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 | |
|---|---|---|---|---|---|---|
876
CALL
Bilibili
BILI
$7.99B
| $27.9M | 0.01% |
1,090,500
-216,800
| -17% | -$5.21M |
|
877
Global X Autonomous & Electric Vehicles ETF
DRIV
$377M
| $27.8M | 0.01% |
1,296,998
-303,206
| -19% | -$7.29M |
|
878
PUT
Estee Lauder
EL
$30.4B
| $27.8M | 0.01% |
109,100
-32,700
| -23% | -$8.3M |
|
879
CALL
Dominion Energy
D
$60.8B
| $27.8M | 0.01% |
347,900
+33,000
| +10% | +$2.73M |
|
880
PIMCO 15+ Year US TIPS Index Exchange-Traded Fund
LTPZ
$690M
| $27.8M | 0.01% |
425,823
+179,621
| +73% | +$13M |
|
881
CALL
Cboe Global Markets
CBOE
$32.5B
| $27.7M | 0.01% |
245,100
+15,100
| +7% | +$1.7M |
|
882
PUT
Boston Scientific
BSX
$69.5B
| $27.7M | 0.01% |
742,300
+155,500
| +26% | +$6.33M |
|
883
PUT
Intuitive Surgical
ISRG
$127B
| $27.6M | 0.01% |
137,700
-266,600
| -66% | -$62.5M |
|
|
SCHW
884
CALL
Charles Schwab
SCHW
$183B
| $27.6M | 0.01% |
436,400
-196,500
| -31% | -$13.6M |
|
885
CALL
Intercontinental Exchange
ICE
$85.6B
| $27.5M | 0.01% |
292,600
+21,400
| +8% | +$2.29M |
|
|
MRO
886
PUT
DELISTED
Marathon Oil Corporation
MRO
| $27.5M | 0.01% |
1,221,500
+739,600
| +153% | +$19.8M |
|
887
State Street SPDR Portfolio Mortgage Backed Bond ETF
SPMB
$6.95B
| $27.4M | 0.01% |
1,197,578
-2,387,323
| -67% | -$55M |
|
888
CALL
CSX Corp
CSX
$93.4B
| $27.3M | 0.01% |
941,100
+130,700
| +16% | +$4.26M |
|
889
PUT
Old Dominion Freight Line
ODFL
$44.1B
| $27.3M | 0.01% |
213,400
+150,600
| +240% | +$19.7M |
|
890
VanEck Long Muni ETF
MLN
$677M
| $27.2M | 0.01% |
1,540,375
+1,082,364
| +236% | +$19.6M |
|
891
PUT
Rivian
RIVN
$22B
| $27.2M | 0.01% |
1,056,700
-257,000
| -20% | -$8.03M |
|
892
PUT
Zoetis
ZTS
$32.4B
| $27.2M | 0.01% |
158,200
-42,300
| -21% | -$7.32M |
|
893
CALL
Toronto Dominion Bank
TD
$198B
| $27.2M | 0.01% |
414,600
+145,400
| +54% | +$10.6M |
|
894
CALL
Steel Dynamics
STLD
$36B
| $27.2M | 0.01% |
410,500
-232,200
| -36% | -$18.6M |
|
895
PUT
Cleveland-Cliffs
CLF
$6.57B
| $27.1M | 0.01% |
1,763,000
-538,000
| -23% | -$12.9M |
|
896
JPMorgan BetaBuilders International Equity ETF
BBIN
$6.6B
| $27.1M | 0.01% |
572,928
+468,691
| +450% | +$24.1M |
|
897
PUT
Archer Daniels Midland
ADM
$38.2B
| $27M | 0.01% |
348,400
-111,800
| -24% | -$9.77M |
|
898
FlexShares iBoxx 5-Year Target Duration TIPS Index Fund
TDTF
$1.04B
| $27M | 0.01% |
1,071,389
+997,240
| +1,345% | +$26M |
|
899
PUT
Nutrien
NTR
$33.2B
| $27M | 0.01% |
338,600
-1,700
| -0.5% | -$165K |
|
900
PUT
Best Buy
BBY
$18.2B
| $26.9M | 0.01% |
413,300
+223,400
| +118% | +$18.6M |
|
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 1,425 new, 3,970 increased, 4,015 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 1,425 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.