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 | |
|---|---|---|---|---|---|---|
4001
WisdomTree International MidCap Dividend Fund
DIM
$170M
| $2.17M | ﹤0.01% |
+39,257
| New | +$2.38M |
|
4002
Global X MLP & Energy Infrastructure ETF
MLPX
$3.53B
| $2.17M | ﹤0.01% |
56,904
+45,132
| +383% | +$1.9M |
|
4003
Booz Allen Hamilton
BAH
$9.15B
| $2.17M | ﹤0.01% |
23,994
+11,142
| +87% | +$951K |
|
4004
Brink's
BCO
$4.62B
| $2.17M | ﹤0.01% |
35,693
+29,749
| +500% | +$1.79M |
|
4005
CALL
Playboy Inc
PLBY
$141M
| $2.17M | ﹤0.01% |
338,400
+40,600
| +14% | +$372K |
|
4006
ALPS Disruptive Technologies ETF
DTEC
$75.7M
| $2.16M | ﹤0.01% |
65,019
-86,680
| -57% | -$3.17M |
|
4007
Federated Hermes
FHI
$4.72B
| $2.16M | ﹤0.01% |
67,960
+55,483
| +445% | +$1.76M |
|
4008
PUT
Immunocore
IMCR
$1.73B
| $2.16M | ﹤0.01% |
+57,900
| New | +$1.88M |
|
4009
iShares GSCI Commodity Dynamic Roll Strategy ETF
COMT
$1.18B
| $2.16M | ﹤0.01% |
52,739
-44,217
| -46% | -$1.88M |
|
4010
CALL
MillerKnoll
MLKN
$1.67B
| $2.16M | ﹤0.01% |
+82,200
| New | +$2.49M |
|
4011
Tandem Diabetes Care
TNDM
$1.56B
| $2.16M | ﹤0.01% |
36,481
+18,870
| +107% | +$1.55M |
|
4012
PUT
Tronox
TROX
$1.04B
| $2.16M | ﹤0.01% |
128,500
-217,800
| -63% | -$3.94M |
|
4013
PUT
Dave & Buster's
PLAY
$357M
| $2.16M | ﹤0.01% |
65,800
-74,300
| -53% | -$2.98M |
|
4014
Fidelity MSCI Health Care Index ETF
FHLC
$3.36B
| $2.16M | ﹤0.01% |
+35,539
| New | +$2.21M |
|
4015
iShares Global Consumer Discretionary ETF
RXI
$278M
| $2.16M | ﹤0.01% |
16,976
-34,351
| -67% | -$4.75M |
|
|
EVBG
4016
DELISTED
Everbridge, Inc. Common Stock
EVBG
| $2.15M | ﹤0.01% |
77,270
-50,669
| -40% | -$2.05M |
|
4017
Invesco Variable Rate Investment Grade ETF
VRIG
$1.83B
| $2.15M | ﹤0.01% |
87,378
-26,367
| -23% | -$654K |
|
|
MIT
4018
DELISTED
Mason Industrial Technology, Inc.
MIT
| $2.15M | ﹤0.01% |
220,185
+259
| +0.1% | +$2.53K |
|
4019
XBP Global Holdings
XBP
$36.4M
| $2.15M | ﹤0.01% |
21,260
| – | – |
|
|
SIVB
4020
DELISTED
SVB Financial Group
SIVB
| $2.15M | ﹤0.01% |
5,440
-2,617
| -32% | -$1.23M |
|
4021
CALL
Snap-on
SNA
$21.5B
| $2.15M | ﹤0.01% |
10,900
-18,100
| -62% | -$3.86M |
|
4022
PUT
B&G Foods
BGS
$286M
| $2.15M | ﹤0.01% |
90,300
-141,000
| -61% | -$3.5M |
|
4023
CALL
Ternium
TX
$10.6B
| $2.15M | ﹤0.01% |
59,500
-188,200
| -76% | -$8M |
|
4024
Direxion Daily Energy Bull 2X ETF
ERX
$217M
| $2.15M | ﹤0.01% |
45,715
-76,426
| -63% | -$4.6M |
|
4025
Adaptive Hedged Multi-Asset Income ETF
AMAX
$68.9M
| $2.14M | ﹤0.01% |
258,609
+229,353
| +784% | +$2M |
|
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.