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 | |
|---|---|---|---|---|---|---|
|
LTHM
1551
CALL
DELISTED
Livent Corporation
LTHM
| $11.9M | 0.01% |
524,500
+203,100
| +63% | +$5.23M |
|
|
DFSD
1552
Dimensional Short-Duration Fixed Income ETF
DFSD
$7.13B
| $11.9M | 0.01% |
253,745
+85,257
| +51% | +$4.03M |
|
1553
CALL
Boston Beer
SAM
$1.94B
| $11.9M | 0.01% |
39,200
+20,400
| +109% | +$7.1M |
|
1554
TE Connectivity
TEL
$59.4B
| $11.9M | 0.01% |
104,887
+67,766
| +183% | +$8.39M |
|
1555
CALL
Ciena
CIEN
$55.3B
| $11.8M | 0.01% |
259,000
+41,300
| +19% | +$2.14M |
|
1556
CALL
Cummins
CMI
$89.5B
| $11.8M | 0.01% |
61,100
+13,800
| +29% | +$2.76M |
|
1557
iShares MSCI Thailand ETF
THD
$368M
| $11.8M | 0.01% |
171,417
+139,338
| +434% | +$10.3M |
|
1558
PUT
Parker-Hannifin
PH
$126B
| $11.8M | 0.01% |
48,000
-1,500
| -3% | -$401K |
|
1559
JPMorgan International Bond Opportunities ETF
JPIB
$2.11B
| $11.8M | 0.01% |
261,977
+167,785
| +178% | +$7.87M |
|
|
BYTSU
1560
DELISTED
BYTE Acquisition Corp. Units
BYTSU
| $11.8M | 0.01% |
1,195,880
+617
| +0.1% | +$6.09K |
|
1561
CALL
Novartis
NVS
$292B
| $11.8M | 0.01% |
139,100
-48,000
| -26% | -$4.21M |
|
1562
Ulta Beauty
ULTA
$23B
| $11.7M | 0.01% |
30,459
+11,390
| +60% | +$4.53M |
|
1563
iShares ESG Advanced High Yield Corporate Bond ETF
HYXF
$194M
| $11.7M | 0.01% |
+269,505
| New | +$12.4M |
|
|
WBA
1564
DELISTED
Walgreens Boots Alliance
WBA
| $11.7M | 0.01% |
309,370
+185,462
| +150% | +$7.97M |
|
|
ODP
1565
PUT
DELISTED
ODP
ODP
| $11.7M | 0.01% |
387,700
+30,500
| +9% | +$1.23M |
|
1566
CALL
Ally Financial
ALLY
$13.4B
| $11.7M | ﹤0.01% |
348,100
+162,400
| +87% | +$6.49M |
|
1567
CALL
Lithia Motors
LAD
$8.31B
| $11.6M | ﹤0.01% |
42,300
+2,400
| +6% | +$700K |
|
1568
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$315M
| $11.6M | ﹤0.01% |
443,798
+411,258
| +1,264% | +$10.5M |
|
1569
PUT
Paycom
PAYC
$7.86B
| $11.6M | ﹤0.01% |
41,400
+19,800
| +92% | +$5.84M |
|
1570
CALL
Axsome Therapeutics
AXSM
$10.9B
| $11.6M | ﹤0.01% |
302,200
+188,100
| +165% | +$5.95M |
|
1571
American Airlines Group
AAL
$10.6B
| $11.6M | ﹤0.01% |
911,993
-2,831,283
| -76% | -$47.1M |
|
1572
abrdn Physical Silver Shares ETF
SIVR
$4.03B
| $11.5M | ﹤0.01% |
592,482
+360,375
| +155% | +$7.84M |
|
1573
CALL
State Street Communication Services Select Sector SPDR ETF
XLC
$22.4B
| $11.5M | ﹤0.01% |
212,400
+154,000
| +264% | +$9.27M |
|
1574
Invesco BulletShares 2029 Corporate Bond ETF
BSCT
$2.91B
| $11.5M | ﹤0.01% |
635,029
-146,994
| -19% | -$2.72M |
|
1575
CALL
MPLX
MPLX
$59.8B
| $11.5M | ﹤0.01% |
395,200
+164,400
| +71% | +$5.27M |
|
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 1,425 new, 3,970 increased, 4,015 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 1,425 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.