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 | |
|---|---|---|---|---|---|---|
1401
United States Oil Fund
USO
$1.86B
| $14.3M | 0.01% |
271,538
+192,419
| +243% | +$9.41M |
|
1402
Generac Holdings
GNRC
$12.5B
| $14.2M | 0.01% |
34,853
+15,822
| +83% | +$6.78M |
|
|
CTRA
1403
CALL
DELISTED
Coterra Energy
CTRA
| $14.2M | 0.01% |
654,300
+490,900
| +300% | +$8.42M |
|
1404
PUT
Phillips 66
PSX
$82.4B
| $14.2M | 0.01% |
202,500
+110,300
| +120% | +$7.98M |
|
|
AYX
1405
CALL
DELISTED
Alteryx Inc
AYX
| $14.2M | 0.01% |
193,800
+37,400
| +24% | +$2.81M |
|
1406
Vanguard Long-Term Treasury ETF
VGLT
$10.1B
| $14.1M | 0.01% |
161,291
-97,607
| -38% | -$8.79M |
|
1407
Fidelity High Dividend ETF
FDVV
$10.3B
| $14.1M | 0.01% |
382,192
+60,691
| +19% | +$2.31M |
|
|
MRSH
1408
CALL
Marsh
MRSH
$92.2B
| $14.1M | 0.01% |
93,200
+81,600
| +703% | +$12.3M |
|
1409
PUT
MetLife
MET
$64.3B
| $14.1M | 0.01% |
228,000
+28,400
| +14% | +$1.71M |
|
1410
PUT
Nutanix
NTNX
$16.3B
| $14.1M | 0.01% |
373,100
-56,100
| -13% | -$2.12M |
|
1411
CALL
Jacobs Solutions
J
$16.9B
| $14.1M | 0.01% |
128,272
+95,388
| +290% | +$10.5M |
|
1412
CALL
Dollar General
DG
$28.1B
| $14M | 0.01% |
66,200
-9,300
| -12% | -$2.1M |
|
1413
PUT
Labcorp
LH
$25.6B
| $14M | 0.01% |
58,084
+25,841
| +80% | +$6.51M |
|
1414
State Street Financial Select Sector SPDR ETF
XLF
$58.4B
| $14M | 0.01% |
+374,221
| New | +$14M |
|
|
LOGC
1415
CALL
DELISTED
ContextLogic
LOGC
| $14M | 0.01% |
85,717
-79,350
| -48% | -$19.8M |
|
1416
PUT
Academy Sports + Outdoors
ASO
$2.94B
| $14M | 0.01% |
350,300
+166,200
| +90% | +$6.63M |
|
1417
Apollo Global Management
APO
$73.7B
| $14M | ﹤0.01% |
227,383
+175,367
| +337% | +$10.5M |
|
1418
iShares International Equity Factor ETF
INTF
$3.68B
| $14M | ﹤0.01% |
481,841
+347,086
| +258% | +$10.5M |
|
1419
Franco-Nevada
FNV
$44.6B
| $13.9M | ﹤0.01% |
107,363
-52,314
| -33% | -$7.67M |
|
1420
CALL
BHP
BHP
$223B
| $13.9M | ﹤0.01% |
291,796
+77,124
| +36% | +$4.71M |
|
1421
Xylem
XYL
$28.2B
| $13.9M | ﹤0.01% |
+112,551
| New | +$14.5M |
|
1422
CALL
EQT Corp
EQT
$32.3B
| $13.9M | ﹤0.01% |
679,400
+504,800
| +289% | +$9.77M |
|
1423
iShares Russell 1000 ETF
IWB
$49.7B
| $13.9M | ﹤0.01% |
57,502
+55,928
| +3,553% | +$13.9M |
|
1424
CALL
DuPont de Nemours
DD
$19.5B
| $13.9M | ﹤0.01% |
162,839
-136,070
| -46% | -$12.6M |
|
1425
CALL
Quest Diagnostics
DGX
$26.3B
| $13.9M | ﹤0.01% |
95,500
+80,700
| +545% | +$11.8M |
|
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.