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 | |
|---|---|---|---|---|---|---|
|
MRTX
2476
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
| $5.68M | ﹤0.01% |
84,646
+12,889
| +18% | +$820K |
|
2477
IQ MacKay Municipal Insured ETF
MMIN
$467M
| $5.68M | ﹤0.01% |
233,956
-640,078
| -73% | -$15.7M |
|
2478
PUT
Pultegroup
PHM
$25.3B
| $5.67M | ﹤0.01% |
143,200
+4,900
| +4% | +$206K |
|
2479
CALL
Gogo Inc
GOGO
$603M
| $5.67M | ﹤0.01% |
349,900
+169,200
| +94% | +$3.22M |
|
2480
Beyond Meat
BYND
$314M
| $5.66M | ﹤0.01% |
236,537
-117,412
| -33% | -$3.75M |
|
2481
CALL
Invesco CurrencyShares Japanese Yen Trust
FXY
$451M
| $5.66M | ﹤0.01% |
82,000
+49,000
| +148% | +$3.54M |
|
2482
International Flavors & Fragrances
IFF
$22.5B
| $5.66M | ﹤0.01% |
47,483
+36,072
| +316% | +$4.51M |
|
2483
CALL
Martin Marietta Materials
MLM
$33.2B
| $5.66M | ﹤0.01% |
18,900
-21,600
| -53% | -$7.37M |
|
2484
Elastic
ESTC
$7.25B
| $5.65M | ﹤0.01% |
83,542
+40,701
| +95% | +$2.96M |
|
|
MRSH
2485
CALL
Marsh
MRSH
$91.4B
| $5.64M | ﹤0.01% |
36,300
-23,700
| -40% | -$3.8M |
|
2486
CALL
dLocal
DLO
$4.47B
| $5.63M | ﹤0.01% |
214,500
+82,400
| +62% | +$2.11M |
|
|
CFLT
2487
PUT
DELISTED
Confluent
CFLT
| $5.63M | ﹤0.01% |
242,200
+6,900
| +3% | +$186K |
|
2488
Dimensional International Value ETF
DFIV
$21.5B
| $5.63M | ﹤0.01% |
194,826
+92,576
| +91% | +$2.95M |
|
2489
Sociedad Química y Minera de Chile
SQM
$20B
| $5.62M | ﹤0.01% |
67,329
+40,825
| +154% | +$3.59M |
|
|
EXAS
2490
CALL
DELISTED
Exact Sciences
EXAS
| $5.62M | ﹤0.01% |
142,700
+300
| +0.2% | +$16K |
|
2491
PUT
Polaris
PII
$4.16B
| $5.62M | ﹤0.01% |
56,600
+14,400
| +34% | +$1.49M |
|
2492
iShares MSCI Japan Small-Cap ETF
SCJ
$261M
| $5.62M | ﹤0.01% |
91,813
+34,261
| +60% | +$2.19M |
|
2493
PUT
Post Holdings
POST
$4.04B
| $5.61M | ﹤0.01% |
68,200
+22,000
| +48% | +$1.71M |
|
2494
DraftKings
DKNG
$10.8B
| $5.61M | ﹤0.01% |
480,471
-471,032
| -50% | -$6.63M |
|
2495
CALL
AGCO
AGCO
$7.27B
| $5.61M | ﹤0.01% |
56,800
-11,300
| -17% | -$1.41M |
|
2496
CALL
Royal Gold
RGLD
$18.3B
| $5.61M | ﹤0.01% |
52,500
+11,500
| +28% | +$1.42M |
|
|
MAXR
2497
CALL
DELISTED
Maxar Technologies Inc. Common Stock
MAXR
| $5.6M | ﹤0.01% |
214,700
+57,100
| +36% | +$1.78M |
|
|
LHCG
2498
DELISTED
LHC Group LLC
LHCG
| $5.6M | ﹤0.01% |
35,958
-21,485
| -37% | -$3.54M |
|
2499
PUT
United Parks & Resorts
PRKS
$2.17B
| $5.59M | ﹤0.01% |
126,600
+53,100
| +72% | +$3.09M |
|
|
FOCS
2500
CALL
DELISTED
Focus Financial Partners Inc. Class A
FOCS
| $5.59M | ﹤0.01% |
164,200
+34,200
| +26% | +$1.31M |
|
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.