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 |
Apple
AAPL
|
+$1.79B |
| 2 |
iShares Core MSCI Emerging Markets ETF
IEMG
|
+$1.49B |
| 3 |
PayPal
PYPL
|
+$549M |
| 4 |
iShares 7-10 Year Treasury Bond ETF
IEF
|
+$503M |
| 5 |
iShares ESG Aware MSCI EM ETF
ESGE
|
+$402M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Amazon
AMZN
|
+$629M |
| 2 |
iShares MSCI Taiwan ETF
EWT
|
+$469M |
| 3 |
iShares Core US Aggregate Bond ETF
AGG
|
+$323M |
| 4 |
Airbnb
ABNB
|
+$265M |
| 5 |
Adobe
ADBE
|
+$251M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 2.89% |
| 2 | Consumer Discretionary | 2.31% |
| 3 | Financials | 1.28% |
| 4 | Communication Services | 1.14% |
| 5 | Healthcare | 0.83% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
426
PUT
Starbucks
SBUX
$118B
| $83.5M | 0.03% |
713,700
-95,300
| -12% | -$10.7M |
|
427
PUT
Fidelity National Information Services
FIS
$23.1B
| $83.5M | 0.03% |
764,600
+23,800
| +3% | +$2.69M |
|
428
CALL
DraftKings
DKNG
$11.7B
| $83.3M | 0.03% |
3,031,600
-262,900
| -8% | -$10.3M |
|
429
PUT
Blackrock
BLK
$175B
| $83.1M | 0.03% |
90,800
-28,000
| -24% | -$25.6M |
|
430
CALL
Danaher
DHR
$139B
| $83.1M | 0.03% |
284,933
-29,102
| -9% | -$8.02M |
|
431
CALL
Charter Communications
CHTR
$17.2B
| $83.1M | 0.03% |
127,400
+90,500
| +245% | +$61.6M |
|
432
Mercado Libre
MELI
$96.3B
| $83M | 0.03% |
61,572
+52,675
| +592% | +$74M |
|
|
ATVI
433
DELISTED
Activision Blizzard
ATVI
| $83M | 0.03% |
1,246,816
+628,872
| +102% | +$43M |
|
434
PUT
DexCom
DXCM
$32.9B
| $82.7M | 0.03% |
616,400
+128,000
| +26% | +$18.4M |
|
435
Delta Air Lines
DAL
$60.2B
| $82.7M | 0.03% |
2,116,371
+484,915
| +30% | +$19.4M |
|
436
CALL
Verizon
VZ
$197B
| $82.7M | 0.03% |
1,591,200
+339,900
| +27% | +$17.7M |
|
437
PUT
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$315M
| $82.1M | 0.03% |
4,860,200
-125,100
| -3% | -$2.17M |
|
438
Intel
INTC
$459B
| $82M | 0.03% |
1,592,320
+1,101,597
| +224% | +$56.3M |
|
439
PUT
Atlassian
TEAM
$26.3B
| $81.9M | 0.03% |
214,800
+59,500
| +38% | +$23.9M |
|
440
State Street SPDR Portfolio Long Term Treasury ETF
SPTL
$10.6B
| $81.5M | 0.03% |
1,933,572
+668,505
| +53% | +$28.1M |
|
441
Cleveland-Cliffs
CLF
$6.4B
| $81.4M | 0.03% |
3,740,601
+637,383
| +21% | +$13.7M |
|
442
CALL
Fortinet
FTNT
$120B
| $81.4M | 0.03% |
1,132,000
+145,500
| +15% | +$9.58M |
|
443
PUT
Autodesk
ADSK
$49.6B
| $81.3M | 0.03% |
289,300
+4,900
| +2% | +$1.43M |
|
|
444
CALL
Blackrock
BLK
$175B
| $81.3M | 0.03% |
88,800
-32,100
| -27% | -$29.3M |
|
445
PUT
Lockheed Martin
LMT
$135B
| $81.2M | 0.03% |
228,400
+70,600
| +45% | +$24.4M |
|
446
PUT
Expedia Group
EXPE
$35.8B
| $80.9M | 0.03% |
447,800
-93,000
| -17% | -$15.8M |
|
447
CALL
Wynn Resorts
WYNN
$10.2B
| $80.7M | 0.03% |
949,000
-879,500
| -48% | -$77.9M |
|
448
PUT
Biogen
BIIB
$29.8B
| $80.7M | 0.03% |
336,200
+2,200
| +0.7% | +$566K |
|
449
CALL
AutoZone
AZO
$48.8B
| $80.3M | 0.03% |
38,300
+13,300
| +53% | +$24.8M |
|
450
CALL
McKesson
MCK
$96.8B
| $80.1M | 0.03% |
322,100
+113,100
| +54% | +$24.8M |
|
Similar funds
Jane Street's Q4 2021 Portfolio in Review
As of Q4 2021, Jane Street held 11,406 positions worth $303B, up 7.1% from $283B the previous quarter. Its ten largest holdings account for 36% of the portfolio.
Jane Street's Q4 2021 filing shows 1,576 new, 4,118 increased, 4,069 reduced and 1,444 closed positions. Its largest new stake was Vanguard International High Dividend Yield ETF: 3,286,756 shares worth $221M. The largest sale was Amazon, an estimated $629M.
By sector, the portfolio is most concentrated in Technology at 2.9% of assets, up from 1.8% a quarter earlier, followed by Consumer Discretionary and Financials.
- Jane Street's largest Q4 2021 buy was Vanguard International High Dividend Yield ETF: 3,286,756 shares worth $221M.
- Jane Street added most to Apple in Q4 2021, an estimated $1.79B increase.
- Jane Street's biggest Q4 2021 reduction was Amazon, cutting an estimated $629M.
- Jane Street fully exited iShares MSCI All Country Asia ex Japan ETF in Q4 2021, selling an estimated $173M.
- Jane Street's ten largest holdings make up 36% of its $303B portfolio in Q4 2021.
- Jane Street opened 1,576 new positions and closed 1,444 in Q4 2021.
- Jane Street's portfolio value rose 7.1% quarter-over-quarter to $303B.
Based on Jane Street's 13F filing for Q4 2021, filed 15 Feb 2022.