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 | |
|---|---|---|---|---|---|---|
|
PPL
926
CALL
PPL Corp
PPL
$26.5B
| $27.2M | 0.01% |
976,900
+682,800
| +232% | +$19.7M |
|
927
Amplify Junior Silver Miners ETF
SILJ
$3.67B
| $27.2M | 0.01% |
2,305,356
+1,675,394
| +266% | +$22.5M |
|
928
Roku
ROKU
$21.9B
| $27.2M | 0.01% |
86,714
-286,444
| -77% | -$108M |
|
929
CALL
DigitalOcean
DOCN
$14.6B
| $27.1M | 0.01% |
349,100
+344,500
| +7,489% | +$21.3M |
|
930
CALL
Avis
CAR
$4.9B
| $27M | 0.01% |
231,900
+134,900
| +139% | +$11.9M |
|
931
SPDR Gold Trust
GLD
$138B
| $27M | 0.01% |
164,472
+62,648
| +62% | +$10.5M |
|
932
PUT
MGM Resorts International
MGM
$11.4B
| $27M | 0.01% |
625,400
+2,700
| +0.4% | +$110K |
|
933
iShares Latin America 40 ETF
ILF
$3.82B
| $26.9M | 0.01% |
1,014,497
+536,913
| +112% | +$15.7M |
|
934
Zillow
Z
$8.26B
| $26.9M | 0.01% |
305,449
+165,331
| +118% | +$16.7M |
|
935
CALL
ProShares UltraPro Short S&P 500
SPXU
$394M
| $26.9M | 0.01% |
76,715
+69,910
| +1,027% | +$23.1M |
|
936
CALL
Boston Scientific
BSX
$69.2B
| $26.9M | 0.01% |
619,400
+282,500
| +84% | +$12.5M |
|
937
CALL
Ulta Beauty
ULTA
$23.2B
| $26.9M | 0.01% |
74,400
-23,300
| -24% | -$8.42M |
|
938
CALL
Charter Communications
CHTR
$18.3B
| $26.8M | 0.01% |
36,900
+19,300
| +110% | +$14.6M |
|
939
CALL
AB InBev
BUD
$168B
| $26.8M | 0.01% |
471,200
+163,000
| +53% | +$10.2M |
|
940
PUT
Paycom
PAYC
$8.15B
| $26.8M | 0.01% |
54,000
-12,900
| -19% | -$5.75M |
|
941
Biogen
BIIB
$30.5B
| $26.6M | 0.01% |
94,170
+11,484
| +14% | +$3.76M |
|
|
BSJL
942
DELISTED
Invesco BulletShares 2021 High Yield Corporate Bond ETF
BSJL
| $26.4M | 0.01% |
1,148,424
-471,103
| -29% | -$10.8M |
|
943
CALL
US Global Jets ETF
JETS
$825M
| $26.3M | 0.01% |
1,113,200
+192,500
| +21% | +$4.44M |
|
944
iShares CMBS ETF
CMBS
$473M
| $26.2M | 0.01% |
485,330
+478,547
| +7,055% | +$26.1M |
|
945
PUT
Stryker
SYK
$129B
| $26.2M | 0.01% |
99,400
+3,000
| +3% | +$802K |
|
946
iShares Europe ETF
IEV
$1.69B
| $26.2M | 0.01% |
501,925
+400,364
| +394% | +$21.7M |
|
947
Intel
INTC
$510B
| $26.1M | 0.01% |
490,723
+127,595
| +35% | +$6.92M |
|
948
CALL
Bath & Body Works
BBWI
$4.19B
| $26.1M | 0.01% |
414,600
-88,488
| -18% | -$5.63M |
|
949
CALL
ProShares Ultra Bloomberg Crude Oil
UCO
$368M
| $26.1M | 0.01% |
1,239,600
+531,600
| +75% | +$9.91M |
|
950
PUT
Coca-Cola
KO
$374B
| $26M | 0.01% |
496,200
-42,000
| -8% | -$2.34M |
|
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.