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 |
iShares MSCI Emerging Markets ETF
EEM
|
+$1.3B |
| 2 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$1.24B |
| 3 |
Vanguard Total International Bond ETF
BNDX
|
+$976M |
| 4 |
iShares Core MSCI EAFE ETF
IEFA
|
+$974M |
| 5 |
iShares Core MSCI Emerging Markets ETF
IEMG
|
+$654M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Vanguard FTSE Europe ETF
VGK
|
+$750M |
| 2 |
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
|
+$672M |
| 3 |
Alphabet (Google) Class A
GOOGL
|
+$452M |
| 4 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
+$362M |
| 5 |
NVIDIA
NVDA
|
+$350M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 2.05% |
| 2 | Consumer Discretionary | 1.68% |
| 3 | Financials | 1.25% |
| 4 | Communication Services | 0.95% |
| 5 | Energy | 0.88% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
226
CALL
Nike
NKE
$61.9B
| $135M | 0.06% |
1,321,400
-1,400
| -0.1% | -$166K |
|
227
CALL
American Tower
AMT
$80.8B
| $135M | 0.06% |
528,200
+256,600
| +94% | +$64.4M |
|
228
iShares MSCI All Country Asia ex Japan ETF
AAXJ
$3.68B
| $134M | 0.06% |
1,941,772
-315,986
| -14% | -$22.3M |
|
229
CALL
United States Oil Fund
USO
$2.15B
| $134M | 0.06% |
1,671,100
-622,700
| -27% | -$50.5M |
|
230
CALL
Pinduoduo
PDD
$126B
| $133M | 0.06% |
2,150,700
+396,900
| +23% | +$18.6M |
|
231
PUT
Xtrackers MSCI Emerging Markets Hedged Equity ETF
DBEM
$106M
| $133M | 0.06% |
+3,886,200
| New | +$90.2M |
|
232
iShares US Treasury Bond ETF
GOVT
$43.6B
| $133M | 0.06% |
5,546,240
+3,027,430
| +120% | +$72.8M |
|
233
PUT
Morgan Stanley
MS
$331B
| $133M | 0.06% |
1,742,600
-90,700
| -5% | -$7.43M |
|
234
PUT
Ford
F
$58.5B
| $132M | 0.06% |
11,882,400
-3,154,300
| -21% | -$43.2M |
|
235
Qualcomm
QCOM
$155B
| $132M | 0.06% |
1,034,852
+584,351
| +130% | +$79.4M |
|
|
236
PUT
Nike
NKE
$61.9B
| $131M | 0.06% |
1,284,400
+511,800
| +66% | +$60.5M |
|
237
CALL
Airbnb
ABNB
$89.9B
| $131M | 0.06% |
1,472,600
+182,800
| +14% | +$23.8M |
|
238
PUT
UnitedHealth
UNH
$376B
| $131M | 0.06% |
255,300
-65,300
| -20% | -$32.8M |
|
239
State Street SPDR Bloomberg Emerging Markets Local Bond ETF
EBND
$2.26B
| $131M | 0.06% |
6,405,240
+2,529,055
| +65% | +$53.9M |
|
240
CALL
PepsiCo
PEP
$190B
| $130M | 0.06% |
782,200
-66,500
| -8% | -$11.2M |
|
241
Vanguard Intermediate-Term Corporate Bond ETF
VCIT
$66.2B
| $130M | 0.06% |
1,621,053
+358,238
| +28% | +$29.2M |
|
242
PUT
Deere & Co
DE
$160B
| $129M | 0.05% |
431,300
+47,300
| +12% | +$17.4M |
|
|
CHAD
243
DELISTED
Direxion Daily CSI 300 China A Share Bear 1X Shares
CHAD
| $129M | 0.05% |
7,291,403
+58,404
| +0.8% | +$1.14M |
|
|
UNVR
244
DELISTED
Univar Solutions Inc.
UNVR
| $128M | 0.05% |
5,139,969
+5,117,728
| +23,010% | +$151M |
|
245
CALL
Workday
WDAY
$39.6B
| $127M | 0.05% |
906,500
+352,400
| +64% | +$64M |
|
246
PUT
Zoom
ZM
$28.2B
| $126M | 0.05% |
1,169,500
-428,900
| -27% | -$45.2M |
|
247
PUT
Coinbase
COIN
$38.5B
| $126M | 0.05% |
2,683,200
+1,332,600
| +99% | +$127M |
|
248
CALL
Home Depot
HD
$331B
| $125M | 0.05% |
456,300
-324,600
| -42% | -$95.8M |
|
249
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.54B
| $125M | 0.05% |
3,662,438
+3,048,578
| +497% | +$95.2M |
|
250
CALL
Proshares UltraShort Technology
REW
$3.44M
| $124M | 0.05% |
+417,113
| New | +$65.1M |
|
Similar funds
Jane Street's Q2 2022 Portfolio in Review
As of Q2 2022, Jane Street held 11,601 positions worth $236B, down 24% from $309B the previous quarter. Its ten largest holdings account for 30% of the portfolio.
Jane Street's Q2 2022 filing shows 1,425 new, 3,970 increased, 4,015 reduced and 2,058 closed positions. Its largest new stake was iShares MSCI Emerging Markets ETF: 30,902,851 shares worth $1.24B. The largest sale was Vanguard FTSE Europe ETF, an estimated $750M.
By sector, the portfolio is most concentrated in Technology at 2.1% of assets, down from 2.2% a quarter earlier, followed by Consumer Discretionary and Financials.
- Jane Street's largest Q2 2022 buy was iShares MSCI Emerging Markets ETF: 30,902,851 shares worth $1.24B.
- Jane Street added most to State Street SPDR S&P 500 ETF Trust in Q2 2022, an estimated $1.24B increase.
- Jane Street's biggest Q2 2022 reduction was Vanguard FTSE Europe ETF, cutting an estimated $750M.
- Jane Street fully exited iShares MSCI Global Min Vol Factor ETF in Q2 2022, selling an estimated $229M.
- Jane Street's ten largest holdings make up 30% of its $236B portfolio in Q2 2022.
- Jane Street opened 1,425 new positions and closed 2,058 in Q2 2022.
- Jane Street's portfolio value fell 24% quarter-over-quarter to $236B.
Based on Jane Street's 13F filing for Q2 2022, filed 16 Aug 2022.