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 | |
|---|---|---|---|---|---|---|
2201
CALL
Fiverr
FVRR
$340M
| $6.88M | ﹤0.01% |
199,900
-76,000
| -28% | -$3.61M |
|
|
BSCO
2202
DELISTED
Invesco BulletShares 2024 Corporate Bond ETF
BSCO
| $6.87M | ﹤0.01% |
331,456
-35,425
| -10% | -$739K |
|
2203
PUT
Repligen
RGEN
$8.95B
| $6.87M | ﹤0.01% |
42,300
+10,100
| +31% | +$1.6M |
|
|
CPE
2204
DELISTED
Callon Petroleum Company
CPE
| $6.87M | ﹤0.01% |
175,136
+117,918
| +206% | +$6.31M |
|
2205
Regeneron Pharmaceuticals
REGN
$79.1B
| $6.86M | ﹤0.01% |
11,609
-29,491
| -72% | -$19.2M |
|
2206
PUT
Enterprise Products Partners
EPD
$81.6B
| $6.86M | ﹤0.01% |
281,500
-28,800
| -9% | -$758K |
|
2207
Mohawk Industries
MHK
$9.19B
| $6.86M | ﹤0.01% |
55,257
-16,516
| -23% | -$2.19M |
|
|
BOAC
2208
DELISTED
Bluescape Opportunities Acquisition Corp.
BOAC
| $6.84M | ﹤0.01% |
690,203
+1,778
| +0.3% | +$17.6K |
|
|
COHR
2209
DELISTED
Coherent Inc
COHR
| $6.83M | ﹤0.01% |
25,676
+21,969
| +593% | +$5.89M |
|
2210
Prudential Financial
PRU
$41.7B
| $6.83M | ﹤0.01% |
71,381
+11,617
| +19% | +$1.23M |
|
|
BIG
2211
CALL
DELISTED
Big Lots, Inc.
BIG
| $6.83M | ﹤0.01% |
325,600
+124,000
| +62% | +$3.65M |
|
2212
PUT
Omega Healthcare
OHI
$14.6B
| $6.82M | ﹤0.01% |
242,000
+13,600
| +6% | +$387K |
|
2213
Harley-Davidson
HOG
$2.76B
| $6.82M | ﹤0.01% |
215,336
+135,406
| +169% | +$4.81M |
|
2214
International Paper
IP
$22.4B
| $6.82M | ﹤0.01% |
162,978
+73,910
| +83% | +$3.43M |
|
|
ITCI
2215
PUT
DELISTED
Intra-Cellular Therapies Inc.
ITCI
| $6.81M | ﹤0.01% |
119,300
+83,900
| +237% | +$4.76M |
|
2216
MasTec
MTZ
$21.4B
| $6.81M | ﹤0.01% |
94,986
+89,540
| +1,644% | +$6.98M |
|
2217
PUT
Targa Resources
TRGP
$55.8B
| $6.8M | ﹤0.01% |
114,000
+81,700
| +253% | +$5.87M |
|
2218
PUT
Chegg
CHGG
$115M
| $6.8M | ﹤0.01% |
362,100
-91,100
| -20% | -$2.09M |
|
2219
Xtrackers International Real Estate ETF
HAUZ
$1.07B
| $6.79M | ﹤0.01% |
304,212
+165,869
| +120% | +$4.05M |
|
2220
Vanguard Russell 1000 ETF
VONE
$8.53B
| $6.79M | ﹤0.01% |
39,502
+21,719
| +122% | +$4.06M |
|
2221
PIMCO 25+ Year Zero Coupon US Treasury Index Exchange-Traded Fund
ZROZ
$1.28B
| $6.79M | ﹤0.01% |
62,652
-25,466
| -29% | -$2.86M |
|
2222
PUT
PVH
PVH
$4.01B
| $6.78M | ﹤0.01% |
119,100
-135,800
| -53% | -$9.39M |
|
2223
Innovator Growth Accelerated Plus ETF July
QTJL
$19.8M
| $6.78M | ﹤0.01% |
+338,733
| New | +$7.59M |
|
2224
Pegasystems
PEGA
$5.23B
| $6.77M | ﹤0.01% |
283,156
+258,748
| +1,060% | +$7.74M |
|
2225
CRISPR Therapeutics
CRSP
$5.17B
| $6.77M | ﹤0.01% |
111,415
+24,436
| +28% | +$1.44M |
|
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.