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 | |
|---|---|---|---|---|---|---|
|
RMGC
1876
DELISTED
RMG Acquisition Corp. III Class A Ordinary Shares
RMGC
| $8.95M | ﹤0.01% |
910,345
+155,989
| +21% | +$1.53M |
|
1877
CALL
Canadian Imperial Bank of Commerce
CM
$108B
| $8.95M | ﹤0.01% |
184,300
+23,700
| +15% | +$1.29M |
|
1878
Dimensional World ex US Core Equity 2 ETF
DFAX
$12.3B
| $8.94M | ﹤0.01% |
416,916
+384,219
| +1,175% | +$8.94M |
|
1879
PUT
Capri Holdings
CPRI
$1.9B
| $8.93M | ﹤0.01% |
217,800
-200
| -0.1% | -$9.31K |
|
1880
Cloudflare
NET
$107B
| $8.93M | ﹤0.01% |
203,995
-135,304
| -40% | -$9.74M |
|
1881
CALL
FirstEnergy
FE
$27.9B
| $8.92M | ﹤0.01% |
232,300
+22,500
| +11% | +$961K |
|
1882
PUT
Cencora
COR
$59.6B
| $8.91M | ﹤0.01% |
63,000
+24,000
| +62% | +$3.67M |
|
1883
CALL
Royal Bank of Canada
RY
$290B
| $8.91M | ﹤0.01% |
92,000
+23,200
| +34% | +$2.37M |
|
1884
CALL
Range Resources
RRC
$9.28B
| $8.9M | ﹤0.01% |
359,800
+92,500
| +35% | +$2.83M |
|
1885
Procter & Gamble
PG
$345B
| $8.89M | ﹤0.01% |
61,831
-690,718
| -92% | -$104M |
|
1886
PUT
QuantumScape Corp
QS
$3.5B
| $8.88M | ﹤0.01% |
1,034,400
+209,800
| +25% | +$2.8M |
|
1887
ProShares High Yield-Interest Rate Hedged ETF
HYHG
$186M
| $8.86M | ﹤0.01% |
+156,050
| New | +$9.35M |
|
1888
PUT
Plains All American Pipeline
PAA
$16.6B
| $8.85M | ﹤0.01% |
901,600
-54,600
| -6% | -$592K |
|
1889
Tenaris
TS
$29.3B
| $8.85M | ﹤0.01% |
344,022
+170,706
| +98% | +$5.26M |
|
1890
CALL
Campbell Soup
CPB
$6.79B
| $8.83M | ﹤0.01% |
183,700
-15,200
| -8% | -$716K |
|
1891
PUT
Dollar General
DG
$28.1B
| $8.81M | ﹤0.01% |
35,900
-24,300
| -40% | -$5.67M |
|
1892
PUT
Motorola Solutions
MSI
$73.5B
| $8.8M | ﹤0.01% |
42,000
-6,600
| -14% | -$1.44M |
|
1893
CALL
Huntsman Corp
HUN
$1.83B
| $8.79M | ﹤0.01% |
310,200
-38,600
| -11% | -$1.3M |
|
1894
CarMax
KMX
$8.16B
| $8.79M | ﹤0.01% |
97,144
-109,652
| -53% | -$10.3M |
|
1895
PUT
Enbridge
ENB
$117B
| $8.79M | ﹤0.01% |
207,900
+149,300
| +255% | +$6.66M |
|
1896
Logitech
LOGI
$15.6B
| $8.78M | ﹤0.01% |
168,079
+2,408
| +1% | +$148K |
|
|
ETAC
1897
DELISTED
E.Merge Technology Acquisition Corp. Class A Common Stock
ETAC
| $8.78M | ﹤0.01% |
878,322
+2,170
| +0.2% | +$21.6K |
|
1898
CALL
First Majestic Silver
AG
$8.13B
| $8.77M | ﹤0.01% |
1,223,800
+262,100
| +27% | +$2.56M |
|
|
SBNY
1899
DELISTED
Signature Bank
SBNY
| $8.77M | ﹤0.01% |
48,917
+3,625
| +8% | +$812K |
|
1900
Alcoa
AA
$12.4B
| $8.76M | ﹤0.01% |
192,121
-100,527
| -34% | -$6.52M |
|
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.