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 | |
|---|---|---|---|---|---|---|
1051
TC Energy
TRP
$65.9B
| $26.6M | 0.01% |
471,862
+283,081
| +150% | +$14.9M |
|
1052
CALL
Bath & Body Works
BBWI
$4.1B
| $26.6M | 0.01% |
556,200
-48,200
| -8% | -$2.6M |
|
1053
PepsiCo
PEP
$190B
| $26.5M | 0.01% |
158,388
-189,675
| -54% | -$31.8M |
|
1054
PUT
T. Rowe Price
TROW
$24.3B
| $26.5M | 0.01% |
175,300
+72,100
| +70% | +$11.1M |
|
1055
CALL
Cintas
CTAS
$81.3B
| $26.5M | 0.01% |
249,200
-40,000
| -14% | -$3.89M |
|
1056
Invesco Ultra Short Duration ETF
GSY
$3.9B
| $26.5M | 0.01% |
531,624
+196,351
| +59% | +$9.83M |
|
1057
PUT
Tyson Foods
TSN
$20.4B
| $26.4M | 0.01% |
295,000
-351,000
| -54% | -$32M |
|
1058
CALL
AvalonBay Communities
AVB
$26.8B
| $26.4M | 0.01% |
106,300
-18,600
| -15% | -$4.54M |
|
1059
Alcoa
AA
$13.2B
| $26.3M | 0.01% |
292,648
-213,011
| -42% | -$15.5M |
|
1060
Cameco
CCJ
$42.4B
| $26.3M | 0.01% |
904,908
-40,688
| -4% | -$955K |
|
1061
CALL
Cboe Global Markets
CBOE
$29.9B
| $26.3M | 0.01% |
230,000
+128,800
| +127% | +$15.3M |
|
1062
CALL
NetEase
NTES
$84.7B
| $26.3M | 0.01% |
293,300
+125,000
| +74% | +$11.9M |
|
|
BBBY
1063
PUT
DELISTED
Bed Bath & Beyond Inc
BBBY
| $26M | 0.01% |
1,155,900
+719,300
| +165% | +$12.5M |
|
1064
CALL
Caesars Entertainment
CZR
$6.14B
| $26M | 0.01% |
336,600
-837,700
| -71% | -$67.3M |
|
1065
FlexShares Morningstar Developed Markets ex-US Factor Tilt Index Fund
TLTD
$689M
| $26M | 0.01% |
382,353
+342,740
| +865% | +$23.7M |
|
1066
PUT
Boston Scientific
BSX
$71.5B
| $26M | 0.01% |
586,800
+156,200
| +36% | +$6.77M |
|
1067
iShares MSCI Germany ETF
EWG
$1.62B
| $26M | 0.01% |
914,113
+693,569
| +314% | +$21.1M |
|
1068
Applovin
APP
$116B
| $25.9M | 0.01% |
470,775
+447,648
| +1,936% | +$28.5M |
|
|
SPLK
1069
DELISTED
Splunk Inc
SPLK
| $25.9M | 0.01% |
174,419
-144,120
| -45% | -$17.6M |
|
1070
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46.5B
| $25.8M | 0.01% |
74,412
+52,579
| +241% | +$18.2M |
|
1071
CALL
Tilray
TLRY
$622M
| $25.8M | 0.01% |
331,980
+182,250
| +122% | +$11.4M |
|
|
OTLY
1072
CALL
Oatly Group
OTLY
$438M
| $25.7M | 0.01% |
252,765
+235,985
| +1,406% | +$31.1M |
|
1073
iShares MSCI India Small-Cap ETF
SMIN
$776M
| $25.7M | 0.01% |
457,086
+348,794
| +322% | +$20M |
|
1074
Goldman Sachs ActiveBeta Emerging Markets Equity ETF
GEM
$1.72B
| $25.7M | 0.01% |
+757,130
| New | +$26.9M |
|
|
CLR
1075
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $25.5M | 0.01% |
416,254
+367,880
| +760% | +$20.4M |
|
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.