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 | |
|---|---|---|---|---|---|---|
201
CALL
Starbucks
SBUX
$118B
| $148M | 0.06% |
1,941,000
-44,200
| -2% | -$3.39M |
|
202
CALL
United Parcel Service
UPS
$89.7B
| $148M | 0.06% |
809,900
+24,600
| +3% | +$4.49M |
|
|
TWTR
203
DELISTED
Twitter, Inc.
TWTR
| $146M | 0.06% |
3,918,069
+1,290,785
| +49% | +$55.4M |
|
|
KFYP
204
PUT
DELISTED
KraneShares CICC China Leaders 100 Index ETF
KFYP
| $146M | 0.06% |
+4,471,100
| New | +$119M |
|
205
AT&T
T
$169B
| $146M | 0.06% |
6,973,848
+3,828,769
| +122% | +$76.4M |
|
206
PayPal
PYPL
$50.3B
| $145M | 0.06% |
2,078,360
+605,624
| +41% | +$52.5M |
|
207
CALL
Lam Research
LRCX
$337B
| $145M | 0.06% |
3,397,000
+212,000
| +7% | +$10.1M |
|
208
iShares Russell 2000 ETF
IWM
$80.4B
| $145M | 0.06% |
853,920
+345,890
| +68% | +$63.8M |
|
209
PUT
Home Depot
HD
$343B
| $144M | 0.06% |
524,800
+68,500
| +15% | +$20.2M |
|
210
PUT
Proshares UltraShort Technology
REW
$3.65M
| $144M | 0.06% |
+534,865
| New | +$83.5M |
|
211
CALL
Gilead Sciences
GILD
$167B
| $143M | 0.06% |
2,320,600
+318,500
| +16% | +$19.7M |
|
212
CALL
Wells Fargo
WFC
$263B
| $143M | 0.06% |
3,644,100
-2,076,100
| -36% | -$91.1M |
|
213
PUT
Mercado Libre
MELI
$94.4B
| $143M | 0.06% |
224,000
-50,000
| -18% | -$43.6M |
|
214
CALL
Chipotle Mexican Grill
CMG
$43B
| $142M | 0.06% |
5,420,000
+1,605,000
| +42% | +$44.7M |
|
215
CALL
McKesson
MCK
$104B
| $142M | 0.06% |
434,000
+257,300
| +146% | +$82.3M |
|
216
CALL
Baidu
BIDU
$35.6B
| $141M | 0.06% |
945,900
-291,600
| -24% | -$38.5M |
|
217
Occidental Petroleum
OXY
$53.6B
| $140M | 0.06% |
2,378,414
-3,728,851
| -61% | -$229M |
|
218
Berkshire Hathaway Class B
BRK.B
$1.11T
| $139M | 0.06% |
510,740
+470,779
| +1,178% | +$148M |
|
219
CALL
Microchip Technology
MCHP
$41.1B
| $139M | 0.06% |
2,400,200
+91,600
| +4% | +$6.06M |
|
220
CALL
Thermo Fisher Scientific
TMO
$214B
| $139M | 0.06% |
255,600
+154,700
| +153% | +$85.2M |
|
221
PUT
AbbVie
ABBV
$465B
| $138M | 0.06% |
903,600
+142,000
| +19% | +$21.7M |
|
|
222
PUT
Starbucks
SBUX
$118B
| $138M | 0.06% |
1,810,500
-662,800
| -27% | -$50.9M |
|
223
PUT
Uber
UBER
$144B
| $138M | 0.06% |
6,733,900
-1,696,900
| -20% | -$45M |
|
224
PUT
Marriott International
MAR
$101B
| $137M | 0.06% |
1,005,600
+590,100
| +142% | +$97.5M |
|
225
CALL
Merck
MRK
$326B
| $135M | 0.06% |
1,481,800
-490,500
| -25% | -$43.5M |
|
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.