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 | |
|---|---|---|---|---|---|---|
6326
Packaging Corp of America
PKG
$22.9B
| $614K | ﹤0.01% |
4,468
-21,562
| -83% | -$3.33M |
|
6327
PUT
Saic
SAIC
$5.35B
| $614K | ﹤0.01% |
6,600
+2,800
| +74% | +$245K |
|
6328
Simmons First National
SFNC
$3.46B
| $614K | ﹤0.01% |
+28,882
| New | +$701K |
|
6329
CALL
Valvoline
VVV
$4.31B
| $614K | ﹤0.01% |
+21,300
| New | +$654K |
|
6330
CALL
Diodes
DIOD
$4.48B
| $613K | ﹤0.01% |
9,500
+6,700
| +239% | +$489K |
|
6331
Amphastar Pharmaceuticals
AMPH
$858M
| $612K | ﹤0.01% |
17,585
+8,309
| +90% | +$297K |
|
|
ARR
6332
PUT
Armour Residential REIT
ARR
$2.37B
| $612K | ﹤0.01% |
17,400
+4,700
| +37% | +$174K |
|
6333
PUT
Jack Henry & Associates
JKHY
$11.1B
| $612K | ﹤0.01% |
3,400
+1,200
| +55% | +$225K |
|
|
ENLC
6334
DELISTED
ENLINK MIDSTREAM, LLC
ENLC
| $612K | ﹤0.01% |
72,022
+14,513
| +25% | +$146K |
|
6335
Innovator US Equity Power Buffer ETF May
PMAY
$819M
| $611K | ﹤0.01% |
+22,363
| New | +$643K |
|
6336
KB Financial Group
KB
$41.7B
| $610K | ﹤0.01% |
16,383
-75,906
| -82% | -$3.45M |
|
6337
NBT Bancorp
NBTB
$2.79B
| $610K | ﹤0.01% |
+16,228
| New | +$588K |
|
6338
CALL
AMC Global Media
AMCX
$496M
| $609K | ﹤0.01% |
20,900
-30,400
| -59% | -$1.07M |
|
6339
PUT
Alliance Resource Partners
ARLP
$3.2B
| $609K | ﹤0.01% |
33,400
+14,400
| +76% | +$261K |
|
6340
NewMarket
NEU
$8.72B
| $608K | ﹤0.01% |
2,019
-234
| -10% | -$75.6K |
|
6341
CALL
Nektar Therapeutics
NKTR
$2.57B
| $608K | ﹤0.01% |
10,667
-16,306
| -60% | -$1.03M |
|
6342
CALL
AppFolio
APPF
$7.22B
| $607K | ﹤0.01% |
6,700
+2,100
| +46% | +$212K |
|
|
UCTT
6343
Ultra Clean Holdings
UCTT
$4.21B
| $607K | ﹤0.01% |
20,390
+7,499
| +58% | +$243K |
|
6344
AXIS Capital
AXS
$7.3B
| $606K | ﹤0.01% |
+10,612
| New | +$605K |
|
6345
DB Gold Short ETN due Feb 15 2038
DGZ
$1.77M
| $606K | ﹤0.01% |
59,660
+206
| +0.3% | +$2.02K |
|
6346
CALL
Q2 Holdings
QTWO
$4.13B
| $606K | ﹤0.01% |
15,700
+9,500
| +153% | +$462K |
|
6347
Rocket Lab Corp
RKLB
$51.2B
| $606K | ﹤0.01% |
159,885
-9,050
| -5% | -$53.3K |
|
6348
Tompkins Financial
TMP
$1.45B
| $606K | ﹤0.01% |
+8,403
| New | +$622K |
|
6349
Vanguard Total World Stock ETF
VT
$81.9B
| $606K | ﹤0.01% |
+7,098
| New | +$656K |
|
6350
WBI Power Factor High Dividend ETF
WBIY
$64M
| $606K | ﹤0.01% |
23,389
-24,544
| -51% | -$701K |
|
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.