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 | |
|---|---|---|---|---|---|---|
1201
CALL
CSX Corp
CSX
$94.1B
| $18.1M | 0.01% |
609,600
+4,400
| +0.7% | +$141K |
|
1202
Thomson Reuters
TRI
$43.4B
| $18.1M | 0.01% |
155,727
+116,514
| +297% | +$13.6M |
|
|
GGPI
1203
DELISTED
Gores Guggenheim, Inc. Class A Common Stock
GGPI
| $18.1M | 0.01% |
+1,773,661
| New | +$17.6M |
|
1204
CALL
Conagra Brands
CAG
$7.12B
| $18.1M | 0.01% |
534,500
+172,900
| +48% | +$5.85M |
|
1205
iShares MSCI Emerging Markets Small-Cap ETF
EEMS
$372M
| $18.1M | 0.01% |
298,190
+289,823
| +3,464% | +$17.9M |
|
1206
iShares MSCI Europe Financials ETF
EUFN
$4.27B
| $18.1M | 0.01% |
920,882
+130,879
| +17% | +$2.59M |
|
1207
CALL
Take-Two Interactive
TTWO
$43.5B
| $18M | 0.01% |
117,100
+16,800
| +17% | +$2.72M |
|
|
IPOF
1208
PUT
DELISTED
Social Capital Hedosophia Holdings Corp. VI
IPOF
| $18M | 0.01% |
1,777,100
-423,300
| -19% | -$4.25M |
|
1209
PUT
Macy's
M
$6.68B
| $18M | 0.01% |
797,900
+180,900
| +29% | +$3.62M |
|
|
FTCH
1210
PUT
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
| $18M | 0.01% |
479,900
-5,600
| -1% | -$248K |
|
1211
Cintas
CTAS
$80.6B
| $18M | 0.01% |
188,912
+175,704
| +1,330% | +$17.2M |
|
|
TSP
1212
CALL
DELISTED
TuSimple Holdings Inc. Class A Common Stock
TSP
| $18M | 0.01% |
484,000
+282,000
| +140% | +$11.9M |
|
|
DRE
1213
PUT
DELISTED
Duke Realty Corp.
DRE
| $17.9M | 0.01% |
+374,900
| New | +$18.9M |
|
1214
CALL
Takeda Pharmaceutical
TAK
$54.3B
| $17.9M | 0.01% |
1,075,000
+981,300
| +1,047% | +$16.5M |
|
|
MRO
1215
DELISTED
Marathon Oil Corporation
MRO
| $17.9M | 0.01% |
1,307,037
+1,011,975
| +343% | +$12.2M |
|
1216
PUT
State Street SPDR S&P Homebuilders ETF
XHB
$1.53B
| $17.9M | 0.01% |
248,800
-541,000
| -68% | -$40.7M |
|
1217
CALL
Allstate
ALL
$70.5B
| $17.8M | 0.01% |
140,200
+2,500
| +2% | +$330K |
|
1218
CALL
Cummins
CMI
$88.4B
| $17.8M | 0.01% |
79,400
+15,700
| +25% | +$3.68M |
|
1219
CALL
Copart
CPRT
$26.6B
| $17.8M | 0.01% |
514,000
+399,200
| +348% | +$14.3M |
|
1220
CALL
Trimble
TRMB
$13.6B
| $17.8M | 0.01% |
215,900
+173,900
| +414% | +$15.3M |
|
1221
CALL
Paylocity
PCTY
$8.24B
| $17.7M | 0.01% |
63,300
+60,500
| +2,161% | +$14.5M |
|
1222
PUT
AngloGold Ashanti
AU
$44.5B
| $17.7M | 0.01% |
1,109,400
+242,800
| +28% | +$4.21M |
|
1223
PUT
Crown Castle
CCI
$33.1B
| $17.7M | 0.01% |
102,200
+41,800
| +69% | +$8.08M |
|
1224
Vanguard ESG International Stock ETF
VSGX
$6.67B
| $17.7M | 0.01% |
286,768
+117,725
| +70% | +$7.51M |
|
1225
Mettler-Toledo International
MTD
$28.4B
| $17.7M | 0.01% |
12,853
+1,964
| +18% | +$2.96M |
|
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.