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 | |
|---|---|---|---|---|---|---|
1976
Invesco DB Base Metals Fund
DBB
$314M
| $8.23M | ﹤0.01% |
423,951
+361,848
| +583% | +$8.4M |
|
1977
CALL
SL Green Realty
SLG
$3.85B
| $8.23M | ﹤0.01% |
178,299
+162,644
| +1,039% | +$10.3M |
|
1978
PUT
Republic Services
RSG
$64.5B
| $8.22M | ﹤0.01% |
62,800
+4,000
| +7% | +$525K |
|
1979
CALL
Omega Healthcare
OHI
$14.7B
| $8.21M | ﹤0.01% |
291,300
+109,100
| +60% | +$3.11M |
|
|
BBSA
1980
DELISTED
JPMorgan BetaBuilders 1-5 Year U.S. Aggregate Bond ETF
BBSA
| $8.21M | ﹤0.01% |
170,589
+78,473
| +85% | +$3.79M |
|
1981
PUT
RingCentral
RNG
$4.81B
| $8.19M | ﹤0.01% |
156,800
+7,900
| +5% | +$599K |
|
1982
PUT
Petco
WOOF
$831M
| $8.19M | ﹤0.01% |
555,600
+189,400
| +52% | +$3.44M |
|
1983
CALL
Wyndham Hotels & Resorts
WH
$5.59B
| $8.19M | ﹤0.01% |
124,600
+28,700
| +30% | +$2.26M |
|
1984
HF Sinclair
DINO
$15.8B
| $8.19M | ﹤0.01% |
181,248
+46,174
| +34% | +$2.07M |
|
1985
Fidelity Limited Term Bond ETF
FLTB
$415M
| $8.18M | ﹤0.01% |
168,056
-57,282
| -25% | -$2.81M |
|
1986
Halozyme
HALO
$9.76B
| $8.17M | ﹤0.01% |
185,777
+148,432
| +397% | +$6.42M |
|
1987
CALL
Knight Transportation
KNX
$11.1B
| $8.14M | ﹤0.01% |
175,900
+168,800
| +2,377% | +$7.99M |
|
|
NVMI
1988
CALL
Nova
NVMI
$12.5B
| $8.14M | ﹤0.01% |
91,900
+76,300
| +489% | +$7.6M |
|
1989
iShares Global Clean Energy ETF
ICLN
$2.41B
| $8.13M | ﹤0.01% |
427,016
+362,552
| +562% | +$7.07M |
|
1990
Azenta
AZTA
$1.38B
| $8.12M | ﹤0.01% |
112,606
+64,214
| +133% | +$4.8M |
|
|
AXON
1991
PUT
Axon Enterprise
AXON
$46.4B
| $8.12M | ﹤0.01% |
87,100
+11,800
| +16% | +$1.25M |
|
1992
CALL
Logitech
LOGI
$15.1B
| $8.11M | ﹤0.01% |
155,300
-323,100
| -68% | -$19.9M |
|
1993
PUT
Dell
DELL
$302B
| $8.1M | ﹤0.01% |
175,200
+106,500
| +155% | +$5.03M |
|
1994
PUT
AngloGold Ashanti
AU
$41.2B
| $8.08M | ﹤0.01% |
546,500
+24,500
| +5% | +$465K |
|
1995
US Global Jets ETF
JETS
$822M
| $8.07M | ﹤0.01% |
489,246
-2,201,990
| -82% | -$43.4M |
|
|
CTRA
1996
PUT
DELISTED
Coterra Energy
CTRA
| $8.07M | ﹤0.01% |
313,000
+240,400
| +331% | +$7.29M |
|
1997
Lattice Semiconductor
LSCC
$18B
| $8.07M | ﹤0.01% |
166,390
+156,946
| +1,662% | +$7.82M |
|
|
TRTN
1998
CALL
DELISTED
Triton International Limited
TRTN
| $8.07M | ﹤0.01% |
153,200
+17,900
| +13% | +$1.08M |
|
1999
Eastman Chemical
EMN
$8.23B
| $8.06M | ﹤0.01% |
89,829
+57,436
| +177% | +$5.95M |
|
|
OTLY
2000
CALL
Oatly Group
OTLY
$468M
| $8.06M | ﹤0.01% |
117,350
-135,415
| -54% | -$10.6M |
|
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.