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 | |
|---|---|---|---|---|---|---|
2076
iShares MSCI EAFE Min Vol Factor ETF
EFAV
$5.51B
| $9.39M | ﹤0.01% |
+130,212
| New | +$9.45M |
|
2077
CALL
AES
AES
$10.5B
| $9.39M | ﹤0.01% |
364,900
+215,000
| +143% | +$4.86M |
|
2078
Assurant
AIZ
$14.3B
| $9.39M | ﹤0.01% |
51,625
+47,154
| +1,055% | +$7.72M |
|
2079
Lumen
LUMN
$6.44B
| $9.38M | ﹤0.01% |
832,497
+273,918
| +49% | +$3.14M |
|
2080
CALL
GDS Holdings
GDS
$6.41B
| $9.38M | ﹤0.01% |
239,000
+156,800
| +191% | +$6.4M |
|
2081
PUT
Old Dominion Freight Line
ODFL
$44.9B
| $9.38M | ﹤0.01% |
62,800
+48,600
| +342% | +$7.57M |
|
2082
Vanguard Morningstar Large-Cap ETF
VV
$54.5B
| $9.36M | ﹤0.01% |
+44,881
| New | +$9.22M |
|
2083
PUT
TripAdvisor
TRIP
$1.26B
| $9.35M | ﹤0.01% |
344,900
+8,400
| +2% | +$224K |
|
2084
lululemon athletica
LULU
$14.6B
| $9.34M | ﹤0.01% |
25,573
-12,953
| -34% | -$4.22M |
|
2085
CALL
Freshpet
FRPT
$3.22B
| $9.33M | ﹤0.01% |
90,900
+22,100
| +32% | +$2.08M |
|
2086
WisdomTree Europe SmallCap Dividend Fund
DFE
$169M
| $9.33M | ﹤0.01% |
138,774
+43,232
| +45% | +$2.98M |
|
2087
iShares Treasury Floating Rate Bond ETF
TFLO
$6.72B
| $9.32M | ﹤0.01% |
185,122
+73,513
| +66% | +$3.7M |
|
2088
CALL
AbCellera Biologics
ABCL
$2.12B
| $9.31M | ﹤0.01% |
955,400
+221,700
| +30% | +$2.1M |
|
2089
PUT
Ciena
CIEN
$58.4B
| $9.31M | ﹤0.01% |
153,600
+106,800
| +228% | +$6.99M |
|
2090
CALL
Bio-Techne
TECH
$11.3B
| $9.31M | ﹤0.01% |
86,000
+58,400
| +212% | +$6.03M |
|
2091
Monster Beverage
MNST
$88.5B
| $9.3M | ﹤0.01% |
232,850
-15,926
| -6% | -$668K |
|
2092
UiPath
PATH
$7.8B
| $9.29M | ﹤0.01% |
430,318
-26,527
| -6% | -$894K |
|
2093
iShares Self-Driving EV and Tech ETF
IDRV
$138M
| $9.29M | ﹤0.01% |
200,066
+54,648
| +38% | +$2.66M |
|
2094
Diageo
DEO
$53.6B
| $9.27M | ﹤0.01% |
45,662
-125,389
| -73% | -$25.1M |
|
2095
Match Group
MTCH
$8.55B
| $9.27M | ﹤0.01% |
85,275
-8,169
| -9% | -$902K |
|
2096
iShares MSCI Hong Kong ETF
EWH
$1.22B
| $9.27M | ﹤0.01% |
410,685
+75,135
| +22% | +$1.75M |
|
2097
CALL
Ralph Lauren
RL
$23.6B
| $9.27M | ﹤0.01% |
81,700
+48,900
| +149% | +$5.76M |
|
2098
CALL
Zimmer Biomet
ZBH
$18.4B
| $9.27M | ﹤0.01% |
72,400
-22,875
| -24% | -$2.76M |
|
2099
CALL
Clean Energy Fuels
CLNE
$346M
| $9.24M | ﹤0.01% |
1,163,700
+747,700
| +180% | +$5.04M |
|
|
CGC
2100
CALL
Canopy Growth
CGC
$410M
| $9.2M | ﹤0.01% |
121,410
+53,760
| +79% | +$4.1M |
|
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.