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 | |
|---|---|---|---|---|---|---|
1276
PUT
HubSpot
HUBS
$12.7B
| $16.4M | 0.01% |
54,700
+10,100
| +23% | +$3.69M |
|
|
PPL
1277
CALL
PPL Corp
PPL
$26.7B
| $16.4M | 0.01% |
604,600
-145,300
| -19% | -$4.17M |
|
1278
Tower Semiconductor
TSEM
$24.4B
| $16.4M | 0.01% |
354,812
-342,920
| -49% | -$16.3M |
|
1279
PUT
Southwest Airlines
LUV
$22.8B
| $16.3M | 0.01% |
452,000
-319,600
| -41% | -$13.7M |
|
1280
PUT
Baxter International
BAX
$14.3B
| $16.3M | 0.01% |
254,100
+25,800
| +11% | +$1.87M |
|
1281
iShares Core S&P Small-Cap ETF
IJR
$111B
| $16.3M | 0.01% |
176,502
+144,836
| +457% | +$14.4M |
|
1282
CALL
Sherwin-Williams
SHW
$85.5B
| $16.3M | 0.01% |
72,800
+5,400
| +8% | +$1.39M |
|
|
SBNY
1283
PUT
DELISTED
Signature Bank
SBNY
| $16.3M | 0.01% |
90,900
-29,100
| -24% | -$6.52M |
|
1284
PUT
Insulet
PODD
$11.8B
| $16.2M | 0.01% |
74,400
+41,900
| +129% | +$9.52M |
|
1285
CALL
Capri Holdings
CPRI
$1.87B
| $16.2M | 0.01% |
395,300
+114,600
| +41% | +$5.33M |
|
1286
State Street SPDR Bloomberg 1-10 Year TIPS ETF
TIPX
$1.99B
| $16.2M | 0.01% |
832,398
-3,245,257
| -80% | -$65M |
|
1287
PUT
Xcel Energy
XEL
$49.1B
| $16.2M | 0.01% |
228,800
+219,800
| +2,442% | +$16M |
|
1288
iShares Core S&P 500 ETF
IVV
$880B
| $16.2M | 0.01% |
42,636
-48,379
| -53% | -$19.9M |
|
1289
PUT
EPAM Systems
EPAM
$5.52B
| $16.2M | 0.01% |
54,800
-141,200
| -72% | -$43.1M |
|
1290
iShares Core International Aggregate Bond Fund
IAGG
$10.9B
| $16.2M | 0.01% |
324,272
+114,355
| +54% | +$5.79M |
|
1291
CALL
United Therapeutics
UTHR
$25.8B
| $16.1M | 0.01% |
68,500
+4,800
| +8% | +$976K |
|
1292
PUT
Ferrari
RACE
$70.9B
| $16.1M | 0.01% |
87,800
-40,600
| -32% | -$8.08M |
|
1293
PUT
Monster Beverage
MNST
$92.8B
| $16.1M | 0.01% |
347,400
+223,400
| +180% | +$9.72M |
|
1294
iShares MSCI ACWI ETF
ACWI
$32.7B
| $16.1M | 0.01% |
191,827
+40,004
| +26% | +$3.64M |
|
1295
MGM Resorts International
MGM
$11.4B
| $16.1M | 0.01% |
555,344
+255,189
| +85% | +$9.15M |
|
1296
PUT
Cloudflare
NET
$101B
| $16.1M | 0.01% |
367,300
-203,100
| -36% | -$14.6M |
|
1297
Invesco DB US Dollar Index Bullish Fund
UUP
$424M
| $16.1M | 0.01% |
574,155
-287,143
| -33% | -$7.87M |
|
1298
Darling Ingredients
DAR
$9.57B
| $16.1M | 0.01% |
268,445
+247,896
| +1,206% | +$18.8M |
|
1299
Invesco Variable Rate Preferred ETF
VRP
$3B
| $16.1M | 0.01% |
723,334
+653,447
| +935% | +$15.2M |
|
1300
Spotify
SPOT
$102B
| $16M | 0.01% |
170,876
+120,381
| +238% | +$13.6M |
|
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.