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 | |
|---|---|---|---|---|---|---|
76
Alibaba
BABA
$293B
| $409M | 0.14% |
3,444,109
+1,679,647
| +95% | +$245M |
|
77
CALL
Pfizer
PFE
$143B
| $406M | 0.13% |
6,877,500
+1,537,300
| +29% | +$76.2M |
|
78
PUT
Costco
COST
$422B
| $404M | 0.13% |
712,100
+107,800
| +18% | +$55.2M |
|
79
PUT
Walt Disney
DIS
$167B
| $402M | 0.13% |
2,595,300
+695,300
| +37% | +$112M |
|
80
Microsoft
MSFT
$3.45T
| $402M | 0.13% |
1,194,730
+1,123,241
| +1,571% | +$364M |
|
81
CALL
Micron Technology
MU
$930B
| $400M | 0.13% |
4,291,100
+455,900
| +12% | +$35.6M |
|
|
82
iShares ESG Aware MSCI EM ETF
ESGE
$6.58B
| $398M | 0.13% |
10,005,089
+9,758,995
| +3,966% | +$402M |
|
83
CALL
SPDR Gold Trust
GLD
$131B
| $389M | 0.13% |
2,274,800
+730,700
| +47% | +$123M |
|
84
PUT
Mercado Libre
MELI
$95.2B
| $386M | 0.13% |
286,100
-13,200
| -4% | -$18.5M |
|
85
PUT
Qualcomm
QCOM
$155B
| $385M | 0.13% |
2,106,100
-244,600
| -10% | -$39.2M |
|
86
PUT
TSMC
TSM
$2.1T
| $385M | 0.13% |
3,201,200
+692,700
| +28% | +$81.1M |
|
87
NVIDIA
NVDA
$4.86T
| $377M | 0.12% |
12,832,630
+7,852,490
| +158% | +$216M |
|
|
88
CALL
Qualcomm
QCOM
$155B
| $374M | 0.12% |
2,046,400
+363,600
| +22% | +$58.2M |
|
89
CALL
AMC Entertainment Holdings
AMC
$2.52B
| $373M | 0.12% |
1,371,800
-24,410
| -2% | -$8.6M |
|
90
PUT
Berkshire Hathaway Class B
BRK.B
$1.1T
| $360M | 0.12% |
1,202,400
+596,200
| +98% | +$171M |
|
91
CALL
Procter & Gamble
PG
$336B
| $358M | 0.12% |
2,190,200
+558,000
| +34% | +$82.8M |
|
|
92
PUT
Micron Technology
MU
$930B
| $356M | 0.12% |
3,819,100
-1,206,100
| -24% | -$94.2M |
|
93
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.65B
| $352M | 0.12% |
3,676,300
-4,981,400
| -58% | -$510M |
|
94
Walmart Inc
WMT
$885B
| $350M | 0.12% |
7,259,469
+2,519,826
| +53% | +$120M |
|
95
CALL
Lam Research
LRCX
$367B
| $348M | 0.11% |
4,845,000
+1,466,000
| +43% | +$91.9M |
|
96
iShares Semiconductor ETF
SOXX
$41.7B
| $346M | 0.11% |
1,914,861
+1,894,023
| +9,089% | +$318M |
|
97
iShares MBS ETF
MBB
$38.9B
| $345M | 0.11% |
3,207,216
+3,203,991
| +99,349% | +$345M |
|
98
PUT
iShares MSCI EAFE ETF
EFA
$78B
| $343M | 0.11% |
4,357,700
+2,245,100
| +106% | +$178M |
|
99
CALL
iShares Expanded Tech-Software Sector ETF
IGV
$12.7B
| $341M | 0.11% |
4,291,500
+577,000
| +16% | +$48.2M |
|
100
Moderna
MRNA
$21.8B
| $340M | 0.11% |
1,339,870
+879,448
| +191% | +$257M |
|
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.