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 | |
|---|---|---|---|---|---|---|
|
XLNX
951
DELISTED
Xilinx Inc
XLNX
| $26M | 0.01% |
172,438
-15,869
| -8% | -$2.33M |
|
952
Thermo Fisher Scientific
TMO
$214B
| $26M | 0.01% |
45,564
-80,619
| -64% | -$44.2M |
|
953
PUT
ZIM Integrated Shipping Services
ZIM
$3.2B
| $26M | 0.01% |
513,100
+353,100
| +221% | +$16.5M |
|
954
PUT
Dow Inc
DOW
$21.4B
| $26M | 0.01% |
451,100
+188,200
| +72% | +$11.5M |
|
955
CALL
Vale
VALE
$63.6B
| $25.9M | 0.01% |
1,855,500
-1,935,600
| -51% | -$38M |
|
956
UiPath
PATH
$7.16B
| $25.9M | 0.01% |
491,543
+387,319
| +372% | +$23.4M |
|
957
Regeneron Pharmaceuticals
REGN
$79.1B
| $25.8M | 0.01% |
42,672
-25,180
| -37% | -$15.6M |
|
958
CALL
PACCAR
PCAR
$70.2B
| $25.8M | 0.01% |
490,350
-243,600
| -33% | -$13.5M |
|
959
PUT
Seagate
STX
$190B
| $25.8M | 0.01% |
312,100
+82,800
| +36% | +$7.2M |
|
960
CALL
Keurig Dr Pepper
KDP
$41.8B
| $25.7M | 0.01% |
752,600
+645,000
| +599% | +$22.6M |
|
961
CALL
MetLife
MET
$61.9B
| $25.7M | 0.01% |
415,600
+112,300
| +37% | +$6.76M |
|
962
CALL
Celsius Holdings
CELH
$7.45B
| $25.6M | 0.01% |
852,900
-153,300
| -15% | -$3.94M |
|
963
Danaher
DHR
$140B
| $25.6M | 0.01% |
94,878
-66,042
| -41% | -$18M |
|
964
PUT
Philip Morris
PM
$294B
| $25.6M | 0.01% |
270,000
+148,100
| +121% | +$14.9M |
|
|
CALY
965
CALL
Callaway Golf Company
CALY
$3.41B
| $25.5M | 0.01% |
922,700
+533,600
| +137% | +$16.2M |
|
966
PUT
Warner Bros
WBD
$65.1B
| $25.5M | 0.01% |
1,003,700
+520,900
| +108% | +$14.6M |
|
967
PUT
iShares Russell 1000 Growth ETF
IWF
$127B
| $25.5M | 0.01% |
371,600
-167,200
| -31% | -$11.8M |
|
968
PUT
ProShares Ultra QQQ
QLD
$13.8B
| $25.4M | 0.01% |
698,800
+417,000
| +148% | +$16.1M |
|
969
CALL
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
| $25.3M | 0.01% |
367,600
+118,100
| +47% | +$8.42M |
|
970
State Street SPDR Portfolio Europe ETF
SPEU
$740M
| $25.3M | 0.01% |
619,191
+497,235
| +408% | +$21.2M |
|
971
Charter Communications
CHTR
$18.3B
| $25.3M | 0.01% |
34,732
+17,156
| +98% | +$13M |
|
972
PUT
United Rentals
URI
$72.3B
| $25.2M | 0.01% |
71,900
-44,600
| -38% | -$15M |
|
973
PUT
Sunrun
RUN
$2.5B
| $25.2M | 0.01% |
572,600
-139,700
| -20% | -$6.67M |
|
974
CALL
AutoNation
AN
$7.13B
| $25.2M | 0.01% |
206,700
+146,800
| +245% | +$16.6M |
|
975
Lloyds Banking Group
LYG
$90.9B
| $25.1M | 0.01% |
10,253,479
+1,692,207
| +20% | +$4.15M |
|
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.