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 | |
|---|---|---|---|---|---|---|
2701
CALL
Magnachip Semiconductor
MX
$141M
| $4.81M | ﹤0.01% |
331,200
+117,000
| +55% | +$2.01M |
|
2702
PUT
Guardant Health
GH
$21.1B
| $4.81M | ﹤0.01% |
119,200
+5,500
| +5% | +$273K |
|
2703
Pultegroup
PHM
$24.7B
| $4.81M | ﹤0.01% |
121,277
+16,360
| +16% | +$689K |
|
|
SIX
2704
CALL
DELISTED
Six Flags Entertainment Corp.
SIX
| $4.8M | ﹤0.01% |
221,400
+159,100
| +255% | +$5.07M |
|
2705
State Street SPDR Global Dow ETF
DGT
$624M
| $4.8M | ﹤0.01% |
49,924
-17,514
| -26% | -$1.84M |
|
2706
CALL
PetMed Express
PETS
$42.1M
| $4.8M | ﹤0.01% |
241,000
+163,100
| +209% | +$3.64M |
|
2707
CALL
Shake Shack
SHAK
$2.83B
| $4.79M | ﹤0.01% |
121,400
+53,800
| +80% | +$2.75M |
|
2708
PUT
Winnebago Industries
WGO
$885M
| $4.79M | ﹤0.01% |
98,700
+23,000
| +30% | +$1.19M |
|
2709
Global X Emerging Markets Bond ETF
EMBD
$249M
| $4.79M | ﹤0.01% |
225,652
+194,909
| +634% | +$4.37M |
|
2710
Pool Corp
POOL
$7.31B
| $4.78M | ﹤0.01% |
13,613
-3,129
| -19% | -$1.24M |
|
|
PPLI
2711
PUT
People Inc
PPLI
$3.2B
| $4.78M | ﹤0.01% |
76,675
+66,801
| +677% | +$4.71M |
|
2712
CALL
Marqeta
MQ
$1.74B
| $4.78M | ﹤0.01% |
147,300
-49,125
| -25% | -$1.93M |
|
2713
CALL
Tandem Diabetes Care
TNDM
$1.29B
| $4.78M | ﹤0.01% |
80,700
+27,700
| +52% | +$2.27M |
|
2714
First Horizon
FHN
$12.1B
| $4.78M | ﹤0.01% |
218,480
-156,156
| -42% | -$3.51M |
|
2715
CALL
Perion Network
PERI
$380M
| $4.78M | ﹤0.01% |
262,700
-113,100
| -30% | -$2.35M |
|
2716
Illumina
ILMN
$29.3B
| $4.77M | ﹤0.01% |
26,591
+21,764
| +451% | +$5.56M |
|
2717
VF Corp
VFC
$5.8B
| $4.77M | ﹤0.01% |
107,968
-97,350
| -47% | -$4.88M |
|
2718
Maximus
MMS
$3.06B
| $4.77M | ﹤0.01% |
76,256
+60,638
| +388% | +$4.1M |
|
2719
PUT
Lemonade
LMND
$4.01B
| $4.76M | ﹤0.01% |
260,800
-35,600
| -12% | -$750K |
|
2720
CALL
Ralph Lauren
RL
$23.6B
| $4.76M | ﹤0.01% |
53,100
-28,600
| -35% | -$2.89M |
|
2721
Williams-Sonoma
WSM
$29.1B
| $4.76M | ﹤0.01% |
85,796
-16,852
| -16% | -$1.09M |
|
2722
CALL
MBIA
MBI
$269M
| $4.75M | ﹤0.01% |
385,000
-375,500
| -49% | -$4.94M |
|
2723
PUT
Magna International
MGA
$18.1B
| $4.75M | ﹤0.01% |
86,600
-91,900
| -51% | -$5.6M |
|
2724
PUT
Commercial Metals
CMC
$8.15B
| $4.75M | ﹤0.01% |
143,500
+103,500
| +259% | +$4.08M |
|
2725
Invesco NASDAQ 100 ETF
QQQM
$101B
| $4.75M | ﹤0.01% |
41,225
+37,521
| +1,013% | +$4.79M |
|
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 1,426 new, 3,968 increased, 4,014 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 1,426 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.