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 | |
|---|---|---|---|---|---|---|
4801
MGIC Investment
MTG
$6.19B
| $1.42M | ﹤0.01% |
112,441
-56,930
| -34% | -$749K |
|
4802
CALL
Microvision
MVIS
$84.5M
| $1.42M | ﹤0.01% |
24,600
-16,267
| -40% | -$872K |
|
4803
First Trust Nasdaq Food & Beverage ETF
FTXG
$18.1M
| $1.42M | ﹤0.01% |
+55,197
| New | +$1.49M |
|
4804
CALL
Brookfield Renewable
BEPC
$6.19B
| $1.41M | ﹤0.01% |
39,700
-9,000
| -18% | -$333K |
|
4805
PUT
United Therapeutics
UTHR
$22.5B
| $1.41M | ﹤0.01% |
6,000
-57,900
| -91% | -$11.8M |
|
4806
Harbor Long-Term Growers ETF
WINN
$1.2B
| $1.41M | ﹤0.01% |
99,875
+27,163
| +37% | +$431K |
|
4807
CALL
ACM Research
ACMR
$5.67B
| $1.41M | ﹤0.01% |
83,800
-54,100
| -39% | -$833K |
|
|
PARAP
4808
DELISTED
Paramount Global 5.75% Series A Mandatory Convertible Preferred Stock
PARAP
| $1.41M | ﹤0.01% |
35,706
+8,852
| +33% | +$407K |
|
4809
PUT
Nu Holdings
NU
$67B
| $1.41M | ﹤0.01% |
376,800
+122,900
| +48% | +$623K |
|
4810
PUT
Radware
RDWR
$1.22B
| $1.41M | ﹤0.01% |
65,000
+36,600
| +129% | +$958K |
|
|
CZOO
4811
PUT
DELISTED
Cazoo Group Ltd
CZOO
| $1.41M | ﹤0.01% |
979
+844
| +625% | +$2.78M |
|
4812
PUT
Macerich
MAC
$6.85B
| $1.41M | ﹤0.01% |
161,700
-50,600
| -24% | -$611K |
|
4813
CALL
Portillo's
PTLO
$323M
| $1.41M | ﹤0.01% |
86,100
-58,000
| -40% | -$1.12M |
|
4814
Vroom Inc
VRM
$51.3M
| $1.41M | ﹤0.01% |
14,075
+5,866
| +71% | +$736K |
|
|
CTIC
4815
CALL
DELISTED
CTI BioPharma Corp. (DE) Common Stock
CTIC
| $1.41M | ﹤0.01% |
235,800
+164,700
| +232% | +$843K |
|
4816
Cerence
CRNC
$399M
| $1.41M | ﹤0.01% |
55,712
+49,114
| +744% | +$1.47M |
|
4817
Dolby
DLB
$5.83B
| $1.41M | ﹤0.01% |
+19,630
| New | +$1.48M |
|
4818
Graco
GGG
$13.5B
| $1.41M | ﹤0.01% |
23,641
-6,896
| -23% | -$434K |
|
4819
Delek US
DK
$3.72B
| $1.4M | ﹤0.01% |
54,327
+32,343
| +147% | +$873K |
|
4820
CALL
Invesco Mortgage Capital
IVR
$792M
| $1.4M | ﹤0.01% |
95,610
+40,580
| +74% | +$685K |
|
4821
PUT
Expeditors International
EXPD
$23.3B
| $1.4M | ﹤0.01% |
14,400
-7,000
| -33% | -$717K |
|
4822
iShares Cybersecurity and Tech ETF
IHAK
$1.13B
| $1.4M | ﹤0.01% |
40,051
-15,236
| -28% | -$578K |
|
|
PRVB
4823
CALL
DELISTED
Provention Bio, Inc. Common Stock
PRVB
| $1.4M | ﹤0.01% |
350,700
-20,700
| -6% | -$98.1K |
|
|
EMTL
4824
DELISTED
State Street DoubleLine Emerging Markets Fixed Income ETF
EMTL
| $1.4M | ﹤0.01% |
33,947
+25,322
| +294% | +$1.09M |
|
4825
LendingTree
TREE
$446M
| $1.4M | ﹤0.01% |
31,978
+29,411
| +1,146% | +$2.18M |
|
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.