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 | |
|---|---|---|---|---|---|---|
476
CALL
AbbVie
ABBV
$431B
| $67.2M | 0.02% |
623,300
-266,800
| -30% | -$30.5M |
|
477
iShares MSCI Global Metals & Mining Producers ETF
PICK
$2.31B
| $67.2M | 0.02% |
1,648,056
+1,002,337
| +155% | +$45.1M |
|
478
PUT
ARK Genomic Revolution ETF
ARKG
$1.63B
| $67M | 0.02% |
896,200
+64,100
| +8% | +$5.38M |
|
479
PUT
DexCom
DXCM
$31.3B
| $66.8M | 0.02% |
488,400
+177,200
| +57% | +$22.3M |
|
480
PUT
Honeywell
HON
$76.3B
| $66.7M | 0.02% |
333,366
+136,444
| +69% | +$29.1M |
|
481
PUT
Marriott International
MAR
$93.8B
| $66.4M | 0.02% |
448,200
+5,300
| +1% | +$740K |
|
482
Xtrackers USD High Yield Corporate Bond ETF
HYLB
$3.47B
| $66.3M | 0.02% |
1,654,114
+1,223,687
| +284% | +$49.2M |
|
483
PUT
State Street SPDR S&P Retail ETF
XRT
$323M
| $66.1M | 0.02% |
732,000
-636,400
| -47% | -$60.5M |
|
484
CALL
iShares Semiconductor ETF
SOXX
$47.7B
| $66.1M | 0.02% |
444,600
+348,600
| +363% | +$53M |
|
485
Canadian National Railway
CNI
$76.5B
| $66M | 0.02% |
570,791
+264,366
| +86% | +$29.2M |
|
486
iShares 7-10 Year Treasury Bond ETF
IEF
$47.2B
| $66M | 0.02% |
572,859
-408,917
| -42% | -$47.8M |
|
487
PUT
State Street SPDR Bloomberg Convertible Securities ETF
CWB
$5.64B
| $65.9M | 0.02% |
+772,000
| New | +$66.6M |
|
488
PUT
iShares Core S&P 500 ETF
IVV
$897B
| $65.8M | 0.02% |
152,700
+95,800
| +168% | +$42.5M |
|
489
Wells Fargo
WFC
$265B
| $65.8M | 0.02% |
1,416,967
+456,576
| +48% | +$21.1M |
|
490
CALL
Cleveland-Cliffs
CLF
$6.98B
| $65.3M | 0.02% |
3,297,900
-1,226,400
| -27% | -$28M |
|
|
EA
491
CALL
DELISTED
Electronic Arts
EA
| $65M | 0.02% |
457,100
+260,300
| +132% | +$36.5M |
|
492
ARK Innovation ETF
ARKK
$6.01B
| $65M | 0.02% |
587,850
+572,993
| +3,857% | +$69M |
|
493
PUT
Merck
MRK
$317B
| $65M | 0.02% |
864,800
+247,900
| +40% | +$18.9M |
|
494
CALL
Alcoa
AA
$12.5B
| $64.8M | 0.02% |
1,323,100
+408,300
| +45% | +$17.3M |
|
495
CALL
Amgen
AMGN
$219B
| $64.7M | 0.02% |
304,100
-528,500
| -63% | -$122M |
|
496
PUT
Texas Instruments
TXN
$254B
| $64.6M | 0.02% |
336,200
+66,500
| +25% | +$12.7M |
|
497
PUT
Humana
HUM
$44.1B
| $64.1M | 0.02% |
164,700
+65,900
| +67% | +$28M |
|
498
PUT
State Street Utilities Select Sector SPDR ETF
XLU
$22.4B
| $64M | 0.02% |
2,004,000
-3,436,000
| -63% | -$115M |
|
499
iShares JPMorgan EM Local Currency Bond ETF
LEMB
$719M
| $63.9M | 0.02% |
1,508,455
+1,272,074
| +538% | +$55M |
|
500
CALL
Sempra
SRE
$55.1B
| $63.8M | 0.02% |
1,008,800
-24,400
| -2% | -$1.61M |
|
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.