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 | |
|---|---|---|---|---|---|---|
1101
PUT
Simon Property Group
SPG
$74.4B
| $20.5M | 0.01% |
216,000
-25,200
| -10% | -$2.89M |
|
1102
iShares MSCI Japan ETF
EWJ
$21.9B
| $20.5M | 0.01% |
387,289
-164,577
| -30% | -$9.29M |
|
1103
VanEck JP Morgan EM Local Currency Bond ETF
EMLC
$4.79B
| $20.4M | 0.01% |
834,224
-6,836,258
| -89% | -$173M |
|
1104
ResMed
RMD
$30.6B
| $20.4M | 0.01% |
+97,379
| New | +$20.7M |
|
1105
S&P Global
SPGI
$121B
| $20.4M | 0.01% |
60,477
-188,231
| -76% | -$67.1M |
|
1106
CALL
Ovintiv
OVV
$17.3B
| $20.4M | 0.01% |
461,100
+193,400
| +72% | +$9.97M |
|
1107
PUT
Norwegian Cruise Line
NCLH
$8.51B
| $20.4M | 0.01% |
1,832,200
+78,600
| +4% | +$1.32M |
|
1108
Plug Power
PLUG
$2.87B
| $20.4M | 0.01% |
1,228,334
+574,808
| +88% | +$11.4M |
|
1109
PUT
Teck Resources
TECK
$29.6B
| $20.3M | 0.01% |
665,600
+186,400
| +39% | +$7.36M |
|
1110
Labcorp
LH
$25B
| $20.3M | 0.01% |
101,008
+46,931
| +87% | +$10M |
|
1111
CALL
lululemon athletica
LULU
$13.5B
| $20.3M | 0.01% |
74,500
-326,500
| -81% | -$105M |
|
1112
CALL
Peloton Interactive
PTON
$2.77B
| $20.3M | 0.01% |
2,210,900
+83,100
| +4% | +$1.33M |
|
1113
Automatic Data Processing
ADP
$106B
| $20.3M | 0.01% |
96,441
+17,938
| +23% | +$3.93M |
|
1114
Amplify Online Retail ETF
IBUY
$111M
| $20.2M | 0.01% |
483,073
+454,343
| +1,581% | +$23.2M |
|
1115
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
PDBC
$6.38B
| $20.2M | 0.01% |
+1,118,354
| New | +$21.3M |
|
1116
Vanguard Long-Term Treasury ETF
VGLT
$10B
| $20.2M | 0.01% |
287,394
-706,571
| -71% | -$50.8M |
|
|
PXD
1117
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
| $20.1M | 0.01% |
90,300
-46,100
| -34% | -$11.7M |
|
1118
CALL
T. Rowe Price
TROW
$23.9B
| $20.1M | 0.01% |
177,000
+41,800
| +31% | +$5.31M |
|
1119
CALL
MGM Resorts International
MGM
$11.4B
| $20.1M | 0.01% |
694,200
+323,600
| +87% | +$11.6M |
|
1120
CALL
Ferrari
RACE
$69.2B
| $20M | 0.01% |
109,100
+40,900
| +60% | +$8.14M |
|
|
SCIU
1121
PUT
DELISTED
Global X Scientific Beta US ETF
SCIU
| $20M | 0.01% |
+846,300
| New | +$20M |
|
1122
Willis Towers Watson
WTW
$31.2B
| $20M | 0.01% |
101,193
+76,344
| +307% | +$16.4M |
|
1123
PUT
Capital One
COF
$128B
| $20M | 0.01% |
191,600
-64,500
| -25% | -$7.88M |
|
1124
CALL
Innovative Industrial Properties
IIPR
$1.71B
| $20M | 0.01% |
181,600
+140,500
| +342% | +$19.9M |
|
1125
CALL
BioMarin Pharmaceuticals
BMRN
$11.6B
| $19.9M | 0.01% |
240,400
+64,300
| +37% | +$5.12M |
|
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.