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 | |
|---|---|---|---|---|---|---|
1176
PUT
Warner Bros
WBD
$65.9B
| $18.6M | 0.01% |
1,392,068
+29,468
| +2% | +$547K |
|
1177
CSX Corp
CSX
$93.4B
| $18.5M | 0.01% |
636,786
+75,881
| +14% | +$2.47M |
|
|
CTRA
1178
CALL
DELISTED
Coterra Energy
CTRA
| $18.5M | 0.01% |
717,000
+354,600
| +98% | +$10.8M |
|
1179
Vanguard Ultra-Short Bond ETF
VUSB
$8.94B
| $18.4M | 0.01% |
373,411
+259,163
| +227% | +$12.8M |
|
1180
CALL
RingCentral
RNG
$4.66B
| $18.4M | 0.01% |
351,200
+231,200
| +193% | +$17.5M |
|
1181
PUT
Advance Auto Parts
AAP
$3.35B
| $18.3M | 0.01% |
106,000
+57,800
| +120% | +$11.5M |
|
1182
Banco Bilbao Vizcaya Argentaria
BBVA
$154B
| $18.3M | 0.01% |
4,055,509
+3,083,261
| +317% | +$15.6M |
|
1183
Skyworks Solutions
SWKS
$9.37B
| $18.3M | 0.01% |
197,750
+59,197
| +43% | +$6.39M |
|
1184
Goldman Sachs ActiveBeta International Equity ETF
GSIE
$6B
| $18.3M | 0.01% |
659,013
+360,031
| +120% | +$10.9M |
|
1185
Pinterest
PINS
$13.4B
| $18.3M | 0.01% |
1,005,479
+23,767
| +2% | +$497K |
|
1186
iShares Bloomberg Roll Select Commodity Strategy ETF
CMDY
$557M
| $18.3M | 0.01% |
313,486
+241,066
| +333% | +$15.4M |
|
1187
CALL
Bausch Health
BHC
$2.58B
| $18.2M | 0.01% |
2,182,800
+982,300
| +82% | +$13.7M |
|
1188
CALL
Vanguard Global ex-US Real Estate ETF
VNQI
$3.52B
| $18.2M | 0.01% |
+437,800
| New | +$20.9M |
|
1189
CALL
Boston Scientific
BSX
$69.5B
| $18.2M | 0.01% |
488,700
+140,200
| +40% | +$5.71M |
|
1190
PUT
Raymond James Financial
RJF
$33.8B
| $18.2M | 0.01% |
203,100
+164,100
| +421% | +$16.1M |
|
|
CPE
1191
CALL
DELISTED
Callon Petroleum Company
CPE
| $18.1M | 0.01% |
462,200
-303,000
| -40% | -$16.2M |
|
1192
Akamai
AKAM
$16.7B
| $18.1M | 0.01% |
198,294
+137,070
| +224% | +$14.3M |
|
1193
PUT
Neurocrine Biosciences
NBIX
$16.8B
| $18.1M | 0.01% |
185,700
-109,500
| -37% | -$10.1M |
|
1194
Vanguard Russell 1000 Growth ETF
VONG
$42.8B
| $18.1M | 0.01% |
+321,632
| New | +$19.9M |
|
|
SGEN
1195
DELISTED
Seagen Inc. Common Stock
SGEN
| $18.1M | 0.01% |
102,186
+33,224
| +48% | +$4.79M |
|
1196
Goldman Sachs Access Treasury 0-1 Year ETF
GBIL
$7.64B
| $18.1M | 0.01% |
181,025
+157,133
| +658% | +$15.7M |
|
1197
CALL
American Electric Power
AEP
$69.6B
| $18M | 0.01% |
187,600
-156,800
| -46% | -$15.5M |
|
|
UCD
1198
CALL
DELISTED
PROSHARES ULTRA BLOOMBERG COMMODITY
UCD
| $17.9M | 0.01% |
+436,200
| New | +$17.9M |
|
1199
Twilio
TWLO
$30B
| $17.9M | 0.01% |
213,849
+76,634
| +56% | +$8.57M |
|
1200
CALL
Sempra
SRE
$57.9B
| $17.9M | 0.01% |
238,400
+97,400
| +69% | +$7.82M |
|
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.