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 | |
|---|---|---|---|---|---|---|
2351
CALL
AeroVironment
AVAV
$8.51B
| $6.17M | ﹤0.01% |
75,100
-4,000
| -5% | -$355K |
|
2352
iShares S&P Small-Cap 600 Value ETF
IJS
$8.32B
| $6.17M | ﹤0.01% |
69,241
+48,337
| +231% | +$4.63M |
|
2353
Vermilion Energy
VET
$1.61B
| $6.17M | ﹤0.01% |
323,999
+69,395
| +27% | +$1.45M |
|
2354
CALL
Comstock Resources
CRK
$3.81B
| $6.16M | ﹤0.01% |
510,000
+164,900
| +48% | +$2.73M |
|
2355
CALL
PTC
PTC
$15.1B
| $6.16M | ﹤0.01% |
57,900
+20,600
| +55% | +$2.22M |
|
2356
PUT
Beam Therapeutics
BEAM
$2.8B
| $6.15M | ﹤0.01% |
158,900
+15,500
| +11% | +$616K |
|
2357
CALL
New Oriental
EDU
$9.06B
| $6.15M | ﹤0.01% |
305,050
+126,760
| +71% | +$1.74M |
|
2358
PUT
Signet Jewelers
SIG
$3.75B
| $6.15M | ﹤0.01% |
115,000
-25,100
| -18% | -$1.64M |
|
|
CVIIU
2359
DELISTED
Churchill Capital Corp VII Units
CVIIU
| $6.15M | ﹤0.01% |
624,015
+7,466
| +1% | +$73.6K |
|
2360
Fidelity MSCI Industrials Index ETF
FIDU
$2.39B
| $6.14M | ﹤0.01% |
135,852
+89,857
| +195% | +$4.39M |
|
2361
CALL
MSCI
MSCI
$41.6B
| $6.14M | ﹤0.01% |
14,900
+1,100
| +8% | +$479K |
|
|
ANZUU
2362
DELISTED
Anzu Special Acquisition Corp I Units
ANZUU
| $6.14M | ﹤0.01% |
625,097
+550
| +0.1% | +$5.42K |
|
2363
CALL
Lamb Weston
LW
$7.33B
| $6.13M | ﹤0.01% |
85,800
-33,300
| -28% | -$2.2M |
|
2364
Travel + Leisure Co
TNL
$4.77B
| $6.12M | ﹤0.01% |
157,557
-62,737
| -28% | -$3.1M |
|
2365
Crane NXT
CXT
$3.01B
| $6.11M | ﹤0.01% |
201,043
+189,746
| +1,680% | +$6.31M |
|
2366
CALL
H&R Block
HRB
$5.82B
| $6.11M | ﹤0.01% |
173,100
+92,100
| +114% | +$2.84M |
|
2367
IBM
IBM
$222B
| $6.11M | ﹤0.01% |
43,256
-258,323
| -86% | -$34.9M |
|
|
HCP
2368
CALL
DELISTED
HashiCorp, Inc. Class A Common Stock
HCP
| $6.11M | ﹤0.01% |
207,400
+201,800
| +3,604% | +$8.14M |
|
2369
PUT
WIX.com
WIX
$2.7B
| $6.1M | ﹤0.01% |
93,000
-103,900
| -53% | -$7.61M |
|
2370
Invesco Equal Weight 0-30 Year Treasury ETF
GOVI
$1.23B
| $6.09M | ﹤0.01% |
195,456
+145,752
| +293% | +$4.6M |
|
2371
West Pharmaceutical
WST
$24.7B
| $6.09M | ﹤0.01% |
20,154
-9,178
| -31% | -$2.99M |
|
2372
PUT
Virgin Galactic
SPCE
$371M
| $6.09M | ﹤0.01% |
50,600
-19,415
| -28% | -$2.82M |
|
2373
Alcon
ALC
$34.4B
| $6.08M | ﹤0.01% |
87,114
+21,949
| +34% | +$1.6M |
|
|
ANSS
2374
PUT
DELISTED
Ansys
ANSS
| $6.08M | ﹤0.01% |
25,400
+18,700
| +279% | +$4.95M |
|
2375
Alerian MLP ETF
AMLP
$12.8B
| $6.07M | ﹤0.01% |
+176,187
| New | +$6.76M |
|
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.