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 | |
|---|---|---|---|---|---|---|
2326
PUT
Iovance Biotherapeutics
IOVA
$1.94B
| $6.3M | ﹤0.01% |
571,100
+497,900
| +680% | +$6.52M |
|
2327
PUT
Perion Network
PERI
$378M
| $6.3M | ﹤0.01% |
346,700
-131,600
| -28% | -$2.73M |
|
2328
CALL
Virgin Galactic
SPCE
$371M
| $6.3M | ﹤0.01% |
52,295
-45,895
| -47% | -$6.66M |
|
|
SWAV
2329
PUT
DELISTED
Shockwave Medical, Inc. Common Stock
SWAV
| $6.29M | ﹤0.01% |
32,900
-46,400
| -59% | -$8.19M |
|
2330
PUT
ScottsMiracle-Gro
SMG
$3.85B
| $6.28M | ﹤0.01% |
79,500
+45,700
| +135% | +$4.52M |
|
2331
Aptus Defined Risk ETF
DRSK
$1.55B
| $6.28M | ﹤0.01% |
238,798
+184,936
| +343% | +$4.98M |
|
2332
Lumentum
LITE
$64.3B
| $6.28M | ﹤0.01% |
79,030
+52,102
| +193% | +$4.45M |
|
2333
CALL
Vanguard World Funds Extended Duration ETF
EDV
$3.29B
| $6.26M | ﹤0.01% |
+62,500
| New | +$6.5M |
|
2334
WisdomTree Japan SmallCap Dividend Fund
DFJ
$397M
| $6.25M | ﹤0.01% |
105,352
+48,316
| +85% | +$2.99M |
|
2335
GSK
GSK
$103B
| $6.25M | ﹤0.01% |
114,892
-407,786
| -78% | -$22.5M |
|
2336
PUT
Hertz
HTZ
$493M
| $6.25M | ﹤0.01% |
394,700
+148,300
| +60% | +$2.93M |
|
2337
PUT
Fidelity National Financial
FNF
$13.8B
| $6.25M | ﹤0.01% |
175,864
+146,848
| +506% | +$5.74M |
|
2338
Dell
DELL
$299B
| $6.25M | ﹤0.01% |
135,174
-43,489
| -24% | -$2.05M |
|
2339
PUT
GlobalFoundries
GFS
$27.1B
| $6.25M | ﹤0.01% |
154,800
-16,300
| -10% | -$861K |
|
|
MRSH
2340
PUT
Marsh
MRSH
$91.4B
| $6.24M | ﹤0.01% |
40,200
-25,800
| -39% | -$4.13M |
|
2341
Capital Group Global Growth Equity ETF
CGGO
$11.8B
| $6.24M | ﹤0.01% |
310,663
+156,187
| +101% | +$3.38M |
|
2342
CALL
SIGA Technologies
SIGA
$226M
| $6.21M | ﹤0.01% |
+536,500
| New | +$4.83M |
|
2343
Amplify Junior Silver Miners ETF
SILJ
$3.67B
| $6.2M | ﹤0.01% |
652,201
-117,951
| -15% | -$1.41M |
|
2344
Invesco S&P 500 High Beta ETF
SPHB
$1.03B
| $6.2M | ﹤0.01% |
105,819
+96,301
| +1,012% | +$6.41M |
|
2345
CALL
Spectrum Brands
SPB
$2.08B
| $6.19M | ﹤0.01% |
75,500
+70,400
| +1,380% | +$6.04M |
|
|
BSX.PRA
2346
DELISTED
Boston Scientific Corporation 5.50% Mandatory Convertible Preferred Stock, Series A
BSX.PRA
| $6.19M | ﹤0.01% |
+61,028
| New | +$6.66M |
|
2347
CALL
Keysight
KEYS
$57.4B
| $6.19M | ﹤0.01% |
44,900
| – | – |
|
|
SI
2348
PUT
DELISTED
Silvergate Capital Corporation
SI
| $6.19M | ﹤0.01% |
115,600
+29,400
| +34% | +$2.74M |
|
2349
CALL
ON Semiconductor
ON
$29.9B
| $6.18M | ﹤0.01% |
122,900
-88,200
| -42% | -$4.91M |
|
2350
iShares Preferred and Income Securities ETF
PFF
$13.3B
| $6.18M | ﹤0.01% |
187,862
+126,740
| +207% | +$4.29M |
|
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.