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 | |
|---|---|---|---|---|---|---|
2851
PUT
Coherent
COHR
$65.4B
| $4.41M | ﹤0.01% |
86,600
+41,000
| +90% | +$2.5M |
|
|
TRQ
2852
CALL
DELISTED
Turquoise Hill Resources Ltd
TRQ
| $4.41M | ﹤0.01% |
164,700
+17,400
| +12% | +$493K |
|
2853
Murphy USA
MUSA
$9.9B
| $4.41M | ﹤0.01% |
18,922
+3,349
| +22% | +$790K |
|
|
TEF
2854
DELISTED
Telefonica
TEF
| $4.4M | ﹤0.01% |
858,069
+47,843
| +6% | +$234K |
|
2855
CALL
Eastman Chemical
EMN
$8.4B
| $4.4M | ﹤0.01% |
49,000
+34,600
| +240% | +$3.58M |
|
2856
Globe Life
GL
$14.4B
| $4.4M | ﹤0.01% |
45,100
-7,339
| -14% | -$720K |
|
2857
First Trust Exchange-Traded Fund II First Trust S-Network Future Vehicles & Technology ETF
CARZ
$47.7M
| $4.39M | ﹤0.01% |
97,268
+30,045
| +45% | +$1.51M |
|
|
JHG
2858
DELISTED
Janus Henderson
JHG
| $4.38M | ﹤0.01% |
189,537
+145,220
| +328% | +$4.17M |
|
|
KYNB
2859
Kyntra Bio
KYNB
$28.3M
| $4.38M | ﹤0.01% |
+16,593
| New | +$4.24M |
|
2860
iShares International Treasury Bond ETF
IGOV
$1.54B
| $4.38M | ﹤0.01% |
+107,127
| New | +$4.58M |
|
2861
PUT
Mohawk Industries
MHK
$8.97B
| $4.38M | ﹤0.01% |
35,300
+4,300
| +14% | +$571K |
|
|
VYGG
2862
DELISTED
Vy Global Growth
VYGG
| $4.38M | ﹤0.01% |
442,790
+116
| +0% | +$1.15K |
|
|
ANSS
2863
CALL
DELISTED
Ansys
ANSS
| $4.38M | ﹤0.01% |
18,300
+11,800
| +182% | +$3.12M |
|
2864
PUT
Teleflex
TFX
$6.15B
| $4.38M | ﹤0.01% |
17,800
+5,900
| +50% | +$1.72M |
|
2865
PUT
Arcus Biosciences
RCUS
$3.56B
| $4.37M | ﹤0.01% |
+172,500
| New | +$4.22M |
|
2866
Sprott Physical Gold and Silver Trust
CEF
$7.83B
| $4.36M | ﹤0.01% |
259,143
+218,025
| +530% | +$3.96M |
|
2867
LivePerson
LPSN
$27.3M
| $4.36M | ﹤0.01% |
20,537
+10,759
| +110% | +$3.03M |
|
2868
CALL
Pool Corp
POOL
$7.31B
| $4.36M | ﹤0.01% |
12,400
-19,400
| -61% | -$7.69M |
|
2869
StoneCo
STNE
$2.69B
| $4.35M | ﹤0.01% |
564,798
-2,139,006
| -79% | -$20.5M |
|
2870
PUT
Yum! Brands
YUM
$41.6B
| $4.35M | ﹤0.01% |
38,300
-91,500
| -70% | -$10.6M |
|
2871
Dimensional Inflation-Protected Securities ETF
DFIP
$1.12B
| $4.34M | ﹤0.01% |
98,731
+70,587
| +251% | +$3.23M |
|
2872
Certara
CERT
$1.24B
| $4.33M | ﹤0.01% |
201,964
+169,594
| +524% | +$3.35M |
|
|
EXE
2873
PUT
Expand Energy Corp
EXE
$21.3B
| $4.33M | ﹤0.01% |
53,400
+17,800
| +50% | +$1.61M |
|
2874
Navient
NAVI
$892M
| $4.33M | ﹤0.01% |
309,514
+137,896
| +80% | +$2.14M |
|
2875
PUT
JFrog
FROG
$10.1B
| $4.32M | ﹤0.01% |
205,200
-21,700
| -10% | -$455K |
|
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.