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 | |
|---|---|---|---|---|---|---|
3701
Elanco Animal Health
ELAN
$11.4B
| $2.59M | ﹤0.01% |
208,555
+149,113
| +251% | +$2.61M |
|
|
HUT
3702
CALL
Hut 8
HUT
$11.4B
| $2.59M | ﹤0.01% |
286,220
+28,340
| +11% | +$295K |
|
3703
SK Telecom
SKM
$13B
| $2.58M | ﹤0.01% |
131,176
+94,890
| +262% | +$2.05M |
|
3704
CALL
Main Street Capital
MAIN
$5.48B
| $2.58M | ﹤0.01% |
76,800
+36,800
| +92% | +$1.52M |
|
3705
iShares 20+ Year Treasury Bond BuyWrite Strategy ETF
TLTW
$1.83B
| $2.58M | ﹤0.01% |
+71,346
| New | +$2.71M |
|
3706
CALL
Aramark
ARMK
$15.8B
| $2.58M | ﹤0.01% |
114,678
-56,231
| -33% | -$1.4M |
|
3707
State Street SPDR S&P Semiconductor ETF
XSD
$2.88B
| $2.58M | ﹤0.01% |
16,981
+6,546
| +63% | +$1.11M |
|
3708
CALL
ArcBest
ARCB
$3.08B
| $2.58M | ﹤0.01% |
35,500
-18,800
| -35% | -$1.51M |
|
3709
ProShares VIX Short-Term Futures ETF
VIXY
$196M
| $2.58M | ﹤0.01% |
7,544
-705
| -9% | -$215K |
|
3710
State Street DoubleLine Short Duration Total Return Tactical ETF
STOT
$507M
| $2.58M | ﹤0.01% |
+56,042
| New | +$2.61M |
|
3711
CALL
Gold Fields
GFI
$35.8B
| $2.58M | ﹤0.01% |
318,700
-233,400
| -42% | -$2.01M |
|
3712
PUT
Bank OZK
OZK
$5.62B
| $2.58M | ﹤0.01% |
65,100
+51,000
| +362% | +$2.05M |
|
|
RCM
3713
DELISTED
R1 RCM Inc. Common Stock
RCM
| $2.57M | ﹤0.01% |
138,859
+104,543
| +305% | +$2.38M |
|
3714
CALL
Haverty Furniture Companies
HVT
$455M
| $2.57M | ﹤0.01% |
+103,300
| New | +$2.8M |
|
3715
United States 12 Month Oil Fund,
USL
$45.3M
| $2.57M | ﹤0.01% |
79,199
-54,152
| -41% | -$1.98M |
|
|
EVBG
3716
CALL
DELISTED
Everbridge, Inc. Common Stock
EVBG
| $2.57M | ﹤0.01% |
83,300
+40,700
| +96% | +$1.34M |
|
3717
JFrog
FROG
$10.6B
| $2.57M | ﹤0.01% |
116,236
+42,901
| +59% | +$956K |
|
3718
PENN Entertainment
PENN
$2.57B
| $2.57M | ﹤0.01% |
93,416
-43,893
| -32% | -$1.42M |
|
3719
State Street SPDR Dow Jones REIT ETF
RWR
$1.86B
| $2.57M | ﹤0.01% |
30,465
+610
| +2% | +$59.5K |
|
3720
CALL
Organon & Co
OGN
$3.58B
| $2.56M | ﹤0.01% |
109,600
+9,800
| +10% | +$296K |
|
3721
PUT
Gen Digital
GEN
$17.6B
| $2.56M | ﹤0.01% |
127,300
-92,500
| -42% | -$2.14M |
|
3722
CGI
GIB
$15.5B
| $2.56M | ﹤0.01% |
34,057
-23,930
| -41% | -$1.95M |
|
3723
PUT
Madrigal Pharmaceuticals
MDGL
$12.2B
| $2.56M | ﹤0.01% |
39,400
+3,100
| +9% | +$215K |
|
3724
Gerdau
GGB
$9.4B
| $2.56M | ﹤0.01% |
713,649
+276,371
| +63% | +$1M |
|
|
LAZR
3725
DELISTED
Luminar Technologies
LAZR
| $2.56M | ﹤0.01% |
23,418
+17,360
| +287% | +$2.07M |
|
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.