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 |
Vanguard FTSE Europe ETF
VGK
|
+$869M |
| 2 |
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
|
+$794M |
| 3 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$732M |
| 4 |
State Street SPDR Bloomberg High Yield Bond ETF
JNK
|
+$701M |
| 5 |
Invesco QQQ Trust
QQQ
|
+$688M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Apple
AAPL
|
+$1.61B |
| 2 |
iShares Core MSCI Emerging Markets ETF
IEMG
|
+$1.25B |
| 3 |
Tesla
TSLA
|
+$994M |
| 4 |
VanEck Fallen Angel High Yield Bond ETF
ANGL
|
+$441M |
| 5 |
iShares 20+ Year Treasury Bond ETF
TLT
|
+$396M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 2.2% |
| 2 | Consumer Discretionary | 1.52% |
| 3 | Communication Services | 1.07% |
| 4 | Financials | 1.06% |
| 5 | Healthcare | 0.8% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
26
CALL
Alphabet (Google) Class C
GOOG
$4.11T
| $1.57B | 0.51% |
11,232,000
+2,342,000
| +26% | +$318M |
|
27
CALL
Advanced Micro Devices
AMD
$700B
| $1.53B | 0.49% |
13,957,708
+1,859,708
| +15% | +$222M |
|
|
28
PUT
Alphabet (Google) Class A
GOOGL
$4.12T
| $1.51B | 0.49% |
10,854,000
-1,804,000
| -14% | -$245M |
|
29
PUT
Meta Platforms (Facebook)
META
$1.49T
| $1.48B | 0.48% |
6,642,700
+2,237,000
| +51% | +$559M |
|
|
30
Invesco QQQ Trust
QQQ
$436B
| $1.23B | 0.4% |
3,405,182
+1,937,190
| +132% | +$688M |
|
|
31
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.05B
| $1.22B | 0.39% |
11,877,679
+6,723,193
| +130% | +$701M |
|
32
CALL
iShares Russell 2000 ETF
IWM
$79.1B
| $1.17B | 0.38% |
5,684,400
-115,200
| -2% | -$23.5M |
|
|
33
Apple
AAPL
$4.97T
| $1.16B | 0.38% |
6,660,133
-9,595,592
| -59% | -$1.61B |
|
|
34
PUT
Advanced Micro Devices
AMD
$700B
| $1.14B | 0.37% |
10,433,556
+1,589,456
| +18% | +$190M |
|
35
NVIDIA
NVDA
$4.6T
| $1.07B | 0.35% |
39,307,640
+26,475,010
| +206% | +$664M |
|
36
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.7B
| $1.03B | 0.33% |
11,126,400
+9,541,200
| +602% | +$874M |
|
|
37
Vanguard FTSE Europe ETF
VGK
$30.1B
| $943M | 0.3% |
15,134,192
+13,553,137
| +857% | +$869M |
|
38
PUT
Alibaba
BABA
$276B
| $883M | 0.29% |
8,114,900
-927,500
| -10% | -$107M |
|
|
39
Alphabet (Google) Class A
GOOGL
$4.12T
| $798M | 0.26% |
5,739,020
+3,813,980
| +198% | +$518M |
|
|
40
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.9B
| $792M | 0.26% |
8,100,138
+7,832,324
| +2,925% | +$794M |
|
41
PUT
Netflix
NFLX
$307B
| $770M | 0.25% |
20,546,000
+9,307,000
| +83% | +$387M |
|
|
42
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$42.4B
| $735M | 0.24% |
5,562,900
+4,727,100
| +566% | +$652M |
|
43
PUT
ARK Innovation ETF
ARKK
$5.59B
| $706M | 0.23% |
10,649,200
+8,722,000
| +453% | +$615M |
|
44
PUT
Booking.com
BKNG
$156B
| $685M | 0.22% |
7,292,500
+200,000
| +3% | +$18.7M |
|
45
CALL
Boeing
BA
$169B
| $674M | 0.22% |
3,521,600
-1,657,600
| -32% | -$333M |
|
|
46
Meta Platforms (Facebook)
META
$1.49T
| $673M | 0.22% |
3,026,088
+1,511,485
| +100% | +$378M |
|
47
PUT
Lockheed Martin
LMT
$131B
| $658M | 0.21% |
1,490,900
+1,262,500
| +553% | +$512M |
|
|
48
CALL
Netflix
NFLX
$307B
| $615M | 0.2% |
16,429,000
+6,014,000
| +58% | +$250M |
|
49
PUT
Shopify
SHOP
$168B
| $614M | 0.2% |
9,089,000
+4,248,000
| +88% | +$349M |
|
50
PUT
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$169M
| $592M | 0.19% |
1,440,319
+1,336,038
| +1,281% | +$492M |
|
Similar funds
Jane Street's Q1 2022 Portfolio in Review
As of Q1 2022, Jane Street held 11,631 positions worth $309B, up 2% from $303B the previous quarter. Its ten largest holdings account for 34% of the portfolio.
Jane Street deployed $25.7B of net new capital in Q1 2022, opening 1,655 new positions and adding to 4,389 existing holdings. Its largest new stake was VanEck JP Morgan EM Local Currency Bond ETF: 7,670,482 shares worth $207M.
By sector, the portfolio is most concentrated in Technology at 2.2% of assets, down from 2.9% a quarter earlier, followed by Consumer Discretionary and Communication Services.
On the sell side, the largest reduction was Apple, an estimated $1.61B trimmed.
- Jane Street's largest Q1 2022 buy was VanEck JP Morgan EM Local Currency Bond ETF: 7,670,482 shares worth $207M.
- Jane Street added most to Vanguard FTSE Europe ETF in Q1 2022, an estimated $869M increase.
- Jane Street's biggest Q1 2022 reduction was Apple, cutting an estimated $1.61B.
- Jane Street fully exited iShares MBS ETF in Q1 2022, selling an estimated $335M.
- Jane Street's ten largest holdings make up 34% of its $309B portfolio in Q1 2022.
- Jane Street opened 1,655 new positions and closed 1,449 in Q1 2022.
- Jane Street's portfolio value rose 2% quarter-over-quarter to $309B.
Based on Jane Street's 13F filing for Q1 2022, filed 17 May 2022.