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 | |
|---|---|---|---|---|---|---|
51
PUT
First Solar
FSLR
$22.1B
| $484M | 0.21% |
3,660,300
+2,725,300
| +291% | +$292M |
|
52
PUT
Alibaba
BABA
$279B
| $483M | 0.21% |
6,043,500
-614,500
| -9% | -$58.5M |
|
|
53
Alibaba
BABA
$279B
| $481M | 0.21% |
6,012,882
+1,604,364
| +36% | +$153M |
|
54
PUT
Boeing
BA
$175B
| $452M | 0.2% |
3,735,700
+254,300
| +7% | +$39M |
|
55
iShares MSCI EAFE ETF
EFA
$78.5B
| $451M | 0.2% |
8,051,277
+246,210
| +3% | +$15.3M |
|
56
CALL
iShares MSCI Australia ETF
EWA
$1.41B
| $417M | 0.18% |
14,661,900
+7,451,600
| +103% | +$162M |
|
57
iShares MSCI Brazil ETF
EWZ
$9.25B
| $416M | 0.18% |
14,038,457
+11,980,057
| +582% | +$354M |
|
58
Meta Platforms (Facebook)
META
$1.37T
| $410M | 0.18% |
3,023,216
+374,353
| +14% | +$60.7M |
|
59
NVIDIA
NVDA
$4.72T
| $404M | 0.18% |
33,310,630
+12,569,750
| +61% | +$199M |
|
60
CALL
iShares Morningstar Value ETF
ILCV
$1.32B
| $388M | 0.17% |
6,120,900
+369,700
| +6% | +$23.1M |
|
|
61
Amazon
AMZN
$2.53T
| $379M | 0.17% |
3,357,243
-3,739,238
| -53% | -$473M |
|
62
Microsoft
MSFT
$3.35T
| $373M | 0.16% |
1,599,924
+65,586
| +4% | +$17.3M |
|
63
CALL
State Street SPDR NYSE Technology ETF
XNTK
$2.05B
| $369M | 0.16% |
5,661,300
-87,100
| -2% | -$9.47M |
|
64
iShares 20+ Year Treasury Bond ETF
TLT
$42.4B
| $356M | 0.16% |
3,471,269
+1,431,845
| +70% | +$161M |
|
65
CALL
Citigroup
C
$222B
| $356M | 0.16% |
8,532,600
+2,851,500
| +50% | +$141M |
|
66
CALL
Costco
COST
$423B
| $354M | 0.16% |
750,400
+101,300
| +16% | +$52.7M |
|
67
CALL
ConocoPhillips
COP
$145B
| $353M | 0.15% |
3,451,500
+533,300
| +18% | +$53.2M |
|
68
iShares MBS ETF
MBB
$39.1B
| $352M | 0.15% |
3,839,089
+1,576,534
| +70% | +$153M |
|
|
69
PUT
Costco
COST
$423B
| $349M | 0.15% |
738,900
-64,400
| -8% | -$33.5M |
|
|
70
iShares Core MSCI EAFE ETF
IEFA
$192B
| $347M | 0.15% |
6,588,354
-8,587,395
| -57% | -$505M |
|
71
CALL
Goldman Sachs
GS
$302B
| $344M | 0.15% |
1,174,000
+312,400
| +36% | +$101M |
|
72
CALL
JPMorgan Chase
JPM
$933B
| $341M | 0.15% |
3,266,000
-194,400
| -6% | -$22.3M |
|
73
PUT
State Street Financial Select Sector SPDR ETF
XLF
$56.8B
| $340M | 0.15% |
11,188,200
+7,425,200
| +197% | +$245M |
|
74
PUT
Vanguard S&P 500 ETF
VOO
$972B
| $330M | 0.14% |
1,652,500
-1,279,900
| -44% | -$467M |
|
75
PUT
Walt Disney
DIS
$167B
| $328M | 0.14% |
3,478,100
-1,041,300
| -23% | -$111M |
|
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.