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 | |
|---|---|---|---|---|---|---|
|
LOGC
3626
CALL
DELISTED
ContextLogic
LOGC
| $2.69M | ﹤0.01% |
56,007
-4,256
| -7% | -$230K |
|
3627
CALL
Pegasystems
PEGA
$5.38B
| $2.68M | ﹤0.01% |
112,200
+26,200
| +30% | +$784K |
|
3628
CALL
Manhattan Associates
MANH
$11.4B
| $2.68M | ﹤0.01% |
23,400
+600
| +3% | +$74.7K |
|
3629
Lincoln National
LNC
$8.81B
| $2.68M | ﹤0.01% |
57,304
-71,711
| -56% | -$4.09M |
|
3630
Revvity
RVTY
$12.8B
| $2.68M | ﹤0.01% |
18,825
+3,285
| +21% | +$492K |
|
3631
iShares US Utilities ETF
IDU
$1.4B
| $2.68M | ﹤0.01% |
+31,267
| New | +$2.76M |
|
3632
PIMCO Short Term Municipal Bond Active Exchange-Traded Fund
SMMU
$1.15B
| $2.67M | ﹤0.01% |
53,814
+2,623
| +5% | +$130K |
|
3633
PUT
Molson Coors Class B
TAP
$8.09B
| $2.67M | ﹤0.01% |
49,000
-45,800
| -48% | -$2.46M |
|
3634
Davis Select Worldwide ETF
DWLD
$613M
| $2.67M | ﹤0.01% |
110,537
+8,738
| +9% | +$220K |
|
3635
Glaukos
GKOS
$10.6B
| $2.67M | ﹤0.01% |
58,773
+49,532
| +536% | +$2.35M |
|
3636
PUT
Vanguard Dividend Appreciation ETF
VIG
$114B
| $2.67M | ﹤0.01% |
18,600
-7,800
| -30% | -$1.19M |
|
3637
2x Long VIX Futures ETF
UVIX
$197M
| $2.67M | ﹤0.01% |
+16
| New | +$2.98M |
|
3638
First Trust California Municipal High income ETF
FCAL
$220M
| $2.67M | ﹤0.01% |
55,098
-24,458
| -31% | -$1.2M |
|
|
PGRW
3639
DELISTED
Progress Acquisition Corp. Class A Common Stock
PGRW
| $2.66M | ﹤0.01% |
269,682
+115,607
| +75% | +$1.14M |
|
3640
CALL
Copart
CPRT
$27.5B
| $2.66M | ﹤0.01% |
98,000
-3,200
| -3% | -$91.1K |
|
3641
CALL
PagerDuty
PD
$902M
| $2.66M | ﹤0.01% |
107,400
+10,100
| +10% | +$277K |
|
3642
QuidelOrtho
QDEL
$838M
| $2.66M | ﹤0.01% |
27,387
+20,291
| +286% | +$2.07M |
|
3643
CALL
Tencent Music
TME
$15.6B
| $2.66M | ﹤0.01% |
529,900
-290,600
| -35% | -$1.28M |
|
3644
CALL
Teucrium Wheat Fund
WEAT
$295M
| $2.66M | ﹤0.01% |
58,860
-63,600
| -52% | -$3.43M |
|
3645
CALL
Arbor Realty Trust
ABR
$998M
| $2.65M | ﹤0.01% |
202,500
+45,100
| +29% | +$724K |
|
3646
CALL
Workhorse Group
WKHS
$36.3M
| $2.65M | ﹤0.01% |
340
-81
| -19% | -$764K |
|
3647
Coca-Cola Consolidated
COKE
$12.8B
| $2.65M | ﹤0.01% |
+47,020
| New | +$2.46M |
|
3648
PUT
ArcelorMittal
MT
$55.3B
| $2.65M | ﹤0.01% |
117,200
-252,000
| -68% | -$7.39M |
|
|
BZUN
3649
Baozun
BZUN
$172M
| $2.65M | ﹤0.01% |
242,072
+205,968
| +570% | +$1.81M |
|
|
GTPB
3650
DELISTED
Gores Technology Partners II, Inc. Class A Common
GTPB
| $2.65M | ﹤0.01% |
270,703
-259
| -0.1% | -$2.54K |
|
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.