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 | |
|---|---|---|---|---|---|---|
|
ESM.U
3026
DELISTED
ESM Acquisition Corporation Units, each consisting of one Class A ordinary share and one-third of one redeemable warrant
ESM.U
| $3.93M | ﹤0.01% |
400,000
| – | – |
|
3027
Alaska Air
ALK
$5.66B
| $3.92M | ﹤0.01% |
97,999
-67,617
| -41% | -$3.3M |
|
3028
Dimensional US Small Cap ETF
DFAS
$15.6B
| $3.92M | ﹤0.01% |
81,715
+15,179
| +23% | +$787K |
|
3029
CALL
LegalZoom.com
LZ
$971M
| $3.92M | ﹤0.01% |
356,300
+177,400
| +99% | +$2.34M |
|
3030
Full Truck Alliance
YMM
$9.89B
| $3.91M | ﹤0.01% |
+432,037
| New | +$2.94M |
|
|
CIVI
3031
CALL
DELISTED
Civitas Resources
CIVI
| $3.91M | ﹤0.01% |
74,800
+34,400
| +85% | +$2.24M |
|
3032
CALL
AngloGold Ashanti
AU
$44.3B
| $3.91M | ﹤0.01% |
264,400
-220,900
| -46% | -$4.19M |
|
3033
CALL
NOV
NOV
$7.09B
| $3.91M | ﹤0.01% |
231,200
-387,800
| -63% | -$7.3M |
|
3034
ProShares UltraPro QQQ
TQQQ
$36.6B
| $3.91M | ﹤0.01% |
325,832
+38,370
| +13% | +$681K |
|
|
HYLD
3035
DELISTED
High Yield ETF
HYLD
| $3.91M | ﹤0.01% |
145,684
-2,588
| -2% | -$71.8K |
|
3036
Schwab Fundamental US Small Company Index ETF
FNDA
$9.27B
| $3.9M | ﹤0.01% |
+172,542
| New | +$4.26M |
|
3037
iShares MSCI Australia ETF
EWA
$1.44B
| $3.9M | ﹤0.01% |
183,797
+82,400
| +81% | +$1.99M |
|
3038
Ryder
R
$10.1B
| $3.9M | ﹤0.01% |
54,805
+31,801
| +138% | +$2.33M |
|
3039
PUT
Cal-Maine
CALM
$3.98B
| $3.89M | ﹤0.01% |
78,800
-42,500
| -35% | -$2.16M |
|
3040
Freedom 100 Emerging Markets ETF
FRDM
$3.34B
| $3.89M | ﹤0.01% |
141,255
+97,915
| +226% | +$3.02M |
|
3041
Amphenol
APH
$210B
| $3.89M | ﹤0.01% |
+120,880
| New | +$4.2M |
|
3042
Direxion Daily 20+ Year Treasury Bear 3X ETF
TMV
$189M
| $3.89M | ﹤0.01% |
153,276
-47,324
| -24% | -$1.17M |
|
3043
ProShares Investment Grade-Interest Rate Hedged
IGHG
$329M
| $3.88M | ﹤0.01% |
56,161
-2,309,905
| -98% | -$164M |
|
3044
CALL
BRC Inc
BRCC
$241M
| $3.87M | ﹤0.01% |
474,700
+13,200
| +3% | +$182K |
|
|
JNPR
3045
DELISTED
Juniper Networks
JNPR
| $3.87M | ﹤0.01% |
135,929
-6,691
| -5% | -$211K |
|
3046
Algonquin Power & Utilities
AQN
$4.43B
| $3.87M | ﹤0.01% |
288,203
+111,947
| +64% | +$1.62M |
|
3047
Nokia
NOK
$52.6B
| $3.87M | ﹤0.01% |
840,128
+458,464
| +120% | +$2.29M |
|
3048
CALL
Cinemark Holdings
CNK
$4.4B
| $3.87M | ﹤0.01% |
257,800
-43,000
| -14% | -$681K |
|
3049
CALL
Signet Jewelers
SIG
$3.65B
| $3.87M | ﹤0.01% |
72,400
-53,000
| -42% | -$3.46M |
|
3050
PUT
Weyerhaeuser
WY
$18.3B
| $3.87M | ﹤0.01% |
116,700
-69,200
| -37% | -$2.64M |
|
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.