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 | |
|---|---|---|---|---|---|---|
1701
PUT
Mid-America Apartment Communities
MAA
$15.6B
| $10.3M | ﹤0.01% |
59,200
+25,900
| +78% | +$4.82M |
|
1702
iShares MSCI Netherlands ETF
EWN
$633M
| $10.3M | ﹤0.01% |
294,832
+240,759
| +445% | +$9.18M |
|
1703
PUT
Elastic
ESTC
$7.25B
| $10.3M | ﹤0.01% |
152,700
+38,400
| +34% | +$2.8M |
|
1704
Phillips 66
PSX
$81.2B
| $10.3M | ﹤0.01% |
125,849
+93,544
| +290% | +$8.65M |
|
|
JKS
1705
CALL
JinkoSolar
JKS
$826M
| $10.3M | ﹤0.01% |
149,100
+52,300
| +54% | +$2.93M |
|
1706
CALL
Raymond James Financial
RJF
$34.7B
| $10.3M | ﹤0.01% |
115,250
+34,700
| +43% | +$3.4M |
|
1707
CALL
Equinor
EQNR
$90.6B
| $10.3M | ﹤0.01% |
296,200
-14,400
| -5% | -$515K |
|
1708
Sprott Physical Silver Trust
PSLV
$12.9B
| $10.3M | ﹤0.01% |
1,491,245
+935,558
| +168% | +$7.32M |
|
1709
PUT
Fair Isaac
FICO
$23.6B
| $10.3M | ﹤0.01% |
25,600
-2,900
| -10% | -$1.14M |
|
1710
PUT
Roper Technologies
ROP
$39B
| $10.3M | ﹤0.01% |
26,000
+18,200
| +233% | +$7.91M |
|
1711
VanEck Natural Resources ETF
HAP
$306M
| $10.3M | ﹤0.01% |
226,063
+210,045
| +1,311% | +$10.9M |
|
1712
Louisiana-Pacific
LPX
$5.4B
| $10.2M | ﹤0.01% |
195,403
+138,182
| +241% | +$8.86M |
|
1713
iShares US Aerospace & Defense ETF
ITA
$14.8B
| $10.2M | ﹤0.01% |
103,240
+36,161
| +54% | +$3.72M |
|
1714
iShares US Financial Services ETF
IYG
$2.22B
| $10.2M | ﹤0.01% |
206,865
+107,412
| +108% | +$5.82M |
|
1715
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23B
| $10.2M | ﹤0.01% |
148,578
+145,502
| +4,730% | +$11.5M |
|
1716
CALL
ZipRecruiter
ZIP
$346M
| $10.2M | ﹤0.01% |
687,600
+142,700
| +26% | +$2.83M |
|
|
BSCM
1717
DELISTED
Invesco BulletShares 2022 Corporate Bond ETF
BSCM
| $10.2M | ﹤0.01% |
480,074
-3,876,569
| -89% | -$82.3M |
|
1718
CALL
Leidos
LDOS
$15.9B
| $10.2M | ﹤0.01% |
101,000
-2,300
| -2% | -$238K |
|
1719
Ormat Technologies
ORA
$6.02B
| $10.2M | ﹤0.01% |
129,772
-30,962
| -19% | -$2.44M |
|
1720
Liberty Broadband Class C
LBRDK
$5.16B
| $10.2M | ﹤0.01% |
87,922
+68,842
| +361% | +$8.39M |
|
1721
CALL
Carrier Global
CARR
$53.9B
| $10.1M | ﹤0.01% |
284,600
+111,600
| +65% | +$4.38M |
|
1722
Expeditors International
EXPD
$23.6B
| $10.1M | ﹤0.01% |
104,083
+24,909
| +31% | +$2.55M |
|
1723
CALL
Winnebago Industries
WGO
$904M
| $10.1M | ﹤0.01% |
208,700
+102,900
| +97% | +$5.32M |
|
1724
CALL
Applovin
APP
$140B
| $10.1M | ﹤0.01% |
294,100
-37,300
| -11% | -$1.5M |
|
|
JKS
1725
JinkoSolar
JKS
$826M
| $10.1M | ﹤0.01% |
146,399
+84,363
| +136% | +$4.73M |
|
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 1,426 new, 3,968 increased, 4,014 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 1,426 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.