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 | |
|---|---|---|---|---|---|---|
1501
PUT
Vail Resorts
MTN
$5.32B
| $12.6M | 0.01% |
57,800
+8,400
| +17% | +$2.05M |
|
1502
Newmont
NEM
$100B
| $12.6M | 0.01% |
211,155
-306,448
| -59% | -$21.7M |
|
1503
CALL
Old Dominion Freight Line
ODFL
$44B
| $12.6M | 0.01% |
98,200
+31,600
| +47% | +$4.14M |
|
1504
CALL
Huntington Bancshares
HBAN
$35.1B
| $12.6M | 0.01% |
1,044,600
+401,100
| +62% | +$5.32M |
|
1505
CALL
Takeda Pharmaceutical
TAK
$53.7B
| $12.6M | 0.01% |
893,200
+706,600
| +379% | +$10.1M |
|
1506
Trip.com Group
TCOM
$29.8B
| $12.6M | 0.01% |
457,446
-94,917
| -17% | -$2.12M |
|
|
CNR
1507
PUT
Core Natural Resources Inc
CNR
$4.05B
| $12.5M | 0.01% |
253,800
+171,800
| +210% | +$8.36M |
|
1508
CALL
Vanguard Consumer Discretionary ETF
VCR
$6.28B
| $12.4M | 0.01% |
+125,100
| New | +$32.7M |
|
|
IAA
1509
CALL
DELISTED
IAA, Inc. Common Stock
IAA
| $12.4M | 0.01% |
379,100
+25,900
| +7% | +$948K |
|
1510
iShares New York Muni Bond ETF
NYF
$1.39B
| $12.4M | 0.01% |
236,151
+142,441
| +152% | +$7.53M |
|
1511
AMC Entertainment Holdings
AMC
$2.54B
| $12.3M | 0.01% |
91,144
+70,748
| +347% | +$10.3M |
|
1512
CALL
National Grid
NGG
$80.3B
| $12.3M | 0.01% |
205,999
-2,548
| -1% | -$169K |
|
1513
CALL
Marathon Digital Holdings
MARA
$4.48B
| $12.3M | 0.01% |
2,311,200
-345,300
| -13% | -$4.62M |
|
1514
CALL
Canadian Natural Resources
CNQ
$96.7B
| $12.3M | 0.01% |
468,843
+1,225
| +0.3% | +$37.2K |
|
1515
Autodesk
ADSK
$49.6B
| $12.3M | 0.01% |
71,628
-6,630
| -8% | -$1.27M |
|
1516
Delta Air Lines
DAL
$60.2B
| $12.3M | 0.01% |
424,654
-441,148
| -51% | -$16.8M |
|
1517
CALL
InMode
INMD
$882M
| $12.3M | 0.01% |
547,700
-5,500
| -1% | -$145K |
|
1518
Texas Pacific Land
TPL
$28B
| $12.3M | 0.01% |
74,178
+71,325
| +2,500% | +$11.7M |
|
1519
CALL
PENN Entertainment
PENN
$2.67B
| $12.3M | 0.01% |
402,800
-287,900
| -42% | -$9.72M |
|
1520
Leidos
LDOS
$14.9B
| $12.2M | 0.01% |
121,609
+76,650
| +170% | +$7.94M |
|
1521
Carlisle Companies
CSL
$14.8B
| $12.2M | 0.01% |
51,321
+38,082
| +288% | +$9.49M |
|
1522
Invesco International Corporate Bond ETF
PICB
$360M
| $12.2M | 0.01% |
555,504
-115,082
| -17% | -$2.68M |
|
1523
PUT
Synchrony
SYF
$25.3B
| $12.2M | 0.01% |
442,800
+343,900
| +348% | +$11.9M |
|
|
BHVN
1524
PUT
DELISTED
Biohaven Pharmaceutical Holding Company Ltd.
BHVN
| $12.2M | 0.01% |
83,900
+32,400
| +63% | +$4.14M |
|
|
NOVA
1525
CALL
DELISTED
Sunnova Energy
NOVA
| $12.2M | 0.01% |
663,000
+336,700
| +103% | +$6.44M |
|
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.