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 | |
|---|---|---|---|---|---|---|
3101
CALL
Blackbaud
BLKB
$2.07B
| $3.71M | ﹤0.01% |
+63,900
| New | +$3.71M |
|
3102
Direxion Daily S&P 500 Bear 3x ETF
SPXS
$307M
| $3.71M | ﹤0.01% |
13,916
+8,575
| +161% | +$1.95M |
|
|
BBBY
3103
PUT
Bed Bath & Beyond
BBBY
$444M
| $3.71M | ﹤0.01% |
163,020
-51,810
| -24% | -$1.56M |
|
3104
PUT
McCormick & Company Non-Voting
MKC
$14.2B
| $3.71M | ﹤0.01% |
44,500
+9,500
| +27% | +$900K |
|
|
CHAA
3105
DELISTED
Catcha Investment Corp
CHAA
| $3.7M | ﹤0.01% |
377,137
+149,302
| +66% | +$1.46M |
|
3106
Teleflex
TFX
$6B
| $3.7M | ﹤0.01% |
15,053
+9,776
| +185% | +$2.85M |
|
3107
State Street SPDR S&P Bank ETF
KBE
$1.66B
| $3.69M | ﹤0.01% |
84,200
+63,480
| +306% | +$3.02M |
|
|
SRC
3108
CALL
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
| $3.69M | ﹤0.01% |
+97,800
| New | +$4.12M |
|
3109
PUT
International Flavors & Fragrances
IFF
$21.7B
| $3.69M | ﹤0.01% |
31,000
-72,700
| -70% | -$9.08M |
|
3110
Medpace
MEDP
$16.3B
| $3.69M | ﹤0.01% |
24,680
+12,769
| +107% | +$1.85M |
|
3111
iShares MSCI India Small-Cap ETF
SMIN
$776M
| $3.69M | ﹤0.01% |
75,665
-381,421
| -83% | -$20.2M |
|
3112
PUT
BlackBerry
BB
$5.26B
| $3.69M | ﹤0.01% |
683,700
+84,900
| +14% | +$504K |
|
|
BKI
3113
CALL
DELISTED
Black Knight, Inc. Common Stock
BKI
| $3.68M | ﹤0.01% |
56,300
+47,200
| +519% | +$3.18M |
|
3114
ORIX
IX
$43.4B
| $3.68M | ﹤0.01% |
+218,620
| New | +$3.97M |
|
3115
Genpact
G
$5.8B
| $3.68M | ﹤0.01% |
86,791
+37,481
| +76% | +$1.59M |
|
3116
CALL
Teledyne Technologies
TDY
$31.8B
| $3.68M | ﹤0.01% |
9,800
+800
| +9% | +$333K |
|
3117
PUT
Sibanye-Stillwater
SBSW
$7.52B
| $3.67M | ﹤0.01% |
367,700
-156,100
| -30% | -$2.04M |
|
3118
Toro Company
TTC
$9.51B
| $3.67M | ﹤0.01% |
48,461
+26,543
| +121% | +$2.15M |
|
3119
CALL
Globant
GLOB
$1.59B
| $3.67M | ﹤0.01% |
21,100
-47,800
| -69% | -$9.73M |
|
3120
Fidelity National Financial
FNF
$13.6B
| $3.67M | ﹤0.01% |
103,238
+68,169
| +194% | +$2.66M |
|
3121
ScottsMiracle-Gro
SMG
$3.72B
| $3.67M | ﹤0.01% |
46,411
+34,523
| +290% | +$3.41M |
|
3122
PUT
Truist Financial
TFC
$64.3B
| $3.67M | ﹤0.01% |
77,300
+35,200
| +84% | +$1.74M |
|
|
ORIAU
3123
DELISTED
Orion Biotech Opportunities Corp. Units
ORIAU
| $3.66M | ﹤0.01% |
371,164
-180
| -0% | -$1.77K |
|
3124
CALL
Coty
COTY
$2.47B
| $3.66M | ﹤0.01% |
457,200
+1,600
| +0.4% | +$12K |
|
3125
CALL
Mattel
MAT
$4.23B
| $3.66M | ﹤0.01% |
163,900
-459,600
| -74% | -$10.9M |
|
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.