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 | |
|---|---|---|---|---|---|---|
2126
Deckers Outdoor
DECK
$13.3B
| $7.81M | ﹤0.01% |
130,020
-104,718
| -45% | -$7.17M |
|
|
CTLT
2127
DELISTED
CATALENT, INC.
CTLT
| $7.79M | ﹤0.01% |
58,580
-4,507
| -7% | -$563K |
|
2128
PUT
AB InBev
BUD
$165B
| $7.79M | ﹤0.01% |
136,900
-6,300
| -4% | -$395K |
|
2129
CALL
Tencent Music
TME
$15.6B
| $7.78M | ﹤0.01% |
1,072,800
-327,200
| -23% | -$3.21M |
|
2130
PUT
Moody's
MCO
$82.7B
| $7.78M | ﹤0.01% |
21,900
+11,300
| +107% | +$4.26M |
|
|
GAP
2131
CALL
The Gap Inc
GAP
$7.37B
| $7.77M | ﹤0.01% |
342,400
-25,800
| -7% | -$713K |
|
2132
PUT
GrowGeneration
GRWG
$90.7M
| $7.77M | ﹤0.01% |
315,000
+135,500
| +75% | +$4.79M |
|
2133
CALL
Five Below
FIVE
$13.5B
| $7.76M | ﹤0.01% |
43,900
+24,500
| +126% | +$4.88M |
|
2134
Avis
CAR
$5.02B
| $7.76M | ﹤0.01% |
66,583
+7,376
| +12% | +$650K |
|
2135
iShares Residential and Multisector Real Estate ETF
REZ
$879M
| $7.75M | ﹤0.01% |
+90,511
| New | +$8.02M |
|
2136
Trex
TREX
$5.01B
| $7.75M | ﹤0.01% |
75,984
+56,356
| +287% | +$5.89M |
|
2137
United Rentals
URI
$72.4B
| $7.75M | ﹤0.01% |
22,071
-157,442
| -88% | -$52.9M |
|
|
2138
CALL
Moody's
MCO
$82.7B
| $7.74M | ﹤0.01% |
21,800
+16,200
| +289% | +$6.1M |
|
2139
CALL
GXO Logistics
GXO
$5.55B
| $7.73M | ﹤0.01% |
+98,600
| New | +$7.73M |
|
2140
PUT
Floor & Decor
FND
$6.68B
| $7.73M | ﹤0.01% |
64,000
+6,300
| +11% | +$752K |
|
2141
CALL
Harley-Davidson
HOG
$2.71B
| $7.73M | ﹤0.01% |
211,100
-53,900
| -20% | -$2.17M |
|
2142
CALL
FIVE9
FIVN
$2.6B
| $7.71M | ﹤0.01% |
48,300
+16,200
| +50% | +$2.96M |
|
2143
PUT
Waste Management
WM
$91B
| $7.71M | ﹤0.01% |
51,600
+10,300
| +25% | +$1.54M |
|
2144
PUT
Cheniere Energy
LNG
$52.9B
| $7.71M | ﹤0.01% |
78,900
+16,300
| +26% | +$1.43M |
|
|
IMPX
2145
DELISTED
AEA-Bridges Impact Corp
IMPX
| $7.71M | ﹤0.01% |
787,869
+9,728
| +1% | +$94.8K |
|
2146
CALL
Zai Lab
ZLAB
$2.62B
| $7.7M | ﹤0.01% |
73,100
-42,200
| -37% | -$6.06M |
|
2147
iShares ESG Aware MSCI EAFE ETF
ESGD
$12.3B
| $7.68M | ﹤0.01% |
97,985
-439,596
| -82% | -$35.3M |
|
2148
CALL
Realty Income
O
$59.1B
| $7.67M | ﹤0.01% |
121,982
-2,787
| -2% | -$188K |
|
2149
Pool Corp
POOL
$7.5B
| $7.67M | ﹤0.01% |
17,645
+10,227
| +138% | +$4.85M |
|
2150
CALL
Prothena Corp
PRTA
$459M
| $7.66M | ﹤0.01% |
107,600
+16,600
| +18% | +$1.03M |
|
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.