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 | |
|---|---|---|---|---|---|---|
101
Invesco QQQ Trust
QQQ
$453B
| $292M | 0.1% |
816,964
+634,584
| +348% | +$234M |
|
102
CALL
Home Depot
HD
$331B
| $291M | 0.1% |
886,900
-104,000
| -10% | -$34.1M |
|
103
CALL
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.54B
| $290M | 0.1% |
7,607,500
+7,195,600
| +1,747% | +$278M |
|
104
CALL
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
| $290M | 0.1% |
3,311,500
-42,900
| -1% | -$3.76M |
|
105
CALL
Snap
SNAP
$7.82B
| $284M | 0.1% |
3,839,100
-890,400
| -19% | -$64.3M |
|
106
CALL
Intuitive Surgical
ISRG
$127B
| $282M | 0.1% |
849,600
+618,600
| +268% | +$208M |
|
107
PUT
Lam Research
LRCX
$377B
| $281M | 0.1% |
4,944,000
+2,704,000
| +121% | +$164M |
|
108
PUT
TSMC
TSM
$2.1T
| $280M | 0.1% |
2,508,500
+493,600
| +24% | +$58M |
|
109
CALL
AT&T
T
$159B
| $279M | 0.1% |
13,677,450
+2,610,399
| +24% | +$54.8M |
|
110
CALL
Costco
COST
$423B
| $279M | 0.1% |
620,000
+78,400
| +14% | +$34.5M |
|
111
iShares 20+ Year Treasury Bond ETF
TLT
$41.9B
| $278M | 0.1% |
1,928,437
+1,884,308
| +4,270% | +$280M |
|
112
PUT
iShares China Large-Cap ETF
FXI
$4.36B
| $278M | 0.1% |
7,141,800
+4,898,500
| +218% | +$202M |
|
113
PUT
JD.com
JD
$44.4B
| $277M | 0.1% |
3,833,100
-183,200
| -5% | -$13.5M |
|
114
CALL
ProShares UltraPro QQQ
TQQQ
$32.1B
| $275M | 0.1% |
8,841,600
-1,048,800
| -11% | -$35.8M |
|
115
CALL
Uber
UBER
$143B
| $273M | 0.1% |
6,098,800
+1,686,500
| +38% | +$73.7M |
|
116
CALL
Micron Technology
MU
$942B
| $272M | 0.1% |
3,835,200
+654,700
| +21% | +$49.2M |
|
|
117
PUT
Costco
COST
$423B
| $272M | 0.1% |
604,300
+173,300
| +40% | +$76.2M |
|
118
Salesforce
CRM
$150B
| $271M | 0.1% |
998,995
-494,272
| -33% | -$126M |
|
119
CALL
PayPal
PYPL
$49B
| $270M | 0.1% |
1,038,300
-326,600
| -24% | -$92.7M |
|
120
PUT
Citigroup
C
$223B
| $269M | 0.1% |
3,835,700
+414,400
| +12% | +$29M |
|
121
CALL
Novavax
NVAX
$1.2B
| $268M | 0.09% |
1,292,000
+527,900
| +69% | +$116M |
|
122
CALL
Bank of America
BAC
$435B
| $263M | 0.09% |
6,196,800
+964,900
| +18% | +$38.9M |
|
123
Alibaba
BABA
$293B
| $261M | 0.09% |
1,764,462
+559,066
| +46% | +$102M |
|
|
DOCU
124
CALL
DocuSign
DOCU
$10.5B
| $261M | 0.09% |
1,012,500
-322,000
| -24% | -$92.8M |
|
125
PUT
Applied Materials
AMAT
$409B
| $258M | 0.09% |
2,001,700
+1,061,100
| +113% | +$144M |
|
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 4,105 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 1,508 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.