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 | |
|---|---|---|---|---|---|---|
1726
Nuveen Enhanced Yield US Aggregate Bond ETF
NUAG
$95M
| $10.1M | ﹤0.01% |
470,083
+370,983
| +374% | +$8.11M |
|
1727
Fortive
FTV
$18.1B
| $10.1M | ﹤0.01% |
246,074
+65,916
| +37% | +$2.92M |
|
|
SEE
1728
CALL
DELISTED
Sealed Air
SEE
| $10.1M | ﹤0.01% |
174,600
+20,600
| +13% | +$1.3M |
|
|
ARCH
1729
PUT
DELISTED
Arch Resources, Inc.
ARCH
| $10.1M | ﹤0.01% |
70,300
+21,700
| +45% | +$3.45M |
|
1730
CALL
ProShares VIX Short-Term Futures ETF
VIXY
$189M
| $10.1M | ﹤0.01% |
27,555
+9,835
| +56% | +$3.6M |
|
1731
Cheniere Energy
LNG
$53.6B
| $10.1M | ﹤0.01% |
75,550
-7,557
| -9% | -$1.03M |
|
1732
PUT
Cadence Design Systems
CDNS
$93.6B
| $10M | ﹤0.01% |
66,900
+17,400
| +35% | +$2.63M |
|
1733
VanEck High Yield Muni ETF
HYD
$4.44B
| $10M | ﹤0.01% |
186,332
-529,333
| -74% | -$28.9M |
|
1734
CALL
Ecolab
ECL
$78.8B
| $10M | ﹤0.01% |
65,200
+15,500
| +31% | +$2.57M |
|
1735
iShares MSCI South Africa ETF
EZA
$561M
| $10M | ﹤0.01% |
+235,657
| New | +$11.2M |
|
1736
CALL
Allstate
ALL
$67.2B
| $10M | ﹤0.01% |
79,000
-134,900
| -63% | -$17.7M |
|
1737
CALL
Canadian Solar
CSIQ
$1.09B
| $10M | ﹤0.01% |
321,100
-14,000
| -4% | -$430K |
|
1738
CALL
ClearShares Piton Intermediate Fixed Income ETF
PIFI
$97.8M
| $10M | ﹤0.01% |
+605,800
| New | +$56.5M |
|
1739
PUT
Trupanion
TRUP
$1.08B
| $9.99M | ﹤0.01% |
165,800
+123,800
| +295% | +$8.43M |
|
1740
CALL
STMicroelectronics
STM
$48.4B
| $9.98M | ﹤0.01% |
317,200
-17,100
| -5% | -$638K |
|
1741
Southwest Airlines
LUV
$23.9B
| $9.98M | ﹤0.01% |
276,327
-82,811
| -23% | -$3.56M |
|
1742
Datadog
DDOG
$102B
| $9.98M | ﹤0.01% |
104,788
+8,700
| +9% | +$956K |
|
1743
Horizon Kinetics Inflation Beneficiaries ETF
INFL
$1.51B
| $9.97M | ﹤0.01% |
349,354
+301,236
| +626% | +$9.53M |
|
|
VTLE
1744
CALL
DELISTED
Vital Energy
VTLE
| $9.97M | ﹤0.01% |
144,600
-51,800
| -26% | -$4.16M |
|
1745
PUT
Lumen
LUMN
$6.96B
| $9.97M | ﹤0.01% |
913,600
+106,200
| +13% | +$1.19M |
|
1746
CALL
AerCap
AER
$24.4B
| $9.95M | ﹤0.01% |
243,100
+23,700
| +11% | +$1.1M |
|
|
KAHC.U
1747
DELISTED
KKR Acquisition Holdings I Corp. Units, each consisting of one share of Class A Common Stock and one-fourth of one redeemable warrant
KAHC.U
| $9.95M | ﹤0.01% |
1,008,728
+188
| +0% | +$1.86K |
|
1748
CALL
Intuit
INTU
$87.6B
| $9.94M | ﹤0.01% |
25,800
-55,800
| -68% | -$23.1M |
|
|
NVMI
1749
PUT
Nova
NVMI
$13.1B
| $9.91M | ﹤0.01% |
111,900
+91,500
| +449% | +$9.11M |
|
1750
CALL
Hewlett Packard
HPE
$69.1B
| $9.9M | ﹤0.01% |
746,300
+296,500
| +66% | +$4.5M |
|
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.