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 | |
|---|---|---|---|---|---|---|
2401
VanEck International High Yield Bond ETF
IHY
$43.4M
| $6.27M | ﹤0.01% |
+252,139
| New | +$6.41M |
|
|
HES
2402
CALL
DELISTED
Hess
HES
| $6.26M | ﹤0.01% |
80,100
-102,200
| -56% | -$7.53M |
|
2403
PUT
General Mills
GIS
$19.7B
| $6.25M | ﹤0.01% |
104,500
-122,200
| -54% | -$7.22M |
|
2404
PUT
Dropbox
DBX
$8.12B
| $6.25M | ﹤0.01% |
213,900
-276,300
| -56% | -$8.58M |
|
2405
Sony
SONY
$138B
| $6.25M | ﹤0.01% |
282,475
+211,575
| +298% | +$4.43M |
|
2406
PUT
Bread Financial
BFH
$4.38B
| $6.25M | ﹤0.01% |
77,561
+5,639
| +8% | +$436K |
|
2407
Robert Half
RHI
$4.37B
| $6.24M | ﹤0.01% |
62,217
+49,246
| +380% | +$4.82M |
|
|
CMA
2408
CALL
DELISTED
Comerica
CMA
| $6.24M | ﹤0.01% |
77,500
+28,600
| +58% | +$2.06M |
|
2409
PUT
Direxion Daily S&P Oil & Gas Exp. & Prod. Bull 2X ETF
GUSH
$221M
| $6.23M | ﹤0.01% |
270,800
+800
| +0.3% | +$14.6K |
|
|
IBDP
2410
DELISTED
iShares iBonds Dec 2024 Term Corporate ETF
IBDP
| $6.23M | ﹤0.01% |
236,999
+32,262
| +16% | +$849K |
|
|
MNDT
2411
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $6.23M | ﹤0.01% |
349,807
-146,133
| -29% | -$2.77M |
|
2412
State Street Materials Select Sector SPDR ETF
XLB
$8.66B
| $6.22M | ﹤0.01% |
157,298
-45,438
| -22% | -$1.89M |
|
2413
PUT
EPAM Systems
EPAM
$5.03B
| $6.22M | ﹤0.01% |
10,900
+4,700
| +76% | +$2.77M |
|
|
GRID
2414
First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund
GRID
$12.1B
| $6.21M | ﹤0.01% |
67,007
-125,846
| -65% | -$12.1M |
|
2415
PUT
Vanguard Dividend Appreciation ETF
VIG
$114B
| $6.21M | ﹤0.01% |
40,400
-39,000
| -49% | -$6.21M |
|
|
AVLR
2416
PUT
DELISTED
Avalara, Inc.
AVLR
| $6.2M | ﹤0.01% |
35,500
+400
| +1% | +$68.8K |
|
|
CVET
2417
DELISTED
Covetrus, Inc. Common Stock
CVET
| $6.2M | ﹤0.01% |
341,599
+325,491
| +2,021% | +$7.46M |
|
2418
CALL
Direxion Daily Gold Miners Index Bull 2X ETF
NUGT
$1.23B
| $6.19M | ﹤0.01% |
145,100
+74,200
| +105% | +$3.93M |
|
2419
CALL
L3Harris
LHX
$53.4B
| $6.19M | ﹤0.01% |
28,100
+7,700
| +38% | +$1.75M |
|
2420
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
| $6.19M | ﹤0.01% |
89,882
-826,882
| -90% | -$58.9M |
|
2421
dLocal
DLO
$4.24B
| $6.18M | ﹤0.01% |
+113,361
| New | +$6.32M |
|
|
ANZUU
2422
DELISTED
Anzu Special Acquisition Corp I Units
ANZUU
| $6.18M | ﹤0.01% |
624,496
-5
| -0% | -$50 |
|
2423
Invesco DB Agriculture Fund
DBA
$1.23B
| $6.17M | ﹤0.01% |
322,901
-127,913
| -28% | -$2.4M |
|
2424
CALL
Stem
STEM
$52.7M
| $6.17M | ﹤0.01% |
12,905
-27,960
| -68% | -$14.7M |
|
2425
PUT
Group 1 Automotive
GPI
$3.18B
| $6.16M | ﹤0.01% |
32,800
+23,500
| +253% | +$3.99M |
|
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.