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 | |
|---|---|---|---|---|---|---|
1026
CALL
ZIM Integrated Shipping Services
ZIM
$3.2B
| $23.6M | 0.01% |
465,900
+319,000
| +217% | +$14.9M |
|
1027
CALL
Aspen Aerogels
ASPN
$415M
| $23.6M | 0.01% |
512,800
+5,500
| +1% | +$218K |
|
1028
CALL
iShares Russell 2000 Value ETF
IWN
$14.6B
| $23.6M | 0.01% |
147,000
+93,400
| +174% | +$15M |
|
|
VMW
1029
PUT
DELISTED
VMware, Inc
VMW
| $23.6M | 0.01% |
158,400
+15,700
| +11% | +$2.38M |
|
1030
Canadian Natural Resources
CNQ
$93.3B
| $23.5M | 0.01% |
1,314,838
+378,940
| +40% | +$6.24M |
|
1031
EPAM Systems
EPAM
$5.74B
| $23.5M | 0.01% |
41,221
+38,314
| +1,318% | +$22.5M |
|
1032
iShares Agency Bond ETF
AGZ
$564M
| $23.5M | 0.01% |
+198,460
| New | +$23.6M |
|
1033
CALL
AbCellera Biologics
ABCL
$1.81B
| $23.5M | 0.01% |
1,172,300
+715,100
| +156% | +$12.6M |
|
1034
CALL
Lightspeed Commerce
LSPD
$1.34B
| $23.4M | 0.01% |
243,100
+193,300
| +388% | +$19.2M |
|
1035
CALL
Ecolab
ECL
$80.3B
| $23.4M | 0.01% |
112,300
+90,100
| +406% | +$19.7M |
|
1036
PUT
Elevance Health
ELV
$84.8B
| $23.4M | 0.01% |
62,800
-14,300
| -19% | -$5.43M |
|
1037
MGM Resorts International
MGM
$11.4B
| $23.4M | 0.01% |
541,588
+144,044
| +36% | +$5.87M |
|
1038
CALL
Intercontinental Exchange
ICE
$84.1B
| $23.3M | 0.01% |
203,200
+107,600
| +113% | +$12.8M |
|
1039
PUT
Altria Group
MO
$114B
| $23.2M | 0.01% |
510,300
+65,500
| +15% | +$3.16M |
|
1040
PUT
West Pharmaceutical
WST
$24.7B
| $23.2M | 0.01% |
54,700
+22,700
| +71% | +$9.57M |
|
1041
CALL
Emerson Electric
EMR
$90.6B
| $23.2M | 0.01% |
246,300
+69,400
| +39% | +$6.92M |
|
|
ZNGA
1042
CALL
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $23.2M | 0.01% |
3,075,900
+2,174,500
| +241% | +$19.8M |
|
1043
PUT
TransDigm Group
TDG
$69.4B
| $23.1M | 0.01% |
37,000
-7,400
| -17% | -$4.62M |
|
1044
PUT
Cummins
CMI
$89.5B
| $23.1M | 0.01% |
102,800
+26,700
| +35% | +$6.26M |
|
1045
PUT
CME Group
CME
$95.2B
| $23.1M | 0.01% |
119,300
+31,400
| +36% | +$6.36M |
|
1046
Digital Turbine
APPS
$1.59B
| $23M | 0.01% |
334,808
+242,380
| +262% | +$15M |
|
1047
PUT
Kraft Heinz
KHC
$30.5B
| $23M | 0.01% |
624,500
+22,700
| +4% | +$855K |
|
1048
QuantumScape Corp
QS
$3.4B
| $22.9M | 0.01% |
934,676
+615,012
| +192% | +$14M |
|
1049
Dell
DELL
$299B
| $22.9M | 0.01% |
434,466
+29,871
| +7% | +$1.49M |
|
1050
PUT
iShares Select Dividend ETF
DVY
$23.5B
| $22.9M | 0.01% |
199,500
+152,900
| +328% | +$17.9M |
|
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.