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 | |
|---|---|---|---|---|---|---|
676
CALL
American International
AIG
$42.1B
| $35.9M | 0.02% |
755,500
-245,100
| -24% | -$12.9M |
|
677
CALL
Enterprise Products Partners
EPD
$81.6B
| $35.7M | 0.02% |
1,499,900
+284,300
| +23% | +$7.33M |
|
678
Invesco Total Return Bond ETF
GTO
$2.44B
| $35.6M | 0.02% |
+780,505
| New | +$37.6M |
|
|
SIVB
679
CALL
DELISTED
SVB Financial Group
SIVB
| $35.4M | 0.02% |
105,300
+22,400
| +27% | +$9.02M |
|
680
iShares JPMorgan EM High Yield Bond ETF
EMHY
$627M
| $35.3M | 0.02% |
1,087,835
+451,676
| +71% | +$15.5M |
|
|
GTPB
681
DELISTED
Gores Technology Partners II, Inc. Class A Common
GTPB
| $35.2M | 0.02% |
3,584,103
+3,313,400
| +1,224% | +$32.5M |
|
682
CALL
Altria Group
MO
$114B
| $35.2M | 0.02% |
871,600
-408,600
| -32% | -$17.8M |
|
683
Freeport-McMoran
FCX
$97.1B
| $35.2M | 0.02% |
1,286,251
+179,905
| +16% | +$5.27M |
|
684
PUT
Oracle
ORCL
$416B
| $35.1M | 0.02% |
574,800
-143,600
| -20% | -$10.5M |
|
685
BCE
BCE
$20.6B
| $34.9M | 0.02% |
831,583
+771,139
| +1,276% | +$37.5M |
|
686
PUT
Peabody Energy
BTU
$2.78B
| $34.9M | 0.02% |
1,405,100
+170,400
| +14% | +$3.83M |
|
687
Constellation Brands
STZ
$22.3B
| $34.9M | 0.02% |
151,802
-2,174
| -1% | -$530K |
|
688
Booking.com
BKNG
$156B
| $34.9M | 0.02% |
530,325
-220,800
| -29% | -$16.6M |
|
689
PUT
Intuitive Surgical
ISRG
$133B
| $34.8M | 0.02% |
185,900
+48,200
| +35% | +$10.4M |
|
690
PUT
Alcoa
AA
$12.6B
| $34.7M | 0.02% |
1,031,200
-208,400
| -17% | -$9.73M |
|
|
BSCN
691
DELISTED
Invesco BulletShares 2023 Corporate Bond ETF
BSCN
| $34.7M | 0.02% |
+1,661,126
| New | +$34.8M |
|
692
PUT
Skyworks Solutions
SWKS
$10.1B
| $34.6M | 0.02% |
406,200
-5,600
| -1% | -$573K |
|
693
CALL
Zillow
Z
$8.26B
| $34.5M | 0.02% |
1,207,500
-303,200
| -20% | -$10.5M |
|
694
iShares GSCI Commodity Dynamic Roll Strategy ETF
COMT
$1.17B
| $34.5M | 0.02% |
967,014
+914,275
| +1,734% | +$35.1M |
|
695
iShares 1-3 Year Treasury Bond ETF
SHY
$25.1B
| $34.5M | 0.02% |
424,663
-938,904
| -69% | -$77.3M |
|
696
Carnival Corporation Ltd
CCL
$40.6B
| $34.5M | 0.02% |
4,900,788
+1,789,994
| +58% | +$17.3M |
|
697
CALL
Xcel Energy
XEL
$48.2B
| $34.4M | 0.02% |
537,000
-651,900
| -55% | -$47.5M |
|
|
FVIV
698
DELISTED
Fortress Value Acquisition Corp. IV
FVIV
| $34.3M | 0.02% |
3,490,633
+1,764,886
| +102% | +$17.3M |
|
699
CALL
Automatic Data Processing
ADP
$107B
| $34.3M | 0.02% |
151,700
+12,300
| +9% | +$2.9M |
|
700
CALL
Suncor Energy
SU
$74.2B
| $34.3M | 0.02% |
1,217,300
-552,100
| -31% | -$17.4M |
|
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.