
|
4580
PUT
Outfront Media
OUT
$5.27B
| $1.88M | ﹤0.01% |
75,893
+24,993
| +49% | +$590K |
|
4581
Danaos Corp
DAC
$2.46B
| $1.88M | ﹤0.01% |
22,952
-18,039
| -44% | -$1.37M |
|
4582
PUT
Invesco Mortgage Capital
IVR
$802M
| $1.88M | ﹤0.01% |
59,690
-41,450
| -41% | -$1.35M |
|
4583
CALL
Maravai LifeSciences
MRVI
$866M
| $1.88M | ﹤0.01% |
38,300
+24,900
| +186% | +$1.21M |
|
4584
PUT
AerCap
AER
$23.5B
| $1.88M | ﹤0.01% |
32,500
-41,500
| -56% | -$2.22M |
|
4585
PUT
The GEO Group
GEO
$4.18B
| $1.88M | ﹤0.01% |
251,500
-70,100
| -22% | -$515K |
|
4586
CALL
Annaly Capital Management
NLY
$17.4B
| $1.88M | ﹤0.01% |
55,775
-22,575
| -29% | -$777K |
|
|
VMEO
4587
PUT
DELISTED
Vimeo
VMEO
| $1.88M | ﹤0.01% |
63,896
+46,200
| +261% | +$1.82M |
|
|
OTLY
4588
CALL
Oatly Group
OTLY
$416M
| $1.88M | ﹤0.01% |
6,330
+655
| +12% | +$237K |
|
|
BKSB
4589
DELISTED
BNY Mellon Short Duration Corporate Bond ETF
BKSB
| $1.88M | ﹤0.01% |
36,589
+629
| +2% | +$32.3K |
|
4590
CBRE Group
CBRE
$42.7B
| $1.88M | ﹤0.01% |
19,261
+14,122
| +275% | +$1.31M |
|
4591
Invesco S&P MidCap Low Volatility ETF
XMLV
$740M
| $1.88M | ﹤0.01% |
35,695
+11,861
| +50% | +$643K |
|
4592
CALL
Fortuna Silver Mines
FSM
$3.21B
| $1.87M | ﹤0.01% |
476,900
+266,700
| +127% | +$1.19M |
|
4593
CALL
JB Hunt Transport Services
JBHT
$24.9B
| $1.87M | ﹤0.01% |
11,200
-12,600
| -53% | -$2.15M |
|
4594
Pediatrix Medical
MD
$2.12B
| $1.87M | ﹤0.01% |
65,738
+37,839
| +136% | +$1.15M |
|
4595
VanEck Video Gaming and eSports ETF
ESPO
$258M
| $1.87M | ﹤0.01% |
28,741
-12,179
| -30% | -$827K |
|
4596
SS&C Technologies
SSNC
$18.7B
| $1.87M | ﹤0.01% |
26,905
+18,233
| +210% | +$1.35M |
|
4597
PUT
Children's Place
PLCE
$56.3M
| $1.87M | ﹤0.01% |
24,800
+9,900
| +66% | +$878K |
|
4598
CALL
Sphere Entertainment
SPHR
$5.83B
| $1.87M | ﹤0.01% |
25,672
-40,428
| -61% | -$3.03M |
|
4599
PUT
eHealth
EHTH
$39.1M
| $1.86M | ﹤0.01% |
46,000
+24,600
| +115% | +$1.15M |
|
4600
PUT
NETGEAR
NTGR
$648M
| $1.86M | ﹤0.01% |
58,300
+52,800
| +960% | +$1.83M |
|
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.