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 | |
|---|---|---|---|---|---|---|
1151
PUT
CME Group
CME
$96.3B
| $19.1M | 0.01% |
93,200
+33,500
| +56% | +$7.1M |
|
1152
CALL
Enbridge
ENB
$119B
| $19M | 0.01% |
450,700
+132,700
| +42% | +$5.92M |
|
1153
Pacer Trendpilot US Bond ETF
PTBD
$85.5M
| $19M | 0.01% |
885,147
+225,657
| +34% | +$5.14M |
|
1154
First Trust Managed Municipal ETF
FMB
$2.04B
| $19M | 0.01% |
375,478
-49,599
| -12% | -$2.54M |
|
1155
JPMorgan Ultra-Short Income ETF
JPST
$40.1B
| $19M | 0.01% |
+379,248
| New | +$19M |
|
1156
Banco Santander
SAN
$201B
| $19M | 0.01% |
6,783,365
+366,306
| +6% | +$1.12M |
|
1157
CALL
VF Corp
VFC
$5.63B
| $19M | 0.01% |
430,000
+298,200
| +226% | +$15M |
|
1158
iShares JPMorgan EM Local Currency Bond ETF
LEMB
$741M
| $19M | 0.01% |
554,993
-1,315,402
| -70% | -$46.2M |
|
1159
Alnylam Pharmaceuticals
ALNY
$27.5B
| $18.9M | 0.01% |
129,852
+62,289
| +92% | +$8.84M |
|
1160
CALL
CarMax
KMX
$8.13B
| $18.9M | 0.01% |
208,800
+22,900
| +12% | +$2.15M |
|
|
BBBY
1161
CALL
DELISTED
Bed Bath & Beyond Inc
BBBY
| $18.9M | 0.01% |
3,800,400
+856,200
| +29% | +$9.96M |
|
1162
PUT
Boston Beer
SAM
$1.91B
| $18.9M | 0.01% |
62,300
+3,100
| +5% | +$1.08M |
|
1163
PUT
ON Semiconductor
ON
$31.8B
| $18.9M | 0.01% |
374,900
-58,900
| -14% | -$3.28M |
|
1164
CALL
Helmerich & Payne
HP
$3.45B
| $18.8M | 0.01% |
436,600
-86,500
| -17% | -$4.02M |
|
1165
ProShares UltraShort Bloomberg Natural Gas
KOLD
$96.3M
| $18.8M | 0.01% |
937,834
+634,395
| +209% | +$10.1M |
|
1166
CALL
ARK Genomic Revolution ETF
ARKG
$1.55B
| $18.8M | 0.01% |
595,900
-90,400
| -13% | -$3.16M |
|
1167
JPMorgan BetaBuilders USD High Yield Corporate Bond ETF
BBHY
$616M
| $18.8M | 0.01% |
430,136
+344,170
| +400% | +$15.8M |
|
1168
CALL
Public Storage
PSA
$60.5B
| $18.7M | 0.01% |
59,900
+1,800
| +3% | +$623K |
|
1169
Equinor
EQNR
$97.7B
| $18.7M | 0.01% |
538,431
+504,993
| +1,510% | +$18M |
|
1170
Pinduoduo
PDD
$126B
| $18.7M | 0.01% |
302,842
-401,113
| -57% | -$18.8M |
|
|
ZEN
1171
PUT
DELISTED
ZENDESK INC
ZEN
| $18.7M | 0.01% |
252,400
+8,200
| +3% | +$808K |
|
1172
Snap
SNAP
$7.89B
| $18.7M | 0.01% |
1,422,964
-1,378,066
| -49% | -$31.4M |
|
1173
JPMorgan BetaBuilders Canada ETF
BBCA
$10.9B
| $18.7M | 0.01% |
317,828
+249,351
| +364% | +$16.1M |
|
1174
PUT
General Mills
GIS
$19.1B
| $18.6M | 0.01% |
247,000
+85,800
| +53% | +$6.01M |
|
1175
CALL
CenterPoint Energy
CNP
$27.7B
| $18.6M | 0.01% |
628,300
+220,200
| +54% | +$6.77M |
|
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.