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 | |
|---|---|---|---|---|---|---|
4076
PUT
Avantor
AVTR
$9.19B
| $2.08M | ﹤0.01% |
66,900
+11,700
| +21% | +$365K |
|
4077
CALL
Grocery Outlet
GO
$980M
| $2.08M | ﹤0.01% |
48,800
-24,300
| -33% | -$888K |
|
4078
PVH
PVH
$4.04B
| $2.08M | ﹤0.01% |
36,543
-19,795
| -35% | -$1.37M |
|
4079
Swan Hedged Equity US Large Cap ETF
HEGD
$736M
| $2.08M | ﹤0.01% |
+121,819
| New | +$2.15M |
|
4080
PUT
ICICI Bank
IBN
$108B
| $2.08M | ﹤0.01% |
117,000
-56,500
| -33% | -$1.06M |
|
4081
KKR & Co
KKR
$92.3B
| $2.08M | ﹤0.01% |
44,822
-341,535
| -88% | -$17.9M |
|
4082
Intellia Therapeutics
NTLA
$1.67B
| $2.07M | ﹤0.01% |
40,050
+18,503
| +86% | +$940K |
|
4083
PUT
SkinHealth Systems
SKIN
$85.7M
| $2.07M | ﹤0.01% |
161,100
+28,800
| +22% | +$386K |
|
4084
Copa Holdings
CPA
$5.8B
| $2.07M | ﹤0.01% |
32,648
-4,232
| -11% | -$298K |
|
|
MMP
4085
DELISTED
Magellan Midstream Partners, L.P.
MMP
| $2.07M | ﹤0.01% |
43,320
+13,677
| +46% | +$682K |
|
4086
CALL
Hecla Mining
HL
$11.3B
| $2.07M | ﹤0.01% |
527,300
-130,500
| -20% | -$678K |
|
4087
PUT
OneMain Financial
OMF
$7.47B
| $2.07M | ﹤0.01% |
55,300
+18,200
| +49% | +$786K |
|
4088
WSFS Financial
WSFS
$4.15B
| $2.07M | ﹤0.01% |
51,571
+47,183
| +1,075% | +$1.94M |
|
|
CAPD
4089
DELISTED
iPath Shiller CAPE ETN
CAPD
| $2.07M | ﹤0.01% |
+110,615
| New | +$2.24M |
|
4090
Invesco CurrencyShares British Pound Sterling Trust
FXB
$64.8M
| $2.06M | ﹤0.01% |
17,661
-4,194
| -19% | -$506K |
|
4091
CALL
XPEL
XPEL
$1.38B
| $2.06M | ﹤0.01% |
44,900
+38,300
| +580% | +$1.81M |
|
|
QDROU
4092
DELISTED
Quadro Acquisition One Corp. Unit
QDROU
| $2.06M | ﹤0.01% |
210,212
+1,236
| +0.6% | +$12.1K |
|
4093
CALL
ProPetro Holding
PUMP
$1.35B
| $2.06M | ﹤0.01% |
206,000
+170,800
| +485% | +$2.25M |
|
4094
SAP
SAP
$238B
| $2.06M | ﹤0.01% |
22,706
+18,567
| +449% | +$1.85M |
|
4095
BlackLine
BL
$1.72B
| $2.06M | ﹤0.01% |
30,920
+23,019
| +291% | +$1.58M |
|
4096
IQ MacKay Municipal Intermediate ETF
MMIT
$1.47B
| $2.06M | ﹤0.01% |
84,814
-20,697
| -20% | -$506K |
|
4097
iShares MSCI EAFE Value ETF
EFV
$30.2B
| $2.06M | ﹤0.01% |
47,398
-678,665
| -93% | -$32.3M |
|
4098
ITT
ITT
$19.1B
| $2.06M | ﹤0.01% |
30,564
-48,253
| -61% | -$3.44M |
|
4099
CALL
Black Stone Minerals
BSM
$3B
| $2.05M | ﹤0.01% |
150,000
-37,300
| -20% | -$566K |
|
|
RDUS
4100
DELISTED
Radius Health, Inc.
RDUS
| $2.05M | ﹤0.01% |
198,058
+181,840
| +1,121% | +$1.35M |
|
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.