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 | |
|---|---|---|---|---|---|---|
2226
CALL
SL Green Realty
SLG
$3.99B
| $6.49M | ﹤0.01% |
161,599
-16,700
| -9% | -$776K |
|
2227
PUT
Capri Holdings
CPRI
$1.74B
| $6.49M | ﹤0.01% |
168,800
-49,000
| -22% | -$2.29M |
|
2228
PUT
PVH
PVH
$4.04B
| $6.48M | ﹤0.01% |
144,600
+25,500
| +21% | +$1.51M |
|
2229
iShares ESG Advanced Universal USD Bond ETF
EUSB
$712M
| $6.47M | ﹤0.01% |
154,701
-97,624
| -39% | -$4.28M |
|
2230
CALL
United States Natural Gas Fund
UNG
$478M
| $6.47M | ﹤0.01% |
69,200
-100,775
| -59% | -$11M |
|
2231
PUT
Rithm Capital
RITM
$5.69B
| $6.47M | ﹤0.01% |
883,500
-14,100
| -2% | -$134K |
|
2232
Pool Corp
POOL
$7.5B
| $6.46M | ﹤0.01% |
20,298
+6,685
| +49% | +$2.38M |
|
2233
CALL
Group 1 Automotive
GPI
$3.18B
| $6.46M | ﹤0.01% |
45,200
-36,700
| -45% | -$6.29M |
|
2234
PUT
NovoCure
NVCR
$1.91B
| $6.45M | ﹤0.01% |
84,900
+33,000
| +64% | +$2.57M |
|
2235
CALL
Kosmos Energy
KOS
$1.48B
| $6.44M | ﹤0.01% |
1,246,400
-456,700
| -27% | -$2.77M |
|
2236
PUT
Novavax
NVAX
$1.31B
| $6.44M | ﹤0.01% |
353,900
-356,800
| -50% | -$15.5M |
|
2237
CALL
Vanguard Consumer Discretionary ETF
VCR
$6.18B
| $6.44M | ﹤0.01% |
63,400
-61,700
| -49% | -$16M |
|
2238
Verisk Analytics
VRSK
$25B
| $6.43M | ﹤0.01% |
37,716
+3,498
| +10% | +$654K |
|
2239
Capital Group Core Plus Income ETF
CGCP
$8.51B
| $6.43M | ﹤0.01% |
293,914
+93,110
| +46% | +$2.16M |
|
2240
PUT
AngloGold Ashanti
AU
$48.7B
| $6.42M | ﹤0.01% |
464,200
-82,300
| -15% | -$1.17M |
|
2241
CALL
Campbell Soup
CPB
$6.87B
| $6.41M | ﹤0.01% |
136,100
-47,600
| -26% | -$2.33M |
|
2242
PUT
SS&C Technologies
SSNC
$18.6B
| $6.41M | ﹤0.01% |
134,300
+129,300
| +2,586% | +$7.45M |
|
2243
ON Semiconductor
ON
$31.6B
| $6.41M | ﹤0.01% |
102,850
-465,554
| -82% | -$30M |
|
2244
Parker-Hannifin
PH
$135B
| $6.41M | ﹤0.01% |
26,459
+24,881
| +1,577% | +$6.73M |
|
|
MRSH
2245
Marsh
MRSH
$91.5B
| $6.41M | ﹤0.01% |
42,936
+36,021
| +521% | +$5.78M |
|
2246
Invesco DB Precious Metals Fund
DBP
$255M
| $6.41M | ﹤0.01% |
149,245
+133,440
| +844% | +$5.93M |
|
2247
JPMorgan BetaBuilders USD Investment Grade Corporate Bond ETF
BBCB
$45.6M
| $6.39M | ﹤0.01% |
147,079
+123,158
| +515% | +$5.69M |
|
2248
PUT
Builders FirstSource
BLDR
$8.04B
| $6.39M | ﹤0.01% |
108,400
-65,700
| -38% | -$4.11M |
|
2249
CALL
FirstEnergy
FE
$27.5B
| $6.37M | ﹤0.01% |
172,200
-60,100
| -26% | -$2.38M |
|
2250
PUT
Constellation Energy
CEG
$95.6B
| $6.37M | ﹤0.01% |
76,533
+24,803
| +48% | +$1.83M |
|
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.