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 | |
|---|---|---|---|---|---|---|
|
1
CALL
Tesla
TSLA
$1.24T
| $27.6B | 8.92% |
76,729,500
-7,743,600
| -9% | -$2.41B |
|
|
2
PUT
Tesla
TSLA
$1.24T
| $15.7B | 5.07% |
43,650,900
-10,379,400
| -19% | -$3.23B |
|
|
3
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $12.4B | 4.01% |
27,440,700
+9,413,200
| +52% | +$4.19B |
|
4
CALL
Amazon
AMZN
$2.5T
| $9.75B | 3.15% |
59,812,000
+3,524,000
| +6% | +$545M |
|
|
5
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $9.15B | 2.96% |
20,249,400
+3,722,700
| +23% | +$1.66B |
|
|
6
PUT
Amazon
AMZN
$2.5T
| $8.5B | 2.75% |
52,162,000
-16,646,000
| -24% | -$2.57B |
|
|
7
PUT
Invesco QQQ Trust
QQQ
$455B
| $6.81B | 2.2% |
18,777,700
+5,751,500
| +44% | +$2.04B |
|
8
PUT
Alphabet (Google) Class C
GOOG
$3.9T
| $5.28B | 1.71% |
37,786,000
+7,740,000
| +26% | +$1.05B |
|
9
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.8B
| $5.02B | 1.63% |
14,487,400
-9,241,800
| -39% | -$3.21B |
|
|
10
CALL
Alphabet (Google) Class A
GOOGL
$3.91T
| $4.69B | 1.52% |
33,720,000
+22,106,000
| +190% | +$3B |
|
|
11
CALL
Apple
AAPL
$4.89T
| $4.68B | 1.51% |
26,805,400
-4,228,000
| -14% | -$711M |
|
12
CALL
SPDR Gold Trust
GLD
$131B
| $4.62B | 1.49% |
25,582,400
+23,307,600
| +1,025% | +$4.09B |
|
|
13
CALL
Invesco QQQ Trust
QQQ
$455B
| $4.26B | 1.38% |
11,759,400
+3,090,000
| +36% | +$1.1B |
|
|
14
PUT
Apple
AAPL
$4.89T
| $4.04B | 1.31% |
23,148,400
-5,234,400
| -18% | -$880M |
|
15
CALL
NVIDIA
NVDA
$5.01T
| $3.17B | 1.03% |
116,209,000
+7,967,000
| +7% | +$200M |
|
|
16
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $3.01B | 0.97% |
6,664,229
+1,644,258
| +33% | +$732M |
|
17
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
| $2.78B | 0.9% |
33,729,200
+12,217,000
| +57% | +$1.02B |
|
|
18
PUT
NVIDIA
NVDA
$5.01T
| $2.62B | 0.85% |
96,168,000
+9,981,000
| +12% | +$250M |
|
19
CALL
Microsoft
MSFT
$2.84T
| $2.58B | 0.84% |
8,382,200
-975,400
| -10% | -$293M |
|
20
PUT
iShares Russell 2000 ETF
IWM
$80.9B
| $2.2B | 0.71% |
10,696,600
+1,502,100
| +16% | +$306M |
|
21
PUT
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.7B
| $1.92B | 0.62% |
15,910,900
+15,685,400
| +6,956% | +$1.96B |
|
22
CALL
Meta Platforms (Facebook)
META
$1.51T
| $1.85B | 0.6% |
8,328,700
+781,500
| +10% | +$195M |
|
|
23
PUT
Microsoft
MSFT
$2.84T
| $1.61B | 0.52% |
5,221,600
-517,100
| -9% | -$156M |
|
24
CALL
Alibaba
BABA
$269B
| $1.6B | 0.52% |
14,694,400
+2,187,600
| +17% | +$252M |
|
|
25
Amazon
AMZN
$2.5T
| $1.58B | 0.51% |
9,692,280
-1,403,580
| -13% | -$217M |
|
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 4,389 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 1,449 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.