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 | |
|---|---|---|---|---|---|---|
2526
First Trust Switzerland AlphaDEX Fund
FSZ
$37.4M
| $5.48M | ﹤0.01% |
103,532
+86,086
| +493% | +$5.02M |
|
2527
CALL
Concentrix
CNXC
$1.56B
| $5.48M | ﹤0.01% |
40,400
+7,600
| +23% | +$1.14M |
|
2528
PUT
Tradeweb Markets
TW
$21.7B
| $5.48M | ﹤0.01% |
80,300
+43,100
| +116% | +$3.13M |
|
2529
CALL
GXO Logistics
GXO
$5.49B
| $5.48M | ﹤0.01% |
126,600
-129,400
| -51% | -$7.16M |
|
2530
SoFi Technologies
SOFI
$23.8B
| $5.47M | ﹤0.01% |
1,037,680
-1,282,886
| -55% | -$8.67M |
|
|
IGAC
2531
DELISTED
IG Acquisition Corp. Class A Common Stock
IGAC
| $5.46M | ﹤0.01% |
551,444
+527
| +0.1% | +$5.21K |
|
2532
CALL
Lumentum
LITE
$67.7B
| $5.46M | ﹤0.01% |
68,700
+26,900
| +64% | +$2.3M |
|
2533
Lumen
LUMN
$6.27B
| $5.45M | ﹤0.01% |
499,496
-333,001
| -40% | -$3.74M |
|
2534
Amplify Cybersecurity ETF
HACK
$2.85B
| $5.45M | ﹤0.01% |
+118,916
| New | +$5.97M |
|
2535
Ralph Lauren
RL
$23.8B
| $5.44M | ﹤0.01% |
60,632
+21,115
| +53% | +$2.13M |
|
2536
FlexShares iBoxx 3-Year Target Duration TIPS Index Fund
TDTT
$2.52B
| $5.43M | ﹤0.01% |
219,077
-29,244
| -12% | -$742K |
|
|
PR
2537
CALL
Permian Resources
PR
$17B
| $5.43M | ﹤0.01% |
908,300
+189,400
| +26% | +$1.51M |
|
2538
CALL
QuidelOrtho
QDEL
$1.16B
| $5.43M | ﹤0.01% |
55,900
-19,800
| -26% | -$2.02M |
|
2539
AstraZeneca
AZN
$249B
| $5.43M | ﹤0.01% |
41,087
-22,596
| -35% | -$2.96M |
|
2540
PUT
Freshpet
FRPT
$3.35B
| $5.43M | ﹤0.01% |
104,600
+41,300
| +65% | +$3.19M |
|
2541
Goldman Sachs Access Ultra Short Bond ETF
GSST
$1.58B
| $5.42M | ﹤0.01% |
108,801
-659,852
| -86% | -$33M |
|
2542
PUT
Celldex Therapeutics
CLDX
$3.22B
| $5.42M | ﹤0.01% |
200,900
+164,600
| +453% | +$4.78M |
|
2543
CALL
Tower Semiconductor
TSEM
$25.6B
| $5.41M | ﹤0.01% |
117,100
-55,400
| -32% | -$2.64M |
|
2544
CALL
Thor Industries
THO
$4.05B
| $5.4M | ﹤0.01% |
72,300
+11,500
| +19% | +$892K |
|
2545
PUT
MarketAxess Holdings
MKTX
$5.72B
| $5.4M | ﹤0.01% |
21,100
-400
| -2% | -$109K |
|
2546
CALL
Mettler-Toledo International
MTD
$28.3B
| $5.4M | ﹤0.01% |
4,700
+3,300
| +236% | +$4.15M |
|
2547
CALL
Toll Brothers
TOL
$14.2B
| $5.4M | ﹤0.01% |
121,000
-2,400
| -2% | -$112K |
|
2548
Abercrombie & Fitch
ANF
$4.94B
| $5.4M | ﹤0.01% |
318,935
+210,604
| +194% | +$5.81M |
|
2549
Domino's
DPZ
$11.9B
| $5.39M | ﹤0.01% |
13,843
+7,657
| +124% | +$2.83M |
|
|
JJG
2550
DELISTED
iPath Series B Bloomberg Grains Subindex Total ReturnSM ETN
JJG
| $5.39M | ﹤0.01% |
68,599
-9,260
| -12% | -$806K |
|
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.