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 | |
|---|---|---|---|---|---|---|
1926
CALL
Aramark
ARMK
$14.8B
| $9.06M | ﹤0.01% |
381,706
+286,002
| +299% | +$7.08M |
|
1927
PUT
Chubb
CB
$135B
| $9.06M | ﹤0.01% |
52,200
+31,800
| +156% | +$5.57M |
|
1928
PUT
Burlington
BURL
$23.1B
| $9.05M | ﹤0.01% |
31,900
+25,100
| +369% | +$8.02M |
|
1929
Polaris
PII
$4.05B
| $9.04M | ﹤0.01% |
75,504
-109,059
| -59% | -$13.9M |
|
1930
PUT
HP
HPQ
$27.3B
| $9.03M | ﹤0.01% |
330,100
+146,300
| +80% | +$4.2M |
|
|
TGH
1931
DELISTED
Textainer Group Holdings limited
TGH
| $9.03M | ﹤0.01% |
258,678
+10,772
| +4% | +$352K |
|
|
SWCH
1932
CALL
DELISTED
Switch, Inc. Class A Common Stock
SWCH
| $9.03M | ﹤0.01% |
355,600
+85,800
| +32% | +$2.01M |
|
|
HOLX
1933
CALL
DELISTED
Hologic
HOLX
| $9.03M | ﹤0.01% |
122,300
-41,100
| -25% | -$3.08M |
|
1934
Valero Energy
VLO
$86.2B
| $9.02M | ﹤0.01% |
127,754
-9,776
| -7% | -$651K |
|
1935
Tower Semiconductor
TSEM
$28.4B
| $8.99M | ﹤0.01% |
300,836
+40,478
| +16% | +$1.16M |
|
1936
First Trust NASDAQ Clean Edge Green Energy Index Fund
QCLN
$634M
| $8.99M | ﹤0.01% |
143,613
+47,511
| +49% | +$3.11M |
|
1937
CALL
Direxion Daily S&P Biotech Bear 3X ETF
LABD
$58.9M
| $8.99M | ﹤0.01% |
42,200
+18,590
| +79% | +$3.95M |
|
1938
Dropbox
DBX
$8.12B
| $8.98M | ﹤0.01% |
307,355
-507,751
| -62% | -$15.8M |
|
|
DQ
1939
CALL
Daqo New Energy
DQ
$971M
| $8.98M | ﹤0.01% |
157,500
-18,900
| -11% | -$1.13M |
|
1940
CALL
Universal Display
OLED
$4.18B
| $8.97M | ﹤0.01% |
52,500
+19,300
| +58% | +$4M |
|
1941
CALL
American Eagle Outfitters
AEO
$2.99B
| $8.97M | ﹤0.01% |
347,800
+197,600
| +132% | +$6.28M |
|
1942
PUT
iShares Russell 1000 Value ETF
IWD
$83.7B
| $8.97M | ﹤0.01% |
57,300
-5,200
| -8% | -$834K |
|
1943
PUT
EQT Corp
EQT
$32.4B
| $8.96M | ﹤0.01% |
438,000
+183,100
| +72% | +$3.54M |
|
1944
Algonquin Power & Utilities
AQN
$4.41B
| $8.94M | ﹤0.01% |
610,723
-617,174
| -50% | -$9.52M |
|
1945
Lowe's Companies
LOW
$125B
| $8.94M | ﹤0.01% |
44,081
+127
| +0.3% | +$25.3K |
|
1946
PUT
Duke Energy
DUK
$97.7B
| $8.94M | ﹤0.01% |
91,600
-58,200
| -39% | -$6.03M |
|
|
FL
1947
CALL
DELISTED
Foot Locker
FL
| $8.94M | ﹤0.01% |
195,700
+111,000
| +131% | +$6.17M |
|
|
PLAN
1948
CALL
DELISTED
Anaplan, Inc.
PLAN
| $8.91M | ﹤0.01% |
146,400
-17,400
| -11% | -$1.04M |
|
1949
CALL
Vanguard Dividend Appreciation ETF
VIG
$114B
| $8.91M | ﹤0.01% |
58,000
+16,900
| +41% | +$2.69M |
|
1950
PUT
Campbell Soup
CPB
$6.9B
| $8.87M | ﹤0.01% |
212,200
-50,200
| -19% | -$2.18M |
|
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.