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 | |
|---|---|---|---|---|---|---|
2226
CALL
Sabre
SABR
$838M
| $6.76M | ﹤0.01% |
1,160,100
+149,600
| +15% | +$1.25M |
|
2227
PUT
MSCI
MSCI
$41.6B
| $6.76M | ﹤0.01% |
16,400
-2,800
| -15% | -$1.22M |
|
|
ELIQ
2228
DELISTED
Electriq Power Holdings, Inc.
ELIQ
| $6.76M | ﹤0.01% |
689,409
+127,838
| +23% | +$1.25M |
|
2229
WisdomTree Mortgage Plus Bond Fund
MTGP
$74.4M
| $6.75M | ﹤0.01% |
+147,174
| New | +$6.82M |
|
2230
PUT
Johnson Controls International
JCI
$93.1B
| $6.75M | ﹤0.01% |
140,900
+99,200
| +238% | +$5.53M |
|
2231
CALL
HDFC Bank
HDB
$122B
| $6.73M | ﹤0.01% |
245,000
+146,800
| +149% | +$4.14M |
|
|
AZUL
2232
DELISTED
Azul
AZUL
| $6.73M | ﹤0.01% |
947,873
+915,072
| +2,790% | +$11M |
|
2233
PUT
Invesco DB US Dollar Index Bullish Fund
UUP
$423M
| $6.73M | ﹤0.01% |
240,700
+85,500
| +55% | +$2.34M |
|
2234
PUT
Vanguard Information Technology ETF
VGT
$147B
| $6.73M | ﹤0.01% |
164,800
-3,200
| -2% | -$144K |
|
2235
CALL
Aurinia Pharmaceuticals
AUPH
$1.95B
| $6.72M | ﹤0.01% |
668,800
-506,600
| -43% | -$5.66M |
|
|
APLS
2236
CALL
DELISTED
Apellis Pharmaceuticals
APLS
| $6.71M | ﹤0.01% |
148,500
+24,100
| +19% | +$1.1M |
|
2237
PUT
Eastman Chemical
EMN
$8.39B
| $6.71M | ﹤0.01% |
74,700
+32,100
| +75% | +$3.32M |
|
2238
Pilgrim's Pride
PPC
$6.33B
| $6.7M | ﹤0.01% |
214,488
+57,604
| +37% | +$1.69M |
|
2239
AGNC Investment
AGNC
$12.6B
| $6.69M | ﹤0.01% |
604,678
+580,546
| +2,406% | +$6.88M |
|
|
GRMN
2240
PUT
Garmin
GRMN
$58.3B
| $6.69M | ﹤0.01% |
68,100
-29,300
| -30% | -$3.09M |
|
2241
CALL
Fluor
FLR
$7.04B
| $6.69M | ﹤0.01% |
274,800
-298,600
| -52% | -$8.02M |
|
2242
Teucrium Wheat Fund
WEAT
$297M
| $6.69M | ﹤0.01% |
147,979
+96,442
| +187% | +$5.2M |
|
2243
CALL
Kulicke & Soffa
KLIC
$4.91B
| $6.68M | ﹤0.01% |
156,100
-48,700
| -24% | -$2.41M |
|
2244
CALL
Monolithic Power Systems
MPWR
$66.1B
| $6.68M | ﹤0.01% |
17,400
-54,600
| -76% | -$23.1M |
|
2245
LyondellBasell Industries
LYB
$19.1B
| $6.67M | ﹤0.01% |
76,304
-113,996
| -60% | -$11.9M |
|
2246
Vail Resorts
MTN
$5.39B
| $6.67M | ﹤0.01% |
30,608
+16,169
| +112% | +$3.95M |
|
2247
Las Vegas Sands
LVS
$29.7B
| $6.66M | ﹤0.01% |
198,352
-265,409
| -57% | -$9.18M |
|
2248
CALL
FTAI Aviation
FTAI
$23B
| $6.66M | ﹤0.01% |
403,292
-134,080
| -25% | -$2.38M |
|
|
PPL
2249
PPL Corp
PPL
$26.3B
| $6.66M | ﹤0.01% |
245,410
-345,760
| -58% | -$9.92M |
|
2250
iShares Global Healthcare ETF
IXJ
$4.13B
| $6.65M | ﹤0.01% |
+81,974
| New | +$6.85M |
|
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.