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 | |
|---|---|---|---|---|---|---|
2376
Kraft Heinz
KHC
$30.5B
| $6.06M | ﹤0.01% |
158,983
+50,759
| +47% | +$2.03M |
|
2377
Sarepta Therapeutics
SRPT
$1.68B
| $6.06M | ﹤0.01% |
80,874
+63,482
| +365% | +$4.67M |
|
2378
iShares S&P 100 ETF
OEF
$20.4B
| $6.06M | ﹤0.01% |
35,122
+30,571
| +672% | +$5.71M |
|
|
MTTR
2379
CALL
DELISTED
Matterport, Inc. Class A Common Stock
MTTR
| $6.05M | ﹤0.01% |
1,653,900
-498,700
| -23% | -$2.72M |
|
2380
Jacobs Solutions
J
$16.9B
| $6.04M | ﹤0.01% |
57,454
-25,360
| -31% | -$2.84M |
|
|
CUK
2381
DELISTED
Carnival PLC
CUK
| $6.03M | ﹤0.01% |
763,129
+626,704
| +459% | +$8.47M |
|
2382
Invesco 0-5 Yr US TIPS ETF
PBTP
$116M
| $6.03M | ﹤0.01% |
236,012
+224,350
| +1,924% | +$5.86M |
|
2383
Vanguard Dividend Appreciation ETF
VIG
$114B
| $6.02M | ﹤0.01% |
41,974
-30,798
| -42% | -$4.69M |
|
|
IAA
2384
PUT
DELISTED
IAA, Inc. Common Stock
IAA
| $6.02M | ﹤0.01% |
183,700
+29,200
| +19% | +$1.07M |
|
|
MMP
2385
PUT
DELISTED
Magellan Midstream Partners, L.P.
MMP
| $6.02M | ﹤0.01% |
126,000
-5,500
| -4% | -$274K |
|
2386
CALL
Ascendis Pharma A/S
ASND
$16B
| $6.01M | ﹤0.01% |
64,700
-20,800
| -24% | -$1.96M |
|
2387
iShares US Transportation ETF
IYT
$2.28B
| $6.01M | ﹤0.01% |
113,000
+70,868
| +168% | +$4.12M |
|
2388
First Trust Horizon Managed Volatility Developed International ETF
HDMV
$17.6M
| $6.01M | ﹤0.01% |
+216,447
| New | +$6.38M |
|
2389
PUT
Chemours
CC
$2.19B
| $6.01M | ﹤0.01% |
187,700
-115,100
| -38% | -$4.23M |
|
|
FL
2390
DELISTED
Foot Locker
FL
| $6.01M | ﹤0.01% |
238,010
+70,375
| +42% | +$2.1M |
|
2391
WisdomTree Yield Enhanced US Short-Term Aggregate Bond Fund
SHAG
$47.3M
| $6.01M | ﹤0.01% |
126,229
+50,637
| +67% | +$2.42M |
|
2392
PUT
Deckers Outdoor
DECK
$13.5B
| $6M | ﹤0.01% |
141,000
-84,600
| -38% | -$3.69M |
|
2393
CALL
Dentsply Sirona
XRAY
$2.86B
| $6M | ﹤0.01% |
167,900
+159,200
| +1,830% | +$6.44M |
|
2394
CALL
NetApp
NTAP
$36.6B
| $6M | ﹤0.01% |
91,900
+5,600
| +6% | +$403K |
|
2395
CALL
Principal Financial Group
PFG
$24.6B
| $5.99M | ﹤0.01% |
89,700
+57,000
| +174% | +$4.01M |
|
|
DISAU
2396
DELISTED
Disruptive Acquisition Corporation I Unit
DISAU
| $5.99M | ﹤0.01% |
608,073
+2,036
| +0.3% | +$20.1K |
|
2397
CALL
Hormel Foods
HRL
$13.9B
| $5.98M | ﹤0.01% |
126,300
+30,100
| +31% | +$1.5M |
|
2398
Vanguard Mortgage-Backed Securities ETF
VMBS
$15.4B
| $5.98M | ﹤0.01% |
125,099
-461,537
| -79% | -$22.2M |
|
|
CVII
2399
DELISTED
Churchill Capital Corp VII Class A Common Stock
CVII
| $5.97M | ﹤0.01% |
611,582
-1,450
| -0.2% | -$14.2K |
|
2400
PUT
C3.ai
AI
$1.54B
| $5.97M | ﹤0.01% |
327,100
-21,500
| -6% | -$395K |
|
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 1,426 new, 3,968 increased, 4,014 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 1,426 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.