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 | |
|---|---|---|---|---|---|---|
1576
PENN Entertainment
PENN
$2.69B
| $11.9M | ﹤0.01% |
164,551
-68,322
| -29% | -$5.02M |
|
1577
CALL
Norfolk Southern
NSC
$76.9B
| $11.9M | ﹤0.01% |
49,800
+25,200
| +102% | +$6.46M |
|
1578
CALL
Advance Auto Parts
AAP
$3.49B
| $11.9M | ﹤0.01% |
57,000
-1,100
| -2% | -$229K |
|
1579
CALL
Paycom
PAYC
$10.1B
| $11.9M | ﹤0.01% |
24,000
-4,300
| -15% | -$1.92M |
|
1580
PUT
Tower Semiconductor
TSEM
$25.4B
| $11.9M | ﹤0.01% |
397,900
+11,500
| +3% | +$331K |
|
|
B
1581
Barrick Mining
B
$69.3B
| $11.9M | ﹤0.01% |
658,308
-66,225
| -9% | -$1.33M |
|
1582
CALL
TripAdvisor
TRIP
$1.21B
| $11.9M | ﹤0.01% |
350,800
-299,900
| -46% | -$10.8M |
|
1583
PUT
Coupang
CPNG
$29.4B
| $11.9M | ﹤0.01% |
426,300
+159,800
| +60% | +$5.52M |
|
|
B
1584
PUT
Barrick Mining
B
$69.3B
| $11.9M | ﹤0.01% |
657,500
-406,400
| -38% | -$8.16M |
|
1585
CALL
iShares Core S&P Small-Cap ETF
IJR
$111B
| $11.9M | ﹤0.01% |
108,600
+15,200
| +16% | +$1.67M |
|
1586
WisdomTree Japan SmallCap Dividend Fund
DFJ
$398M
| $11.8M | ﹤0.01% |
154,190
-11,257
| -7% | -$859K |
|
1587
CALL
Sabre
SABR
$886M
| $11.8M | ﹤0.01% |
998,900
+179,000
| +22% | +$2.03M |
|
1588
Invesco DB US Dollar Index Bullish Fund
UUP
$424M
| $11.8M | ﹤0.01% |
467,013
+80,387
| +21% | +$2M |
|
1589
CALL
Peabody Energy
BTU
$2.87B
| $11.8M | ﹤0.01% |
798,800
+481,100
| +151% | +$6.3M |
|
1590
CALL
Invesco DB Agriculture Fund
DBA
$1.22B
| $11.8M | ﹤0.01% |
617,900
-62,900
| -9% | -$1.18M |
|
1591
CALL
Molson Coors Class B
TAP
$7.95B
| $11.8M | ﹤0.01% |
254,700
-45,100
| -15% | -$2.2M |
|
1592
CALL
State Street SPDR S&P Homebuilders ETF
XHB
$1.53B
| $11.8M | ﹤0.01% |
164,600
-6,100
| -4% | -$459K |
|
1593
Home Depot
HD
$349B
| $11.8M | ﹤0.01% |
35,970
-8,204
| -19% | -$2.69M |
|
1594
CALL
VF Corp
VFC
$5.8B
| $11.8M | ﹤0.01% |
176,100
-282,900
| -62% | -$21.7M |
|
1595
PUT
Aterian
ATER
$5.02M
| $11.8M | ﹤0.01% |
90,767
+81,917
| +926% | +$9.08M |
|
1596
PUT
NCR Voyix
VYX
$1.15B
| $11.8M | ﹤0.01% |
495,846
+152,405
| +44% | +$3.97M |
|
1597
Quest Diagnostics
DGX
$26.3B
| $11.8M | ﹤0.01% |
81,137
+9,971
| +14% | +$1.46M |
|
1598
PUT
Lightspeed Commerce
LSPD
$1.32B
| $11.8M | ﹤0.01% |
122,300
+94,400
| +338% | +$9.37M |
|
1599
PUT
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.58B
| $11.8M | ﹤0.01% |
309,300
+82,700
| +36% | +$3.19M |
|
|
ACCD
1600
CALL
DELISTED
Accolade Inc
ACCD
| $11.8M | ﹤0.01% |
279,500
-32,100
| -10% | -$1.51M |
|
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.