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 | |
|---|---|---|---|---|---|---|
1151
Norfolk Southern
NSC
$76.9B
| $18.2M | 0.01% |
86,617
+45,092
| +109% | +$10.8M |
|
1152
PUT
American Tower
AMT
$79.8B
| $18.1M | 0.01% |
84,500
-2,200
| -3% | -$565K |
|
1153
iShares S&P GSCI Commodity-Indexed Trust
GSG
$968M
| $18.1M | 0.01% |
881,179
-2,104,575
| -70% | -$46.3M |
|
1154
PUT
Teck Resources
TECK
$32.4B
| $18.1M | 0.01% |
596,100
-69,500
| -10% | -$2.15M |
|
1155
Abbott
ABT
$187B
| $18.1M | 0.01% |
187,021
-514,326
| -73% | -$54.8M |
|
1156
CALL
Danaos Corp
DAC
$2.61B
| $18.1M | 0.01% |
324,800
-212,000
| -39% | -$14.1M |
|
1157
Align Technology
ALGN
$12B
| $18.1M | 0.01% |
87,182
-4,806
| -5% | -$1.24M |
|
|
K
1158
PUT
DELISTED
Kellanova
K
| $18M | 0.01% |
275,942
-154,957
| -36% | -$10.7M |
|
1159
ASML
ASML
$655B
| $18M | 0.01% |
43,449
+40,087
| +1,192% | +$20.1M |
|
1160
CALL
Alexandria Real Estate Equities
ARE
$8.34B
| $18M | 0.01% |
128,700
+127,200
| +8,480% | +$19.5M |
|
|
MRO
1161
PUT
DELISTED
Marathon Oil Corporation
MRO
| $18M | 0.01% |
798,600
-422,900
| -35% | -$10M |
|
1162
Duke Energy
DUK
$96.6B
| $18M | 0.01% |
193,617
+86,921
| +81% | +$9.34M |
|
1163
Dollar Tree
DLTR
$24.9B
| $18M | 0.01% |
132,300
+64,203
| +94% | +$9.99M |
|
1164
DuPont de Nemours
DD
$19.5B
| $17.9M | 0.01% |
283,494
+251,889
| +797% | +$18M |
|
1165
CALL
Alpha Metallurgical Resources
AMR
$1.93B
| $17.9M | 0.01% |
130,900
-582,700
| -82% | -$81M |
|
1166
PUT
Dick's Sporting Goods
DKS
$17.8B
| $17.9M | 0.01% |
171,100
-1,900
| -1% | -$193K |
|
1167
Expedia Group
EXPE
$36.8B
| $17.9M | 0.01% |
190,998
+175,409
| +1,125% | +$17.9M |
|
1168
Masco
MAS
$14.9B
| $17.9M | 0.01% |
383,261
+212,247
| +124% | +$11M |
|
1169
Direxion Daily Small Cap Bear 3x ETF
TZA
$217M
| $17.9M | 0.01% |
38,830
+6,984
| +22% | +$2.56M |
|
|
UWC
1170
CALL
DELISTED
PROSHARES TR ULTRA RUSSELL3000
UWC
| $17.8M | 0.01% |
856,800
-2,325,900
| -73% | -$48.4M |
|
1171
CALL
Tyson Foods
TSN
$20.6B
| $17.8M | 0.01% |
270,100
-64,600
| -19% | -$5.11M |
|
1172
PUT
Diamondback Energy
FANG
$53.1B
| $17.8M | 0.01% |
147,510
-201,590
| -58% | -$25.2M |
|
1173
Rogers Communications
RCI
$18.7B
| $17.7M | 0.01% |
460,231
-669,880
| -59% | -$29.6M |
|
1174
CALL
Southern Company
SO
$107B
| $17.7M | 0.01% |
260,500
-48,800
| -16% | -$3.7M |
|
1175
CALL
Wayfair
W
$14.3B
| $17.7M | 0.01% |
543,900
-1,729,400
| -76% | -$91.4M |
|
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.