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 | |
|---|---|---|---|---|---|---|
1451
CALL
American International
AIG
$42.4B
| $13.5M | ﹤0.01% |
246,000
+35,400
| +17% | +$1.82M |
|
1452
CALL
Paychex
PAYX
$42.7B
| $13.5M | ﹤0.01% |
120,000
+55,200
| +85% | +$6.2M |
|
1453
PUT
PennyMac Financial
PFSI
$4B
| $13.5M | ﹤0.01% |
220,600
+52,500
| +31% | +$3.33M |
|
1454
CALL
Steel Dynamics
STLD
$37.5B
| $13.5M | ﹤0.01% |
230,200
-293,400
| -56% | -$18.8M |
|
1455
Lyft
LYFT
$6.19B
| $13.5M | ﹤0.01% |
251,193
+181,605
| +261% | +$9.63M |
|
1456
iShares MSCI Emerging Markets Asia ETF
EEMA
$852M
| $13.5M | ﹤0.01% |
159,365
+80,725
| +103% | +$7.04M |
|
1457
CALL
Zebra Technologies
ZBRA
$17.2B
| $13.5M | ﹤0.01% |
26,100
| – | – |
|
1458
CALL
Dominion Energy
D
$58.8B
| $13.4M | ﹤0.01% |
184,000
+13,800
| +8% | +$1.05M |
|
1459
Coca-Cola
KO
$374B
| $13.4M | ﹤0.01% |
256,034
-903,502
| -78% | -$50.4M |
|
1460
PUT
LyondellBasell Industries
LYB
$19.8B
| $13.4M | ﹤0.01% |
143,000
+90,200
| +171% | +$8.85M |
|
1461
PUT
Stanley Black & Decker
SWK
$15.3B
| $13.4M | ﹤0.01% |
76,500
+22,700
| +42% | +$4.43M |
|
1462
Vanguard Information Technology ETF
VGT
$147B
| $13.4M | ﹤0.01% |
266,912
+251,832
| +1,670% | +$13.1M |
|
1463
CALL
Churchill Downs
CHDN
$6.06B
| $13.4M | ﹤0.01% |
111,400
+101,000
| +971% | +$10.3M |
|
1464
CALL
Halliburton
HAL
$27.1B
| $13.4M | ﹤0.01% |
618,500
-60,600
| -9% | -$1.24M |
|
1465
CALL
Louisiana-Pacific
LPX
$5.3B
| $13.3M | ﹤0.01% |
217,500
+27,300
| +14% | +$1.61M |
|
1466
Keurig Dr Pepper
KDP
$41.3B
| $13.3M | ﹤0.01% |
390,531
+342,190
| +708% | +$12M |
|
1467
CALL
DTE Energy
DTE
$29.1B
| $13.3M | ﹤0.01% |
119,400
+114,817
| +2,505% | +$13.5M |
|
1468
CALL
ProShares Ultra Bloomberg Natural Gas
BOIL
$340M
| $13.3M | ﹤0.01% |
810
+335
| +71% | +$3.3M |
|
1469
PUT
Invesco CurrencyShares Euro Currency Trust
FXE
$340M
| $13.3M | ﹤0.01% |
123,300
+81,600
| +196% | +$8.98M |
|
1470
Canadian Pacific Kansas City
CP
$79.3B
| $13.3M | ﹤0.01% |
204,097
+111,039
| +119% | +$7.91M |
|
1471
Leslie's
LESL
$14.2M
| $13.3M | ﹤0.01% |
32,319
+31,030
| +2,407% | +$14.9M |
|
|
INFO
1472
DELISTED
IHS Markit Ltd. Common Shares
INFO
| $13.2M | ﹤0.01% |
113,575
+37,624
| +50% | +$4.44M |
|
1473
PUT
Southern Company
SO
$107B
| $13.2M | ﹤0.01% |
213,600
-7,800
| -4% | -$502K |
|
|
LTHM
1474
CALL
DELISTED
Livent Corporation
LTHM
| $13.2M | ﹤0.01% |
572,400
+55,400
| +11% | +$1.24M |
|
1475
PUT
Rio Tinto
RIO
$162B
| $13.2M | ﹤0.01% |
197,900
-127,400
| -39% | -$9.94M |
|
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.