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 | |
|---|---|---|---|---|---|---|
1751
Medtronic
MDT
$110B
| $9.89M | ﹤0.01% |
110,225
+22,462
| +26% | +$2.28M |
|
1752
AutoNation
AN
$7.16B
| $9.88M | ﹤0.01% |
88,405
+22,903
| +35% | +$2.6M |
|
1753
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$46.9B
| $9.86M | ﹤0.01% |
107,778
-589,440
| -85% | -$53.9M |
|
1754
CALL
Pan American Silver
PAAS
$19.1B
| $9.86M | ﹤0.01% |
501,300
-162,600
| -24% | -$3.9M |
|
1755
CALL
UiPath
PATH
$7.12B
| $9.86M | ﹤0.01% |
542,100
+246,700
| +84% | +$4.61M |
|
1756
PUT
First Industrial Realty Trust
FR
$8.54B
| $9.85M | ﹤0.01% |
207,400
-59,100
| -22% | -$3.24M |
|
1757
PUT
Axsome Therapeutics
AXSM
$11B
| $9.84M | ﹤0.01% |
257,000
+226,800
| +751% | +$7.17M |
|
1758
PUT
Invesco CurrencyShares Japanese Yen Trust
FXY
$451M
| $9.84M | ﹤0.01% |
142,600
+97,800
| +218% | +$7.06M |
|
1759
CALL
Louisiana-Pacific
LPX
$5.42B
| $9.81M | ﹤0.01% |
187,100
+60,800
| +48% | +$3.9M |
|
1760
CALL
Vanguard Information Technology ETF
VGT
$148B
| $9.8M | ﹤0.01% |
240,000
-43,200
| -15% | -$1.95M |
|
1761
CALL
Dropbox
DBX
$7.91B
| $9.8M | ﹤0.01% |
466,700
+140,500
| +43% | +$3.04M |
|
1762
PUT
Danaos Corp
DAC
$2.52B
| $9.79M | ﹤0.01% |
155,200
-85,300
| -35% | -$6.84M |
|
1763
VanEck Video Gaming and eSports ETF
ESPO
$248M
| $9.79M | ﹤0.01% |
205,245
+23,479
| +13% | +$1.21M |
|
1764
iShares S&P 500 Value ETF
IVE
$49.8B
| $9.78M | ﹤0.01% |
+71,159
| New | +$10.5M |
|
1765
Sunrun
RUN
$2.56B
| $9.78M | ﹤0.01% |
418,737
-113,591
| -21% | -$2.73M |
|
1766
CALL
ProShares Ultra S&P500
SSO
$8.35B
| $9.78M | ﹤0.01% |
435,800
+179,400
| +70% | +$4.81M |
|
|
PXD
1767
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
| $9.77M | ﹤0.01% |
43,800
+31,700
| +262% | +$8.04M |
|
1768
CALL
Ventas
VTR
$46.2B
| $9.76M | ﹤0.01% |
189,800
+58,800
| +45% | +$3.29M |
|
1769
CALL
Dick's Sporting Goods
DKS
$18B
| $9.75M | ﹤0.01% |
129,400
-22,600
| -15% | -$2.01M |
|
1770
CALL
2x Long VIX Futures ETF
UVIX
$212M
| $9.74M | ﹤0.01% |
+57
| New | +$10.6M |
|
1771
PUT
Academy Sports + Outdoors
ASO
$3.03B
| $9.74M | ﹤0.01% |
274,000
-74,700
| -21% | -$2.73M |
|
1772
Otis Worldwide
OTIS
$28B
| $9.73M | ﹤0.01% |
137,702
+42,286
| +44% | +$3.11M |
|
1773
Invesco CurrencyShares Swiss Franc Trust
FXF
$397M
| $9.73M | ﹤0.01% |
103,719
+5,265
| +5% | +$489K |
|
1774
Northrop Grumman
NOC
$78.7B
| $9.73M | ﹤0.01% |
20,323
-27,116
| -57% | -$12.5M |
|
|
SMIHU
1775
DELISTED
Summit Healthcare Acquisition Corp. Units
SMIHU
| $9.72M | ﹤0.01% |
996,602
| – | – |
|
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.