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 | |
|---|---|---|---|---|---|---|
2401
Columbia Multi-Sector Municipal Income ETF
MUST
$594M
| $5.97M | ﹤0.01% |
295,616
+211,348
| +251% | +$4.29M |
|
2402
CALL
Energy Vault
NRGV
$546M
| $5.96M | ﹤0.01% |
595,200
+250,000
| +72% | +$3.25M |
|
2403
Vanguard World Funds Extended Duration ETF
EDV
$3.29B
| $5.96M | ﹤0.01% |
59,531
-34,209
| -36% | -$3.56M |
|
2404
PUT
Vanguard High Dividend Yield ETF
VYM
$82.5B
| $5.95M | ﹤0.01% |
58,500
-57,600
| -50% | -$6.24M |
|
2405
Ingersoll Rand
IR
$34.9B
| $5.95M | ﹤0.01% |
141,318
-36,798
| -21% | -$1.68M |
|
|
TBCP
2406
DELISTED
Thunder Bridge Capital Partners III Inc. Class A Common Stock
TBCP
| $5.95M | ﹤0.01% |
606,108
+106,134
| +21% | +$1.04M |
|
2407
CALL
monday.com
MNDY
$3.87B
| $5.94M | ﹤0.01% |
57,600
+1,400
| +2% | +$170K |
|
2408
Signet Jewelers
SIG
$3.75B
| $5.93M | ﹤0.01% |
110,999
-51,910
| -32% | -$3.38M |
|
2409
PGIM Active High Yield Bond ETF
PHYL
$1.39B
| $5.93M | ﹤0.01% |
174,247
+33,441
| +24% | +$1.2M |
|
2410
PUT
Concentrix
CNXC
$1.59B
| $5.93M | ﹤0.01% |
43,700
+1,300
| +3% | +$196K |
|
2411
PUT
Morningstar
MORN
$7.48B
| $5.92M | ﹤0.01% |
+24,500
| New | +$6.17M |
|
2412
Verisk Analytics
VRSK
$24.6B
| $5.92M | ﹤0.01% |
34,218
+27,182
| +386% | +$5.07M |
|
2413
Aurinia Pharmaceuticals
AUPH
$1.95B
| $5.92M | ﹤0.01% |
589,096
+250,115
| +74% | +$2.8M |
|
|
2414
CALL
Ingersoll Rand
IR
$34.9B
| $5.92M | ﹤0.01% |
140,700
+78,100
| +125% | +$3.56M |
|
2415
PUT
Schrodinger
SDGR
$1.23B
| $5.92M | ﹤0.01% |
224,200
+161,500
| +258% | +$4.34M |
|
2416
Healthcare Realty
HR
$6.99B
| $5.92M | ﹤0.01% |
212,108
-106,774
| -33% | -$3.17M |
|
|
LAND
2417
CALL
Gladstone Land Corp
LAND
$354M
| $5.92M | ﹤0.01% |
267,100
+244,800
| +1,098% | +$7.39M |
|
|
GXIIU
2418
DELISTED
GX Acquisition Corp. II Unit
GXIIU
| $5.92M | ﹤0.01% |
603,881
+534
| +0.1% | +$5.24K |
|
|
QCON
2419
DELISTED
American Century Quality Convertible Securities ETF
QCON
| $5.92M | ﹤0.01% |
148,933
-4,331
| -3% | -$185K |
|
2420
PUT
MPLX
MPLX
$60.1B
| $5.91M | ﹤0.01% |
202,800
+30,000
| +17% | +$961K |
|
|
CPARU
2421
DELISTED
Catalyst Partners Acquisition Corp. Unit
CPARU
| $5.91M | ﹤0.01% |
604,869
+223
| +0% | +$2.19K |
|
2422
First Trust Europe AlphaDEX Fund
FEP
$530M
| $5.91M | ﹤0.01% |
188,619
-420,956
| -69% | -$15M |
|
2423
Silicon Laboratories
SLAB
$7.2B
| $5.89M | ﹤0.01% |
42,031
+20,337
| +94% | +$2.85M |
|
2424
CALL
Builders FirstSource
BLDR
$8.16B
| $5.89M | ﹤0.01% |
109,600
-37,900
| -26% | -$2.32M |
|
2425
Woodside Energy
WDS
$41.9B
| $5.88M | ﹤0.01% |
+272,875
| New | +$6.18M |
|
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.