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 | |
|---|---|---|---|---|---|---|
|
REV
2551
PUT
DELISTED
Revlon, Inc.
REV
| $5.38M | ﹤0.01% |
+992,900
| New | +$5.45M |
|
2552
PUT
Toyota
TM
$223B
| $5.38M | ﹤0.01% |
34,900
+10,900
| +45% | +$1.8M |
|
|
BSMM
2553
DELISTED
Invesco BulletShares 2022 Municipal Bond ETF
BSMM
| $5.38M | ﹤0.01% |
+212,581
| New | +$5.37M |
|
2554
Vontier
VNT
$4.9B
| $5.38M | ﹤0.01% |
233,828
+220,937
| +1,714% | +$5.66M |
|
2555
ProShares UltraPro Short QQQ
SQQQ
$1.76B
| $5.38M | ﹤0.01% |
3,654
-6,017
| -62% | -$7.45M |
|
2556
Invesco CurrencyShares Japanese Yen Trust
FXY
$449M
| $5.37M | ﹤0.01% |
77,888
+73,098
| +1,526% | +$5.28M |
|
2557
CALL
Vanguard Morningstar Growth ETF
VUG
$230B
| $5.37M | ﹤0.01% |
144,600
-121,200
| -46% | -$4.98M |
|
|
ARNC
2558
PUT
DELISTED
Arconic Corporation
ARNC
| $5.37M | ﹤0.01% |
191,400
+165,200
| +631% | +$4.47M |
|
2559
PUT
J.M. Smucker
SJM
$12.6B
| $5.36M | ﹤0.01% |
41,900
+200
| +0.5% | +$26.7K |
|
2560
PUT
Floor & Decor
FND
$6.38B
| $5.36M | ﹤0.01% |
85,100
+12,300
| +17% | +$927K |
|
2561
Schwab Fundamental Emerging Markets Large Company Index ETF
FNDE
$9.78B
| $5.35M | ﹤0.01% |
206,325
-1,157,483
| -85% | -$31.7M |
|
2562
PUT
InMode
INMD
$868M
| $5.35M | ﹤0.01% |
238,700
-77,800
| -25% | -$2.04M |
|
2563
Invesco DB Oil Fund
DBO
$366M
| $5.34M | ﹤0.01% |
292,963
+167,596
| +134% | +$3.14M |
|
2564
Caesars Entertainment
CZR
$6.14B
| $5.34M | ﹤0.01% |
139,504
+63,154
| +83% | +$3.52M |
|
|
P
2565
PUT
Everpure Inc
P
$28.8B
| $5.34M | ﹤0.01% |
207,700
+129,200
| +165% | +$3.58M |
|
2566
Waters Corp
WAT
$38.9B
| $5.34M | ﹤0.01% |
16,125
-33,137
| -67% | -$10.5M |
|
2567
Aflac
AFL
$64.2B
| $5.33M | ﹤0.01% |
96,402
-27,887
| -22% | -$1.65M |
|
2568
Olin
OLN
$2.19B
| $5.32M | ﹤0.01% |
114,872
+92,893
| +423% | +$5.37M |
|
|
SPR
2569
CALL
DELISTED
Spirit AeroSystems
SPR
| $5.32M | ﹤0.01% |
181,400
-75,700
| -29% | -$2.71M |
|
2570
CALL
Camping World
CWH
$650M
| $5.31M | ﹤0.01% |
245,800
-151,000
| -38% | -$3.99M |
|
2571
Grand Canyon Education
LOPE
$3.9B
| $5.3M | ﹤0.01% |
56,290
+15,715
| +39% | +$1.46M |
|
2572
Bio-Rad Laboratories Class A
BIO
$9.15B
| $5.3M | ﹤0.01% |
10,704
+8,902
| +494% | +$4.64M |
|
|
JDIV
2573
DELISTED
JPMorgan U.S. Dividend ETF
JDIV
| $5.3M | ﹤0.01% |
+168,090
| New | +$5.68M |
|
|
2574
CALL
Bio-Rad Laboratories Class A
BIO
$9.15B
| $5.3M | ﹤0.01% |
10,700
+5,500
| +106% | +$2.86M |
|
2575
CALL
Crane NXT
CXT
$3.15B
| $5.29M | ﹤0.01% |
173,892
-79,748
| -31% | -$2.65M |
|
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.