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 | |
|---|---|---|---|---|---|---|
1951
Invesco DB US Dollar Index Bullish Fund
UUP
$422M
| $8.04M | ﹤0.01% |
266,492
-307,663
| -54% | -$8.92M |
|
1952
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$312M
| $8.03M | ﹤0.01% |
252,550
-191,248
| -43% | -$5.14M |
|
|
CTLT
1953
PUT
DELISTED
CATALENT, INC.
CTLT
| $8.03M | ﹤0.01% |
111,000
-48,400
| -30% | -$4.81M |
|
1954
TJX Companies
TJX
$178B
| $8.02M | ﹤0.01% |
129,148
-268,689
| -68% | -$16.9M |
|
1955
CALL
Innoviz Technologies
INVZ
$112M
| $7.99M | ﹤0.01% |
1,534,100
+1,496,600
| +3,991% | +$7.17M |
|
1956
CALL
VeriSign
VRSN
$26.6B
| $7.99M | ﹤0.01% |
46,000
-600
| -1% | -$111K |
|
1957
CALL
Guardant Health
GH
$22.6B
| $7.97M | ﹤0.01% |
148,100
-169,600
| -53% | -$8.71M |
|
1958
Ingersoll Rand
IR
$33.7B
| $7.97M | ﹤0.01% |
184,133
+42,815
| +30% | +$2.02M |
|
1959
Celanese
CE
$4.82B
| $7.96M | ﹤0.01% |
88,122
+74,990
| +571% | +$8.24M |
|
1960
CALL
Coca-Cola Europacific Partners
CCEP
$47.9B
| $7.95M | ﹤0.01% |
186,600
-14,800
| -7% | -$744K |
|
1961
CALL
NovoCure
NVCR
$1.91B
| $7.94M | ﹤0.01% |
104,500
+58,600
| +128% | +$4.57M |
|
|
EA
1962
DELISTED
Electronic Arts
EA
| $7.94M | ﹤0.01% |
68,601
-19,221
| -22% | -$2.43M |
|
1963
PUT
Rockwell Automation
ROK
$49B
| $7.94M | ﹤0.01% |
36,900
+4,500
| +14% | +$1.05M |
|
1964
MarketAxess Holdings
MKTX
$5.72B
| $7.93M | ﹤0.01% |
35,658
+18,319
| +106% | +$4.7M |
|
1965
PUT
New Oriental
EDU
$8.98B
| $7.92M | ﹤0.01% |
312,300
-16,480
| -5% | -$409K |
|
|
1966
PUT
Vanguard FTSE Europe ETF
VGK
$31.4B
| $7.91M | ﹤0.01% |
171,300
-165,500
| -49% | -$8.64M |
|
|
LTHM
1967
DELISTED
Livent Corporation
LTHM
| $7.9M | ﹤0.01% |
257,836
+61,311
| +31% | +$1.72M |
|
1968
iShares Global Consumer Staples ETF
KXI
$1.07B
| $7.9M | ﹤0.01% |
+147,407
| New | +$8.62M |
|
1969
CALL
Weyerhaeuser
WY
$18.4B
| $7.9M | ﹤0.01% |
276,600
-13,300
| -5% | -$453K |
|
1970
Vanguard Energy ETF
VDE
$9.74B
| $7.89M | ﹤0.01% |
77,638
-76,894
| -50% | -$8.18M |
|
1971
Schwab US Large- Cap ETF
SCHX
$74.5B
| $7.88M | ﹤0.01% |
558,576
+544,476
| +3,862% | +$8.54M |
|
1972
PUT
Kohl's
KSS
$2.19B
| $7.88M | ﹤0.01% |
313,300
-333,600
| -52% | -$9.73M |
|
|
SPLK
1973
DELISTED
Splunk Inc
SPLK
| $7.88M | ﹤0.01% |
104,772
-65,396
| -38% | -$6.41M |
|
1974
CALL
Global Ship Lease
GSL
$1.53B
| $7.87M | ﹤0.01% |
498,800
+54,000
| +12% | +$961K |
|
1975
PUT
Toyota
TM
$225B
| $7.87M | ﹤0.01% |
60,400
+25,500
| +73% | +$3.87M |
|
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.