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 | |
|---|---|---|---|---|---|---|
3601
PUT
Omnicell
OMCL
$1.68B
| $2.73M | ﹤0.01% |
24,000
+22,000
| +1,100% | +$2.53M |
|
3602
CALL
Arthur J. Gallagher & Co
AJG
$63.6B
| $2.72M | ﹤0.01% |
16,700
+6,500
| +64% | +$1.08M |
|
3603
CALL
BlueLinx
BXC
$706M
| $2.72M | ﹤0.01% |
40,700
+31,400
| +338% | +$2.36M |
|
3604
Invesco KBW Bank ETF
KBWB
$6.87B
| $2.72M | ﹤0.01% |
52,509
+33,928
| +183% | +$1.95M |
|
3605
Energy Transfer Partners
ET
$69.3B
| $2.71M | ﹤0.01% |
271,993
-1,522,596
| -85% | -$17.1M |
|
|
AHHX
3606
DELISTED
Adaptive High Income ETF
AHHX
| $2.71M | ﹤0.01% |
323,126
-956,999
| -75% | -$8.65M |
|
3607
RPAR Risk Parity ETF
RPAR
$582M
| $2.71M | ﹤0.01% |
+138,829
| New | +$2.96M |
|
3608
CALL
Iovance Biotherapeutics
IOVA
$2.87B
| $2.71M | ﹤0.01% |
245,500
+52,100
| +27% | +$683K |
|
|
HIBB
3609
PUT
DELISTED
Hibbett, Inc. Common Stock
HIBB
| $2.71M | ﹤0.01% |
62,000
-14,500
| -19% | -$669K |
|
|
VZIO
3610
CALL
DELISTED
VIZIO Holding Corp.
VZIO
| $2.71M | ﹤0.01% |
397,400
+45,300
| +13% | +$370K |
|
3611
PUT
Progyny
PGNY
$2.2B
| $2.71M | ﹤0.01% |
93,200
+80,400
| +628% | +$2.88M |
|
3612
PUT
Brinker International
EAT
$9.66B
| $2.71M | ﹤0.01% |
122,800
+8,500
| +7% | +$269K |
|
|
HTPA
3613
DELISTED
Highland Transcend Partners I Corp.
HTPA
| $2.71M | ﹤0.01% |
274,320
-12,852
| -4% | -$127K |
|
3614
PUT
PubMatic
PUBM
$810M
| $2.7M | ﹤0.01% |
170,200
-7,700
| -4% | -$165K |
|
3615
PUT
SIGA Technologies
SIGA
$219M
| $2.7M | ﹤0.01% |
+233,400
| New | +$2.1M |
|
3616
Viatris
VTRS
$18.9B
| $2.7M | ﹤0.01% |
257,844
-375,875
| -59% | -$4.12M |
|
3617
AdvisorShares Dorsey Wright Short ETF
DWSH
$6.16M
| $2.7M | ﹤0.01% |
+257,798
| New | +$2.44M |
|
3618
PUT
Ollie's Bargain Outlet
OLLI
$4.94B
| $2.7M | ﹤0.01% |
45,900
-59,900
| -57% | -$3.03M |
|
3619
PUT
Vanguard Total World Stock ETF
VT
$79.8B
| $2.7M | ﹤0.01% |
31,600
-9,700
| -23% | -$897K |
|
|
HDAW
3620
DELISTED
Xtrackers MSCI All World ex US High Dividend Yield Equity ETF
HDAW
| $2.69M | ﹤0.01% |
124,561
+86,301
| +226% | +$2.07M |
|
|
IAA
3621
DELISTED
IAA, Inc. Common Stock
IAA
| $2.69M | ﹤0.01% |
82,249
+47,163
| +134% | +$1.73M |
|
3622
CALL
Sprout Social
SPT
$621M
| $2.69M | ﹤0.01% |
46,400
-22,100
| -32% | -$1.28M |
|
3623
Under Armour Class C
UA
$2.53B
| $2.69M | ﹤0.01% |
354,832
+139,981
| +65% | +$1.57M |
|
3624
PUT
Arbor Realty Trust
ABR
$998M
| $2.69M | ﹤0.01% |
205,000
+68,800
| +51% | +$1.1M |
|
|
HIMX
3625
PUT
Himax Technologies
HIMX
$2.55B
| $2.69M | ﹤0.01% |
359,400
-51,300
| -12% | -$472K |
|
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.