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 | |
|---|---|---|---|---|---|---|
|
KRTX
1451
CALL
DELISTED
Karuna Therapeutics, Inc. Common Stock
KRTX
| $13.2M | 0.01% |
104,100
+63,900
| +159% | +$7.34M |
|
1452
iShares USD Green Bond ETF
BGRN
$501M
| $13.1M | 0.01% |
275,229
+33,951
| +14% | +$1.64M |
|
1453
PUT
Waste Management
WM
$90.5B
| $13.1M | 0.01% |
85,900
-24,900
| -22% | -$3.9M |
|
1454
Merck
MRK
$316B
| $13.1M | 0.01% |
144,101
-344,036
| -70% | -$30.5M |
|
1455
CALL
Planet Fitness
PLNT
$4.45B
| $13.1M | 0.01% |
192,700
+110,700
| +135% | +$8.18M |
|
1456
CALL
Allegiant Air
ALGT
$2.78B
| $13.1M | 0.01% |
115,700
+100,100
| +642% | +$14.4M |
|
1457
Roku
ROKU
$21.6B
| $13M | 0.01% |
158,853
+24,050
| +18% | +$2.33M |
|
1458
PUT
Dick's Sporting Goods
DKS
$18B
| $13M | 0.01% |
173,000
+26,200
| +18% | +$2.33M |
|
1459
Macy's
M
$6.83B
| $13M | 0.01% |
711,741
+358,573
| +102% | +$8.11M |
|
|
JWN
1460
CALL
DELISTED
Nordstrom
JWN
| $13M | 0.01% |
616,300
+74,000
| +14% | +$1.89M |
|
1461
Infosys
INFY
$49.6B
| $13M | 0.01% |
702,167
-622,280
| -47% | -$12.4M |
|
1462
PIMCO Enhanced Low Duration Active Exchange-Traded Fund
LDUR
$1.37B
| $13M | 0.01% |
135,309
+109,137
| +417% | +$10.6M |
|
1463
iShares MSCI Germany ETF
EWG
$1.6B
| $13M | 0.01% |
564,544
-349,569
| -38% | -$9.11M |
|
1464
CALL
Wheaton Precious Metals
WPM
$50.8B
| $13M | 0.01% |
360,400
+114,800
| +47% | +$4.98M |
|
1465
VanEck Low Carbon Energy ETF
SMOG
$131M
| $13M | 0.01% |
103,970
+37,155
| +56% | +$4.79M |
|
1466
CALL
Truist Financial
TFC
$63.4B
| $13M | 0.01% |
273,700
+20,500
| +8% | +$1.01M |
|
1467
PUT
Trump Media & Technology Group
DJT
$2.77B
| $13M | 0.01% |
536,600
+158,100
| +42% | +$6.6M |
|
|
SWAV
1468
CALL
DELISTED
Shockwave Medical, Inc. Common Stock
SWAV
| $12.9M | 0.01% |
67,700
-11,900
| -15% | -$2.1M |
|
1469
CALL
Celldex Therapeutics
CLDX
$2.96B
| $12.9M | 0.01% |
479,400
+404,600
| +541% | +$11.7M |
|
1470
CALL
United States Natural Gas Fund
UNG
$473M
| $12.9M | 0.01% |
169,975
-261,975
| -61% | -$27M |
|
1471
PUT
Franco-Nevada
FNV
$41.4B
| $12.9M | 0.01% |
98,100
+50,400
| +106% | +$7.45M |
|
1472
Bath & Body Works
BBWI
$4.23B
| $12.9M | 0.01% |
478,951
+335,142
| +233% | +$14.5M |
|
1473
Petrobras Class A
PBR.A
$109B
| $12.9M | 0.01% |
1,212,491
-1,046,332
| -46% | -$13.2M |
|
1474
JPMorgan Diversified Return International Equity ETF
JPIN
$368M
| $12.9M | 0.01% |
263,896
-542,926
| -67% | -$28.8M |
|
1475
Atlassian
TEAM
$26.3B
| $12.9M | 0.01% |
68,661
+35,443
| +107% | +$7.57M |
|
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 1,425 new, 3,970 increased, 4,015 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 1,425 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.