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 | |
|---|---|---|---|---|---|---|
376
VanEck Semiconductor ETF
SMH
$65.2B
| $77.5M | 0.03% |
760,424
-712,778
| -48% | -$82.8M |
|
377
CALL
Vanguard High Dividend Yield ETF
VYM
$80.9B
| $77.3M | 0.03% |
760,400
-240,000
| -24% | -$26M |
|
378
PUT
Otis Worldwide
OTIS
$27.4B
| $77.3M | 0.03% |
1,093,800
+1,024,400
| +1,476% | +$75.4M |
|
379
CALL
Eaton
ETN
$161B
| $77.3M | 0.03% |
613,400
+513,800
| +516% | +$71.9M |
|
380
PUT
Merck
MRK
$322B
| $77.1M | 0.03% |
845,600
+89,500
| +12% | +$7.93M |
|
381
Abbott
ABT
$183B
| $76.2M | 0.03% |
701,347
+515,636
| +278% | +$58.6M |
|
382
PUT
Take-Two Interactive
TTWO
$45.4B
| $76.1M | 0.03% |
621,280
-153,020
| -20% | -$19.5M |
|
383
CALL
Marvell Technology
MRVL
$168B
| $75.9M | 0.03% |
1,742,600
+107,300
| +7% | +$6.08M |
|
384
CALL
NextEra Energy
NEE
$181B
| $75.5M | 0.03% |
974,700
+85,700
| +10% | +$6.52M |
|
385
CALL
iShares 0-5 Year Investment Grade Corporate Bond ETF
SLQD
$2.37B
| $75.5M | 0.03% |
+1,584,600
| New | +$77.2M |
|
386
PUT
Cigna
CI
$73.8B
| $75.4M | 0.03% |
286,100
+133,200
| +87% | +$34.3M |
|
387
CALL
Applied Materials
AMAT
$403B
| $75.2M | 0.03% |
826,900
+6,900
| +0.8% | +$757K |
|
388
CALL
MongoDB
MDB
$27.1B
| $74.9M | 0.03% |
288,700
+97,400
| +51% | +$30.4M |
|
389
iShares Silver Trust
SLV
$28B
| $74.9M | 0.03% |
4,019,038
-312,777
| -7% | -$6.52M |
|
390
CALL
Accenture
ACN
$102B
| $74.5M | 0.03% |
268,400
+46,600
| +21% | +$14M |
|
391
CALL
Synopsys
SNPS
$74.4B
| $74.4M | 0.03% |
244,900
+194,000
| +381% | +$58.5M |
|
392
CALL
AutoZone
AZO
$49.2B
| $74.4M | 0.03% |
34,600
-9,600
| -22% | -$19.7M |
|
393
iShares MSCI EAFE Growth ETF
EFG
$16.6B
| $74M | 0.03% |
919,109
+413,241
| +82% | +$35.9M |
|
394
CALL
Datadog
DDOG
$95.4B
| $73.9M | 0.03% |
776,000
+280,800
| +57% | +$30.9M |
|
395
iShares MSCI EAFE Min Vol Factor ETF
EFAV
$5.34B
| $73.6M | 0.03% |
1,161,871
+1,031,659
| +792% | +$69.3M |
|
|
396
PUT
MongoDB
MDB
$27.1B
| $73.4M | 0.03% |
282,800
-46,800
| -14% | -$14.6M |
|
397
PUT
Tyson Foods
TSN
$20.4B
| $72.6M | 0.03% |
843,900
+548,900
| +186% | +$49.2M |
|
398
PUT
Li Auto
LI
$13.4B
| $72.6M | 0.03% |
1,893,900
+639,600
| +51% | +$17.1M |
|
399
Gen Digital
GEN
$16.4B
| $72.2M | 0.03% |
3,289,368
+3,243,196
| +7,024% | +$79.7M |
|
400
PUT
American Airlines Group
AAL
$10.1B
| $71.8M | 0.03% |
5,663,800
-3,075,500
| -35% | -$51.2M |
|
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.