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 |
Invesco QQQ Trust
QQQ
|
+$1.36B |
| 2 |
Tesla
TSLA
|
+$984M |
| 3 |
Vanguard FTSE Europe ETF
VGK
|
+$662M |
| 4 |
Alphabet (Google) Class C
GOOG
|
+$575M |
| 5 |
iShares Core MSCI Emerging Markets ETF
IEMG
|
+$574M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI Emerging Markets ETF
EEM
|
+$1.05B |
| 2 |
iShares Core MSCI EAFE ETF
IEFA
|
+$505M |
| 3 |
Amazon
AMZN
|
+$473M |
| 4 |
Vanguard Total International Bond ETF
BNDX
|
+$439M |
| 5 |
iShares Core MSCI Europe ETF
IEUR
|
+$346M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 2.23% |
| 2 | Consumer Discretionary | 2.03% |
| 3 | Financials | 1.67% |
| 4 | Communication Services | 1.15% |
| 5 | Healthcare | 0.98% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
ITCI
2801
DELISTED
Intra-Cellular Therapies Inc.
ITCI
| $4.4M | ﹤0.01% |
94,480
+67,729
| +253% | +$3.54M |
|
2802
State Street SPDR S&P Retail ETF
XRT
$654M
| $4.39M | ﹤0.01% |
77,827
-549,300
| -88% | -$35.1M |
|
|
WWE
2803
CALL
DELISTED
World Wrestling Entertainment
WWE
| $4.39M | ﹤0.01% |
62,600
+17,600
| +39% | +$1.2M |
|
2804
PUT
SL Green Realty
SLG
$3.99B
| $4.39M | ﹤0.01% |
109,358
+6,700
| +7% | +$311K |
|
2805
Royal Gold
RGLD
$19.5B
| $4.39M | ﹤0.01% |
+46,809
| New | +$4.64M |
|
2806
iShares US Broker-Dealers & Securities Exchanges ETF
IAI
$1.36B
| $4.38M | ﹤0.01% |
+51,349
| New | +$4.7M |
|
2807
ProShares UltraShort QQQ
QID
$247M
| $4.38M | ﹤0.01% |
31,970
+24,827
| +348% | +$2.76M |
|
2808
PUT
Unilever
UL
$136B
| $4.38M | ﹤0.01% |
+88,000
| New | +$4.6M |
|
2809
Aon
AON
$76B
| $4.38M | ﹤0.01% |
16,352
-81,882
| -83% | -$23.1M |
|
2810
CALL
Trimble
TRMB
$13.9B
| $4.38M | ﹤0.01% |
80,700
-13,700
| -15% | -$867K |
|
2811
CALL
Autoliv
ALV
$9B
| $4.38M | ﹤0.01% |
65,700
+7,000
| +12% | +$543K |
|
2812
PUT
Rogers Corp
ROG
$2.4B
| $4.38M | ﹤0.01% |
18,100
+6,400
| +55% | +$1.66M |
|
|
FRC
2813
PUT
DELISTED
First Republic Bank
FRC
| $4.37M | ﹤0.01% |
33,500
-21,000
| -39% | -$3.23M |
|
2814
Fluor
FLR
$7.96B
| $4.37M | ﹤0.01% |
175,540
+97,244
| +124% | +$2.48M |
|
2815
PUT
Packaging Corp of America
PKG
$22.8B
| $4.37M | ﹤0.01% |
+38,900
| New | +$5.26M |
|
|
TMHC
2816
DELISTED
Taylor Morrison
TMHC
| $4.36M | ﹤0.01% |
186,842
+85,411
| +84% | +$2.22M |
|
|
GBT
2817
DELISTED
Global Blood Therapeutics, Inc.
GBT
| $4.35M | ﹤0.01% |
63,922
-165,937
| -72% | -$9.15M |
|
2818
Bunge Global
BG
$20.8B
| $4.35M | ﹤0.01% |
52,687
-3,890
| -7% | -$362K |
|
2819
PUT
Ciena
CIEN
$58.4B
| $4.35M | ﹤0.01% |
107,500
-33,900
| -24% | -$1.63M |
|
2820
CALL
Yeti Holdings
YETI
$3.95B
| $4.35M | ﹤0.01% |
152,400
+61,300
| +67% | +$2.55M |
|
2821
PUT
QuantumScape Corp
QS
$3.74B
| $4.34M | ﹤0.01% |
515,700
-518,700
| -50% | -$5.56M |
|
2822
State Street SPDR Global Dow ETF
DGT
$628M
| $4.33M | ﹤0.01% |
50,237
+313
| +0.6% | +$30.3K |
|
2823
CALL
Freshpet
FRPT
$3.22B
| $4.33M | ﹤0.01% |
86,500
+79,500
| +1,136% | +$3.75M |
|
2824
PUT
Methanex
MEOH
$4.12B
| $4.33M | ﹤0.01% |
135,900
+15,000
| +12% | +$544K |
|
2825
ProShares UltraPro Short Dow 30
SDOW
$183M
| $4.33M | ﹤0.01% |
24,861
+5,042
| +25% | +$672K |
|
Similar funds
Jane Street's Q3 2022 Portfolio in Review
As of Q3 2022, Jane Street held 11,057 positions worth $229B, down 3.1% from $236B the previous quarter. Its ten largest holdings account for 35% of the portfolio.
Jane Street's Q3 2022 filing shows 1,520 new, 3,775 increased, 4,205 reduced and 1,444 closed positions. Its largest new stake was iShares Gold Trust: 8,373,079 shares worth $264M. The largest sale was iShares MSCI Emerging Markets ETF, an estimated $1.05B.
By sector, the portfolio is most concentrated in Technology at 2.2% of assets, up from 2.1% a quarter earlier, followed by Consumer Discretionary and Financials.
- Jane Street's largest Q3 2022 buy was iShares Gold Trust: 8,373,079 shares worth $264M.
- Jane Street added most to Invesco QQQ Trust in Q3 2022, an estimated $1.36B increase.
- Jane Street's biggest Q3 2022 reduction was iShares MSCI Emerging Markets ETF, cutting an estimated $1.05B.
- Jane Street fully exited Vanguard Tax-Exempt Bond Index Fund in Q3 2022, selling an estimated $187M.
- Jane Street's ten largest holdings make up 35% of its $229B portfolio in Q3 2022.
- Jane Street opened 1,520 new positions and closed 1,444 in Q3 2022.
- Jane Street's portfolio value fell 3.1% quarter-over-quarter to $229B.
Based on Jane Street's 13F filing for Q3 2022, filed 15 Nov 2022.