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 | |
|---|---|---|---|---|---|---|
1376
Western Digital
WDC
$181B
| $14.6M | 0.01% |
431,106
+93,189
| +28% | +$3.74M |
|
1377
PUT
Qorvo
QRVO
$7.91B
| $14.6M | 0.01% |
154,700
+14,600
| +10% | +$1.57M |
|
1378
PUT
AerCap
AER
$24.2B
| $14.6M | 0.01% |
356,100
+29,500
| +9% | +$1.37M |
|
1379
iShares MSCI Global Metals & Mining Producers ETF
PICK
$2.2B
| $14.6M | 0.01% |
408,927
-912,741
| -69% | -$40.7M |
|
1380
Amplify Blockchain Technology ETF
BLOK
$1.1B
| $14.6M | 0.01% |
803,073
+689,748
| +609% | +$16.9M |
|
1381
PUT
Dominion Energy
D
$60.2B
| $14.5M | 0.01% |
181,800
+6,900
| +4% | +$570K |
|
1382
PUT
Intercontinental Exchange
ICE
$85.6B
| $14.5M | 0.01% |
154,000
+43,100
| +39% | +$4.61M |
|
1383
CALL
Molson Coors Class B
TAP
$7.83B
| $14.5M | 0.01% |
265,600
+107,900
| +68% | +$5.79M |
|
1384
PUT
IQVIA
IQV
$38.5B
| $14.5M | 0.01% |
66,600
+11,500
| +21% | +$2.5M |
|
|
FISV
1385
Fiserv Inc
FISV
$29.1B
| $14.4M | 0.01% |
162,325
+55,289
| +52% | +$5.36M |
|
1386
Coherent
COHR
$56.8B
| $14.4M | 0.01% |
283,304
+247,326
| +687% | +$15.1M |
|
1387
PUT
Dynatrace
DT
$13B
| $14.4M | 0.01% |
365,400
+43,700
| +14% | +$1.74M |
|
1388
CALL
Bath & Body Works
BBWI
$4.21B
| $14.4M | 0.01% |
533,500
-22,700
| -4% | -$985K |
|
1389
Direxion Daily S&P Oil & Gas Exp. & Prod. Bear 2X ETF
DRIP
$105M
| $14.3M | 0.01% |
58,028
+56,624
| +4,033% | +$11.7M |
|
1390
CALL
ING
ING
$101B
| $14.3M | 0.01% |
1,442,500
+157,600
| +12% | +$1.61M |
|
1391
CALL
Autohome
ATHM
$2.69B
| $14.3M | 0.01% |
363,500
-27,800
| -7% | -$865K |
|
1392
iShares Global 100 ETF
IOO
$9.07B
| $14.3M | 0.01% |
222,701
+61,440
| +38% | +$4.26M |
|
1393
PUT
Aflac
AFL
$64.4B
| $14.3M | 0.01% |
257,800
+156,500
| +154% | +$9.24M |
|
1394
iShares MSCI Emerging Markets Small-Cap ETF
EEMS
$355M
| $14.3M | 0.01% |
296,758
+217,534
| +275% | +$11.5M |
|
1395
Live Nation Entertainment
LYV
$42.2B
| $14.3M | 0.01% |
172,618
+13,049
| +8% | +$1.26M |
|
1396
iShares 1-3 Year International Treasury Bond ETF
ISHG
$827M
| $14.2M | 0.01% |
204,456
+136,410
| +200% | +$9.77M |
|
1397
CALL
ZIM Integrated Shipping Services
ZIM
$3.13B
| $14.2M | 0.01% |
301,100
-531,800
| -64% | -$31.2M |
|
1398
CALL
Penske Automotive Group
PAG
$14.3B
| $14.2M | 0.01% |
135,700
+53,300
| +65% | +$5.71M |
|
1399
CALL
Cognizant
CTSH
$25B
| $14.2M | 0.01% |
210,400
-11,000
| -5% | -$842K |
|
1400
PUT
Pool Corp
POOL
$7.02B
| $14.2M | 0.01% |
40,400
+9,800
| +32% | +$3.89M |
|
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.