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 | |
|---|---|---|---|---|---|---|
5526
CALL
Renaissance IPO ETF
IPO
$161M
| $954K | ﹤0.01% |
31,700
-17,700
| -36% | -$598K |
|
5527
PUT
XP
XP
$8.34B
| $954K | ﹤0.01% |
53,100
-309,600
| -85% | -$7.13M |
|
5528
PUT
Krispy Kreme
DNUT
$548M
| $953K | ﹤0.01% |
70,100
-72,800
| -51% | -$1M |
|
5529
Invesco CurrencyShares Canadian Dollar Trust
FXC
$73.6M
| $952K | ﹤0.01% |
12,532
-257,000
| -95% | -$19.7M |
|
|
ATCO
5530
PUT
DELISTED
Atlas Corp.
ATCO
| $952K | ﹤0.01% |
88,900
-119,200
| -57% | -$1.5M |
|
5531
Centrus Energy
LEU
$3.78B
| $951K | ﹤0.01% |
+38,414
| New | +$1.06M |
|
5532
CALL
NiSource
NI
$19.9B
| $950K | ﹤0.01% |
32,200
-37,900
| -54% | -$1.15M |
|
5533
State Street Fixed Income Sector Rotation ETF
FISR
$494M
| $949K | ﹤0.01% |
34,959
-3,000
| -8% | -$82.3K |
|
5534
CALL
Vanguard Financials ETF
VFH
$13.8B
| $949K | ﹤0.01% |
12,300
+800
| +7% | +$67.6K |
|
5535
PUT
Citi Trends
CTRN
$614M
| $948K | ﹤0.01% |
40,100
+18,300
| +84% | +$516K |
|
5536
PUT
Steris
STE
$23.4B
| $948K | ﹤0.01% |
4,600
-7,300
| -61% | -$1.65M |
|
|
HDV
5537
iShares Core High Dividend ETF
HDV
$15B
| $947K | ﹤0.01% |
47,135
-57,300
| -55% | -$1.21M |
|
|
CALY
5538
Callaway Golf Company
CALY
$3.06B
| $947K | ﹤0.01% |
46,378
+8,448
| +22% | +$182K |
|
5539
PUT
Warby Parker
WRBY
$3.16B
| $947K | ﹤0.01% |
84,100
-48,200
| -36% | -$968K |
|
5540
ProShares Ultra Technology
ROM
$1.27B
| $946K | ﹤0.01% |
+33,092
| New | +$1.19M |
|
5541
CALL
Chefs' Warehouse
CHEF
$4.46B
| $945K | ﹤0.01% |
24,300
+4,900
| +25% | +$172K |
|
5542
MDU Resources
MDU
$4.32B
| $945K | ﹤0.01% |
92,051
+22,859
| +33% | +$232K |
|
5543
Distillate US Fundamental Stability & Value ETF
DSTL
$2.06B
| $944K | ﹤0.01% |
+24,382
| New | +$1.02M |
|
5544
PUT
AMC Global Media
AMCX
$483M
| $943K | ﹤0.01% |
32,400
+13,400
| +71% | +$473K |
|
5545
Invesco S&P 500 Pure Growth ETF
RPG
$2.05B
| $943K | ﹤0.01% |
+31,940
| New | +$1.03M |
|
|
SFIX
5546
CALL
Stitch Fix
SFIX
$503M
| $943K | ﹤0.01% |
190,900
-74,000
| -28% | -$619K |
|
5547
Invesco S&P MidCap Low Volatility ETF
XMLV
$742M
| $943K | ﹤0.01% |
18,358
+5,622
| +44% | +$302K |
|
|
DCT
5548
CALL
DELISTED
Duck Creek Technologies, Inc. Common Stock
DCT
| $943K | ﹤0.01% |
63,500
+6,900
| +12% | +$121K |
|
5549
CALL
Tetra Tech
TTEK
$9.01B
| $942K | ﹤0.01% |
34,500
-139,000
| -80% | -$3.81M |
|
5550
Karyopharm Therapeutics
KPTI
$45.1M
| $941K | ﹤0.01% |
13,906
-13,884
| -50% | -$1.27M |
|
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.