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 | |
|---|---|---|---|---|---|---|
1151
State Street SPDR S&P Global Dividend ETF
WDIV
$281M
| $22.9M | 0.01% |
339,095
+273,714
| +419% | +$18.4M |
|
1152
PUT
Illumina
ILMN
$28.4B
| $22.9M | 0.01% |
67,231
-68,876
| -51% | -$23.3M |
|
1153
PUT
LyondellBasell Industries
LYB
$19.2B
| $22.8M | 0.01% |
221,400
+28,100
| +15% | +$2.8M |
|
1154
Agnico Eagle Mines
AEM
$90.5B
| $22.7M | 0.01% |
371,026
+68,748
| +23% | +$3.72M |
|
1155
CALL
Public Storage
PSA
$61.3B
| $22.7M | 0.01% |
58,100
-37,100
| -39% | -$13.5M |
|
1156
CALL
Vanguard S&P 500 ETF
VOO
$1.01T
| $22.7M | 0.01% |
54,600
+3,400
| +7% | +$1.39M |
|
1157
PUT
Air Products & Chemicals
APD
$67.6B
| $22.7M | 0.01% |
90,700
+38,100
| +72% | +$9.79M |
|
1158
Invesco DB US Dollar Index Bullish Fund
UUP
$422M
| $22.7M | 0.01% |
861,298
+324,446
| +60% | +$8.42M |
|
1159
PUT
APA Corp
APA
$13.3B
| $22.6M | 0.01% |
548,000
+67,500
| +14% | +$2.36M |
|
1160
iShares GNMA Bond ETF
GNMA
$423M
| $22.6M | 0.01% |
474,391
+303,178
| +177% | +$14.7M |
|
1161
Twilio
TWLO
$36.6B
| $22.6M | 0.01% |
137,215
-124,029
| -47% | -$22.6M |
|
1162
KKR & Co
KKR
$92.3B
| $22.6M | 0.01% |
386,357
+340,553
| +744% | +$21.4M |
|
1163
CALL
iShares Biotechnology ETF
IBB
$9.77B
| $22.6M | 0.01% |
173,300
-64,500
| -27% | -$8.4M |
|
1164
iShares Core 1-5 Year USD Bond ETF
ISTB
$5.13B
| $22.6M | 0.01% |
465,737
+19,319
| +4% | +$954K |
|
1165
FlexShares Morningstar Emerging Markets Factor Tilt Index Fund
TLTE
$347M
| $22.6M | 0.01% |
404,747
+199,242
| +97% | +$11.5M |
|
1166
Ferrari
RACE
$72.5B
| $22.6M | 0.01% |
103,451
+71,027
| +219% | +$15.9M |
|
1167
iShares MSCI Taiwan ETF
EWT
$10.7B
| $22.6M | 0.01% |
367,047
+287,307
| +360% | +$18.4M |
|
1168
First Trust Managed Municipal ETF
FMB
$2.06B
| $22.6M | 0.01% |
+425,077
| New | +$23.4M |
|
1169
CALL
Unilever
UL
$136B
| $22.5M | 0.01% |
440,267
+250,400
| +132% | +$13.9M |
|
1170
Altria Group
MO
$114B
| $22.5M | 0.01% |
430,145
-378,257
| -47% | -$19.3M |
|
1171
PUT
McKesson
MCK
$101B
| $22.5M | 0.01% |
73,400
+19,000
| +35% | +$5.17M |
|
1172
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
$19.1B
| $22.5M | 0.01% |
438,778
-2,129,179
| -83% | -$109M |
|
1173
CALL
DigitalOcean
DOCN
$14.6B
| $22.4M | 0.01% |
387,400
+18,000
| +5% | +$1.05M |
|
1174
CALL
Helmerich & Payne
HP
$3.71B
| $22.4M | 0.01% |
523,100
+230,000
| +78% | +$7.92M |
|
1175
IQ MacKay Municipal Insured ETF
MMIN
$468M
| $22.4M | 0.01% |
874,034
+689,716
| +374% | +$18.3M |
|
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.