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 | |
|---|---|---|---|---|---|---|
1851
PUT
Prudential Financial
PRU
$41.8B
| $9.57M | ﹤0.01% |
91,000
-3,700
| -4% | -$381K |
|
1852
CALL
Weibo
WB
$1.96B
| $9.56M | ﹤0.01% |
201,300
+5,400
| +3% | +$292K |
|
1853
Goldman Sachs ActiveBeta International Equity ETF
GSIE
$6.15B
| $9.56M | ﹤0.01% |
279,710
-2,661,223
| -90% | -$94.4M |
|
1854
PUT
Fair Isaac
FICO
$22.7B
| $9.55M | ﹤0.01% |
24,000
+11,800
| +97% | +$5.61M |
|
1855
iShares Global Clean Energy ETF
ICLN
$2.37B
| $9.55M | ﹤0.01% |
441,068
-3,820,840
| -90% | -$87.1M |
|
|
BSCL
1856
DELISTED
Invesco BulletShares 2021 Corporate Bond ETF
BSCL
| $9.55M | ﹤0.01% |
452,791
-592,210
| -57% | -$12.5M |
|
|
CYBR
1857
CALL
DELISTED
CyberArk
CYBR
| $9.55M | ﹤0.01% |
60,500
-11,800
| -16% | -$1.79M |
|
1858
CALL
Sony
SONY
$138B
| $9.54M | ﹤0.01% |
431,500
+1,500
| +0.3% | +$31.4K |
|
1859
CALL
F5
FFIV
$23.1B
| $9.54M | ﹤0.01% |
48,000
+23,800
| +98% | +$4.76M |
|
1860
PUT
Antero Resources
AR
$10.7B
| $9.53M | ﹤0.01% |
506,700
+209,400
| +70% | +$3.06M |
|
1861
PUT
Masco
MAS
$15.2B
| $9.51M | ﹤0.01% |
171,100
+91,400
| +115% | +$5.42M |
|
1862
CALL
KE Holdings
BEKE
$18.9B
| $9.49M | ﹤0.01% |
520,000
+323,600
| +165% | +$7.89M |
|
|
LOGC
1863
DELISTED
ContextLogic
LOGC
| $9.49M | ﹤0.01% |
57,956
-45,820
| -44% | -$11.4M |
|
1864
CALL
United States Natural Gas Fund
UNG
$457M
| $9.49M | ﹤0.01% |
117,675
+33,150
| +39% | +$2M |
|
1865
CALL
Rush Street Interactive
RSI
$2.98B
| $9.49M | ﹤0.01% |
493,800
+431,400
| +691% | +$5.9M |
|
1866
American Electric Power
AEP
$68.6B
| $9.48M | ﹤0.01% |
116,824
+75,205
| +181% | +$6.56M |
|
1867
CALL
Arista Networks
ANET
$240B
| $9.48M | ﹤0.01% |
441,600
-152,000
| -26% | -$3.48M |
|
|
VTLE
1868
CALL
DELISTED
Vital Energy
VTLE
| $9.47M | ﹤0.01% |
116,800
-81,700
| -41% | -$4.99M |
|
1869
PUT
Freshpet
FRPT
$3.22B
| $9.45M | ﹤0.01% |
66,200
+15,400
| +30% | +$2.2M |
|
1870
PUT
HSBC
HSBC
$356B
| $9.42M | ﹤0.01% |
360,300
+201,200
| +126% | +$5.48M |
|
|
K
1871
CALL
DELISTED
Kellanova
K
| $9.42M | ﹤0.01% |
156,981
+41,535
| +36% | +$2.49M |
|
1872
PUT
Alerian MLP ETF
AMLP
$12.8B
| $9.41M | ﹤0.01% |
282,400
+10,500
| +4% | +$351K |
|
1873
Hyatt Hotels
H
$16.8B
| $9.41M | ﹤0.01% |
122,074
+12,696
| +12% | +$957K |
|
1874
CALL
First Majestic Silver
AG
$8.94B
| $9.41M | ﹤0.01% |
832,200
-677,600
| -45% | -$8.75M |
|
1875
CALL
Cardinal Health
CAH
$56.1B
| $9.4M | ﹤0.01% |
190,100
+100
| +0.1% | +$5.42K |
|
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.