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 | |
|---|---|---|---|---|---|---|
2301
PUT
ASML
ASML
$645B
| $6.42M | ﹤0.01% |
13,500
-12,900
| -49% | -$7.2M |
|
2302
Zillow
Z
$8.26B
| $6.42M | ﹤0.01% |
202,100
+28,146
| +16% | +$1.13M |
|
2303
Bread Financial
BFH
$4.54B
| $6.41M | ﹤0.01% |
172,981
+133,302
| +336% | +$6.79M |
|
2304
Insight Enterprises
NSIT
$4.24B
| $6.41M | ﹤0.01% |
74,253
+68,853
| +1,275% | +$6.72M |
|
2305
PUT
State Street
STT
$51.4B
| $6.41M | ﹤0.01% |
103,900
+4,500
| +5% | +$318K |
|
|
CCV
2306
DELISTED
Churchill Capital Corp V
CCV
| $6.4M | ﹤0.01% |
651,319
+495,863
| +319% | +$4.87M |
|
2307
Vertex Pharmaceuticals
VRTX
$123B
| $6.39M | ﹤0.01% |
22,676
+5,752
| +34% | +$1.54M |
|
2308
CALL
AllianceBernstein
AB
$3.47B
| $6.39M | ﹤0.01% |
153,600
+73,300
| +91% | +$3.08M |
|
2309
Invesco Fundamental Investment Grade Corporate Bond ETF
PFIG
$118M
| $6.38M | ﹤0.01% |
272,004
+212,733
| +359% | +$5.07M |
|
2310
Direxion Daily S&P Biotech Bear 3X ETF
LABD
$62.3M
| $6.38M | ﹤0.01% |
16,391
+5,653
| +53% | +$2.83M |
|
2311
PUT
Yeti Holdings
YETI
$3.98B
| $6.38M | ﹤0.01% |
147,400
+8,300
| +6% | +$403K |
|
2312
CALL
Schrodinger
SDGR
$1.23B
| $6.38M | ﹤0.01% |
241,400
+164,300
| +213% | +$4.41M |
|
2313
Omnicom Group
OMC
$22.4B
| $6.35M | ﹤0.01% |
99,811
+15,477
| +18% | +$1.15M |
|
|
SAVE
2314
PUT
DELISTED
Spirit Airlines, Inc.
SAVE
| $6.35M | ﹤0.01% |
266,300
+69,100
| +35% | +$1.53M |
|
2315
CALL
Qiagen
QGEN
$8.65B
| $6.34M | ﹤0.01% |
126,747
+122,598
| +2,955% | +$5.98M |
|
2316
Tenet Healthcare
THC
$21.1B
| $6.34M | ﹤0.01% |
120,645
-62,463
| -34% | -$4.35M |
|
2317
iShares 0-5 Year Investment Grade Corporate Bond ETF
SLQD
$2.38B
| $6.34M | ﹤0.01% |
130,774
+62,317
| +91% | +$3.04M |
|
2318
Royal Bank of Canada
RY
$294B
| $6.34M | ﹤0.01% |
65,437
-413,615
| -86% | -$42.3M |
|
|
ABMD
2319
CALL
DELISTED
Abiomed Inc
ABMD
| $6.34M | ﹤0.01% |
25,600
+13,900
| +119% | +$3.75M |
|
2320
CALL
TransUnion
TRU
$15.3B
| $6.33M | ﹤0.01% |
79,100
+76,700
| +3,196% | +$6.6M |
|
2321
Edwards Lifesciences
EW
$51.2B
| $6.32M | ﹤0.01% |
66,481
+55,624
| +512% | +$5.76M |
|
2322
JPMorgan BetaBuilders MSCI US REIT ETF
BBRE
$1.28B
| $6.32M | ﹤0.01% |
71,952
+63,781
| +781% | +$6.16M |
|
2323
Newell Brands
NWL
$2.63B
| $6.32M | ﹤0.01% |
331,932
+280,804
| +549% | +$5.97M |
|
2324
CALL
Transocean
RIG
$5.69B
| $6.32M | ﹤0.01% |
1,898,000
-426,000
| -18% | -$1.73M |
|
2325
iShares International Dividend Growth ETF
IGRO
$1.31B
| $6.31M | ﹤0.01% |
110,024
+22,091
| +25% | +$1.35M |
|
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.