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 | |
|---|---|---|---|---|---|---|
101
CALL
Walmart Inc
WMT
$885B
| $250M | 0.11% |
5,785,800
+1,126,500
| +24% | +$49.3M |
|
102
CALL
Diamondback Energy
FANG
$57.1B
| $248M | 0.11% |
2,054,800
-1,195,300
| -37% | -$149M |
|
103
Advanced Micro Devices
AMD
$776B
| $245M | 0.11% |
3,871,634
+196,520
| +5% | +$16.7M |
|
104
PUT
ARK Innovation ETF
ARKK
$5.64B
| $245M | 0.11% |
6,501,300
-1,645,000
| -20% | -$73.2M |
|
105
PUT
Airbnb
ABNB
$89.9B
| $243M | 0.11% |
2,312,300
-192,900
| -8% | -$21.4M |
|
106
CALL
Home Depot
HD
$331B
| $242M | 0.11% |
878,300
+422,000
| +92% | +$125M |
|
107
PUT
PayPal
PYPL
$48.9B
| $241M | 0.11% |
2,802,300
-663,400
| -19% | -$58.8M |
|
108
PUT
Salesforce
CRM
$151B
| $240M | 0.11% |
1,670,700
+269,700
| +19% | +$45.7M |
|
109
iShares Russell 2000 ETF
IWM
$79.8B
| $238M | 0.1% |
1,445,383
+591,463
| +69% | +$108M |
|
110
CALL
Starbucks
SBUX
$120B
| $237M | 0.1% |
2,815,000
+874,000
| +45% | +$74.3M |
|
|
111
CALL
PayPal
PYPL
$48.9B
| $237M | 0.1% |
2,750,900
-1,291,200
| -32% | -$114M |
|
112
State Street Utilities Select Sector SPDR ETF
XLU
$22.8B
| $231M | 0.1% |
7,053,044
+4,396,192
| +165% | +$161M |
|
113
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.3B
| $230M | 0.1% |
2,248,465
+1,309,447
| +139% | +$144M |
|
114
CALL
Palo Alto Networks
PANW
$270B
| $227M | 0.1% |
2,774,600
+657,800
| +31% | +$57M |
|
115
Chevron
CVX
$392B
| $223M | 0.1% |
1,551,851
+1,247,716
| +410% | +$190M |
|
|
KFYP
116
CALL
DELISTED
KraneShares CICC China Leaders 100 Index ETF
KFYP
| $222M | 0.1% |
9,009,400
+493,900
| +6% | +$12.3M |
|
|
117
CALL
Salesforce
CRM
$151B
| $221M | 0.1% |
1,536,000
-37,400
| -2% | -$6.34M |
|
118
CALL
Berkshire Hathaway Class B
BRK.B
$1.1T
| $221M | 0.1% |
825,800
-466,400
| -36% | -$133M |
|
119
First Solar
FSLR
$22.7B
| $218M | 0.1% |
1,645,841
+1,296,688
| +371% | +$139M |
|
120
CALL
Bank of America
BAC
$435B
| $217M | 0.09% |
7,171,100
+1,781,900
| +33% | +$59.6M |
|
121
CALL
Boeing
BA
$171B
| $216M | 0.09% |
1,782,600
-659,000
| -27% | -$101M |
|
122
iShares 0-5 Year TIPS Bond ETF
STIP
$15.9B
| $216M | 0.09% |
+2,244,324
| New | +$225M |
|
123
PUT
Ford
F
$58.5B
| $215M | 0.09% |
19,190,100
+7,307,700
| +62% | +$102M |
|
124
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$16.9B
| $214M | 0.09% |
2,167,557
+2,054,598
| +1,819% | +$204M |
|
125
VanEck Semiconductor ETF
SMH
$65.2B
| $214M | 0.09% |
2,309,628
+1,549,204
| +204% | +$169M |
|
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.