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 | |
|---|---|---|---|---|---|---|
1001
CALL
Deutsche Bank
DB
$71.5B
| $24.5M | 0.01% |
1,928,600
-663,100
| -26% | -$8.31M |
|
1002
PUT
Martin Marietta Materials
MLM
$33.2B
| $24.5M | 0.01% |
71,600
+22,000
| +44% | +$8M |
|
1003
CALL
Fastly Inc
FSLY
$4.07B
| $24.5M | 0.01% |
604,900
-282,400
| -32% | -$13M |
|
1004
AutoNation
AN
$7.13B
| $24.4M | 0.01% |
200,694
+129,883
| +183% | +$14.7M |
|
1005
PUT
ON Semiconductor
ON
$18.3B
| $24.4M | 0.01% |
532,400
+19,700
| +4% | +$842K |
|
1006
ConocoPhillips
COP
$140B
| $24.4M | 0.01% |
359,526
+179,344
| +100% | +$10.3M |
|
1007
DraftKings
DKNG
$10.8B
| $24.3M | 0.01% |
505,128
-275,787
| -35% | -$14.6M |
|
1008
Kimberly-Clark
KMB
$37.4B
| $24.2M | 0.01% |
182,994
-51,656
| -22% | -$7.03M |
|
1009
PUT
Riot Platforms
RIOT
$8.13B
| $24.1M | 0.01% |
936,300
-283,600
| -23% | -$9.13M |
|
1010
PUT
Deckers Outdoor
DECK
$13.5B
| $24.1M | 0.01% |
400,800
+340,200
| +561% | +$23.3M |
|
1011
CALL
Dow Inc
DOW
$21.4B
| $24M | 0.01% |
417,600
-380,100
| -48% | -$23.3M |
|
|
1012
CALL
Martin Marietta Materials
MLM
$33.2B
| $24M | 0.01% |
70,300
+41,800
| +147% | +$15.2M |
|
|
BBBY
1013
PUT
Bed Bath & Beyond
BBBY
$440M
| $24M | 0.01% |
338,800
+123,530
| +57% | +$8.56M |
|
1014
VanEck Junior Gold Miners ETF
GDXJ
$7.87B
| $24M | 0.01% |
624,962
-242,991
| -28% | -$10.4M |
|
1015
CALL
Alaska Air
ALK
$5.81B
| $23.9M | 0.01% |
407,800
+227,300
| +126% | +$13.1M |
|
1016
Diamondback Energy
FANG
$52.1B
| $23.9M | 0.01% |
252,252
+243,421
| +2,756% | +$19.6M |
|
1017
CALL
Builders FirstSource
BLDR
$8.16B
| $23.9M | 0.01% |
461,500
+234,600
| +103% | +$11.5M |
|
1018
CALL
CarMax
KMX
$8.04B
| $23.8M | 0.01% |
186,200
+10,700
| +6% | +$1.42M |
|
1019
Royal Bank of Canada
RY
$294B
| $23.8M | 0.01% |
239,477
-69,895
| -23% | -$7.12M |
|
1020
Trade Desk
TTD
$8.91B
| $23.8M | 0.01% |
338,680
-168,482
| -33% | -$13M |
|
1021
Lennar Class A
LEN
$21.2B
| $23.8M | 0.01% |
262,434
+157,870
| +151% | +$15.6M |
|
1022
Baxter International
BAX
$14.1B
| $23.8M | 0.01% |
295,744
+46,722
| +19% | +$3.69M |
|
1023
PUT
D.R. Horton
DHI
$42.4B
| $23.7M | 0.01% |
282,500
-227,600
| -45% | -$21M |
|
1024
PUT
BP
BP
$106B
| $23.7M | 0.01% |
867,800
-490,000
| -36% | -$12.3M |
|
|
GRUB
1025
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
| $23.7M | 0.01% |
1,632,199
-361,086
| -18% | -$6.31M |
|
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.