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 | |
|---|---|---|---|---|---|---|
1551
CALL
Methanex
MEOH
$4.21B
| $12.1M | ﹤0.01% |
263,400
+244,500
| +1,294% | +$8.84M |
|
1552
Fidelity Total Bond ETF
FBND
$27.2B
| $12.1M | ﹤0.01% |
228,127
+44,500
| +24% | +$2.39M |
|
|
CTLT
1553
CALL
DELISTED
CATALENT, INC.
CTLT
| $12.1M | ﹤0.01% |
90,900
-12,600
| -12% | -$1.57M |
|
1554
PUT
iShares MSCI United Kingdom ETF
EWU
$4.13B
| $12.1M | ﹤0.01% |
375,000
+344,200
| +1,118% | +$11.3M |
|
1555
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.7B
| $12.1M | ﹤0.01% |
146,719
+105,110
| +253% | +$8.69M |
|
1556
CALL
Pool Corp
POOL
$7.31B
| $12.1M | ﹤0.01% |
27,800
+4,600
| +20% | +$2.18M |
|
1557
CALL
iShares Russell 2000 Growth ETF
IWO
$14.8B
| $12.1M | ﹤0.01% |
41,100
-18,400
| -31% | -$5.53M |
|
1558
Yum China
YUMC
$16.5B
| $12M | ﹤0.01% |
207,337
-137,504
| -40% | -$8.45M |
|
|
RBCP
1559
DELISTED
RBC Bearings Incorporated 5.00% Series A Mandatory Convertible Preferred Stock
RBCP
| $12M | ﹤0.01% |
+108,001
| New | +$12.5M |
|
1560
PUT
Aon
AON
$76.5B
| $12M | ﹤0.01% |
42,100
-104,400
| -71% | -$28M |
|
1561
International Paper
IP
$21.5B
| $12M | ﹤0.01% |
227,054
+209,183
| +1,171% | +$11.6M |
|
|
NVTA
1562
PUT
DELISTED
Invitae Corporation
NVTA
| $12M | ﹤0.01% |
422,400
+95,800
| +29% | +$2.81M |
|
1563
Cboe Global Markets
CBOE
$30.2B
| $12M | ﹤0.01% |
96,912
+51,021
| +111% | +$6.23M |
|
1564
Procter & Gamble
PG
$342B
| $12M | ﹤0.01% |
85,734
-730,264
| -89% | -$104M |
|
1565
CALL
ThredUp
TDUP
$401M
| $12M | ﹤0.01% |
552,400
+497,000
| +897% | +$11.2M |
|
|
KSU
1566
DELISTED
Kansas City Southern
KSU
| $12M | ﹤0.01% |
44,263
+34,986
| +377% | +$9.74M |
|
|
1567
iShares MSCI EAFE ETF
EFA
$79.4B
| $12M | ﹤0.01% |
153,506
-5,918,457
| -97% | -$474M |
|
1568
CALL
iShares Russell 1000 Growth ETF
IWF
$127B
| $11.9M | ﹤0.01% |
174,400
+80,000
| +85% | +$5.66M |
|
1569
Macy's
M
$6.61B
| $11.9M | ﹤0.01% |
528,727
+151,698
| +40% | +$3.03M |
|
1570
PUT
Trip.com Group
TCOM
$29.1B
| $11.9M | ﹤0.01% |
388,500
+153,200
| +65% | +$4.41M |
|
1571
PUT
Builders FirstSource
BLDR
$7.8B
| $11.9M | ﹤0.01% |
230,800
+41,000
| +22% | +$2M |
|
1572
CALL
Vanguard Morningstar Value ETF
VTV
$191B
| $11.9M | ﹤0.01% |
+88,200
| New | +$12.3M |
|
|
BYTSU
1573
DELISTED
BYTE Acquisition Corp. Units
BYTSU
| $11.9M | ﹤0.01% |
1,195,167
-1
| -0% | -$10 |
|
1574
CALL
Dynatrace
DT
$14.2B
| $11.9M | ﹤0.01% |
168,200
+25,800
| +18% | +$1.69M |
|
|
DVAX
1575
CALL
DELISTED
Dynavax Technologies
DVAX
| $11.9M | ﹤0.01% |
621,000
+471,600
| +316% | +$6.26M |
|
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.