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 | |
|---|---|---|---|---|---|---|
2326
iShares MSCI EAFE Value ETF
EFV
$29.4B
| $6.68M | ﹤0.01% |
+131,463
| New | +$6.81M |
|
2327
CALL
Sonos
SONO
$1.85B
| $6.68M | ﹤0.01% |
206,300
-189,100
| -48% | -$6.81M |
|
2328
PUT
Cardinal Health
CAH
$55.4B
| $6.67M | ﹤0.01% |
134,900
+64,200
| +91% | +$3.48M |
|
|
MRTX
2329
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
| $6.66M | ﹤0.01% |
37,652
-10,352
| -22% | -$1.67M |
|
|
2330
Sonos
SONO
$1.85B
| $6.66M | ﹤0.01% |
205,695
+108,033
| +111% | +$3.89M |
|
2331
PUT
New Oriental
EDU
$8.98B
| $6.65M | ﹤0.01% |
324,460
+24,400
| +8% | +$775K |
|
2332
CarMax
KMX
$8.26B
| $6.65M | ﹤0.01% |
51,977
+17,596
| +51% | +$2.34M |
|
|
PNTM
2333
DELISTED
Pontem Corporation
PNTM
| $6.65M | ﹤0.01% |
684,804
+11,013
| +2% | +$107K |
|
2334
CALL
Quince Therapeutics
QNCX
$29.5M
| $6.64M | ﹤0.01% |
363
+320
| +744% | +$5.09M |
|
2335
CALL
Nutrien
NTR
$30.7B
| $6.63M | ﹤0.01% |
102,300
-45,800
| -31% | -$2.8M |
|
2336
PUT
Jazz Pharmaceuticals
JAZZ
$16.7B
| $6.63M | ﹤0.01% |
50,900
-15,136
| -23% | -$2.29M |
|
2337
PUT
Steel Dynamics
STLD
$37.6B
| $6.63M | ﹤0.01% |
113,300
-224,900
| -66% | -$14.4M |
|
|
DVAX
2338
DELISTED
Dynavax Technologies
DVAX
| $6.62M | ﹤0.01% |
344,674
+177,180
| +106% | +$2.35M |
|
2339
McDonald's
MCD
$195B
| $6.62M | ﹤0.01% |
27,445
-22,559
| -45% | -$5.38M |
|
|
PTRA
2340
CALL
DELISTED
Proterra Inc. Common Stock
PTRA
| $6.62M | ﹤0.01% |
654,500
+619,900
| +1,792% | +$7M |
|
2341
CALL
Boyd Gaming
BYD
$6.06B
| $6.61M | ﹤0.01% |
104,500
+67,800
| +185% | +$4.02M |
|
2342
PUT
Boston Properties
BXP
$11.1B
| $6.6M | ﹤0.01% |
60,900
+15,100
| +33% | +$1.73M |
|
2343
ProShares UltraShort Bloomberg Crude Oil
SCO
$728M
| $6.59M | ﹤0.01% |
21,712
+19,041
| +713% | +$6.84M |
|
2344
CALL
M&T Bank
MTB
$36.2B
| $6.59M | ﹤0.01% |
44,100
-4,600
| -9% | -$638K |
|
2345
PUT
Johnson Controls International
JCI
$92.2B
| $6.58M | ﹤0.01% |
96,600
-25,000
| -21% | -$1.81M |
|
2346
CALL
Red Rock Resorts
RRR
$3.62B
| $6.57M | ﹤0.01% |
128,300
+92,500
| +258% | +$4.04M |
|
2347
CALL
Huntington Bancshares
HBAN
$35.5B
| $6.57M | ﹤0.01% |
424,800
+240,800
| +131% | +$3.54M |
|
|
BIG
2348
PUT
DELISTED
Big Lots, Inc.
BIG
| $6.55M | ﹤0.01% |
151,100
+83,300
| +123% | +$4.54M |
|
|
BGFV
2349
CALL
DELISTED
Big 5 Sporting Goods
BGFV
| $6.52M | ﹤0.01% |
283,100
+210,500
| +290% | +$5.16M |
|
2350
iShares ESG Aware US Aggregate Bond ETF
EAGG
$4.97B
| $6.52M | ﹤0.01% |
+118,277
| New | +$6.58M |
|
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.