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 | |
|---|---|---|---|---|---|---|
|
DFS
1076
DELISTED
Discover Financial Services
DFS
| $21.2M | 0.01% |
224,281
+148,668
| +197% | +$15.9M |
|
1077
iShares Russell 1000 Growth ETF
IWF
$121B
| $21.2M | 0.01% |
387,764
-44,400
| -10% | -$2.67M |
|
1078
ChargePoint
CHPT
$141M
| $21.2M | 0.01% |
77,422
+61,596
| +389% | +$17.1M |
|
1079
Johnson & Johnson
JNJ
$618B
| $21.1M | 0.01% |
119,112
-778,122
| -87% | -$139M |
|
1080
CALL
SoFi Technologies
SOFI
$21B
| $21.1M | 0.01% |
4,011,300
-1,717,800
| -30% | -$11.6M |
|
1081
PUT
Caesars Entertainment
CZR
$6.06B
| $21.1M | 0.01% |
551,900
-13,900
| -2% | -$774K |
|
|
SAIL
1082
DELISTED
SailPoint Technologies Holdings, Inc. Common Stock
SAIL
| $21.1M | 0.01% |
336,383
+210,716
| +168% | +$13M |
|
1083
Vanguard Intermediate-Term Treasury ETF
VGIT
$41.6B
| $21.1M | 0.01% |
344,177
-196,402
| -36% | -$12M |
|
1084
PUT
Newmont
NEM
$98.7B
| $21M | 0.01% |
352,000
-392,600
| -53% | -$27.8M |
|
1085
CALL
Edison International
EIX
$28.2B
| $21M | 0.01% |
331,900
+189,600
| +133% | +$12.9M |
|
1086
CALL
Teva Pharmaceuticals
TEVA
$40.8B
| $21M | 0.01% |
2,788,600
+1,009,800
| +57% | +$8.8M |
|
1087
CALL
D.R. Horton
DHI
$40B
| $20.9M | 0.01% |
316,100
-533,100
| -63% | -$37.5M |
|
1088
Bilibili
BILI
$7.99B
| $20.9M | 0.01% |
817,209
-860,822
| -51% | -$20.7M |
|
|
MRO
1089
DELISTED
Marathon Oil Corporation
MRO
| $20.8M | 0.01% |
925,581
-2,947,450
| -76% | -$78.8M |
|
1090
CALL
Ormat Technologies
ORA
$6B
| $20.8M | 0.01% |
264,900
+242,700
| +1,093% | +$19.1M |
|
1091
Gold Fields
GFI
$29B
| $20.7M | 0.01% |
2,274,821
+1,526,987
| +204% | +$18.2M |
|
1092
PUT
ProShares Ultra S&P500
SSO
$7.81B
| $20.7M | 0.01% |
1,004,600
+959,000
| +2,103% | +$25.7M |
|
1093
PUT
CSX Corp
CSX
$93.4B
| $20.7M | 0.01% |
712,800
-264,300
| -27% | -$8.62M |
|
1094
CALL
Monster Beverage
MNST
$94.3B
| $20.7M | 0.01% |
446,000
+149,200
| +50% | +$6.49M |
|
1095
Invesco FTSE RAFI Developed Markets ex-US ETF
PXF
$2.89B
| $20.7M | 0.01% |
+519,139
| New | +$22.6M |
|
1096
PUT
Emerson Electric
EMR
$83.9B
| $20.7M | 0.01% |
259,700
-204,600
| -44% | -$18M |
|
1097
Sanofi
SNY
$103B
| $20.6M | 0.01% |
408,947
+401,670
| +5,520% | +$21.3M |
|
1098
CALL
Lyft
LYFT
$6.02B
| $20.6M | 0.01% |
1,550,200
+51,300
| +3% | +$1.2M |
|
1099
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.83B
| $20.5M | 0.01% |
626,928
+195,942
| +45% | +$7.03M |
|
1100
PUT
FIVE9
FIVN
$2.11B
| $20.5M | 0.01% |
225,400
+203,400
| +925% | +$20.6M |
|
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.