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 | |
|---|---|---|---|---|---|---|
1401
State Street SPDR S&P Global Dividend ETF
WDIV
$281M
| $13.7M | 0.01% |
+256,503
| New | +$15.4M |
|
1402
Dimensional World ex US Core Equity 2 ETF
DFAX
$12.4B
| $13.7M | 0.01% |
724,076
+307,160
| +74% | +$6.52M |
|
1403
PUT
Clorox
CLX
$12.7B
| $13.7M | 0.01% |
106,500
-190,500
| -64% | -$27.5M |
|
1404
Home Depot
HD
$355B
| $13.7M | 0.01% |
49,525
-324,000
| -87% | -$95.6M |
|
1405
CALL
Relmada Therapeutics
RLMD
$519M
| $13.7M | 0.01% |
369,100
+358,800
| +3,483% | +$9.94M |
|
|
TYNS
1406
CALL
DELISTED
Direxion Daily 7-10 Year Treasury Bear 1X Shares
TYNS
| $13.7M | 0.01% |
282,400
-171,800
| -38% | -$8.31M |
|
1407
PUT
Travelers Companies
TRV
$80.2B
| $13.7M | 0.01% |
89,100
+1,300
| +1% | +$211K |
|
1408
CALL
KB Home
KBH
$3.59B
| $13.6M | 0.01% |
526,300
-253,800
| -33% | -$7.63M |
|
1409
CALL
Willis Towers Watson
WTW
$32B
| $13.6M | 0.01% |
67,700
+62,600
| +1,227% | +$12.9M |
|
1410
JPMorgan Short Duration Core Plus ETF
JSCP
$1.71B
| $13.6M | 0.01% |
300,142
+207,572
| +224% | +$9.63M |
|
1411
Invesco DB Agriculture Fund
DBA
$1.23B
| $13.6M | 0.01% |
678,780
-535,914
| -44% | -$10.8M |
|
1412
PUT
CRISPR Therapeutics
CRSP
$5.17B
| $13.6M | 0.01% |
207,900
-68,300
| -25% | -$4.95M |
|
1413
First Trust Health Care AlphaDEX Fund
FXH
$1.08B
| $13.6M | 0.01% |
+139,637
| New | +$14.7M |
|
1414
CALL
Parker-Hannifin
PH
$135B
| $13.6M | 0.01% |
56,000
+2,200
| +4% | +$595K |
|
|
ATVI
1415
PUT
DELISTED
Activision Blizzard
ATVI
| $13.6M | 0.01% |
182,400
-143,600
| -44% | -$11.2M |
|
|
ODP
1416
PUT
DELISTED
ODP
ODP
| $13.6M | 0.01% |
385,500
-2,200
| -0.6% | -$78.2K |
|
1417
iShares MSCI Spain ETF
EWP
$2.17B
| $13.5M | 0.01% |
683,473
+533,255
| +355% | +$11.9M |
|
1418
PUT
Equinix
EQIX
$103B
| $13.5M | 0.01% |
23,800
+1,200
| +5% | +$784K |
|
1419
iShares JPMorgan EM Local Currency Bond ETF
LEMB
$724M
| $13.5M | 0.01% |
418,967
-136,026
| -25% | -$4.58M |
|
|
BNY
1420
PUT
Bank of New York Mellon
BNY
$107B
| $13.5M | 0.01% |
350,300
-9,300
| -3% | -$396K |
|
|
LAC
1421
CALL
DELISTED
Lithium Americas Corp. Common Shares
LAC
| $13.5M | 0.01% |
514,700
-237,300
| -32% | -$6.31M |
|
1422
PUT
Allstate
ALL
$67.5B
| $13.5M | 0.01% |
108,300
+48,800
| +82% | +$6.06M |
|
1423
CALL
Franco-Nevada
FNV
$46B
| $13.5M | 0.01% |
112,800
-55,200
| -33% | -$6.94M |
|
1424
iShares US Real Estate ETF
IYR
$4.65B
| $13.4M | 0.01% |
+164,897
| New | +$15.6M |
|
1425
PUT
L3Harris
LHX
$53.4B
| $13.4M | 0.01% |
64,600
+29,000
| +81% | +$6.69M |
|
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.