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 | |
|---|---|---|---|---|---|---|
5101
PUT
Lamb Weston
LW
$7.12B
| $1.21M | ﹤0.01% |
16,900
-87,600
| -84% | -$5.79M |
|
5102
DigitalOcean
DOCN
$15.3B
| $1.21M | ﹤0.01% |
29,164
-41,101
| -58% | -$1.83M |
|
5103
Mercury Systems
MRCY
$6.52B
| $1.21M | ﹤0.01% |
18,755
-61,366
| -77% | -$3.66M |
|
5104
Cabot Corp
CBT
$4.46B
| $1.21M | ﹤0.01% |
18,902
+7,416
| +65% | +$507K |
|
5105
Simplify US Equity PLUS Convexity ETF
SPYC
$120M
| $1.21M | ﹤0.01% |
45,424
+14,563
| +47% | +$422K |
|
|
ZWRK
5106
DELISTED
Z-Work Acquisition Corp. Class A Common Stock
ZWRK
| $1.21M | ﹤0.01% |
122,483
+61,122
| +100% | +$600K |
|
5107
Methanex
MEOH
$4.27B
| $1.2M | ﹤0.01% |
31,504
+17,849
| +131% | +$879K |
|
5108
CALL
Warrior Met Coal
HCC
$5.04B
| $1.2M | ﹤0.01% |
39,300
+14,900
| +61% | +$516K |
|
5109
H&R Block
HRB
$5.82B
| $1.2M | ﹤0.01% |
34,074
-93,907
| -73% | -$2.9M |
|
5110
Dycom Industries
DY
$12B
| $1.2M | ﹤0.01% |
12,901
+4,473
| +53% | +$399K |
|
5111
CALL
Cheesecake Factory
CAKE
$5.53B
| $1.2M | ﹤0.01% |
45,400
-24,800
| -35% | -$824K |
|
5112
CALL
Cullen/Frost Bankers
CFR
$10.3B
| $1.2M | ﹤0.01% |
10,300
+1,400
| +16% | +$179K |
|
|
SHOE
5113
Shoe Station Group
SHOE
$437M
| $1.2M | ﹤0.01% |
55,481
+40,933
| +281% | +$1.16M |
|
5114
CALL
UWM Holdings
UWMC
$478M
| $1.2M | ﹤0.01% |
338,800
-22,300
| -6% | -$85.5K |
|
|
CGC
5115
PUT
Canopy Growth
CGC
$402M
| $1.2M | ﹤0.01% |
42,130
+11,110
| +36% | +$578K |
|
|
JMIA
5116
Jumia Technologies
JMIA
$743M
| $1.2M | ﹤0.01% |
197,663
-58,678
| -23% | -$429K |
|
|
VRAY
5117
DELISTED
ViewRay, Inc.
VRAY
| $1.2M | ﹤0.01% |
451,530
+352,620
| +357% | +$1.06M |
|
5118
PUT
Magnachip Semiconductor
MX
$134M
| $1.2M | ﹤0.01% |
82,300
-8,500
| -9% | -$146K |
|
5119
PUT
CarGurus
CARG
$3.35B
| $1.2M | ﹤0.01% |
55,600
+24,500
| +79% | +$725K |
|
|
NNDM
5120
PUT
Nano Dimension
NNDM
$343M
| $1.19M | ﹤0.01% |
380,300
+43,500
| +13% | +$129K |
|
5121
PUT
Trimble
TRMB
$13.6B
| $1.19M | ﹤0.01% |
20,500
-4,400
| -18% | -$289K |
|
|
ESSC
5122
CALL
DELISTED
East Stone Acquisition Corporation Ordinary Shares
ESSC
| $1.19M | ﹤0.01% |
116,300
-6,200
| -5% | -$64.6K |
|
5123
CALL
3D Systems Corp
DDD
$611M
| $1.19M | ﹤0.01% |
122,900
-49,500
| -29% | -$578K |
|
5124
FlexShares ESG & Climate Developed Markets ex-US Core Index Fund
FEDM
$81M
| $1.19M | ﹤0.01% |
+29,256
| New | +$1.3M |
|
5125
CALL
Nabors Industries
NBR
$1.33B
| $1.19M | ﹤0.01% |
8,900
-34,100
| -79% | -$5.34M |
|
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.