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 | |
|---|---|---|---|---|---|---|
|
KFYP
6026
DELISTED
KraneShares CICC China Leaders 100 Index ETF
KFYP
| $727K | ﹤0.01% |
26,875
-2,702
| -9% | -$71.8K |
|
6027
PUT
Adient
ADNT
$1.45B
| $726K | ﹤0.01% |
24,500
-12,900
| -34% | -$433K |
|
6028
CALL
Five Below
FIVE
$13B
| $726K | ﹤0.01% |
6,400
-118,300
| -95% | -$17M |
|
6029
Ingredion
INGR
$6.54B
| $726K | ﹤0.01% |
8,230
-646
| -7% | -$57.8K |
|
6030
TransUnion
TRU
$15.2B
| $726K | ﹤0.01% |
9,076
-11,737
| -56% | -$1.01M |
|
6031
State Street SPDR S&P Oil & Gas Equipment & Services ETF
XES
$390M
| $725K | ﹤0.01% |
+12,142
| New | +$875K |
|
|
GPMT
6032
Granite Point Mortgage Trust
GPMT
$60.2M
| $723K | ﹤0.01% |
75,516
+37,881
| +101% | +$387K |
|
|
ESPR
6033
CALL
DELISTED
Esperion Therapeutics
ESPR
| $722K | ﹤0.01% |
113,600
+23,300
| +26% | +$132K |
|
6034
Ameren
AEE
$30.1B
| $721K | ﹤0.01% |
7,980
+1,616
| +25% | +$150K |
|
6035
CALL
Amcor
AMCR
$21.7B
| $721K | ﹤0.01% |
11,580
-5,980
| -34% | -$370K |
|
6036
Celsius Holdings
CELH
$6.98B
| $721K | ﹤0.01% |
33,150
-314,946
| -90% | -$6.07M |
|
|
DCT
6037
DELISTED
Duck Creek Technologies, Inc. Common Stock
DCT
| $721K | ﹤0.01% |
48,557
-40,421
| -45% | -$710K |
|
6038
CALL
Hims & Hers Health
HIMS
$6.94B
| $720K | ﹤0.01% |
159,000
+39,800
| +33% | +$170K |
|
6039
M/I Homes
MHO
$3.85B
| $719K | ﹤0.01% |
18,140
+6,551
| +57% | +$285K |
|
6040
PUT
Oxford Industries
OXM
$536M
| $719K | ﹤0.01% |
+8,100
| New | +$727K |
|
6041
PUT
Sun Life Financial
SLF
$44.7B
| $719K | ﹤0.01% |
15,700
-8,000
| -34% | -$399K |
|
|
RCM
6042
DELISTED
R1 RCM Inc. Common Stock
RCM
| $719K | ﹤0.01% |
34,316
+5,666
| +20% | +$129K |
|
6043
Albany International
AIN
$1.79B
| $717K | ﹤0.01% |
+9,103
| New | +$742K |
|
|
WIRE
6044
CALL
DELISTED
Encore Wire Corp
WIRE
| $717K | ﹤0.01% |
6,900
-35,100
| -84% | -$4.15M |
|
|
TWNK
6045
CALL
DELISTED
Hostess Brands, Inc. Class A Common Stock
TWNK
| $717K | ﹤0.01% |
33,800
+14,800
| +78% | +$320K |
|
6046
Carriage Services
CSV
$536M
| $716K | ﹤0.01% |
+18,063
| New | +$780K |
|
6047
WBI BullBear Value 3000 ETF
WBIF
$23.6M
| $716K | ﹤0.01% |
24,274
+13,766
| +131% | +$423K |
|
|
CHIS
6048
DELISTED
Global X MSCI China Consumer Staples ETF
CHIS
| $715K | ﹤0.01% |
27,710
-36,792
| -57% | -$839K |
|
6049
The Ensign Group
ENSG
$10.5B
| $714K | ﹤0.01% |
9,730
+310
| +3% | +$24.7K |
|
6050
Mercury Insurance
MCY
$5.88B
| $714K | ﹤0.01% |
16,115
-24,151
| -60% | -$1.19M |
|
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.