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 | |
|---|---|---|---|---|---|---|
1526
PUT
Kimberly-Clark
KMB
$35.9B
| $12.2M | 0.01% |
90,400
-54,700
| -38% | -$7.21M |
|
1527
Itaú Unibanco
ITUB
$93B
| $12.2M | 0.01% |
3,203,567
-4,589,960
| -59% | -$20.4M |
|
1528
PUT
ClearShares Piton Intermediate Fixed Income ETF
PIFI
$97.8M
| $12.2M | 0.01% |
+739,400
| New | +$68.9M |
|
1529
TC Energy
TRP
$68.3B
| $12.2M | 0.01% |
235,564
-236,298
| -50% | -$13.2M |
|
1530
PUT
Williams-Sonoma
WSM
$29.2B
| $12.2M | 0.01% |
219,800
+24,600
| +13% | +$1.59M |
|
1531
CALL
Qorvo
QRVO
$8.2B
| $12.2M | 0.01% |
129,200
-22,600
| -15% | -$2.44M |
|
1532
Universal Health Services
UHS
$9.98B
| $12.2M | 0.01% |
120,948
+81,268
| +205% | +$10.2M |
|
1533
iShares US & Intl High Yield Corp Bond ETF
GHYG
$198M
| $12.2M | 0.01% |
299,529
-46,446
| -13% | -$2.01M |
|
1534
PUT
Incyte
INCY
$24B
| $12.1M | 0.01% |
159,700
-13,500
| -8% | -$1.03M |
|
|
DRE
1535
DELISTED
Duke Realty Corp.
DRE
| $12.1M | 0.01% |
220,744
+211,523
| +2,294% | +$11.6M |
|
1536
Wynn Resorts
WYNN
$10.2B
| $12.1M | 0.01% |
212,746
-265,200
| -55% | -$17.5M |
|
1537
Invesco S&P International Developed Low Volatility ETF
IDLV
$344M
| $12.1M | 0.01% |
438,900
+302,594
| +222% | +$8.95M |
|
1538
CALL
Invesco Aerospace & Defense ETF
PPA
$8.61B
| $12.1M | 0.01% |
+95,200
| New | +$6.92M |
|
1539
lululemon athletica
LULU
$14B
| $12.1M | 0.01% |
44,316
+18,743
| +73% | +$6.01M |
|
|
NKLA
1540
CALL
DELISTED
Nikola Corporation Common Stock
NKLA
| $12.1M | 0.01% |
84,510
-3,143
| -4% | -$643K |
|
1541
Zscaler
ZS
$26.1B
| $12M | 0.01% |
80,575
-59,145
| -42% | -$10.5M |
|
1542
State Street SPDR S&P Regional Banking ETF
KRE
$4.73B
| $12M | 0.01% |
207,376
+123,774
| +148% | +$7.73M |
|
|
CPE
1543
PUT
DELISTED
Callon Petroleum Company
CPE
| $12M | 0.01% |
306,300
+116,100
| +61% | +$6.21M |
|
|
NOVA
1544
PUT
DELISTED
Sunnova Energy
NOVA
| $12M | 0.01% |
649,900
+387,100
| +147% | +$7.4M |
|
1545
CALL
Alaska Air
ALK
$5.75B
| $12M | 0.01% |
298,800
-51,100
| -15% | -$2.49M |
|
1546
WisdomTree Emerging Markets High Dividend Fund
DEM
$3.96B
| $12M | 0.01% |
323,173
-360,037
| -53% | -$14.7M |
|
1547
PUT
Consolidated Edison
ED
$39.6B
| $11.9M | 0.01% |
125,600
+91,600
| +269% | +$8.72M |
|
|
ITCI
1548
CALL
DELISTED
Intra-Cellular Therapies Inc.
ITCI
| $11.9M | 0.01% |
209,200
+135,200
| +183% | +$7.67M |
|
1549
Stellantis
STLA
$21.5B
| $11.9M | 0.01% |
965,029
-1,233,431
| -56% | -$17.4M |
|
1550
CALL
MP Materials
MP
$8.24B
| $11.9M | 0.01% |
371,400
-168,200
| -31% | -$6.79M |
|
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.