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 | |
|---|---|---|---|---|---|---|
1026
State Street SPDR Bloomberg International Treasury Bond ETF
BWX
$1.33B
| $22.4M | 0.01% |
966,625
+880,160
| +1,018% | +$21.2M |
|
|
IPFF
1027
PUT
DELISTED
iShares International Preferred Stock ETF
IPFF
| $22.4M | 0.01% |
+428,400
| New | +$22.4M |
|
1028
Roblox
RBLX
$25.4B
| $22.3M | 0.01% |
678,575
-456,414
| -40% | -$15.3M |
|
1029
CALL
Toyota
TM
$224B
| $22.3M | 0.01% |
144,400
-5,900
| -4% | -$975K |
|
1030
UnitedHealth
UNH
$376B
| $22.3M | 0.01% |
43,324
-161,104
| -79% | -$80.9M |
|
1031
TJX Companies
TJX
$174B
| $22.2M | 0.01% |
397,837
+95,912
| +32% | +$5.81M |
|
1032
CALL
KB Home
KBH
$3.37B
| $22.2M | 0.01% |
780,100
-232,100
| -23% | -$7.41M |
|
1033
PUT
T. Rowe Price
TROW
$23.9B
| $22.2M | 0.01% |
195,100
+19,800
| +11% | +$2.52M |
|
1034
PUT
American Tower
AMT
$80.8B
| $22.2M | 0.01% |
86,700
-11,100
| -11% | -$2.79M |
|
1035
iShares 3-7 Year Treasury Bond ETF
IEI
$18.1B
| $22.1M | 0.01% |
185,284
-1,636,453
| -90% | -$196M |
|
1036
CALL
Franco-Nevada
FNV
$41.1B
| $22.1M | 0.01% |
168,000
+58,300
| +53% | +$8.62M |
|
1037
CALL
Aflac
AFL
$64.9B
| $22.1M | 0.01% |
399,200
+140,800
| +54% | +$8.31M |
|
1038
PUT
APA Corp
APA
$13.2B
| $22.1M | 0.01% |
632,100
+84,100
| +15% | +$3.58M |
|
1039
CALL
Southern Company
SO
$109B
| $22.1M | 0.01% |
309,300
+53,900
| +21% | +$3.96M |
|
1040
PUT
Expedia Group
EXPE
$35.4B
| $22M | 0.01% |
232,500
-159,800
| -41% | -$22.6M |
|
1041
CALL
Nice
NICE
$5.79B
| $22M | 0.01% |
114,200
+31,500
| +38% | +$6.38M |
|
1042
iShares Core 10+ Year USD Bond ETF
ILTB
$592M
| $22M | 0.01% |
395,175
+368,963
| +1,408% | +$21.2M |
|
1043
Sherwin-Williams
SHW
$82.7B
| $22M | 0.01% |
98,050
+76,619
| +358% | +$19.7M |
|
1044
CALL
Arista Networks
ANET
$227B
| $22M | 0.01% |
936,800
-241,200
| -20% | -$6.62M |
|
|
B
1045
Barrick Mining
B
$61.5B
| $21.9M | 0.01% |
1,239,885
-84,855
| -6% | -$1.84M |
|
1046
iShares JPMorgan EM High Yield Bond ETF
EMHY
$620M
| $21.9M | 0.01% |
636,159
+577,508
| +985% | +$21.4M |
|
1047
CALL
Ball Corp
BALL
$17.3B
| $21.9M | 0.01% |
318,100
+245,200
| +336% | +$18.6M |
|
1048
Kroger
KR
$35.4B
| $21.9M | 0.01% |
461,925
+143,474
| +45% | +$7.65M |
|
|
P
1049
CALL
Everpure Inc
P
$25.7B
| $21.8M | 0.01% |
849,500
+230,300
| +37% | +$6.37M |
|
1050
CALL
HF Sinclair
DINO
$16.3B
| $21.8M | 0.01% |
483,600
+293,400
| +154% | +$13.1M |
|
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.