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 | |
|---|---|---|---|---|---|---|
1626
PUT
ArcelorMittal
MT
$55.2B
| $11.5M | ﹤0.01% |
382,200
+95,300
| +33% | +$3.11M |
|
1627
CALL
Ferrari
RACE
$71.6B
| $11.5M | ﹤0.01% |
55,100
-4,200
| -7% | -$902K |
|
1628
PUT
US Global Jets ETF
JETS
$803M
| $11.5M | ﹤0.01% |
487,500
+109,000
| +29% | +$2.51M |
|
1629
CVS Health
CVS
$123B
| $11.5M | ﹤0.01% |
135,728
-401,056
| -75% | -$33.6M |
|
1630
CALL
QuidelOrtho
QDEL
$1.11B
| $11.5M | ﹤0.01% |
81,500
-24,200
| -23% | -$3.25M |
|
1631
PUT
L3Harris
LHX
$53.9B
| $11.5M | ﹤0.01% |
52,200
+11,300
| +28% | +$2.57M |
|
1632
CALL
SM Energy
SM
$6.88B
| $11.5M | ﹤0.01% |
435,400
+19,400
| +5% | +$392K |
|
1633
CALL
EPAM Systems
EPAM
$4.86B
| $11.5M | ﹤0.01% |
20,100
+6,000
| +43% | +$3.53M |
|
1634
Armstrong World Industries
AWI
$7.78B
| $11.4M | ﹤0.01% |
+119,889
| New | +$12.6M |
|
|
SIVB
1635
DELISTED
SVB Financial Group
SIVB
| $11.4M | ﹤0.01% |
17,690
-15,682
| -47% | -$9.09M |
|
|
MRTX
1636
CALL
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
| $11.4M | ﹤0.01% |
64,500
+12,300
| +24% | +$1.98M |
|
1637
CALL
Wabtec
WAB
$49.9B
| $11.4M | ﹤0.01% |
132,200
+33,100
| +33% | +$2.85M |
|
1638
CALL
APA Corp
APA
$12.9B
| $11.4M | ﹤0.01% |
531,600
-900
| -0.2% | -$17.2K |
|
1639
Copart
CPRT
$26.9B
| $11.4M | ﹤0.01% |
328,464
+239,404
| +269% | +$8.55M |
|
1640
Lithia Motors
LAD
$8.26B
| $11.4M | ﹤0.01% |
35,934
-24,812
| -41% | -$8.64M |
|
1641
iShares International Select Dividend ETF
IDV
$8.48B
| $11.4M | ﹤0.01% |
374,447
+57,747
| +18% | +$1.86M |
|
1642
Vident International Equity Strategy
VIDI
$443M
| $11.4M | ﹤0.01% |
426,929
+291,445
| +215% | +$8.01M |
|
1643
CALL
Kraft Heinz
KHC
$29.6B
| $11.4M | ﹤0.01% |
308,900
+19,700
| +7% | +$742K |
|
1644
Lockheed Martin
LMT
$135B
| $11.4M | ﹤0.01% |
32,957
+21,065
| +177% | +$7.62M |
|
1645
Vanguard Intermediate-Term Bond ETF
BIV
$28.8B
| $11.4M | ﹤0.01% |
127,128
-379,114
| -75% | -$34.3M |
|
|
TRTN
1646
CALL
DELISTED
Triton International Limited
TRTN
| $11.4M | ﹤0.01% |
218,300
+107,900
| +98% | +$5.61M |
|
|
FITB
1647
PUT
Fifth Third Bancorp
FITB
$51.7B
| $11.4M | ﹤0.01% |
267,500
+211,600
| +379% | +$8.1M |
|
1648
DTE Energy
DTE
$29.1B
| $11.3M | ﹤0.01% |
101,595
-47,515
| -32% | -$5.57M |
|
1649
CALL
Ocugen
OCGN
$420M
| $11.3M | ﹤0.01% |
1,579,300
-1,246,400
| -44% | -$9.15M |
|
1650
Morgan Stanley
MS
$336B
| $11.3M | ﹤0.01% |
116,475
-105,308
| -47% | -$10.4M |
|
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.