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 | |
|---|---|---|---|---|---|---|
1051
VanEck Short High Yield Muni ETF
SHYD
$453M
| $22.8M | 0.01% |
+909,791
| New | +$23.2M |
|
1052
CALL
NXP Semiconductors
NXPI
$58.3B
| $22.7M | 0.01% |
116,000
+60,000
| +107% | +$12.5M |
|
1053
CALL
Constellation Brands
STZ
$22.3B
| $22.7M | 0.01% |
107,600
-133,200
| -55% | -$29.1M |
|
1054
CALL
Vanguard Real Estate ETF
VNQ
$39.2B
| $22.6M | 0.01% |
222,300
+83,700
| +60% | +$8.88M |
|
1055
iShares MSCI Emerging Markets ETF
EEM
$29.5B
| $22.6M | 0.01% |
+448,841
| New | +$23.4M |
|
1056
PUT
VF Corp
VFC
$5.98B
| $22.5M | 0.01% |
336,600
+294,300
| +696% | +$22.6M |
|
1057
Boston Beer
SAM
$1.9B
| $22.5M | 0.01% |
44,182
+27,727
| +169% | +$18.8M |
|
1058
PUT
Valero Energy
VLO
$87.1B
| $22.4M | 0.01% |
317,600
+13,900
| +5% | +$925K |
|
1059
CALL
Li Auto
LI
$12.6B
| $22.4M | 0.01% |
851,700
-562,500
| -40% | -$16.9M |
|
1060
CALL
Rocket Companies
RKT
$39.2B
| $22.4M | 0.01% |
1,395,800
-954,000
| -41% | -$16.7M |
|
1061
First Solar
FSLR
$25.4B
| $22.4M | 0.01% |
234,428
-152,863
| -39% | -$14.2M |
|
1062
CALL
Teva Pharmaceuticals
TEVA
$40.5B
| $22.4M | 0.01% |
2,297,500
+502,200
| +28% | +$4.7M |
|
1063
CALL
Macy's
M
$6.71B
| $22.3M | 0.01% |
988,400
-690,700
| -41% | -$13.8M |
|
|
AL
1064
DELISTED
Air Lease Corp
AL
| $22.3M | 0.01% |
567,288
+425,116
| +299% | +$17.3M |
|
1065
PUT
EOG Resources
EOG
$70.4B
| $22.2M | 0.01% |
276,700
-36,000
| -12% | -$2.62M |
|
1066
CALL
Hartford Financial Services
HIG
$39.4B
| $22.2M | 0.01% |
315,800
+120,400
| +62% | +$7.96M |
|
|
FM
1067
DELISTED
iShares Frontier and Select EM ETF
FM
| $22.1M | 0.01% |
652,447
+584,195
| +856% | +$19.6M |
|
1068
PUT
Fastly Inc
FSLY
$4.07B
| $22.1M | 0.01% |
546,600
-300,200
| -35% | -$13.9M |
|
|
DISH
1069
CALL
DELISTED
DISH Network Corp.
DISH
| $22.1M | 0.01% |
507,900
+38,900
| +8% | +$1.66M |
|
1070
CALL
Skyworks Solutions
SWKS
$10.1B
| $22.1M | 0.01% |
133,900
-42,700
| -24% | -$7.81M |
|
1071
PUT
Halliburton
HAL
$26.5B
| $22.1M | 0.01% |
1,020,300
+262,700
| +35% | +$5.38M |
|
1072
Vanguard International Dividend Appreciation ETF
VIGI
$9.18B
| $22M | 0.01% |
252,737
+59,860
| +31% | +$5.35M |
|
1073
Plug Power
PLUG
$2.93B
| $22M | 0.01% |
862,813
-264,697
| -23% | -$7.09M |
|
1074
Okta
OKTA
$25.6B
| $22M | 0.01% |
92,580
+91,255
| +6,887% | +$22.7M |
|
1075
CALL
iShares US Real Estate ETF
IYR
$4.67B
| $21.9M | 0.01% |
214,000
+21,200
| +11% | +$2.26M |
|
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.