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 | |
|---|---|---|---|---|---|---|
|
AYX
2576
DELISTED
Alteryx Inc
AYX
| $5.29M | ﹤0.01% |
109,214
-52,176
| -32% | -$3.12M |
|
2577
PUT
NRG Energy
NRG
$25.3B
| $5.29M | ﹤0.01% |
138,500
+63,200
| +84% | +$2.58M |
|
2578
JPMorgan USD Emerging Markets Sovereign Bond ETF
JPMB
$67.4M
| $5.28M | ﹤0.01% |
138,036
-552,170
| -80% | -$22.3M |
|
2579
PUT
Regions Financial
RF
$27B
| $5.28M | ﹤0.01% |
281,600
+5,500
| +2% | +$114K |
|
2580
iShares Broad USD Investment Grade Corporate Bond ETF
USIG
$17.3B
| $5.28M | ﹤0.01% |
+103,555
| New | +$5.39M |
|
|
FSR
2581
PUT
DELISTED
Fisker Inc.
FSR
| $5.28M | ﹤0.01% |
615,800
+315,900
| +105% | +$3.27M |
|
2582
United States 12 Month Oil Fund,
USL
$42.8M
| $5.28M | ﹤0.01% |
133,351
+78,521
| +143% | +$3.16M |
|
2583
CALL
Church & Dwight Co
CHD
$24.4B
| $5.27M | ﹤0.01% |
56,900
+2,200
| +4% | +$208K |
|
2584
CALL
Transmedics
TMDX
$2.7B
| $5.27M | ﹤0.01% |
+167,600
| New | +$4.47M |
|
2585
Liberty Broadband Class A
LBRDA
$5.21B
| $5.27M | ﹤0.01% |
46,408
+43,599
| +1,552% | +$5.12M |
|
2586
Grupo Aeroportuario del Pacifico
PAC
$13.2B
| $5.27M | ﹤0.01% |
37,735
+10,007
| +36% | +$1.47M |
|
|
AXON
2587
Axon Enterprise
AXON
$43B
| $5.26M | ﹤0.01% |
56,460
+20,258
| +56% | +$2.14M |
|
2588
CALL
B&G Foods
BGS
$283M
| $5.26M | ﹤0.01% |
221,100
+51,800
| +31% | +$1.29M |
|
|
PPLC
2589
PUT
DELISTED
PortfolioPlus S&P 500 ETF
PPLC
| $5.26M | ﹤0.01% |
+574,800
| New | +$5.26M |
|
2590
Digital Realty Trust
DLR
$71.3B
| $5.25M | ﹤0.01% |
40,476
-13,217
| -25% | -$1.83M |
|
2591
CALL
Booz Allen Hamilton
BAH
$8.91B
| $5.25M | ﹤0.01% |
58,100
+15,400
| +36% | +$1.31M |
|
2592
CALL
Sanofi
SNY
$104B
| $5.24M | ﹤0.01% |
104,700
-130,000
| -55% | -$6.9M |
|
|
MTOR
2593
DELISTED
MERITOR, Inc.
MTOR
| $5.23M | ﹤0.01% |
143,978
+137,366
| +2,078% | +$4.94M |
|
2594
CALL
Fastly Inc
FSLY
$3.56B
| $5.23M | ﹤0.01% |
450,300
-152,600
| -25% | -$2.15M |
|
2595
Crown Castle
CCI
$33.1B
| $5.23M | ﹤0.01% |
31,042
+12,477
| +67% | +$2.27M |
|
2596
Zillow
ZG
$7.28B
| $5.23M | ﹤0.01% |
164,289
+9,565
| +6% | +$378K |
|
2597
Penske Automotive Group
PAG
$14.2B
| $5.22M | ﹤0.01% |
49,884
+36,245
| +266% | +$3.89M |
|
2598
Vanguard Global ex-US Real Estate ETF
VNQI
$3.5B
| $5.21M | ﹤0.01% |
117,791
-1,897,786
| -94% | -$90.6M |
|
2599
Repligen
RGEN
$8.98B
| $5.21M | ﹤0.01% |
32,084
+28,025
| +690% | +$4.43M |
|
2600
ProShares Ultra QQQ
QLD
$13.8B
| $5.21M | ﹤0.01% |
251,480
+160,560
| +177% | +$4.19M |
|
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 1,426 new, 3,968 increased, 4,014 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 1,426 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.