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 | |
|---|---|---|---|---|---|---|
976
Invesco Emerging Markets Sovereign Debt ETF
PCY
$1.4B
| $29.9M | 0.01% |
1,321,285
+447,542
| +51% | +$10.7M |
|
977
CALL
Danaos Corp
DAC
$2.56B
| $29.9M | 0.01% |
291,000
+114,300
| +65% | +$10.4M |
|
978
FlexShares STOXX Global Broad Infrastructure Index Fund
NFRA
$3.02B
| $29.8M | 0.01% |
518,752
-436,495
| -46% | -$24.5M |
|
979
CALL
Allstate
ALL
$67.5B
| $29.6M | 0.01% |
213,900
+24,800
| +13% | +$3.11M |
|
|
SWN
980
CALL
DELISTED
Southwestern Energy Company
SWN
| $29.6M | 0.01% |
4,124,200
+3,498,400
| +559% | +$17.6M |
|
981
Vanguard Mortgage-Backed Securities ETF
VMBS
$15.5B
| $29.4M | 0.01% |
586,636
+468,575
| +397% | +$24.1M |
|
982
PUT
Apollo Global Management
APO
$73.4B
| $29.4M | 0.01% |
473,900
+57,500
| +14% | +$3.78M |
|
|
ZEN
983
PUT
DELISTED
ZENDESK INC
ZEN
| $29.4M | 0.01% |
244,200
+10,900
| +5% | +$1.18M |
|
984
Vanguard FTSE Emerging Markets ETF
VWO
$124B
| $29.3M | 0.01% |
635,906
+72,106
| +13% | +$3.47M |
|
985
PUT
Macy's
M
$6.68B
| $29.3M | 0.01% |
1,203,500
+599,400
| +99% | +$15.4M |
|
986
CALL
PENN Entertainment
PENN
$2.7B
| $29.3M | 0.01% |
690,700
-109,704
| -14% | -$5.01M |
|
987
PUT
Antero Resources
AR
$10.7B
| $29.2M | 0.01% |
956,900
+323,000
| +51% | +$7.25M |
|
988
PUT
CF Industries
CF
$17.3B
| $29.1M | 0.01% |
282,400
+74,800
| +36% | +$6.04M |
|
989
PUT
iShares MSCI Taiwan ETF
EWT
$10.7B
| $29M | 0.01% |
472,500
+443,100
| +1,507% | +$28.4M |
|
990
CALL
Futu Holdings
FUTU
$15.3B
| $29M | 0.01% |
890,700
-849,300
| -49% | -$34M |
|
991
CALL
Autodesk
ADSK
$52.6B
| $29M | 0.01% |
135,200
-61,100
| -31% | -$14.1M |
|
992
CALL
L3Harris
LHX
$53.4B
| $28.9M | 0.01% |
116,400
+102,300
| +726% | +$23.8M |
|
993
PUT
Prudential Financial
PRU
$41.8B
| $28.8M | 0.01% |
243,900
+140,900
| +137% | +$16M |
|
994
CALL
Automatic Data Processing
ADP
$108B
| $28.7M | 0.01% |
126,200
+38,700
| +44% | +$8.29M |
|
995
CALL
First Trust Dow Jones Internet Index Fund ETF
FDN
$5.45B
| $28.7M | 0.01% |
152,800
+91,800
| +150% | +$17.5M |
|
996
Regeneron Pharmaceuticals
REGN
$80.8B
| $28.7M | 0.01% |
41,100
+20,550
| +100% | +$13M |
|
997
CALL
Equinix
EQIX
$103B
| $28.7M | 0.01% |
38,700
+21,400
| +124% | +$15.4M |
|
998
JPMorgan Chase
JPM
$950B
| $28.6M | 0.01% |
210,047
+18,714
| +10% | +$2.76M |
|
999
Royal Caribbean
RCL
$85.6B
| $28.6M | 0.01% |
341,552
-91,841
| -21% | -$7.23M |
|
1000
CALL
General Mills
GIS
$19.7B
| $28.6M | 0.01% |
422,000
+129,600
| +44% | +$8.69M |
|
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.