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 | |
|---|---|---|---|---|---|---|
201
PUT
Marriott International
MAR
$98.3B
| $140M | 0.06% |
996,100
-9,500
| -0.9% | -$1.45M |
|
202
PUT
Snowflake
SNOW
$102B
| $139M | 0.06% |
819,800
+24,600
| +3% | +$4.07M |
|
|
XYZ
203
PUT
Block Inc
XYZ
$48.4B
| $138M | 0.06% |
2,509,600
-367,400
| -13% | -$26M |
|
204
CALL
Airbnb
ABNB
$89.9B
| $137M | 0.06% |
1,307,600
-165,000
| -11% | -$18.3M |
|
205
Mastercard
MA
$502B
| $137M | 0.06% |
480,712
+139,305
| +41% | +$46.2M |
|
206
PUT
Lockheed Martin
LMT
$134B
| $136M | 0.06% |
352,200
+160,300
| +84% | +$66.9M |
|
207
CALL
Union Pacific
UNP
$174B
| $135M | 0.06% |
692,800
-448,700
| -39% | -$99.3M |
|
208
CALL
Coca-Cola
KO
$377B
| $133M | 0.06% |
2,373,600
-1,636,800
| -41% | -$102M |
|
209
Schwab US TIPS ETF
SCHP
$16.3B
| $131M | 0.06% |
5,076,174
+4,000,716
| +372% | +$111M |
|
210
CALL
Morgan Stanley
MS
$331B
| $129M | 0.06% |
1,638,100
+148,000
| +10% | +$12.5M |
|
211
Synopsys
SNPS
$74.4B
| $127M | 0.06% |
416,634
+411,326
| +7,749% | +$139M |
|
212
PUT
Eli Lilly
LLY
$1.02T
| $127M | 0.06% |
393,200
+129,500
| +49% | +$41M |
|
213
PUT
Walmart Inc
WMT
$885B
| $127M | 0.06% |
2,937,900
-900,300
| -23% | -$39.4M |
|
|
214
PUT
Mastercard
MA
$502B
| $127M | 0.06% |
445,300
-43,600
| -9% | -$14.5M |
|
215
Linde
LIN
$221B
| $126M | 0.06% |
468,963
+463,866
| +9,101% | +$133M |
|
216
PUT
United States Oil Fund
USO
$2.15B
| $126M | 0.06% |
1,933,400
+395,400
| +26% | +$28.9M |
|
217
PUT
Moderna
MRNA
$21.8B
| $125M | 0.05% |
1,054,400
-105,200
| -9% | -$16M |
|
218
iShares Core MSCI International Developed Markets ETF
IDEV
$31.7B
| $125M | 0.05% |
2,580,462
+2,027,702
| +367% | +$109M |
|
|
219
CALL
Moderna
MRNA
$21.8B
| $124M | 0.05% |
1,052,400
-272,600
| -21% | -$41.4M |
|
220
VanEck Gold Miners ETF
GDX
$22.7B
| $123M | 0.05% |
5,117,860
-3,589,086
| -41% | -$90.7M |
|
221
PUT
Chipotle Mexican Grill
CMG
$47.2B
| $123M | 0.05% |
4,095,000
+1,085,000
| +36% | +$33.6M |
|
222
CALL
Danaher
DHR
$137B
| $122M | 0.05% |
531,401
+175,743
| +49% | +$43M |
|
223
UnitedHealth
UNH
$376B
| $122M | 0.05% |
240,891
+197,567
| +456% | +$104M |
|
224
iShares 0-5 Year High Yield Corporate Bond ETF
SHYG
$7.62B
| $121M | 0.05% |
3,040,031
-1,531,831
| -34% | -$63.3M |
|
225
CALL
Micron Technology
MU
$930B
| $121M | 0.05% |
2,417,800
-1,165,100
| -33% | -$67.6M |
|
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.