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 | |
|---|---|---|---|---|---|---|
|
TRQ
1576
DELISTED
Turquoise Hill Resources Ltd
TRQ
| $11.2M | ﹤0.01% |
379,025
+291,517
| +333% | +$7.93M |
|
1577
CALL
Global Payments
GPN
$22.8B
| $11.2M | ﹤0.01% |
103,700
-207,700
| -67% | -$25.6M |
|
1578
Exelon
EXC
$47B
| $11.2M | ﹤0.01% |
299,056
+281,233
| +1,578% | +$12.4M |
|
1579
ResMed
RMD
$30.7B
| $11.2M | ﹤0.01% |
51,319
-46,060
| -47% | -$10.5M |
|
1580
PUT
Sherwin-Williams
SHW
$89.8B
| $11.2M | ﹤0.01% |
54,700
-24,500
| -31% | -$5.8M |
|
1581
Jefferies Financial Group
JEF
$13.1B
| $11.2M | ﹤0.01% |
396,425
+334,566
| +541% | +$10.1M |
|
1582
Acuity Brands
AYI
$10.8B
| $11.2M | ﹤0.01% |
70,992
+54,011
| +318% | +$9.13M |
|
1583
CALL
GoDaddy
GDDY
$11.5B
| $11.2M | ﹤0.01% |
157,700
-289,500
| -65% | -$21.8M |
|
1584
Marvell Technology
MRVL
$196B
| $11.1M | ﹤0.01% |
259,798
-256,836
| -50% | -$12.7M |
|
1585
iShares Bloomberg Roll Select Commodity Strategy ETF
CMDY
$561M
| $11.1M | ﹤0.01% |
202,152
-111,334
| -36% | -$6.43M |
|
1586
CALL
Neurocrine Biosciences
NBIX
$16.6B
| $11.1M | ﹤0.01% |
104,700
-482,000
| -82% | -$48.9M |
|
1587
PUT
Quanta Services
PWR
$101B
| $11.1M | ﹤0.01% |
87,200
-33,500
| -28% | -$4.58M |
|
|
IBML
1588
DELISTED
iShares iBonds Dec 2023 Term Muni Bond ETF
IBML
| $11.1M | ﹤0.01% |
+439,953
| New | +$11.2M |
|
1589
PUT
Alpha Metallurgical Resources
AMR
$1.93B
| $11.1M | ﹤0.01% |
81,100
-37,300
| -32% | -$5.19M |
|
1590
PUT
Ross Stores
ROST
$81.9B
| $11.1M | ﹤0.01% |
131,400
-65,600
| -33% | -$5.57M |
|
1591
CALL
Helmerich & Payne
HP
$3.71B
| $11.1M | ﹤0.01% |
299,100
-137,500
| -31% | -$5.78M |
|
1592
CALL
Novavax
NVAX
$1.31B
| $11M | ﹤0.01% |
603,100
-219,000
| -27% | -$9.49M |
|
|
MRO
1593
DELISTED
Marathon Oil Corporation
MRO
| $11M | ﹤0.01% |
486,082
-439,499
| -47% | -$10.4M |
|
1594
PUT
Academy Sports + Outdoors
ASO
$2.98B
| $11M | ﹤0.01% |
260,100
-13,900
| -5% | -$609K |
|
1595
CALL
Cencora
COR
$61.2B
| $11M | ﹤0.01% |
81,000
-45,300
| -36% | -$6.51M |
|
|
SWN
1596
DELISTED
Southwestern Energy Company
SWN
| $11M | ﹤0.01% |
1,791,069
+445,176
| +33% | +$3.08M |
|
1597
CALL
Molson Coors Class B
TAP
$8.1B
| $10.9M | ﹤0.01% |
228,000
-37,600
| -14% | -$2.04M |
|
1598
XPO
XPO
$23.7B
| $10.9M | ﹤0.01% |
412,263
+392,915
| +2,031% | +$12.2M |
|
1599
CALL
Cognizant
CTSH
$26B
| $10.9M | ﹤0.01% |
189,600
-20,800
| -10% | -$1.36M |
|
1600
CALL
Clearfield
CLFD
$374M
| $10.9M | ﹤0.01% |
103,900
+79,400
| +324% | +$7.73M |
|
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.