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 | |
|---|---|---|---|---|---|---|
1976
PUT
United Parks & Resorts
PRKS
$2.12B
| $8.71M | ﹤0.01% |
157,400
+60,500
| +62% | +$3.05M |
|
1977
O'Reilly Automotive
ORLY
$76.3B
| $8.7M | ﹤0.01% |
213,645
+14,655
| +7% | +$587K |
|
1978
CALL
Citizens Financial Group
CFG
$30.6B
| $8.7M | ﹤0.01% |
185,200
+84,900
| +85% | +$3.73M |
|
1979
CALL
Genius Sports
GENI
$2.11B
| $8.7M | ﹤0.01% |
466,100
+134,300
| +40% | +$2.46M |
|
1980
PUT
Travelers Companies
TRV
$80.2B
| $8.7M | ﹤0.01% |
57,200
+15,000
| +36% | +$2.32M |
|
|
HZNP
1981
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
| $8.7M | ﹤0.01% |
79,375
-22,765
| -22% | -$2.36M |
|
1982
PUT
AutoNation
AN
$6.92B
| $8.67M | ﹤0.01% |
71,200
-34,400
| -33% | -$3.88M |
|
1983
Alcoa
AA
$13.2B
| $8.67M | ﹤0.01% |
177,072
-392,992
| -69% | -$16.6M |
|
1984
AMC Entertainment Holdings
AMC
$2.31B
| $8.67M | ﹤0.01% |
22,769
+6,436
| +39% | +$2.6M |
|
1985
CALL
Western Alliance Bancorporation
WAL
$8.87B
| $8.66M | ﹤0.01% |
79,600
+44,600
| +127% | +$4.34M |
|
1986
CALL
WIX.com
WIX
$2.52B
| $8.66M | ﹤0.01% |
44,200
-41,400
| -48% | -$10.3M |
|
|
TGH
1987
CALL
DELISTED
Textainer Group Holdings limited
TGH
| $8.65M | ﹤0.01% |
247,800
+134,400
| +119% | +$4.4M |
|
|
NVRO
1988
DELISTED
NEVRO CORP.
NVRO
| $8.64M | ﹤0.01% |
74,249
+65,651
| +764% | +$8.59M |
|
1989
CALL
Aptiv
APTV
$10.3B
| $8.64M | ﹤0.01% |
58,000
-4,200
| -7% | -$654K |
|
1990
PUT
SkinHealth Systems
SKIN
$85.7M
| $8.64M | ﹤0.01% |
332,700
+202,800
| +156% | +$4.46M |
|
1991
PUT
Mohawk Industries
MHK
$9.22B
| $8.64M | ﹤0.01% |
48,700
+4,500
| +10% | +$872K |
|
1992
CALL
Zimmer Biomet
ZBH
$18.4B
| $8.63M | ﹤0.01% |
60,770
+28,222
| +87% | +$4.15M |
|
1993
PUT
Emerson Electric
EMR
$88.3B
| $8.62M | ﹤0.01% |
91,500
+11,000
| +14% | +$1.1M |
|
1994
Masco
MAS
$15.3B
| $8.61M | ﹤0.01% |
154,900
+109,555
| +242% | +$6.5M |
|
1995
PUT
CSX Corp
CSX
$93.1B
| $8.6M | ﹤0.01% |
289,300
+56,900
| +24% | +$1.82M |
|
1996
PUT
Rocket Companies
RKT
$38.8B
| $8.6M | ﹤0.01% |
536,300
-361,400
| -40% | -$6.32M |
|
|
ETAC
1997
DELISTED
E.Merge Technology Acquisition Corp. Class A Common Stock
ETAC
| $8.6M | ﹤0.01% |
875,501
+40,584
| +5% | +$396K |
|
1998
PUT
Vipshop
VIPS
$7.53B
| $8.59M | ﹤0.01% |
771,400
-455,700
| -37% | -$7.16M |
|
1999
Equinor
EQNR
$92.4B
| $8.59M | ﹤0.01% |
337,628
+180,138
| +114% | +$3.86M |
|
2000
CALL
Becton Dickinson
BDX
$48.7B
| $8.58M | ﹤0.01% |
35,773
-3,997
| -10% | -$980K |
|
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.