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 | |
|---|---|---|---|---|---|---|
1576
Emerson Electric
EMR
$86.7B
| $11.5M | ﹤0.01% |
144,786
-546,588
| -79% | -$48.2M |
|
1577
FirstEnergy
FE
$28B
| $11.5M | ﹤0.01% |
299,481
+218,345
| +269% | +$9.32M |
|
|
MPT
1578
CALL
Medical Properties Trust
MPT
$2.75B
| $11.5M | ﹤0.01% |
752,900
+504,000
| +202% | +$9.07M |
|
1579
Teucrium Corn Fund
CORN
$171M
| $11.5M | ﹤0.01% |
456,780
+56,019
| +14% | +$1.6M |
|
1580
CALL
Whirlpool
WHR
$2.54B
| $11.5M | ﹤0.01% |
74,200
+7,200
| +11% | +$1.25M |
|
|
SWAV
1581
DELISTED
Shockwave Medical, Inc. Common Stock
SWAV
| $11.5M | ﹤0.01% |
60,085
+14,517
| +32% | +$2.56M |
|
1582
PUT
SoFi Technologies
SOFI
$23.3B
| $11.5M | ﹤0.01% |
2,177,400
-1,332,200
| -38% | -$9M |
|
1583
CALL
Sunrun
RUN
$2.49B
| $11.5M | ﹤0.01% |
490,900
-27,600
| -5% | -$663K |
|
1584
PUT
American International
AIG
$41.8B
| $11.5M | ﹤0.01% |
224,100
+55,300
| +33% | +$3.21M |
|
1585
Duke Energy
DUK
$96.9B
| $11.4M | ﹤0.01% |
106,696
-78,335
| -42% | -$8.61M |
|
1586
CALL
Bloomin' Brands
BLMN
$774M
| $11.4M | ﹤0.01% |
687,200
-32,400
| -5% | -$657K |
|
1587
Cleveland-Cliffs
CLF
$6.4B
| $11.4M | ﹤0.01% |
742,159
-2,151,792
| -74% | -$51.4M |
|
1588
PUT
Bio-Rad Laboratories Class A
BIO
$8.96B
| $11.4M | ﹤0.01% |
23,000
+15,800
| +219% | +$8.23M |
|
1589
PUT
Dropbox
DBX
$7.71B
| $11.4M | ﹤0.01% |
542,300
+364,400
| +205% | +$7.88M |
|
1590
CALL
Doximity
DOCS
$3.95B
| $11.4M | ﹤0.01% |
326,600
-98,900
| -23% | -$3.89M |
|
1591
State Street SPDR MSCI ACWI ex-US ETF
CWI
$2.79B
| $11.4M | ﹤0.01% |
477,765
+61,152
| +15% | +$1.56M |
|
1592
State Street SPDR Nuveen ICE Short Term Municipal Bond ETF
SHM
$3.46B
| $11.3M | ﹤0.01% |
240,120
-336,299
| -58% | -$15.8M |
|
|
IBDN
1593
DELISTED
iShares iBonds Dec 2022 Term Corporate ETF
IBDN
| $11.3M | ﹤0.01% |
453,562
+338,166
| +293% | +$8.46M |
|
|
COOP
1594
CALL
DELISTED
Mr. Cooper
COOP
| $11.3M | ﹤0.01% |
308,600
+193,800
| +169% | +$8.21M |
|
1595
APA Corp
APA
$13B
| $11.3M | ﹤0.01% |
324,518
-115,855
| -26% | -$4.92M |
|
1596
FlexShares Ultra-Short Income Fund
RAVI
$1.49B
| $11.3M | ﹤0.01% |
151,677
+87,336
| +136% | +$6.52M |
|
1597
Prologis
PLD
$135B
| $11.3M | ﹤0.01% |
95,949
-13,380
| -12% | -$1.85M |
|
1598
PUT
PENN Entertainment
PENN
$2.67B
| $11.3M | ﹤0.01% |
370,500
-259,600
| -41% | -$8.76M |
|
|
REVHU
1599
DELISTED
Revolution Healthcare Acquisition Corp. SAIL Units
REVHU
| $11.3M | ﹤0.01% |
1,149,252
-484
| -0% | -$4.76K |
|
1600
CALL
Public Service Enterprise Group
PEG
$38.2B
| $11.3M | ﹤0.01% |
178,000
-200
| -0.1% | -$13.6K |
|
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.