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 | |
|---|---|---|---|---|---|---|
626
First Trust Europe AlphaDEX Fund
FEP
$530M
| $40.4M | 0.02% |
1,256,769
+1,052,157
| +514% | +$31.9M |
|
627
Hilton Grand Vacations
HGV
$3.66B
| $40.4M | 0.02% |
1,048,388
+1,009,039
| +2,564% | +$39.9M |
|
628
CALL
iShares 0-5 Year Investment Grade Corporate Bond ETF
SLQD
$2.38B
| $40.2M | 0.02% |
803,900
-16,900
| -2% | -$805K |
|
629
Home Depot
HD
$352B
| $40.1M | 0.02% |
126,960
+77,435
| +156% | +$23.6M |
|
630
CALL
Zillow
Z
$8.26B
| $40M | 0.02% |
1,243,000
+35,500
| +3% | +$1.18M |
|
631
PUT
Coca-Cola
KO
$374B
| $39.8M | 0.02% |
626,200
-275,800
| -31% | -$16.7M |
|
632
Bristol-Myers Squibb
BMY
$130B
| $39.6M | 0.02% |
550,749
+357,427
| +185% | +$27M |
|
633
CALL
Cummins
CMI
$89.7B
| $39.6M | 0.02% |
163,500
+80,500
| +97% | +$19.1M |
|
634
CALL
Emerson Electric
EMR
$91B
| $39.6M | 0.02% |
411,900
+159,600
| +63% | +$14.3M |
|
635
PUT
Roblox
RBLX
$25.9B
| $39.6M | 0.02% |
1,389,800
+181,800
| +15% | +$6.39M |
|
636
PUT
Coinbase
COIN
$39.5B
| $39.4M | 0.02% |
1,113,100
-665,400
| -37% | -$35.1M |
|
637
PUT
Avis
CAR
$4.9B
| $39.4M | 0.02% |
240,300
-35,400
| -13% | -$7.1M |
|
638
CALL
Invesco DB US Dollar Index Bullish Fund
UUP
$423M
| $39.4M | 0.02% |
1,415,800
-92,600
| -6% | -$2.7M |
|
639
CALL
Agilent Technologies
A
$39.9B
| $39.4M | 0.02% |
263,000
-5,500
| -2% | -$785K |
|
640
WisdomTree Floating Rate Treasury Fund
USFR
$18.4B
| $39.1M | 0.02% |
778,723
+774,484
| +18,270% | +$39M |
|
641
PUT
Devon Energy
DVN
$48.5B
| $38.9M | 0.02% |
632,700
-90,400
| -13% | -$6.16M |
|
642
PUT
HCA Healthcare
HCA
$88.7B
| $38.8M | 0.02% |
161,900
-105,200
| -39% | -$23.6M |
|
643
CALL
DexCom
DXCM
$31.2B
| $38.8M | 0.02% |
342,900
+144,100
| +72% | +$15.8M |
|
644
Vanguard High Dividend Yield ETF
VYM
$82.5B
| $38.8M | 0.02% |
358,401
+95,461
| +36% | +$10.2M |
|
645
CALL
General Mills
GIS
$19.2B
| $38.6M | 0.02% |
460,500
+20,400
| +5% | +$1.66M |
|
646
iShares Core MSCI International Developed Markets ETF
IDEV
$32.3B
| $38.5M | 0.02% |
688,044
-1,892,418
| -73% | -$102M |
|
647
Albemarle
ALB
$14B
| $38.4M | 0.02% |
177,038
+18,879
| +12% | +$5.03M |
|
648
Walmart Inc
WMT
$894B
| $38.2M | 0.02% |
807,420
-620,100
| -43% | -$29.4M |
|
649
PUT
D.R. Horton
DHI
$42.4B
| $38M | 0.02% |
425,900
-472,000
| -53% | -$37.8M |
|
650
First Trust Managed Municipal ETF
FMB
$2.06B
| $37.9M | 0.02% |
756,480
+749,924
| +11,439% | +$37.2M |
|
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.