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 | |
|---|---|---|---|---|---|---|
626
CALL
Peloton Interactive
PTON
$2.38B
| $56.2M | 0.02% |
2,127,800
+163,400
| +8% | +$4.68M |
|
627
AT&T
T
$162B
| $56.1M | 0.02% |
3,145,079
+871,361
| +38% | +$16.1M |
|
628
Marathon Petroleum
MPC
$84B
| $56.1M | 0.02% |
655,750
+617,893
| +1,632% | +$47M |
|
629
CALL
iShares Core Dividend Growth ETF
DGRO
$43.4B
| $56M | 0.02% |
1,049,200
+101,700
| +11% | +$5.43M |
|
630
PUT
iShares Silver Trust
SLV
$29.8B
| $56M | 0.02% |
2,446,500
+1,541,000
| +170% | +$34.3M |
|
631
Baidu
BIDU
$37.1B
| $55.9M | 0.02% |
422,563
-263,985
| -38% | -$39.8M |
|
632
CALL
Norwegian Cruise Line
NCLH
$8.89B
| $55.8M | 0.02% |
2,548,000
-769,400
| -23% | -$15.7M |
|
633
Canadian Natural Resources
CNQ
$94.8B
| $55.7M | 0.02% |
1,829,187
-236,245
| -11% | -$6.3M |
|
634
PUT
HCA Healthcare
HCA
$88.5B
| $55.5M | 0.02% |
221,300
+72,100
| +48% | +$18.1M |
|
635
PUT
PepsiCo
PEP
$189B
| $55.3M | 0.02% |
330,200
+83,500
| +34% | +$14M |
|
636
HEICO Corp Class A
HEI.A
$36.9B
| $54.9M | 0.02% |
+432,953
| New | +$52.4M |
|
637
CALL
Emerson Electric
EMR
$87.5B
| $54.4M | 0.02% |
555,100
+352,000
| +173% | +$33.3M |
|
638
HP
HPQ
$25.8B
| $54.4M | 0.02% |
1,498,377
+1,314,716
| +716% | +$48.6M |
|
639
CALL
General Dynamics
GD
$105B
| $54.3M | 0.02% |
225,000
+161,700
| +255% | +$35.9M |
|
640
CALL
SoFi Technologies
SOFI
$23.4B
| $54.1M | 0.02% |
5,729,100
+2,467,700
| +76% | +$28.3M |
|
641
CALL
iShares Core S&P 500 ETF
IVV
$897B
| $54.1M | 0.02% |
119,300
+96,000
| +412% | +$42.9M |
|
642
CALL
McKesson
MCK
$102B
| $54.1M | 0.02% |
176,700
-145,400
| -45% | -$39.5M |
|
643
PUT
Hilton Worldwide
HLT
$72.5B
| $54.1M | 0.02% |
356,400
+21,700
| +6% | +$3.2M |
|
644
Vanguard International High Dividend Yield ETF
VYMI
$20.8B
| $54M | 0.02% |
799,173
-2,487,583
| -76% | -$169M |
|
645
PUT
Stryker
SYK
$129B
| $53.8M | 0.02% |
201,300
+69,200
| +52% | +$17.9M |
|
646
CALL
Bunge Global
BG
$20.9B
| $53.7M | 0.02% |
485,000
+332,600
| +218% | +$34.1M |
|
647
Intuitive Surgical
ISRG
$132B
| $53.7M | 0.02% |
178,088
-26,919
| -13% | -$7.86M |
|
648
PUT
Blackstone
BX
$107B
| $53.7M | 0.02% |
423,100
-151,100
| -26% | -$18.4M |
|
649
PUT
Eli Lilly
LLY
$1.06T
| $53.6M | 0.02% |
187,300
-243,800
| -57% | -$62.7M |
|
650
CALL
Steel Dynamics
STLD
$37.5B
| $53.6M | 0.02% |
642,700
+467,400
| +267% | +$31.5M |
|
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.