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 | |
|---|---|---|---|---|---|---|
826
PUT
Alnylam Pharmaceuticals
ALNY
$30.6B
| $31.2M | 0.01% |
165,100
+66,200
| +67% | +$12.4M |
|
|
WBA
827
CALL
DELISTED
Walgreens Boots Alliance
WBA
| $31.2M | 0.01% |
662,500
+143,600
| +28% | +$6.93M |
|
828
PUT
Digital Turbine
APPS
$1.59B
| $31.1M | 0.01% |
452,600
+189,100
| +72% | +$11.7M |
|
829
ARK Genomic Revolution ETF
ARKG
$1.66B
| $31.1M | 0.01% |
416,357
+141,907
| +52% | +$11.9M |
|
830
Vanguard Mortgage-Backed Securities ETF
VMBS
$15.4B
| $31.1M | 0.01% |
583,730
+384,915
| +194% | +$20.6M |
|
831
Vanguard Long-Term Corporate Bond ETF
VCLT
$8.88B
| $31M | 0.01% |
293,962
+276,607
| +1,594% | +$29.9M |
|
|
ZEN
832
CALL
DELISTED
ZENDESK INC
ZEN
| $31M | 0.01% |
266,300
+171,000
| +179% | +$22.1M |
|
833
CALL
Duke Energy
DUK
$96.2B
| $31M | 0.01% |
317,300
-256,200
| -45% | -$26.5M |
|
|
NVO
834
CALL
Novo Nordisk
NVO
$197B
| $31M | 0.01% |
644,800
+503,000
| +355% | +$24.3M |
|
835
CALL
Charles River Laboratories
CRL
$12.6B
| $30.8M | 0.01% |
74,600
+7,600
| +11% | +$3.16M |
|
836
PUT
ProShares UltraPro S&P 500
UPRO
$5.63B
| $30.8M | 0.01% |
541,000
+195,400
| +57% | +$12.1M |
|
|
CTLT
837
PUT
DELISTED
CATALENT, INC.
CTLT
| $30.8M | 0.01% |
231,100
+159,300
| +222% | +$19.9M |
|
838
CALL
Academy Sports + Outdoors
ASO
$2.97B
| $30.7M | 0.01% |
768,300
-338,400
| -31% | -$13.5M |
|
839
Vistra
VST
$47.4B
| $30.7M | 0.01% |
1,797,908
+1,591,872
| +773% | +$29.4M |
|
840
Target
TGT
$67.1B
| $30.7M | 0.01% |
133,999
+105,087
| +363% | +$26.3M |
|
|
CPE
841
CALL
DELISTED
Callon Petroleum Company
CPE
| $30.6M | 0.01% |
623,900
-24,900
| -4% | -$964K |
|
842
First Trust Exchange-Traded Fund IV First Trust Low Duration Opportunities ETF
LMBS
$6.39B
| $30.6M | 0.01% |
605,131
-30,788
| -5% | -$1.56M |
|
843
Freeport-McMoran
FCX
$97.1B
| $30.5M | 0.01% |
938,366
+232,567
| +33% | +$8.19M |
|
844
CALL
Baker Hughes
BKR
$61.2B
| $30.5M | 0.01% |
1,233,900
+1,034,300
| +518% | +$23M |
|
845
CALL
MGM Resorts International
MGM
$11.4B
| $30.5M | 0.01% |
706,900
+63,600
| +10% | +$2.59M |
|
846
CALL
Prudential Financial
PRU
$41.5B
| $30.5M | 0.01% |
289,800
+4,400
| +2% | +$453K |
|
847
CALL
US Bancorp
USB
$100B
| $30.3M | 0.01% |
509,800
-67,900
| -12% | -$3.87M |
|
848
PIMCO Short Term Municipal Bond Active Exchange-Traded Fund
SMMU
$1.15B
| $30.3M | 0.01% |
590,302
+444,585
| +305% | +$22.9M |
|
849
CALL
PagSeguro Digital
PAGS
$2.63B
| $30.2M | 0.01% |
584,000
-221,600
| -28% | -$12.4M |
|
850
PUT
NXP Semiconductors
NXPI
$58.3B
| $30.2M | 0.01% |
154,200
+77,800
| +102% | +$16.2M |
|
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.