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 | |
|---|---|---|---|---|---|---|
|
MAXR
1951
DELISTED
Maxar Technologies Inc. Common Stock
MAXR
| $8.4M | ﹤0.01% |
322,105
-17,734
| -5% | -$552K |
|
1952
Takeda Pharmaceutical
TAK
$52.9B
| $8.4M | ﹤0.01% |
+597,343
| New | +$8.53M |
|
1953
Goldman Sachs ActiveBeta Emerging Markets Equity ETF
GEM
$1.72B
| $8.4M | ﹤0.01% |
282,296
-474,834
| -63% | -$15M |
|
1954
CALL
Fortive
FTV
$18B
| $8.4M | ﹤0.01% |
204,889
+95,677
| +88% | +$4.23M |
|
|
FITB
1955
PUT
Fifth Third Bancorp
FITB
$52.4B
| $8.38M | ﹤0.01% |
249,400
-66,600
| -21% | -$2.5M |
|
1956
PUT
Rithm Capital
RITM
$5.62B
| $8.37M | ﹤0.01% |
897,600
+854,900
| +2,002% | +$8.98M |
|
1957
CALL
Ametek
AME
$55.9B
| $8.35M | ﹤0.01% |
76,000
+52,600
| +225% | +$6.39M |
|
1958
State Street SPDR Portfolio S&P 500 Growth ETF
SPYG
$54.2B
| $8.34M | ﹤0.01% |
+159,594
| New | +$9.15M |
|
1959
CALL
BlackLine
BL
$1.92B
| $8.34M | ﹤0.01% |
125,200
+120,400
| +2,508% | +$8.24M |
|
|
PDCE
1960
DELISTED
PDC Energy, Inc.
PDCE
| $8.34M | ﹤0.01% |
135,323
+129,013
| +2,045% | +$9.35M |
|
|
VSXY
1961
Victoria's Secret
VSXY
$7.08B
| $8.34M | ﹤0.01% |
298,011
+228,110
| +326% | +$9.88M |
|
|
BSJM
1962
DELISTED
Invesco BulletShares 2022 High Yield Corporate Bond ETF
BSJM
| $8.33M | ﹤0.01% |
377,782
-657,359
| -64% | -$14.8M |
|
1963
CALL
C3.ai
AI
$1.56B
| $8.31M | ﹤0.01% |
455,300
+55,300
| +14% | +$1.02M |
|
1964
Dow Inc
DOW
$21.6B
| $8.31M | ﹤0.01% |
161,067
-65,386
| -29% | -$4.19M |
|
1965
iShares 0-1 Year Treasury Bond ETF
SHV
$20.6B
| $8.3M | ﹤0.01% |
75,362
-54,720
| -42% | -$6.03M |
|
1966
PUT
Asana
ASAN
$1.97B
| $8.3M | ﹤0.01% |
471,900
+190,600
| +68% | +$4.8M |
|
|
DQ
1967
PUT
Daqo New Energy
DQ
$930M
| $8.29M | ﹤0.01% |
116,200
-30,300
| -21% | -$1.5M |
|
|
SKX
1968
PUT
DELISTED
Skechers
SKX
| $8.28M | ﹤0.01% |
232,600
+91,000
| +64% | +$3.49M |
|
1969
Assurant
AIZ
$14B
| $8.27M | ﹤0.01% |
47,851
-3,774
| -7% | -$684K |
|
1970
CALL
Carlyle Group
CG
$17.6B
| $8.27M | ﹤0.01% |
261,200
+177,900
| +214% | +$6.82M |
|
1971
Playtika
PLTK
$1.54B
| $8.27M | ﹤0.01% |
624,451
+236,320
| +61% | +$3.68M |
|
1972
PUT
Abercrombie & Fitch
ANF
$4.84B
| $8.26M | ﹤0.01% |
488,400
+240,200
| +97% | +$6.63M |
|
1973
CALL
Conagra Brands
CAG
$7.14B
| $8.24M | ﹤0.01% |
240,700
-251,700
| -51% | -$8.57M |
|
1974
CALL
AGNC Investment
AGNC
$12.6B
| $8.23M | ﹤0.01% |
743,900
+504,900
| +211% | +$5.99M |
|
1975
PUT
Westlake Corp
WLK
$8.95B
| $8.23M | ﹤0.01% |
84,000
-700
| -0.8% | -$85.7K |
|
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.