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 | |
|---|---|---|---|---|---|---|
4201
PUT
Natera
NTRA
$46.4B
| $1.95M | ﹤0.01% |
55,000
-44,500
| -45% | -$1.65M |
|
4202
iShares US Energy ETF
IYE
$1.7B
| $1.95M | ﹤0.01% |
51,064
+23,051
| +82% | +$979K |
|
4203
TG Therapeutics
TGTX
$7.62B
| $1.95M | ﹤0.01% |
458,160
+94,040
| +26% | +$587K |
|
4204
State Street Health Care Select Sector SPDR ETF
XLV
$43.3B
| $1.95M | ﹤0.01% |
15,170
-33,277
| -69% | -$4.36M |
|
4205
FIVE9
FIVN
$2.54B
| $1.94M | ﹤0.01% |
21,333
+12,455
| +140% | +$1.26M |
|
|
GTLS
4206
CALL
DELISTED
Chart Industries
GTLS
| $1.94M | ﹤0.01% |
11,600
-57,100
| -83% | -$9.75M |
|
4207
PUT
Constellium
CSTM
$3.99B
| $1.94M | ﹤0.01% |
146,900
+80,000
| +120% | +$1.28M |
|
4208
Fidelity Investment Grade Securitized ETF
FSEC
$4.64B
| $1.94M | ﹤0.01% |
43,817
-1,019
| -2% | -$45.7K |
|
4209
CALL
iQIYI
IQ
$1.28B
| $1.94M | ﹤0.01% |
462,000
-511,800
| -53% | -$2.06M |
|
|
AFTR.U
4210
DELISTED
AfterNext HealthTech Acquisition Corp Units
AFTR.U
| $1.94M | ﹤0.01% |
200,244
+12
| +0% | +$117 |
|
|
DNAB
4211
DELISTED
Social Capital Suvretta Holdings Corp. II Class A Ordinary Shares
DNAB
| $1.94M | ﹤0.01% |
199,554
+47,667
| +31% | +$463K |
|
4212
Schneider National
SNDR
$6.25B
| $1.94M | ﹤0.01% |
86,611
+36,345
| +72% | +$838K |
|
4213
iShares MSCI Intl Momentum Factor ETF
IMTM
$4.27B
| $1.94M | ﹤0.01% |
64,699
-23,658
| -27% | -$767K |
|
4214
CALL
Clear Secure
YOU
$5.28B
| $1.94M | ﹤0.01% |
96,800
-4,600
| -5% | -$124K |
|
4215
Columbia Research Enhanced Core ETF
RECS
$6.05B
| $1.93M | ﹤0.01% |
86,811
+47,914
| +123% | +$1.15M |
|
4216
CALL
Direxion Daily Mid Cap Bull 3X ETF
MIDU
$79.4M
| $1.93M | ﹤0.01% |
154,600
+147,800
| +2,174% | +$6.43M |
|
|
DJCB
4217
DELISTED
ETRACS Bloomberg Commodity Index Total Return ETN Series B due October 31, 2039
DJCB
| $1.93M | ﹤0.01% |
86,089
+12,560
| +17% | +$312K |
|
4218
F5
FFIV
$22.7B
| $1.93M | ﹤0.01% |
12,603
+10,003
| +385% | +$1.74M |
|
4219
PUT
STAAR Surgical
STAA
$1.21B
| $1.93M | ﹤0.01% |
27,200
-4,700
| -15% | -$303K |
|
4220
PUT
Virtu Financial
VIRT
$4.93B
| $1.93M | ﹤0.01% |
82,400
+45,400
| +123% | +$1.3M |
|
4221
PUT
Bread Financial
BFH
$4.38B
| $1.93M | ﹤0.01% |
52,000
-20,500
| -28% | -$1.04M |
|
4222
PubMatic
PUBM
$810M
| $1.93M | ﹤0.01% |
121,273
+16,287
| +16% | +$349K |
|
4223
CALL
CNX Resources
CNX
$5.2B
| $1.93M | ﹤0.01% |
117,000
-8,200
| -7% | -$168K |
|
|
PRFT
4224
CALL
DELISTED
Perficient Inc
PRFT
| $1.93M | ﹤0.01% |
21,000
-12,900
| -38% | -$1.28M |
|
4225
PUT
Axalta
AXTA
$8.17B
| $1.92M | ﹤0.01% |
87,000
+69,800
| +406% | +$1.77M |
|
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.