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 | |
|---|---|---|---|---|---|---|
576
State Street SPDR Portfolio TIPS ETF
SPIP
$999M
| $63.3M | 0.02% |
2,090,444
+1,983,328
| +1,852% | +$60.7M |
|
577
PUT
Marvell Technology
MRVL
$189B
| $63.1M | 0.02% |
879,300
+214,500
| +32% | +$15.5M |
|
578
iShares Expanded Tech-Software Sector ETF
IGV
$14.1B
| $63M | 0.02% |
913,910
+650,150
| +246% | +$44.6M |
|
579
iShares US Treasury Bond ETF
GOVT
$43.5B
| $62.7M | 0.02% |
2,518,810
+2,212,177
| +721% | +$56.7M |
|
580
PUT
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.41B
| $62.7M | 0.02% |
995,600
+150,900
| +18% | +$9.61M |
|
581
iShares Core MSCI Europe ETF
IEUR
$9.08B
| $62.4M | 0.02% |
1,168,641
+627,381
| +116% | +$34.3M |
|
582
CALL
Halliburton
HAL
$27.1B
| $62.1M | 0.02% |
1,641,100
+698,700
| +74% | +$22.6M |
|
583
PUT
Merck
MRK
$317B
| $62M | 0.02% |
756,100
-128,700
| -15% | -$10.1M |
|
584
CALL
Beyond Meat
BYND
$272M
| $62M | 0.02% |
1,284,100
+484,000
| +60% | +$26.6M |
|
585
Canadian Imperial Bank of Commerce
CM
$108B
| $61.9M | 0.02% |
1,017,298
+719,628
| +242% | +$45.4M |
|
586
PUT
United Rentals
URI
$72.4B
| $61.6M | 0.02% |
173,500
+60,000
| +53% | +$19.6M |
|
587
CALL
Estee Lauder
EL
$30.9B
| $61.6M | 0.02% |
226,200
+118,400
| +110% | +$35.6M |
|
588
CALL
Novavax
NVAX
$1.27B
| $61.1M | 0.02% |
830,000
-330,000
| -28% | -$29.4M |
|
589
CALL
Altria Group
MO
$113B
| $60.7M | 0.02% |
1,162,400
+716,800
| +161% | +$36.5M |
|
590
CALL
Simon Property Group
SPG
$71.9B
| $60.7M | 0.02% |
461,100
+55,400
| +14% | +$7.89M |
|
591
CALL
ZIM Integrated Shipping Services
ZIM
$3.18B
| $60.6M | 0.02% |
832,900
+252,600
| +44% | +$17.5M |
|
592
Accenture
ACN
$105B
| $60.5M | 0.02% |
179,460
+170,666
| +1,941% | +$57.6M |
|
593
CALL
Okta
OKTA
$24.9B
| $60.3M | 0.02% |
399,600
+239,300
| +149% | +$42.9M |
|
594
PUT
Lucid Motors
LCID
$2.75B
| $60.2M | 0.02% |
237,100
+46,930
| +25% | +$14M |
|
595
PUT
Danaher
DHR
$141B
| $60.2M | 0.02% |
231,466
+11,844
| +5% | +$2.97M |
|
596
PUT
The Mosaic Company
MOS
$7.46B
| $60M | 0.02% |
901,900
+340,700
| +61% | +$17M |
|
597
PUT
Futu Holdings
FUTU
$14.7B
| $59.9M | 0.02% |
1,841,100
-1,924,100
| -51% | -$77.1M |
|
598
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$22.4B
| $59.9M | 0.02% |
1,608,200
-894,600
| -36% | -$31M |
|
599
CALL
Thermo Fisher Scientific
TMO
$214B
| $59.6M | 0.02% |
100,900
-43,200
| -30% | -$24.8M |
|
600
PUT
Peloton Interactive
PTON
$2.38B
| $59.5M | 0.02% |
2,253,000
+522,200
| +30% | +$15M |
|
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 4,388 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 1,450 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.