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 | |
|---|---|---|---|---|---|---|
576
CALL
Phillips 66
PSX
$81.2B
| $43.7M | 0.02% |
541,500
-15,700
| -3% | -$1.34M |
|
577
Centene
CNC
$33.1B
| $43.5M | 0.02% |
559,360
+449,004
| +407% | +$40.1M |
|
578
PUT
Devon Energy
DVN
$48.5B
| $43.5M | 0.02% |
723,100
-403,600
| -36% | -$25.1M |
|
579
PUT
Roblox
RBLX
$25.9B
| $43.3M | 0.02% |
1,208,000
-814,100
| -40% | -$33.7M |
|
580
PUT
Zoom
ZM
$29.5B
| $43.1M | 0.02% |
586,000
-583,500
| -50% | -$55.6M |
|
581
CALL
Entegris
ENTG
$22.2B
| $43M | 0.02% |
517,800
-115,200
| -18% | -$11.2M |
|
582
PUT
Illumina
ILMN
$30.2B
| $42.9M | 0.02% |
231,403
+85,016
| +58% | +$16.8M |
|
583
CALL
Kinder Morgan
KMI
$69.3B
| $42.9M | 0.02% |
2,578,500
-275,300
| -10% | -$4.89M |
|
584
First Trust Preferred Securities and Income ETF
FPE
$6.35B
| $42.8M | 0.02% |
2,563,365
+1,684,760
| +192% | +$29.7M |
|
585
Vanguard International Dividend Appreciation ETF
VIGI
$9.18B
| $42.8M | 0.02% |
689,879
-312,027
| -31% | -$21.3M |
|
586
PUT
Marathon Petroleum
MPC
$86.9B
| $42.7M | 0.02% |
429,800
-338,200
| -44% | -$31.7M |
|
587
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46.7B
| $42.6M | 0.02% |
148,291
+102,378
| +223% | +$32.5M |
|
588
CALL
Duke Energy
DUK
$96.2B
| $42.6M | 0.02% |
457,800
-38,900
| -8% | -$4.18M |
|
589
PUT
Union Pacific
UNP
$176B
| $42.5M | 0.02% |
218,400
-291,800
| -57% | -$64.6M |
|
590
Janus Henderson Short Duration Income ETF
VNLA
$3.35B
| $42.5M | 0.02% |
+877,464
| New | +$42.7M |
|
591
State Street SPDR Portfolio Intermediate Term Corporate Bond ETF
SPIB
$11.5B
| $42.3M | 0.02% |
1,351,802
-1,329,414
| -50% | -$43.3M |
|
|
PXD
592
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
| $42.2M | 0.02% |
194,800
+104,500
| +116% | +$23.9M |
|
593
CALL
Antero Resources
AR
$10.6B
| $42.2M | 0.02% |
1,381,300
-692,200
| -33% | -$25.6M |
|
594
ExxonMobil
XOM
$628B
| $42.1M | 0.02% |
482,501
-137,255
| -22% | -$12.5M |
|
595
First Trust Exchange-Traded Fund IV First Trust Low Duration Opportunities ETF
LMBS
$6.39B
| $42.1M | 0.02% |
889,288
+54,425
| +7% | +$2.63M |
|
596
iShares Convertible Bond ETF
ICVT
$7.38B
| $42.1M | 0.02% |
611,136
-640,913
| -51% | -$46.4M |
|
597
CALL
Unilever
UL
$139B
| $41.9M | 0.02% |
841,956
+456,712
| +119% | +$23.9M |
|
598
Cisco
CSCO
$479B
| $41.9M | 0.02% |
1,047,919
+550,364
| +111% | +$24.4M |
|
|
ARCH
599
CALL
DELISTED
Arch Resources, Inc.
ARCH
| $41.9M | 0.02% |
353,300
-192,700
| -35% | -$26.7M |
|
600
Albemarle
ALB
$14B
| $41.8M | 0.02% |
158,159
+48,219
| +44% | +$12.3M |
|
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 1,519 new, 3,777 increased, 4,206 reduced and 1,443 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 1,519 new positions and closed 1,443 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.