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 | |
|---|---|---|---|---|---|---|
1076
Sunrun
RUN
$2.5B
| $23.4M | 0.01% |
681,741
+203,225
| +42% | +$9.51M |
|
1077
PUT
TransDigm Group
TDG
$69.4B
| $23.4M | 0.01% |
36,700
-300
| -0.8% | -$188K |
|
1078
CALL
Analog Devices
ADI
$184B
| $23.3M | 0.01% |
132,800
-117,109
| -47% | -$20.8M |
|
1079
HDFC Bank
HDB
$123B
| $23.3M | 0.01% |
716,752
-181,988
| -20% | -$6.37M |
|
1080
CALL
O'Reilly Automotive
ORLY
$76.3B
| $23.3M | 0.01% |
495,000
+129,000
| +35% | +$5.58M |
|
1081
CALL
iShares Russell 2000 Value ETF
IWN
$14.6B
| $23.3M | 0.01% |
140,300
-6,700
| -5% | -$1.12M |
|
1082
Sprott Uranium Miners ETF
URNM
$1.91B
| $23.3M | 0.01% |
646,464
+641,064
| +11,872% | +$27.5M |
|
1083
CALL
Mettler-Toledo International
MTD
$28.5B
| $23.3M | 0.01% |
+13,700
| New | +$20.7M |
|
1084
Macy's
M
$6.71B
| $23.2M | 0.01% |
887,556
+358,829
| +68% | +$9.79M |
|
1085
CALL
CRISPR Therapeutics
CRSP
$5.07B
| $23.2M | 0.01% |
306,500
+135,300
| +79% | +$11.8M |
|
1086
Lyft
LYFT
$6.26B
| $23.2M | 0.01% |
543,420
+292,227
| +116% | +$13.7M |
|
1087
CALL
Direxion Daily Energy Bull 2X ETF
ERX
$217M
| $23.2M | 0.01% |
783,400
-155,700
| -17% | -$4.75M |
|
1088
Alcon
ALC
$34.4B
| $23.2M | 0.01% |
262,011
+47,028
| +22% | +$3.87M |
|
1089
Albemarle
ALB
$14B
| $23.2M | 0.01% |
99,139
+87,269
| +735% | +$21.6M |
|
1090
Schwab 1-5 Year Corporate Bond ETF
SCHJ
$848M
| $23.1M | 0.01% |
912,574
+895,444
| +5,227% | +$22.7M |
|
1091
CALL
Skyworks Solutions
SWKS
$10.1B
| $23.1M | 0.01% |
148,600
+14,700
| +11% | +$2.35M |
|
1092
PUT
Qorvo
QRVO
$8.4B
| $23.1M | 0.01% |
147,400
+60,800
| +70% | +$9.67M |
|
1093
Invesco Emerging Markets Sovereign Debt ETF
PCY
$1.4B
| $23M | 0.01% |
873,743
+571,868
| +189% | +$15.1M |
|
1094
CALL
Fastly Inc
FSLY
$4.07B
| $23M | 0.01% |
649,000
+44,100
| +7% | +$1.92M |
|
|
FL
1095
CALL
DELISTED
Foot Locker
FL
| $23M | 0.01% |
526,900
+331,200
| +169% | +$15.7M |
|
1096
PUT
PennyMac Financial
PFSI
$3.94B
| $22.9M | 0.01% |
328,200
+107,600
| +49% | +$7.1M |
|
1097
CALL
FuboTV Inc
FUBO
$314M
| $22.9M | 0.01% |
122,925
-30,725
| -20% | -$8.64M |
|
1098
PUT
Constellation Brands
STZ
$22.3B
| $22.9M | 0.01% |
91,200
-200,900
| -69% | -$45.8M |
|
1099
CALL
Mondelez International
MDLZ
$79.9B
| $22.9M | 0.01% |
344,600
+130,900
| +61% | +$8.08M |
|
1100
AngloGold Ashanti
AU
$44.8B
| $22.8M | 0.01% |
1,087,780
+133,270
| +14% | +$2.6M |
|
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, 4,066 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.