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 | |
|---|---|---|---|---|---|---|
2301
CALL
ScottsMiracle-Gro
SMG
$3.66B
| $6.78M | ﹤0.01% |
46,300
+13,900
| +43% | +$2.28M |
|
2302
CALL
DXC Technology
DXC
$1.73B
| $6.77M | ﹤0.01% |
201,500
-67,000
| -25% | -$2.54M |
|
2303
iShares Global Materials ETF
MXI
$362M
| $6.77M | ﹤0.01% |
79,493
-4,315
| -5% | -$392K |
|
2304
PUT
PACCAR
PCAR
$70.1B
| $6.76M | ﹤0.01% |
128,550
+79,200
| +160% | +$4.4M |
|
2305
eBay
EBAY
$49.8B
| $6.76M | ﹤0.01% |
97,052
-33,949
| -26% | -$2.43M |
|
2306
PUT
ProShares UltraPro Dow 30
UDOW
$925M
| $6.76M | ﹤0.01% |
196,600
-30,000
| -13% | -$1.14M |
|
2307
CALL
Zillow
ZG
$7.63B
| $6.76M | ﹤0.01% |
76,300
+41,100
| +117% | +$4.19M |
|
2308
CALL
Darling Ingredients
DAR
$9.44B
| $6.75M | ﹤0.01% |
93,900
+18,700
| +25% | +$1.34M |
|
|
BOAC
2309
DELISTED
Bluescape Opportunities Acquisition Corp.
BOAC
| $6.75M | ﹤0.01% |
688,503
+34,719
| +5% | +$340K |
|
2310
PUT
iShares Russell Mid-Cap ETF
IWR
$57.4B
| $6.74M | ﹤0.01% |
+86,200
| New | +$6.91M |
|
|
MRTX
2311
PUT
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
| $6.74M | ﹤0.01% |
38,100
+21,100
| +124% | +$3.39M |
|
2312
Vanguard FTSE Developed Markets ETF
VEA
$236B
| $6.74M | ﹤0.01% |
133,400
-1,150,016
| -90% | -$59.8M |
|
2313
State Street SPDR S&P North American Natural Resources ETF
NANR
$777M
| $6.73M | ﹤0.01% |
169,072
+55,970
| +49% | +$2.21M |
|
2314
CALL
Planet Fitness
PLNT
$3.78B
| $6.73M | ﹤0.01% |
85,700
+19,900
| +30% | +$1.51M |
|
2315
PUT
Crown Holdings
CCK
$13.1B
| $6.72M | ﹤0.01% |
66,700
-17,200
| -21% | -$1.8M |
|
|
FITB
2316
CALL
Fifth Third Bancorp
FITB
$51.8B
| $6.72M | ﹤0.01% |
158,400
+45,000
| +40% | +$1.72M |
|
2317
PIMCO 1-5 Year US TIPS Index Exchange-Traded Fund
STPZ
$516M
| $6.71M | ﹤0.01% |
122,376
-1,116,413
| -90% | -$61.5M |
|
2318
CALL
TE Connectivity
TEL
$62.6B
| $6.71M | ﹤0.01% |
48,900
+19,400
| +66% | +$2.8M |
|
2319
Brookfield Infrastructure
BIPC
$4.85B
| $6.71M | ﹤0.01% |
+168,036
| New | +$7.36M |
|
2320
CALL
PTC
PTC
$16B
| $6.71M | ﹤0.01% |
56,000
+44,300
| +379% | +$5.91M |
|
2321
CALL
iShares US Technology ETF
IYW
$25.2B
| $6.7M | ﹤0.01% |
+66,200
| New | +$6.91M |
|
2322
iShares MSCI Japan Small-Cap ETF
SCJ
$263M
| $6.7M | ﹤0.01% |
81,479
+70,536
| +645% | +$5.76M |
|
2323
PUT
Acadia Healthcare
ACHC
$2.94B
| $6.7M | ﹤0.01% |
105,000
-6,300
| -6% | -$398K |
|
2324
CALL
Blue Owl Capital
OWL
$18.5B
| $6.7M | ﹤0.01% |
430,300
+336,500
| +359% | +$4.67M |
|
2325
PUT
Weyerhaeuser
WY
$18.4B
| $6.69M | ﹤0.01% |
188,100
-1,100
| -0.6% | -$38.5K |
|
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.