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 | |
|---|---|---|---|---|---|---|
2076
CALL
NCR Voyix
VYX
$1.14B
| $8.53M | ﹤0.01% |
345,723
+199,186
| +136% | +$5.05M |
|
2077
CALL
Baxter International
BAX
$14.2B
| $8.52M | ﹤0.01% |
99,300
-31,000
| -24% | -$2.5M |
|
2078
First Trust Exchange-Traded Fund II First Trust International Equity Opportunities ETF
FPXI
$297M
| $8.52M | ﹤0.01% |
147,841
+64,313
| +77% | +$4.02M |
|
2079
iShares GNMA Bond ETF
GNMA
$423M
| $8.52M | ﹤0.01% |
171,213
+84,035
| +96% | +$4.19M |
|
2080
PIMCO Broad US TIPS Index Exchange-Traded Fund
TIPZ
$88.4M
| $8.52M | ﹤0.01% |
128,925
+78,132
| +154% | +$5.18M |
|
2081
Shift4
FOUR
$3.27B
| $8.51M | ﹤0.01% |
146,815
-221,212
| -60% | -$14.1M |
|
2082
PUT
Camping World
CWH
$653M
| $8.5M | ﹤0.01% |
210,500
+58,100
| +38% | +$2.35M |
|
2083
PUT
Dropbox
DBX
$8.12B
| $8.5M | ﹤0.01% |
346,200
+132,300
| +62% | +$3.56M |
|
|
FISV
2084
Fiserv Inc
FISV
$27.9B
| $8.49M | ﹤0.01% |
81,852
-89,714
| -52% | -$9.28M |
|
2085
Lumentum
LITE
$69.3B
| $8.49M | ﹤0.01% |
80,297
+11,036
| +16% | +$1M |
|
2086
Yum! Brands
YUM
$41.1B
| $8.49M | ﹤0.01% |
61,149
-21,521
| -26% | -$2.75M |
|
2087
CALL
Marriott Vacations Worldwide
VAC
$4.24B
| $8.48M | ﹤0.01% |
50,200
+16,900
| +51% | +$2.72M |
|
2088
CALL
Corsair Gaming
CRSR
$1.53B
| $8.46M | ﹤0.01% |
402,800
-43,600
| -10% | -$1.04M |
|
2089
Groupon
GRPN
$951M
| $8.46M | ﹤0.01% |
365,296
+266,122
| +268% | +$6.21M |
|
|
IAA
2090
CALL
DELISTED
IAA, Inc. Common Stock
IAA
| $8.45M | ﹤0.01% |
167,000
-445,100
| -73% | -$23.7M |
|
2091
PUT
iShares US Home Construction ETF
ITB
$2.35B
| $8.45M | ﹤0.01% |
101,900
-346,300
| -77% | -$26.1M |
|
2092
CALL
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$27.3B
| $8.44M | ﹤0.01% |
16,300
-18,800
| -54% | -$9.56M |
|
2093
CALL
State Street SPDR S&P Retail ETF
XRT
$327M
| $8.43M | ﹤0.01% |
93,400
+54,600
| +141% | +$5.14M |
|
2094
CALL
Deckers Outdoor
DECK
$13.3B
| $8.43M | ﹤0.01% |
138,000
-176,400
| -56% | -$11.4M |
|
2095
CALL
Global E Online
GLBE
$7.11B
| $8.41M | ﹤0.01% |
132,700
+124,100
| +1,443% | +$7.47M |
|
2096
TotalEnergies
TTE
$190B
| $8.41M | ﹤0.01% |
170,082
-504,802
| -75% | -$25.1M |
|
|
FITB
2097
CALL
Fifth Third Bancorp
FITB
$51.8B
| $8.41M | ﹤0.01% |
193,100
+34,700
| +22% | +$1.52M |
|
2098
PUT
Equifax
EFX
$21.4B
| $8.4M | ﹤0.01% |
28,700
-3,200
| -10% | -$891K |
|
2099
Ferrari
RACE
$72.5B
| $8.39M | ﹤0.01% |
32,424
-8,553
| -21% | -$2.11M |
|
2100
CALL
Fair Isaac
FICO
$22.5B
| $8.37M | ﹤0.01% |
19,300
-17,500
| -48% | -$6.95M |
|
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.