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 | |
|---|---|---|---|---|---|---|
|
FIVA
4776
Fidelity International Value Factor ETF
FIVA
$606M
| $1.43M | ﹤0.01% |
+70,787
| New | +$1.56M |
|
|
SHLX
4777
PUT
DELISTED
Shell Midstream Partners, L.P.
SHLX
| $1.43M | ﹤0.01% |
101,800
+40,900
| +67% | +$577K |
|
|
EQC
4778
DELISTED
Equity Commonwealth
EQC
| $1.43M | ﹤0.01% |
51,991
-16,771
| -24% | -$453K |
|
4779
CALL
indie Semiconductor
INDI
$854M
| $1.43M | ﹤0.01% |
250,800
-193,200
| -44% | -$1.33M |
|
4780
SIGA Technologies
SIGA
$219M
| $1.43M | ﹤0.01% |
+123,514
| New | +$1.11M |
|
4781
PUT
Tyler Technologies
TYL
$12.8B
| $1.43M | ﹤0.01% |
+4,300
| New | +$1.58M |
|
4782
Adtran
ADTN
$616M
| $1.43M | ﹤0.01% |
81,550
+60,890
| +295% | +$1.1M |
|
4783
Agilon Health
AGL
$1.6B
| $1.43M | ﹤0.01% |
2,617
+1,378
| +111% | +$697K |
|
4784
PUT
Avnet
AVT
$7.92B
| $1.43M | ﹤0.01% |
+33,300
| New | +$1.45M |
|
4785
Piper Sandler
PIPR
$5.29B
| $1.43M | ﹤0.01% |
50,352
+22,504
| +81% | +$680K |
|
4786
CALL
Weibo
WB
$1.95B
| $1.43M | ﹤0.01% |
61,700
-58,900
| -49% | -$1.32M |
|
|
AAWW
4787
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
| $1.43M | ﹤0.01% |
23,124
-9,611
| -29% | -$657K |
|
4788
Jack in the Box
JACK
$335M
| $1.43M | ﹤0.01% |
25,430
+22,119
| +668% | +$1.68M |
|
4789
ArcBest
ARCB
$3.08B
| $1.43M | ﹤0.01% |
20,244
+7,022
| +53% | +$516K |
|
4790
Vanguard High Dividend Yield ETF
VYM
$83.5B
| $1.43M | ﹤0.01% |
14,012
+8,142
| +139% | +$882K |
|
|
ATSG
4791
CALL
DELISTED
Air Transport Services Group
ATSG
| $1.43M | ﹤0.01% |
+49,600
| New | +$1.51M |
|
|
BGFV
4792
PUT
DELISTED
Big 5 Sporting Goods
BGFV
| $1.42M | ﹤0.01% |
127,000
-56,900
| -31% | -$777K |
|
4793
PUT
SAP
SAP
$238B
| $1.42M | ﹤0.01% |
15,700
-6,400
| -29% | -$639K |
|
4794
PUT
Yext
YEXT
$574M
| $1.42M | ﹤0.01% |
298,000
-41,600
| -12% | -$231K |
|
|
SGFY
4795
CALL
DELISTED
Signify Health, Inc.
SGFY
| $1.42M | ﹤0.01% |
103,200
-72,400
| -41% | -$1.02M |
|
4796
CALL
Certara
CERT
$1.25B
| $1.42M | ﹤0.01% |
+66,300
| New | +$1.31M |
|
4797
Option Care Health
OPCH
$3.56B
| $1.42M | ﹤0.01% |
51,204
+17,556
| +52% | +$500K |
|
|
ACB
4798
CALL
Aurora Cannabis
ACB
$185M
| $1.42M | ﹤0.01% |
107,590
+33,650
| +46% | +$842K |
|
4799
Carvana
CVNA
$77.9B
| $1.42M | ﹤0.01% |
314,360
+73,465
| +30% | +$773K |
|
4800
Madison Square Garden
MSGS
$9.39B
| $1.42M | ﹤0.01% |
9,394
-9,800
| -51% | -$1.59M |
|
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.