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 | |
|---|---|---|---|---|---|---|
701
PUT
RingCentral
RNG
$5.18B
| $39.7M | 0.01% |
182,600
+108,200
| +145% | +$27.4M |
|
702
PUT
Occidental Petroleum
OXY
$53.8B
| $39.6M | 0.01% |
1,339,100
-851,900
| -39% | -$22.7M |
|
703
iShares MSCI ACWI ex US ETF
ACWX
$11.8B
| $39.3M | 0.01% |
+708,705
| New | +$40.4M |
|
704
PUT
AutoZone
AZO
$49.9B
| $39.2M | 0.01% |
23,100
+1,700
| +8% | +$2.73M |
|
|
XLRN
705
PUT
DELISTED
Acceleron Pharma
XLRN
| $39.2M | 0.01% |
227,600
+204,700
| +894% | +$26.8M |
|
706
CALL
Digital Turbine
APPS
$1.54B
| $39.2M | 0.01% |
569,700
+106,300
| +23% | +$6.59M |
|
707
CALL
Monolithic Power Systems
MPWR
$65.7B
| $39.2M | 0.01% |
80,800
+69,400
| +609% | +$31.6M |
|
708
iShares 0-5 Year TIPS Bond ETF
STIP
$15.8B
| $39.2M | 0.01% |
370,640
+95,923
| +35% | +$10.2M |
|
709
ProShares Short 20+ Year Treasury ETF
TBF
$104M
| $38.9M | 0.01% |
2,334,487
+2,254,720
| +2,827% | +$36.7M |
|
|
FISV
710
PUT
Fiserv Inc
FISV
$29.1B
| $38.9M | 0.01% |
358,500
+30,300
| +9% | +$3.39M |
|
711
CALL
Fidelity National Information Services
FIS
$22.2B
| $38.8M | 0.01% |
318,800
+196,500
| +161% | +$26.4M |
|
712
NextEra Energy
NEE
$179B
| $38.7M | 0.01% |
493,385
+164,477
| +50% | +$13.3M |
|
713
PUT
Live Nation Entertainment
LYV
$42.8B
| $38.7M | 0.01% |
425,100
+186,500
| +78% | +$15.7M |
|
714
PUT
Post Holdings
POST
$4.04B
| $38.7M | 0.01% |
536,328
+530,980
| +9,929% | +$37.7M |
|
715
CALL
Aurinia Pharmaceuticals
AUPH
$1.95B
| $38.5M | 0.01% |
1,739,200
+1,411,600
| +431% | +$22.4M |
|
716
Unum
UNM
$14.1B
| $38.4M | 0.01% |
1,531,571
+1,523,462
| +18,787% | +$40.3M |
|
717
PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund
HYS
$1.75B
| $38.2M | 0.01% |
385,335
+68,668
| +22% | +$6.82M |
|
718
CALL
VanEck Junior Gold Miners ETF
GDXJ
$7.85B
| $38.1M | 0.01% |
995,000
+492,900
| +98% | +$21.2M |
|
719
PIMCO 25+ Year Zero Coupon US Treasury Index Exchange-Traded Fund
ZROZ
$1.29B
| $38.1M | 0.01% |
261,589
+252,294
| +2,714% | +$38.1M |
|
720
PUT
S&P Global
SPGI
$122B
| $38M | 0.01% |
89,500
+40,300
| +82% | +$17.5M |
|
721
PUT
XPeng
XPEV
$11.3B
| $38M | 0.01% |
1,069,100
-619,900
| -37% | -$24.6M |
|
722
PUT
Dollar Tree
DLTR
$24.7B
| $38M | 0.01% |
396,600
+156,700
| +65% | +$15.1M |
|
723
PUT
KB Home
KBH
$3.62B
| $37.9M | 0.01% |
974,800
-49,800
| -5% | -$2.07M |
|
724
JPMorgan BetaBuilders International Equity ETF
BBIN
$6.73B
| $37.8M | 0.01% |
642,837
+22,031
| +4% | +$1.33M |
|
725
Lucid Motors
LCID
$2.49B
| $37.8M | 0.01% |
148,843
+78,068
| +110% | +$18.1M |
|
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.