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 | |
|---|---|---|---|---|---|---|
3326
VictoryShares US EQ Income Enhanced Volatility Wtd ETF
CDC
$742M
| $3.2M | ﹤0.01% |
48,479
-32,462
| -40% | -$2.27M |
|
3327
CALL
Evergy
EVRG
$19.2B
| $3.2M | ﹤0.01% |
49,100
+11,000
| +29% | +$746K |
|
3328
Companhia Siderúrgica Nacional
SID
$1.23B
| $3.2M | ﹤0.01% |
1,092,571
-394,212
| -27% | -$1.66M |
|
3329
PUT
Canadian Pacific Kansas City
CP
$80.5B
| $3.2M | ﹤0.01% |
45,800
-23,500
| -34% | -$1.7M |
|
3330
Clarus
CLAR
$143M
| $3.2M | ﹤0.01% |
+168,379
| New | +$3.52M |
|
3331
PUT
Canadian Solar
CSIQ
$1.08B
| $3.2M | ﹤0.01% |
102,700
-80,500
| -44% | -$2.47M |
|
3332
PUT
Ryder
R
$10.1B
| $3.2M | ﹤0.01% |
45,000
+35,000
| +350% | +$2.57M |
|
3333
CALL
Globus Medical
GMED
$11.2B
| $3.19M | ﹤0.01% |
56,900
+10,000
| +21% | +$657K |
|
3334
Peloton Interactive
PTON
$2.46B
| $3.19M | ﹤0.01% |
347,813
-79,273
| -19% | -$1.27M |
|
3335
Bank of America Series L
BAC.PRL
$3.99B
| $3.19M | ﹤0.01% |
2,650
+1,980
| +296% | +$2.43M |
|
3336
CALL
Commercial Metals
CMC
$8.31B
| $3.19M | ﹤0.01% |
96,400
-50,700
| -34% | -$2M |
|
3337
CALL
NovoCure
NVCR
$1.91B
| $3.19M | ﹤0.01% |
45,900
-37,600
| -45% | -$2.83M |
|
3338
Paychex
PAYX
$42.7B
| $3.19M | ﹤0.01% |
28,011
-35,990
| -56% | -$4.52M |
|
3339
PUT
Huntsman Corp
HUN
$1.77B
| $3.19M | ﹤0.01% |
112,500
+60,200
| +115% | +$2.03M |
|
3340
Brighthouse Financial
BHF
$3.49B
| $3.19M | ﹤0.01% |
77,704
+49,563
| +176% | +$2.39M |
|
3341
PUT
Five Below
FIVE
$13.5B
| $3.19M | ﹤0.01% |
28,100
-163,700
| -85% | -$23.5M |
|
3342
CALL
Zions Bancorporation
ZION
$10.3B
| $3.19M | ﹤0.01% |
62,600
-15,800
| -20% | -$898K |
|
3343
CALL
Matsons
MATX
$6.18B
| $3.19M | ﹤0.01% |
43,700
-19,300
| -31% | -$1.66M |
|
3344
CALL
Boot Barn
BOOT
$4.95B
| $3.18M | ﹤0.01% |
46,200
+6,600
| +17% | +$565K |
|
3345
iShares High Yield Systematic Bond ETF
HYDB
$1.6B
| $3.18M | ﹤0.01% |
73,148
+9,172
| +14% | +$424K |
|
3346
Sun Life Financial
SLF
$45.4B
| $3.18M | ﹤0.01% |
69,400
-232,399
| -77% | -$11.6M |
|
|
K
3347
DELISTED
Kellanova
K
| $3.17M | ﹤0.01% |
47,400
+7,503
| +19% | +$488K |
|
3348
Unum
UNM
$14.3B
| $3.17M | ﹤0.01% |
93,303
-232,611
| -71% | -$7.87M |
|
3349
PUT
Vermilion Energy
VET
$1.66B
| $3.17M | ﹤0.01% |
166,600
+86,500
| +108% | +$1.8M |
|
3350
CALL
Dave & Buster's
PLAY
$357M
| $3.17M | ﹤0.01% |
96,600
-81,100
| -46% | -$3.25M |
|
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.