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 | |
|---|---|---|---|---|---|---|
|
PMGM
3376
DELISTED
Priveterra Acquisition Corp. II Class A Common Stock
PMGM
| $3.11M | ﹤0.01% |
313,841
+42,344
| +16% | +$420K |
|
3377
CALL
Packaging Corp of America
PKG
$22.8B
| $3.11M | ﹤0.01% |
22,600
-3,800
| -14% | -$587K |
|
3378
CALL
Herbalife
HLF
$1.29B
| $3.11M | ﹤0.01% |
151,900
+13,500
| +10% | +$334K |
|
|
SLCA
3379
CALL
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
| $3.1M | ﹤0.01% |
271,900
-93,400
| -26% | -$1.57M |
|
3380
CALL
Trane Technologies
TT
$106B
| $3.1M | ﹤0.01% |
23,900
-7,000
| -23% | -$968K |
|
3381
American Century Diversified Corporate Bond ETF
KORP
$883M
| $3.1M | ﹤0.01% |
+66,733
| New | +$3.15M |
|
3382
GoDaddy
GDDY
$11.5B
| $3.1M | ﹤0.01% |
44,566
-64,604
| -59% | -$4.91M |
|
3383
PUT
Moody's
MCO
$82.7B
| $3.1M | ﹤0.01% |
11,400
+900
| +9% | +$269K |
|
|
RDFN
3384
CALL
DELISTED
Redfin
RDFN
| $3.1M | ﹤0.01% |
376,200
+179,300
| +91% | +$2.05M |
|
3385
PUT
Duolingo
DUOL
$6.12B
| $3.1M | ﹤0.01% |
35,400
+2,000
| +6% | +$177K |
|
3386
First Trust Indxx Innovative Transaction & Process ETF
LEGR
$133M
| $3.1M | ﹤0.01% |
91,401
-7,386
| -7% | -$272K |
|
3387
CALL
Insulet
PODD
$9.79B
| $3.1M | ﹤0.01% |
14,200
+2,000
| +16% | +$455K |
|
|
NDAC
3388
DELISTED
NightDragon Acquisition Corp. Class A Common stock
NDAC
| $3.1M | ﹤0.01% |
317,446
+1,214
| +0.4% | +$11.9K |
|
3389
CALL
Kinross Gold
KGC
$32.8B
| $3.09M | ﹤0.01% |
863,800
+335,100
| +63% | +$1.62M |
|
3390
PUT
Sabre
SABR
$818M
| $3.09M | ﹤0.01% |
530,200
-56,800
| -10% | -$474K |
|
3391
United States Oil Fund
USO
$1.84B
| $3.09M | ﹤0.01% |
38,475
-406,724
| -91% | -$33M |
|
3392
iShares Low Carbon Optimized MSCI ACWI ETF
CRBN
$1.18B
| $3.09M | ﹤0.01% |
22,562
-38,246
| -63% | -$5.68M |
|
|
MNTV
3393
PUT
DELISTED
Momentive Global Inc. Common Stock
MNTV
| $3.08M | ﹤0.01% |
350,300
-90,600
| -21% | -$1.21M |
|
3394
CALL
IPG Photonics
IPGP
$3.84B
| $3.08M | ﹤0.01% |
32,700
+29,300
| +862% | +$2.9M |
|
3395
CALL
Western Alliance Bancorporation
WAL
$8.87B
| $3.08M | ﹤0.01% |
43,600
-46,400
| -52% | -$3.55M |
|
3396
Danaher
DHR
$144B
| $3.07M | ﹤0.01% |
13,667
-71,013
| -84% | -$16.4M |
|
|
POLY
3397
CALL
DELISTED
Plantronics, Inc.
POLY
| $3.07M | ﹤0.01% |
77,400
-28,900
| -27% | -$1.15M |
|
|
DHBCU
3398
DELISTED
DHB Capital Corp. Unit
DHBCU
| $3.07M | ﹤0.01% |
312,795
+87
| +0% | +$856 |
|
3399
PUT
Rogers Corp
ROG
$2.4B
| $3.07M | ﹤0.01% |
+11,700
| New | +$3.11M |
|
|
SWN
3400
PUT
DELISTED
Southwestern Energy Company
SWN
| $3.06M | ﹤0.01% |
489,900
+110,700
| +29% | +$856K |
|
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.