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 | |
|---|---|---|---|---|---|---|
726
PUT
Martin Marietta Materials
MLM
$32.3B
| $45.4M | 0.01% |
117,900
+68,100
| +137% | +$26.4M |
|
727
ICICI Bank
IBN
$109B
| $45.3M | 0.01% |
2,394,327
-941,882
| -28% | -$18.8M |
|
|
CPE
728
CALL
DELISTED
Callon Petroleum Company
CPE
| $45.2M | 0.01% |
765,200
+229,800
| +43% | +$12.6M |
|
729
PUT
Travelers Companies
TRV
$80.5B
| $44.9M | 0.01% |
245,800
+205,400
| +508% | +$35.2M |
|
|
CERN
730
CALL
DELISTED
Cerner Corp
CERN
| $44.7M | 0.01% |
477,500
-352,400
| -42% | -$32.6M |
|
731
Home Depot
HD
$349B
| $44.6M | 0.01% |
148,974
+80,694
| +118% | +$28M |
|
732
CALL
Etsy
ETSY
$7.55B
| $44.6M | 0.01% |
358,600
-75,800
| -17% | -$11.3M |
|
733
PUT
Direxion Daily Financial Bull 3x ETF
FAS
$2.47B
| $44.5M | 0.01% |
378,300
-52,000
| -12% | -$6.58M |
|
734
CALL
Humana
HUM
$44.1B
| $44.4M | 0.01% |
102,000
+56,100
| +122% | +$23.5M |
|
735
CALL
Academy Sports + Outdoors
ASO
$2.94B
| $44.4M | 0.01% |
1,126,200
+640,100
| +132% | +$23.5M |
|
736
PUT
Unity
U
$18B
| $44.3M | 0.01% |
446,400
-421,000
| -49% | -$43.6M |
|
737
PUT
Devon Energy
DVN
$47.4B
| $44.2M | 0.01% |
746,800
+266,700
| +56% | +$14.4M |
|
738
Global X Autonomous & Electric Vehicles ETF
DRIV
$429M
| $44.1M | 0.01% |
+1,600,204
| New | +$44.6M |
|
739
PUT
Charter Communications
CHTR
$18.8B
| $43.9M | 0.01% |
80,400
-118,200
| -60% | -$69.4M |
|
740
PUT
Caesars Entertainment
CZR
$6.12B
| $43.8M | 0.01% |
565,800
-104,400
| -16% | -$8.38M |
|
741
CALL
Stellantis
STLA
$20.9B
| $43.7M | 0.01% |
2,688,637
+2,305,237
| +601% | +$42.2M |
|
742
PUT
Petrobras
PBR
$119B
| $43.7M | 0.01% |
2,952,900
+2,421,700
| +456% | +$32.5M |
|
743
CALL
Fidelity National Information Services
FIS
$22.1B
| $43.6M | 0.01% |
434,200
+10,000
| +2% | +$1.05M |
|
744
PUT
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.51B
| $43.3M | 0.01% |
1,053,000
+835,500
| +384% | +$36.3M |
|
745
PUT
KB Home
KBH
$3.49B
| $43.3M | 0.01% |
1,338,100
+618,100
| +86% | +$24.3M |
|
746
PUT
TJX Companies
TJX
$179B
| $43.3M | 0.01% |
714,700
+566,900
| +384% | +$38M |
|
747
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$146M
| $43.3M | 0.01% |
105,189
+65,297
| +164% | +$24M |
|
748
State Street SPDR Portfolio Developed World ex-US ETF
SPDW
$41.2B
| $43.2M | 0.01% |
+1,259,929
| New | +$43.7M |
|
749
CALL
Carvana
CVNA
$75.1B
| $43.2M | 0.01% |
1,810,000
-1,209,500
| -40% | -$35.3M |
|
750
CALL
CME Group
CME
$95B
| $43.2M | 0.01% |
181,500
+55,100
| +44% | +$12.9M |
|
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.