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 | |
|---|---|---|---|---|---|---|
2076
PUT
Vale
VALE
$62.6B
| $8.09M | ﹤0.01% |
579,600
-1,552,900
| -73% | -$30.5M |
|
2077
PUT
Equifax
EFX
$21.4B
| $8.08M | ﹤0.01% |
31,900
+3,800
| +14% | +$988K |
|
2078
PUT
Energy Transfer Partners
ET
$69.3B
| $8.08M | ﹤0.01% |
843,400
-20,000
| -2% | -$192K |
|
2079
CALL
Tanger
SKT
$4.52B
| $8.08M | ﹤0.01% |
495,700
-197,600
| -29% | -$3.43M |
|
2080
PUT
SAP
SAP
$238B
| $8.07M | ﹤0.01% |
59,800
+6,500
| +12% | +$944K |
|
2081
Riot Platforms
RIOT
$7.76B
| $8.07M | ﹤0.01% |
313,896
+36,841
| +13% | +$1.19M |
|
2082
Workday
WDAY
$44.4B
| $8.06M | ﹤0.01% |
32,249
+22,702
| +238% | +$5.62M |
|
2083
Vail Resorts
MTN
$5.3B
| $8.06M | ﹤0.01% |
24,124
+22,379
| +1,282% | +$6.9M |
|
2084
CALL
Allegiant Air
ALGT
$2.57B
| $8.05M | ﹤0.01% |
41,200
+35,800
| +663% | +$6.87M |
|
2085
Progressive
PGR
$125B
| $8.05M | ﹤0.01% |
89,099
+54,104
| +155% | +$5.16M |
|
2086
Invesco Emerging Markets Sovereign Debt ETF
PCY
$1.4B
| $8.05M | ﹤0.01% |
301,875
-620,853
| -67% | -$17.1M |
|
2087
ProShares Ultra VIX Short-Term Futures ETF
UVXY
$228M
| $8.05M | ﹤0.01% |
+1,311
| New | +$8.33M |
|
2088
CALL
Upwork
UPWK
$1.19B
| $8.03M | ﹤0.01% |
178,400
-16,500
| -8% | -$804K |
|
|
LAZR
2089
CALL
DELISTED
Luminar Technologies
LAZR
| $8.03M | ﹤0.01% |
34,300
-17,460
| -34% | -$4.62M |
|
|
JWN
2090
CALL
DELISTED
Nordstrom
JWN
| $8.02M | ﹤0.01% |
303,300
-125,300
| -29% | -$4M |
|
2091
CALL
Range Resources
RRC
$8.95B
| $8.02M | ﹤0.01% |
354,400
-27,700
| -7% | -$449K |
|
2092
PUT
Kimberly-Clark
KMB
$36.5B
| $8.01M | ﹤0.01% |
60,500
-73,800
| -55% | -$10M |
|
|
TWTR
2093
DELISTED
Twitter, Inc.
TWTR
| $8M | ﹤0.01% |
132,483
-381,789
| -74% | -$25.1M |
|
2094
CALL
Encompass Health
EHC
$12.4B
| $7.98M | ﹤0.01% |
133,745
+107,348
| +407% | +$6.75M |
|
|
HAPN
2095
PUT
Happen Inc
HAPN
$2.24B
| $7.98M | ﹤0.01% |
282,500
+162,700
| +136% | +$4.03M |
|
2096
CALL
FTAI Aviation
FTAI
$22.2B
| $7.97M | ﹤0.01% |
367,928
+205,627
| +127% | +$4.93M |
|
2097
PUT
TG Therapeutics
TGTX
$7.62B
| $7.97M | ﹤0.01% |
239,600
+56,700
| +31% | +$1.75M |
|
2098
Campbell Soup
CPB
$6.87B
| $7.97M | ﹤0.01% |
190,594
-61,668
| -24% | -$2.68M |
|
2099
McKesson
MCK
$101B
| $7.96M | ﹤0.01% |
39,930
-103,123
| -72% | -$20.6M |
|
2100
CALL
Revolve Group
RVLV
$1.73B
| $7.96M | ﹤0.01% |
128,800
-8,100
| -6% | -$527K |
|
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.