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 |
SPDR Gold Trust
GLD
|
+$941M |
| 2 |
Vanguard Total International Stock ETF
VXUS
|
+$933M |
| 3 |
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
|
+$657M |
| 4 |
iShares Core MSCI Total International Stock ETF
IXUS
|
+$511M |
| 5 |
Microsoft
MSFT
|
+$459M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$1.09B |
| 2 |
Apple
AAPL
|
+$770M |
| 3 |
Vanguard FTSE Europe ETF
VGK
|
+$642M |
| 4 |
iShares 20+ Year Treasury Bond ETF
TLT
|
+$337M |
| 5 |
Alphabet (Google) Class C
GOOG
|
+$336M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 2.44% |
| 2 | Consumer Discretionary | 1.85% |
| 3 | Financials | 1.42% |
| 4 | Communication Services | 1.33% |
| 5 | Healthcare | 1% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
501
PUT
NextEra Energy
NEE
$179B
| $52.8M | 0.02% |
631,100
-47,600
| -7% | -$3.85M |
|
502
CALL
Regeneron Pharmaceuticals
REGN
$79.1B
| $52.7M | 0.02% |
73,100
+1,700
| +2% | +$1.25M |
|
503
Agnico Eagle Mines
AEM
$83.5B
| $52.6M | 0.02% |
1,012,193
+621,605
| +159% | +$29.3M |
|
|
SCPL
504
PUT
DELISTED
SciPlay Corporation Class A Common Stock
SCPL
| $52.5M | 0.02% |
3,266,700
+2,266,700
| +227% | +$32.9M |
|
505
Lockheed Martin
LMT
$134B
| $52.5M | 0.02% |
107,942
-16,940
| -14% | -$7.87M |
|
506
PUT
Roku
ROKU
$21.7B
| $52.5M | 0.02% |
1,289,000
-841,100
| -39% | -$43.9M |
|
507
PUT
PepsiCo
PEP
$189B
| $52.4M | 0.02% |
290,200
-54,400
| -16% | -$9.7M |
|
508
PUT
Prudential Financial
PRU
$41.4B
| $52M | 0.02% |
522,800
-6,700
| -1% | -$679K |
|
509
NRG Energy
NRG
$25.7B
| $52M | 0.02% |
1,633,559
+1,189,054
| +268% | +$47M |
|
510
VanEck IG Floating Rate ETF
FLTR
$2.97B
| $52M | 0.02% |
+2,088,939
| New | +$51.8M |
|
511
PUT
Direxion Daily S&P Oil & Gas Exp. & Prod. Bull 2X ETF
GUSH
$223M
| $51.9M | 0.02% |
4,308,480
-452,240
| -9% | -$19.1M |
|
512
Vanguard International High Dividend Yield ETF
VYMI
$20.7B
| $51.9M | 0.02% |
870,711
-1,945,924
| -69% | -$112M |
|
513
CALL
iShares Convertible Bond ETF
ICVT
$7.41B
| $51.6M | 0.02% |
1,688,200
+1,541,400
| +1,050% | +$108M |
|
514
CALL
McKesson
MCK
$101B
| $51.6M | 0.02% |
137,500
-13,300
| -9% | -$4.96M |
|
515
State Street Utilities Select Sector SPDR ETF
XLU
$22.5B
| $51.4M | 0.02% |
1,458,976
-5,594,068
| -79% | -$190M |
|
516
CALL
American Airlines Group
AAL
$11.1B
| $51.3M | 0.02% |
4,029,400
+356,400
| +10% | +$4.83M |
|
517
PUT
ProShares Ultra Bloomberg Natural Gas
BOIL
$348M
| $51.1M | 0.02% |
17,516
+920
| +6% | +$7.18M |
|
518
CVS Health
CVS
$128B
| $51M | 0.02% |
547,638
+272,076
| +99% | +$26.3M |
|
519
Direxion Daily Semiconductor Bear 3X ETF
SOXS
$1.09B
| $51M | 0.02% |
645
-172
| -21% | -$16.4M |
|
520
Lam Research
LRCX
$391B
| $50.9M | 0.02% |
1,212,090
+1,158,660
| +2,169% | +$48.5M |
|
521
CALL
Shell
SHEL
$244B
| $50.8M | 0.02% |
903,100
-300,100
| -25% | -$16.5M |
|
522
Quadratic Interest Rate Volatility and Inflation Hedge ETF
IVOL
$272M
| $50.8M | 0.02% |
2,244,751
+2,226,373
| +12,114% | +$50.3M |
|
523
PUT
Ulta Beauty
ULTA
$23.1B
| $50.8M | 0.02% |
108,200
+13,700
| +14% | +$5.91M |
|
524
CALL
Nucor
NUE
$62.4B
| $50.5M | 0.02% |
382,800
-137,500
| -26% | -$18.7M |
|
525
PUT
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$27.1B
| $50.4M | 0.02% |
113,900
+35,600
| +45% | +$15.7M |
|
Similar funds
Jane Street's Q4 2022 Portfolio in Review
As of Q4 2022, Jane Street held 11,014 positions worth $216B, down 5.4% from $229B the previous quarter. Its ten largest holdings account for 32% of the portfolio.
Jane Street withdrew a net $7.38B in Q4 2022, closing 1,989 positions and reducing 4,304 holdings. Its most notable exit was Twitter, Inc., an estimated $299M position sold in full.
By sector, the portfolio is most concentrated in Technology at 2.4% of assets, up from 2.2% a quarter earlier, followed by Consumer Discretionary and Financials.
Against the trend, Jane Street opened a new position in Vanguard Total International Stock ETF worth $965M.
- Jane Street's largest Q4 2022 buy was Vanguard Total International Stock ETF: 18,650,377 shares worth $965M.
- Jane Street added most to SPDR Gold Trust in Q4 2022, an estimated $941M increase.
- Jane Street's biggest Q4 2022 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $1.09B.
- Jane Street fully exited Twitter, Inc. in Q4 2022, selling an estimated $299M.
- Jane Street's ten largest holdings make up 32% of its $216B portfolio in Q4 2022.
- Jane Street opened 1,402 new positions and closed 1,989 in Q4 2022.
- Jane Street's portfolio value fell 5.4% quarter-over-quarter to $216B.
Based on Jane Street's 13F filing for Q4 2022, filed 15 Feb 2023.