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 | |
|---|---|---|---|---|---|---|
776
PUT
Autodesk
ADSK
$50.9B
| $30.4M | 0.01% |
162,900
-4,400
| -3% | -$889K |
|
777
State Street SPDR S&P Global Natural Resources ETF
GNR
$4.85B
| $30.4M | 0.01% |
614,457
-583,607
| -49% | -$30.7M |
|
778
PUT
Automatic Data Processing
ADP
$109B
| $30.4M | 0.01% |
134,200
-33,200
| -20% | -$7.83M |
|
|
MRSH
779
CALL
Marsh
MRSH
$91.6B
| $30.4M | 0.01% |
203,300
+167,000
| +460% | +$26.8M |
|
780
CALL
Electronic Arts
EA
| $30.3M | 0.01% |
261,900
-11,200
| -4% | -$1.42M |
|
781
United Airlines
UAL
$41.9B
| $30.1M | 0.01% |
926,341
-106,466
| -10% | -$3.96M |
|
782
PUT
Zoetis
ZTS
$32.4B
| $30.1M | 0.01% |
203,000
+44,800
| +28% | +$7.49M |
|
|
783
CALL
Zoetis
ZTS
$32.4B
| $30.1M | 0.01% |
202,900
-179,700
| -47% | -$30M |
|
784
CALL
APA Corp
APA
$12.9B
| $30M | 0.01% |
878,200
-218,600
| -20% | -$7.82M |
|
785
Dick's Sporting Goods
DKS
$17.9B
| $29.8M | 0.01% |
285,165
+183,740
| +181% | +$18.7M |
|
786
Oracle
ORCL
$414B
| $29.8M | 0.01% |
487,435
-1,926,017
| -80% | -$141M |
|
787
McDonald's
MCD
$196B
| $29.8M | 0.01% |
128,945
-14,931
| -10% | -$3.82M |
|
|
DOCU
788
PUT
DocuSign
DOCU
$10.8B
| $29.7M | 0.01% |
556,300
-363,200
| -39% | -$22.8M |
|
789
iShares Intermediate Government/Credit Bond ETF
GVI
$3.77B
| $29.7M | 0.01% |
292,017
+247,795
| +560% | +$26M |
|
790
Vulcan Materials
VMC
$36.3B
| $29.7M | 0.01% |
188,227
+174,150
| +1,237% | +$28.3M |
|
791
FlexShares Morningstar Developed Markets ex-US Factor Tilt Index Fund
TLTD
$680M
| $29.7M | 0.01% |
574,219
+441,356
| +332% | +$25.4M |
|
792
CALL
Spotify
SPOT
$97.8B
| $29.6M | 0.01% |
343,500
-19,300
| -5% | -$2.07M |
|
793
CALL
Inspire Medical Systems
INSP
$1.71B
| $29.6M | 0.01% |
166,800
+74,400
| +81% | +$15M |
|
794
CALL
XPO
XPO
$23B
| $29.6M | 0.01% |
1,118,185
+237,639
| +27% | +$7.4M |
|
795
CALL
Philip Morris
PM
$294B
| $29.6M | 0.01% |
356,300
-97,300
| -21% | -$9.28M |
|
796
Textron
TXT
$15.1B
| $29.6M | 0.01% |
507,667
+468,105
| +1,183% | +$29.7M |
|
797
VanEck Agribusiness ETF
MOO
$971M
| $29.6M | 0.01% |
366,485
-586,677
| -62% | -$52.1M |
|
|
CCV
798
DELISTED
Churchill Capital Corp V
CCV
| $29.5M | 0.01% |
2,983,110
+2,331,791
| +358% | +$23M |
|
799
Coca-Cola
KO
$373B
| $29.4M | 0.01% |
525,394
+486,056
| +1,236% | +$30.2M |
|
800
CALL
SolarEdge
SEDG
$1.98B
| $29.3M | 0.01% |
126,400
-98,300
| -44% | -$29M |
|
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.