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 | |
|---|---|---|---|---|---|---|
|
VMW
1101
DELISTED
VMware, Inc
VMW
| $21.2M | 0.01% |
142,286
+112,349
| +375% | +$17M |
|
1102
CALL
Centene
CNC
$31.7B
| $21.2M | 0.01% |
339,500
+177,800
| +110% | +$11.9M |
|
1103
CALL
Agilent Technologies
A
$39.4B
| $21.1M | 0.01% |
134,200
+106,400
| +383% | +$17.2M |
|
1104
CALL
Linde
LIN
$227B
| $21.1M | 0.01% |
72,000
-8,400
| -10% | -$2.55M |
|
1105
CALL
Petrobras
PBR
$120B
| $21.1M | 0.01% |
2,040,800
-5,582,600
| -73% | -$59.5M |
|
1106
ON Semiconductor
ON
$18.8B
| $21.1M | 0.01% |
460,104
+146,740
| +47% | +$6.27M |
|
1107
Sunrun
RUN
$2.34B
| $21.1M | 0.01% |
478,516
-51,271
| -10% | -$2.45M |
|
1108
VanEck Low Carbon Energy ETF
SMOG
$132M
| $20.9M | 0.01% |
140,531
+94,849
| +208% | +$14.9M |
|
1109
CALL
Crocs
CROX
$6.53B
| $20.9M | 0.01% |
145,900
+62,600
| +75% | +$8.59M |
|
|
BHVN
1110
CALL
DELISTED
Biohaven Pharmaceutical Holding Company Ltd.
BHVN
| $20.9M | 0.01% |
150,700
+126,000
| +510% | +$15.7M |
|
1111
CALL
Northrop Grumman
NOC
$79.7B
| $20.9M | 0.01% |
58,100
-4,100
| -7% | -$1.48M |
|
1112
PGIM Active High Yield Bond ETF
PHYL
$1.39B
| $20.9M | 0.01% |
+505,169
| New | +$20.9M |
|
1113
Smith & Nephew
SNN
$12.4B
| $20.8M | 0.01% |
600,442
-199,996
| -25% | -$7.88M |
|
1114
State Street SPDR Nuveen ICE Municipal Bond ETF
TFI
$3.13B
| $20.8M | 0.01% |
402,582
-109,682
| -21% | -$5.72M |
|
1115
Edwards Lifesciences
EW
$51B
| $20.7M | 0.01% |
183,129
-413,249
| -69% | -$47.2M |
|
|
SBNY
1116
CALL
DELISTED
Signature Bank
SBNY
| $20.7M | 0.01% |
76,100
-79,800
| -51% | -$20M |
|
1117
CALL
Chegg
CHGG
$101M
| $20.7M | 0.01% |
304,400
+75,700
| +33% | +$6.16M |
|
1118
CALL
Vanguard FTSE Emerging Markets ETF
VWO
$124B
| $20.7M | 0.01% |
413,500
+381,400
| +1,188% | +$19.7M |
|
1119
Suncor Energy
SU
$72.1B
| $20.6M | 0.01% |
994,359
+655,546
| +193% | +$13.1M |
|
1120
PUT
Kohl's
KSS
$2.19B
| $20.6M | 0.01% |
437,200
+82,200
| +23% | +$4.39M |
|
1121
PUT
Editas Medicine
EDIT
$462M
| $20.6M | 0.01% |
500,300
+213,700
| +75% | +$11.7M |
|
|
HAPN
1122
CALL
Happen Inc
HAPN
$2.35B
| $20.5M | 0.01% |
726,300
+87,800
| +14% | +$2.17M |
|
1123
Entegris
ENTG
$22.3B
| $20.5M | 0.01% |
162,903
+160,007
| +5,525% | +$19.3M |
|
1124
VanEck Rare Earth/Strategic Metals ETF
REMX
$2.16B
| $20.5M | 0.01% |
198,444
+129,857
| +189% | +$13.8M |
|
|
SGI
1125
CALL
Somnigroup International
SGI
$13.7B
| $20.5M | 0.01% |
440,900
+150,500
| +52% | +$6.58M |
|
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.