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 | |
|---|---|---|---|---|---|---|
2351
CALL
AdvisorShares Pure US Cannabis ETF
MSOS
$880M
| $6.51M | ﹤0.01% |
206,400
-130,600
| -39% | -$4.53M |
|
2352
CALL
HP
HPQ
$27.5B
| $6.49M | ﹤0.01% |
237,300
-55,400
| -19% | -$1.59M |
|
2353
iShares MSCI Global Sustainable Development Goals ETF
SDG
$175M
| $6.49M | ﹤0.01% |
67,590
+18,607
| +38% | +$1.83M |
|
2354
PUT
Citizens Financial Group
CFG
$30.6B
| $6.49M | ﹤0.01% |
138,100
+40,900
| +42% | +$1.8M |
|
2355
CALL
Quanta Services
PWR
$101B
| $6.49M | ﹤0.01% |
57,000
-51,300
| -47% | -$5.14M |
|
|
ABMD
2356
DELISTED
Abiomed Inc
ABMD
| $6.48M | ﹤0.01% |
19,917
+3,513
| +21% | +$1.19M |
|
2357
PUT
Doximity
DOCS
$4.88B
| $6.48M | ﹤0.01% |
+80,300
| New | +$5.87M |
|
2358
CALL
Yelp
YELP
$1.41B
| $6.47M | ﹤0.01% |
173,800
-3,300
| -2% | -$125K |
|
2359
Williams-Sonoma
WSM
$29.6B
| $6.47M | ﹤0.01% |
72,940
-14,546
| -17% | -$1.23M |
|
2360
PUT
Ciena
CIEN
$58.4B
| $6.46M | ﹤0.01% |
125,900
+54,800
| +77% | +$3.04M |
|
2361
CALL
Leslie's
LESL
$11M
| $6.46M | ﹤0.01% |
15,730
-19,705
| -56% | -$9.44M |
|
2362
Plains All American Pipeline
PAA
$16.1B
| $6.46M | ﹤0.01% |
635,375
-10,057
| -2% | -$99.9K |
|
2363
iShares Intermediate Government/Credit Bond ETF
GVI
$3.78B
| $6.44M | ﹤0.01% |
+55,974
| New | +$6.49M |
|
2364
Aflac
AFL
$62.6B
| $6.44M | ﹤0.01% |
123,523
+116,281
| +1,606% | +$6.36M |
|
2365
CALL
Rockwell Automation
ROK
$49B
| $6.44M | ﹤0.01% |
21,900
-23,900
| -52% | -$7.34M |
|
|
WW
2366
CALL
DELISTED
WW International
WW
| $6.41M | ﹤0.01% |
351,000
+167,300
| +91% | +$4.37M |
|
2367
PUT
Dynatrace
DT
$14.2B
| $6.4M | ﹤0.01% |
90,200
+15,100
| +20% | +$990K |
|
|
ZEN
2368
PUT
DELISTED
ZENDESK INC
ZEN
| $6.4M | ﹤0.01% |
55,000
-23,700
| -30% | -$3.06M |
|
|
CYBR
2369
PUT
DELISTED
CyberArk
CYBR
| $6.39M | ﹤0.01% |
40,500
+25,800
| +176% | +$3.92M |
|
2370
iShares MSCI Philippines ETF
EPHE
$145M
| $6.39M | ﹤0.01% |
214,795
+112,981
| +111% | +$3.34M |
|
|
FPAC
2371
DELISTED
Far Peak Acquisition Corporation
FPAC
| $6.39M | ﹤0.01% |
642,146
-195,810
| -23% | -$1.95M |
|
2372
Sasol
SSL
$7.1B
| $6.39M | ﹤0.01% |
+338,963
| New | +$5.17M |
|
|
PLAN
2373
DELISTED
Anaplan, Inc.
PLAN
| $6.38M | ﹤0.01% |
104,852
-148,710
| -59% | -$8.85M |
|
2374
PUT
Gogo Inc
GOGO
$492M
| $6.38M | ﹤0.01% |
368,900
-3,500
| -0.9% | -$42.4K |
|
2375
CALL
PVH
PVH
$4.04B
| $6.37M | ﹤0.01% |
62,000
-50,700
| -45% | -$5.46M |
|
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.