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 | |
|---|---|---|---|---|---|---|
26
PUT
Meta Platforms (Facebook)
META
$1.51T
| $1.47B | 0.52% |
4,329,700
+775,300
| +22% | +$279M |
|
|
27
PUT
NVIDIA
NVDA
$4.77T
| $1.47B | 0.52% |
70,903,000
-31,933,000
| -31% | -$663M |
|
28
CALL
iShares Russell 2000 ETF
IWM
$80.4B
| $1.46B | 0.52% |
6,696,200
+2,879,800
| +75% | +$638M |
|
|
29
Tesla
TSLA
$1.21T
| $1.32B | 0.46% |
5,090,292
+2,685,501
| +112% | +$632M |
|
30
CALL
Boeing
BA
$175B
| $1.23B | 0.44% |
5,609,600
+2,540,400
| +83% | +$567M |
|
31
PUT
Alibaba
BABA
$276B
| $1.21B | 0.43% |
8,161,400
+2,662,900
| +48% | +$484M |
|
32
CALL
Moderna
MRNA
$22.1B
| $1.13B | 0.4% |
2,947,200
+990,100
| +51% | +$365M |
|
|
33
CALL
Advanced Micro Devices
AMD
$741B
| $1.07B | 0.38% |
10,408,300
+492,900
| +5% | +$50.4M |
|
34
PUT
Netflix
NFLX
$301B
| $898M | 0.32% |
14,715,000
+36,000
| +0.2% | +$1.98M |
|
|
35
PUT
Moderna
MRNA
$22.1B
| $861M | 0.3% |
2,237,100
+978,100
| +78% | +$361M |
|
|
36
PUT
Boeing
BA
$175B
| $861M | 0.3% |
3,913,300
+877,000
| +29% | +$196M |
|
37
CALL
State Street Energy Select Sector SPDR ETF
XLE
$38.3B
| $850M | 0.3% |
32,654,200
+9,696,800
| +42% | +$240M |
|
38
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.42B
| $837M | 0.3% |
8,657,700
+6,975,300
| +415% | +$594M |
|
|
39
PUT
Advanced Micro Devices
AMD
$741B
| $792M | 0.28% |
7,693,800
+237,200
| +3% | +$24.2M |
|
40
PUT
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.5B
| $740M | 0.26% |
5,560,000
+1,371,500
| +33% | +$185M |
|
|
41
Alphabet (Google) Class C
GOOG
$4.07T
| $701M | 0.25% |
5,257,560
+4,255,200
| +425% | +$587M |
|
42
Apple
AAPL
$4.99T
| $697M | 0.25% |
4,928,596
+1,632,057
| +50% | +$240M |
|
43
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$43.1B
| $657M | 0.23% |
4,550,500
+695,900
| +18% | +$103M |
|
44
CALL
Salesforce
CRM
$149B
| $625M | 0.22% |
2,305,547
+726,647
| +46% | +$185M |
|
45
CALL
JPMorgan Chase
JPM
$950B
| $578M | 0.2% |
3,532,500
-1,300
| -0% | -$204K |
|
46
CALL
Shopify
SHOP
$169B
| $551M | 0.19% |
4,065,000
-438,000
| -10% | -$65.6M |
|
47
CALL
AMC Entertainment Holdings
AMC
$2.38B
| $531M | 0.19% |
1,396,210
+95,830
| +7% | +$38.6M |
|
|
48
PUT
Shopify
SHOP
$169B
| $528M | 0.19% |
3,896,000
-683,000
| -15% | -$102M |
|
49
CALL
Visa
V
$697B
| $504M | 0.18% |
2,263,500
+30,900
| +1% | +$7.25M |
|
50
PUT
Mercado Libre
MELI
$94.4B
| $503M | 0.18% |
299,300
+242,200
| +424% | +$420M |
|
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.