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 | |
|---|---|---|---|---|---|---|
1776
Performance Food Group
PFGC
$17.8B
| $9.71M | ﹤0.01% |
211,152
+189,273
| +865% | +$8.74M |
|
1777
Lennar Class A
LEN
$21B
| $9.7M | ﹤0.01% |
142,045
-10,777
| -7% | -$790K |
|
|
VTLE
1778
PUT
DELISTED
Vital Energy
VTLE
| $9.7M | ﹤0.01% |
140,700
-21,100
| -13% | -$1.69M |
|
1779
Mizuho Financial
MFG
$127B
| $9.7M | ﹤0.01% |
+4,328,030
| New | +$10.2M |
|
1780
State Street SPDR S&P Emerging Markets Dividend ETF
EDIV
$1.23B
| $9.69M | ﹤0.01% |
374,218
+208,085
| +125% | +$5.74M |
|
1781
Owens Corning
OC
$11.7B
| $9.69M | ﹤0.01% |
130,384
+79,377
| +156% | +$7.01M |
|
1782
CALL
Opendoor
OPEN
$4.03B
| $9.69M | ﹤0.01% |
2,125,463
+267,633
| +14% | +$1.76M |
|
|
SCHW
1783
Charles Schwab
SCHW
$185B
| $9.69M | ﹤0.01% |
153,337
-7,375
| -5% | -$509K |
|
1784
iShares MSCI USA Quality Factor ETF
QUAL
$47.7B
| $9.68M | ﹤0.01% |
+86,617
| New | +$10.6M |
|
1785
Invesco S&P Global Water Index ETF
CGW
$1.07B
| $9.67M | ﹤0.01% |
219,018
+79,817
| +57% | +$3.8M |
|
1786
PUT
Steel Dynamics
STLD
$38.1B
| $9.66M | ﹤0.01% |
146,000
-3,300
| -2% | -$264K |
|
|
VTNR
1787
PUT
DELISTED
Vertex Energy, Inc
VTNR
| $9.65M | ﹤0.01% |
917,200
+471,200
| +106% | +$5.58M |
|
1788
Vodafone
VOD
$36.1B
| $9.64M | ﹤0.01% |
618,590
+539,460
| +682% | +$8.62M |
|
1789
Old Dominion Freight Line
ODFL
$45.4B
| $9.63M | ﹤0.01% |
75,182
+46,046
| +158% | +$6.03M |
|
1790
CALL
Playtika
PLTK
$1.54B
| $9.63M | ﹤0.01% |
727,100
-13,000
| -2% | -$202K |
|
1791
First Trust NASDAQ Clean Edge Green Energy Index Fund
QCLN
$629M
| $9.62M | ﹤0.01% |
184,332
+18,143
| +11% | +$994K |
|
1792
CALL
Weyerhaeuser
WY
$18.6B
| $9.6M | ﹤0.01% |
289,900
+154,300
| +114% | +$5.88M |
|
1793
PUT
Lyft
LYFT
$6.31B
| $9.6M | ﹤0.01% |
722,900
-499,800
| -41% | -$11.7M |
|
1794
iShares ESG Aware 1-5 Year USD Corporate Bond ETF
SUSB
$1.3B
| $9.6M | ﹤0.01% |
398,339
+203,215
| +104% | +$4.93M |
|
1795
Goldman Sachs Access Investment Grade Corporate Bond ETF
GIGB
$974M
| $9.57M | ﹤0.01% |
207,879
+104,454
| +101% | +$4.9M |
|
|
AVLR
1796
PUT
DELISTED
Avalara, Inc.
AVLR
| $9.57M | ﹤0.01% |
135,600
+78,400
| +137% | +$6.45M |
|
1797
Global X US Infrastructure Development ETF
PAVE
$15.1B
| $9.56M | ﹤0.01% |
420,042
+223,042
| +113% | +$5.71M |
|
1798
PUT
Cenovus Energy
CVE
$53.2B
| $9.56M | ﹤0.01% |
503,000
+125,900
| +33% | +$2.51M |
|
1799
CALL
Elastic
ESTC
$7.39B
| $9.56M | ﹤0.01% |
141,300
-2,700
| -2% | -$197K |
|
1800
PUT
Intuit
INTU
$87.7B
| $9.56M | ﹤0.01% |
24,800
-8,100
| -25% | -$3.35M |
|
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.