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 | |
|---|---|---|---|---|---|---|
51
CALL
Berkshire Hathaway Class B
BRK.B
$1.1T
| $497M | 0.18% |
1,819,900
+314,600
| +21% | +$88.4M |
|
|
XYZ
52
PUT
Block Inc
XYZ
$49.2B
| $482M | 0.17% |
2,011,600
+298,400
| +17% | +$76.6M |
|
53
PUT
Salesforce
CRM
$148B
| $472M | 0.17% |
1,741,689
-624,711
| -26% | -$159M |
|
54
CALL
Affirm
AFRM
$24.5B
| $467M | 0.16% |
3,917,200
+2,905,000
| +287% | +$232M |
|
55
CALL
Walt Disney
DIS
$167B
| $465M | 0.16% |
2,748,500
-627,900
| -19% | -$112M |
|
|
56
iShares MSCI Taiwan ETF
EWT
$9.6B
| $459M | 0.16% |
7,395,638
+7,349,554
| +15,948% | +$468M |
|
57
PUT
ProShares UltraPro QQQ
TQQQ
$31.4B
| $456M | 0.16% |
14,638,800
+689,600
| +5% | +$23.6M |
|
58
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.07B
| $452M | 0.16% |
4,131,063
-3,007,938
| -42% | -$330M |
|
59
CALL
Adobe
ADBE
$98.5B
| $451M | 0.16% |
783,200
+337,400
| +76% | +$212M |
|
60
PUT
Zoom
ZM
$27.1B
| $445M | 0.16% |
1,703,400
+700,200
| +70% | +$236M |
|
61
CALL
Expedia Group
EXPE
$35.2B
| $444M | 0.16% |
2,708,000
+1,905,800
| +238% | +$295M |
|
62
CALL
Mastercard
MA
$510B
| $426M | 0.15% |
1,225,300
+234,900
| +24% | +$85.4M |
|
63
PUT
Booking.com
BKNG
$150B
| $417M | 0.15% |
4,395,000
+1,362,500
| +45% | +$122M |
|
64
CALL
Upstart Holdings
UPST
$2.59B
| $412M | 0.15% |
1,303,200
+511,400
| +65% | +$101M |
|
|
65
PUT
Mastercard
MA
$510B
| $406M | 0.14% |
1,168,000
+450,100
| +63% | +$164M |
|
66
PUT
State Street Technology Select Sector SPDR ETF
XLK
$115B
| $405M | 0.14% |
5,422,600
+1,515,800
| +39% | +$117M |
|
67
CALL
Citigroup
C
$222B
| $388M | 0.14% |
5,527,700
-418,600
| -7% | -$29.3M |
|
68
PUT
iShares Expanded Tech-Software Sector ETF
IGV
$12.5B
| $384M | 0.14% |
4,804,500
-807,000
| -14% | -$65.9M |
|
69
VanEck Fallen Angel High Yield Bond ETF
ANGL
$3.08B
| $383M | 0.14% |
11,601,063
+163,874
| +1% | +$5.42M |
|
70
CALL
Roku
ROKU
$21.5B
| $378M | 0.13% |
1,206,900
-98,400
| -8% | -$37.1M |
|
71
PUT
Baidu
BIDU
$36.5B
| $376M | 0.13% |
2,446,300
+494,500
| +25% | +$81.2M |
|
|
72
PUT
Roku
ROKU
$21.5B
| $374M | 0.13% |
1,193,000
+157,500
| +15% | +$59.4M |
|
73
PUT
PayPal
PYPL
$49.3B
| $372M | 0.13% |
1,428,900
-42,400
| -3% | -$12M |
|
|
74
PUT
Adobe
ADBE
$98.5B
| $370M | 0.13% |
643,000
-139,400
| -18% | -$87.7M |
|
|
75
Alphabet (Google) Class A
GOOGL
$4.08T
| $365M | 0.13% |
2,733,880
+1,098,680
| +67% | +$150M |
|
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.