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 | |
|---|---|---|---|---|---|---|
6801
Albertsons Companies
ACI
$6.02B
| $636K | ﹤0.01% |
20,439
-23,292
| -53% | -$613K |
|
6802
Davis Select US Equity ETF
DUSA
$1.27B
| $636K | ﹤0.01% |
18,768
-25,634
| -58% | -$893K |
|
6803
Monro
MNRO
$352M
| $636K | ﹤0.01% |
11,073
-10,443
| -49% | -$613K |
|
6804
PUT
Sundial Growers
SNDL
$311M
| $636K | ﹤0.01% |
93,740
-38,390
| -29% | -$300K |
|
6805
Ichor Holdings
ICHR
$2.67B
| $635K | ﹤0.01% |
15,449
-6,278
| -29% | -$287K |
|
6806
CALL
Prospect Capital
PSEC
$1.18B
| $635K | ﹤0.01% |
82,500
-40,900
| -33% | -$330K |
|
6807
CALL
BeyondSpring
BYSI
$41M
| $634K | ﹤0.01% |
+40,200
| New | +$723K |
|
6808
Direxion Daily MSCI Mexico Bull 3X ETF
MEXX
$18.7M
| $634K | ﹤0.01% |
+38,090
| New | +$673K |
|
6809
Payoneer
PAYO
$2.42B
| $634K | ﹤0.01% |
+74,124
| New | +$720K |
|
|
BNE
6810
DELISTED
Blue Horizon BNE ETF
BNE
| $634K | ﹤0.01% |
23,033
+9,781
| +74% | +$278K |
|
6811
Matador Resources
MTDR
$6.39B
| $633K | ﹤0.01% |
16,647
+2,575
| +18% | +$79K |
|
6812
ProShares Trust UltraShort Lehman 7-10 Year Treasury
PST
$10.5M
| $633K | ﹤0.01% |
38,869
-36,710
| -49% | -$583K |
|
6813
PUT
DigitalBridge
DBRG
$2.94B
| $632K | ﹤0.01% |
26,200
-18,825
| -42% | -$519K |
|
|
INFI
6814
CALL
DELISTED
Infinity Pharmaceuticals, Inc.
INFI
| $632K | ﹤0.01% |
+184,900
| New | +$570K |
|
6815
CALL
Enanta Pharmaceuticals
ENTA
$391M
| $631K | ﹤0.01% |
+11,100
| New | +$549K |
|
|
ODP
6816
DELISTED
ODP
ODP
| $631K | ﹤0.01% |
15,713
-15,824
| -50% | -$712K |
|
6817
PUT
Pembina Pipeline
PBA
$28.4B
| $631K | ﹤0.01% |
19,900
-28,800
| -59% | -$908K |
|
6818
PUT
Twist Bioscience
TWST
$7.86B
| $631K | ﹤0.01% |
5,900
+2,000
| +51% | +$229K |
|
|
XHR
6819
Xenia Hotels & Resorts
XHR
$1.76B
| $631K | ﹤0.01% |
35,563
+5,185
| +17% | +$90.8K |
|
|
UNVR
6820
CALL
DELISTED
Univar Solutions Inc.
UNVR
| $631K | ﹤0.01% |
26,500
-131,900
| -83% | -$3.12M |
|
6821
First Trust Alerian Disruptive Technology Real Estate ETF
DTRE
$14.7M
| $629K | ﹤0.01% |
+12,539
| New | +$657K |
|
6822
Vanguard US Momentum Factor ETF
VFMO
$1.94B
| $629K | ﹤0.01% |
4,887
-22,988
| -82% | -$2.99M |
|
6823
WD-40
WDFC
$3.09B
| $629K | ﹤0.01% |
2,718
+636
| +31% | +$153K |
|
6824
American Financial Group
AFG
$12.1B
| $627K | ﹤0.01% |
4,979
-7,369
| -60% | -$962K |
|
6825
CS Disco
LAW
$297M
| $627K | ﹤0.01% |
+13,072
| New | +$661K |
|
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.