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 | |
|---|---|---|---|---|---|---|
1476
PUT
DuPont de Nemours
DD
$19.1B
| $12.8M | 0.01% |
184,110
+145,073
| +372% | +$11.9M |
|
1477
State Street SPDR S&P Biotech ETF
XBI
$9.62B
| $12.8M | 0.01% |
172,730
+100,982
| +141% | +$7.58M |
|
1478
CALL
Cardinal Health
CAH
$55.2B
| $12.8M | 0.01% |
245,400
+7,200
| +3% | +$409K |
|
1479
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.63B
| $12.8M | 0.01% |
+313,825
| New | +$14M |
|
1480
NCR Voyix
VYX
$1.19B
| $12.8M | 0.01% |
671,695
+325,455
| +94% | +$6.94M |
|
1481
CALL
Guardant Health
GH
$21.3B
| $12.8M | 0.01% |
317,700
+179,700
| +130% | +$8.9M |
|
1482
PUT
Fulgent Genetics
FLGT
$500M
| $12.8M | 0.01% |
235,000
+98,400
| +72% | +$5.41M |
|
1483
PUT
Macy's
M
$6.83B
| $12.8M | 0.01% |
698,300
-505,200
| -42% | -$11.4M |
|
1484
CALL
Endava
DAVA
$163M
| $12.8M | 0.01% |
144,900
+101,600
| +235% | +$10.6M |
|
1485
PUT
AutoNation
AN
$7.21B
| $12.8M | 0.01% |
114,300
+14,400
| +14% | +$1.63M |
|
1486
LKQ Corp
LKQ
$5.91B
| $12.8M | 0.01% |
260,211
+122,978
| +90% | +$6.06M |
|
1487
CALL
Ross Stores
ROST
$81.1B
| $12.8M | 0.01% |
181,700
+42,400
| +30% | +$3.78M |
|
1488
Barclays
BCS
$93.8B
| $12.8M | 0.01% |
1,678,838
+1,427,626
| +568% | +$11.2M |
|
1489
Ally Financial
ALLY
$13.4B
| $12.8M | 0.01% |
380,589
+193,828
| +104% | +$7.74M |
|
1490
PUT
Trip.com Group
TCOM
$29.8B
| $12.7M | 0.01% |
464,400
-166,000
| -26% | -$3.71M |
|
1491
iShares Core S&P Total US Stock Market ETF
ITOT
$95.7B
| $12.7M | 0.01% |
152,033
+62,987
| +71% | +$5.74M |
|
1492
PUT
International Paper
IP
$21.9B
| $12.7M | 0.01% |
304,300
+27,600
| +10% | +$1.28M |
|
|
1493
CALL
Fulgent Genetics
FLGT
$500M
| $12.7M | 0.01% |
233,200
+104,100
| +81% | +$5.72M |
|
|
MPT
1494
PUT
Medical Properties Trust
MPT
$2.75B
| $12.7M | 0.01% |
832,100
+699,200
| +526% | +$12.6M |
|
1495
PUT
M&T Bank
MTB
$36.2B
| $12.7M | 0.01% |
79,544
-62,956
| -44% | -$10.6M |
|
1496
CALL
Tractor Supply
TSCO
$16.8B
| $12.7M | 0.01% |
327,000
-38,000
| -10% | -$1.54M |
|
1497
iShares Government/Credit Bond ETF
GBF
$128M
| $12.7M | 0.01% |
117,855
+67,596
| +134% | +$7.35M |
|
1498
PUT
Highwoods Properties
HIW
$3.67B
| $12.7M | 0.01% |
+370,000
| New | +$14.6M |
|
1499
CALL
Star Bulk Carriers
SBLK
$3.2B
| $12.6M | 0.01% |
505,900
+230,500
| +84% | +$6.68M |
|
1500
PUT
BioMarin Pharmaceuticals
BMRN
$11.6B
| $12.6M | 0.01% |
152,200
+5,800
| +4% | +$462K |
|
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.