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 | |
|---|---|---|---|---|---|---|
701
JPMorgan BetaBuilders Japan ETF
BBJP
$18.5B
| $34.2M | 0.02% |
838,126
-587,524
| -41% | -$26.3M |
|
702
PUT
ON Semiconductor
ON
$18.3B
| $34.1M | 0.01% |
547,800
+172,900
| +46% | +$11.1M |
|
703
PUT
McKesson
MCK
$103B
| $34.1M | 0.01% |
100,300
-427,300
| -81% | -$148M |
|
704
Norwegian Cruise Line
NCLH
$9.32B
| $34.1M | 0.01% |
2,997,869
+2,000,206
| +200% | +$26.3M |
|
705
PUT
ChargePoint
CHPT
$150M
| $34M | 0.01% |
115,235
-32,400
| -22% | -$9.83M |
|
706
CALL
Plug Power
PLUG
$2.93B
| $34M | 0.01% |
1,619,100
-178,700
| -10% | -$4.26M |
|
707
PUT
Electronic Arts
EA
$52.9B
| $34M | 0.01% |
293,600
-46,400
| -14% | -$5.87M |
|
708
CALL
Scorpio Tankers
STNG
$3.71B
| $33.9M | 0.01% |
807,100
-258,700
| -24% | -$10.3M |
|
|
SCHR
709
Schwab Intermediately-Term US Treasury ETF
SCHR
$13.3B
| $33.9M | 0.01% |
1,378,814
-2,970,782
| -68% | -$75.9M |
|
710
CALL
General Mills
GIS
$19.2B
| $33.7M | 0.01% |
440,100
-1,800
| -0.4% | -$137K |
|
|
SGEN
711
PUT
DELISTED
Seagen Inc. Common Stock
SGEN
| $33.7M | 0.01% |
246,400
+8,200
| +3% | +$1.34M |
|
712
General Dynamics
GD
$104B
| $33.7M | 0.01% |
158,846
+69,128
| +77% | +$15.6M |
|
713
CALL
Li Auto
LI
$12.6B
| $33.7M | 0.01% |
1,464,400
-399,800
| -21% | -$12.5M |
|
714
PIMCO 25+ Year Zero Coupon US Treasury Index Exchange-Traded Fund
ZROZ
$1.28B
| $33.6M | 0.01% |
360,514
+297,862
| +475% | +$31.3M |
|
715
CALL
State Street Communication Services Select Sector SPDR ETF
XLC
$22.3B
| $33.5M | 0.01% |
700,100
+487,700
| +230% | +$26.8M |
|
716
CALL
AMC Entertainment Holdings
AMC
$2.38B
| $33.5M | 0.01% |
478,940
-329,460
| -41% | -$45M |
|
717
Schwab US Aggregate Bond ETF
SCHZ
$10.5B
| $33.5M | 0.01% |
1,477,250
-1,283,160
| -46% | -$30.5M |
|
718
FedEx
FDX
$73.5B
| $33.4M | 0.01% |
224,771
-546,846
| -71% | -$115M |
|
719
PUT
Delta Air Lines
DAL
$61.3B
| $33.4M | 0.01% |
1,189,000
-319,700
| -21% | -$10.2M |
|
720
CALL
Snap
SNAP
$9.01B
| $33.4M | 0.01% |
3,397,000
-1,558,600
| -31% | -$18.1M |
|
721
CALL
ProShares UltraShort Health Care
RXD
$3.18M
| $33.3M | 0.01% |
715,700
-51,850
| -7% | -$1.4M |
|
722
CALL
Robinhood
HOOD
$83.4B
| $33.2M | 0.01% |
3,291,600
-1,296,100
| -28% | -$12.5M |
|
723
iShares 0-5 Year Investment Grade Corporate Bond ETF
SLQD
$2.38B
| $33.2M | 0.01% |
701,163
+570,389
| +436% | +$27.6M |
|
724
CALL
CF Industries
CF
$17.9B
| $33.2M | 0.01% |
345,100
-34,900
| -9% | -$3.41M |
|
725
CALL
Exelon
EXC
$47.1B
| $33.1M | 0.01% |
884,800
+535,500
| +153% | +$23.7M |
|
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.