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 | |
|---|---|---|---|---|---|---|
1151
CALL
Estee Lauder
EL
$31.1B
| $19.8M | 0.01% |
66,100
+20,300
| +44% | +$6.63M |
|
1152
PUT
Ross Stores
ROST
$80.9B
| $19.7M | 0.01% |
181,400
+111,100
| +158% | +$13.3M |
|
1153
CALL
GSK
GSK
$104B
| $19.7M | 0.01% |
412,560
+238,080
| +136% | +$12M |
|
1154
Illumina
ILMN
$28.7B
| $19.7M | 0.01% |
49,931
-22,101
| -31% | -$10.2M |
|
1155
PUT
UiPath
PATH
$7.19B
| $19.7M | 0.01% |
374,200
+160,900
| +75% | +$9.74M |
|
1156
Clorox
CLX
$12.8B
| $19.6M | 0.01% |
118,653
+67,358
| +131% | +$11.6M |
|
1157
PUT
RTX Corp
RTX
$300B
| $19.6M | 0.01% |
227,500
+40,000
| +21% | +$3.42M |
|
1158
Qiagen
QGEN
$8.59B
| $19.5M | 0.01% |
356,675
+195,632
| +121% | +$10.9M |
|
1159
CALL
Seagate
STX
$196B
| $19.5M | 0.01% |
236,400
-325,300
| -58% | -$28.3M |
|
|
SCHW
1160
PUT
Charles Schwab
SCHW
$187B
| $19.5M | 0.01% |
267,100
-98,800
| -27% | -$7.06M |
|
1161
FIVE9
FIVN
$2.24B
| $19.4M | 0.01% |
121,659
+117,654
| +2,938% | +$21.5M |
|
1162
CALL
iShares MSCI India ETF
INDA
$6.6B
| $19.4M | 0.01% |
398,800
+267,000
| +203% | +$12.5M |
|
1163
CALL
Keysight
KEYS
$57.9B
| $19.4M | 0.01% |
117,800
+21,500
| +22% | +$3.61M |
|
1164
CALL
Group 1 Automotive
GPI
$3.25B
| $19.4M | 0.01% |
103,000
+42,100
| +69% | +$7.14M |
|
1165
NXP Semiconductors
NXPI
$59.2B
| $19.3M | 0.01% |
98,580
+91,942
| +1,385% | +$19.1M |
|
1166
iShares Global Tech ETF
IXN
$8.76B
| $19.2M | 0.01% |
+339,685
| New | +$19.9M |
|
1167
PUT
TE Connectivity
TEL
$63.1B
| $19.2M | 0.01% |
140,100
+16,900
| +14% | +$2.44M |
|
1168
Strategy Inc
MSTR
$37.2B
| $19.2M | 0.01% |
332,060
+98,880
| +42% | +$6.34M |
|
1169
CALL
CRISPR Therapeutics
CRSP
$5.01B
| $19.2M | 0.01% |
171,200
-207,100
| -55% | -$26M |
|
1170
PUT
GXO Logistics
GXO
$5.48B
| $19.2M | 0.01% |
+244,200
| New | +$19.1M |
|
1171
Fair Isaac
FICO
$22.3B
| $19.1M | 0.01% |
48,123
+272
| +0.6% | +$129K |
|
1172
PUT
TJX Companies
TJX
$177B
| $19.1M | 0.01% |
290,100
-144,100
| -33% | -$10.1M |
|
1173
CALL
Automatic Data Processing
ADP
$108B
| $19.1M | 0.01% |
95,600
-70,300
| -42% | -$14.5M |
|
|
SBNY
1174
PUT
DELISTED
Signature Bank
SBNY
| $19.1M | 0.01% |
70,100
+15,200
| +28% | +$3.82M |
|
1175
PUT
Invesco S&P 500 Equal Weight ETF
RSP
$98.8B
| $19M | 0.01% |
126,900
+74,800
| +144% | +$11.5M |
|
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.