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 | |
|---|---|---|---|---|---|---|
3726
CALL
MarketAxess Holdings
MKTX
$5.72B
| $2.56M | ﹤0.01% |
11,500
-200
| -2% | -$51.3K |
|
3727
FlexShares Ultra-Short Income Fund
RAVI
$1.5B
| $2.56M | ﹤0.01% |
34,395
-117,282
| -77% | -$8.73M |
|
3728
Ameren
AEE
$29.9B
| $2.56M | ﹤0.01% |
31,735
+23,755
| +298% | +$2.17M |
|
|
GOOS
3729
PUT
Canada Goose Holdings
GOOS
$857M
| $2.56M | ﹤0.01% |
167,700
+91,500
| +120% | +$1.71M |
|
|
CFLT
3730
DELISTED
Confluent
CFLT
| $2.56M | ﹤0.01% |
107,516
+34,938
| +48% | +$941K |
|
3731
PUT
Equinor
EQNR
$97.3B
| $2.56M | ﹤0.01% |
77,700
-55,700
| -42% | -$2.01M |
|
3732
PUT
Grocery Outlet
GO
$975M
| $2.55M | ﹤0.01% |
76,700
+48,100
| +168% | +$1.96M |
|
3733
VanEck Short Muni ETF
SMB
$314M
| $2.55M | ﹤0.01% |
153,458
-1,095,585
| -88% | -$18.6M |
|
|
FLG
3734
CALL
Flagstar Bank National Association
FLG
$5.89B
| $2.55M | ﹤0.01% |
99,733
+50,033
| +101% | +$1.47M |
|
3735
Carvana
CVNA
$79.5B
| $2.55M | ﹤0.01% |
628,330
+313,970
| +100% | +$2.05M |
|
3736
PUT
PG&E
PCG
$37.7B
| $2.55M | ﹤0.01% |
204,100
-250,300
| -55% | -$2.93M |
|
3737
CALL
Altimmune
ALT
$587M
| $2.55M | ﹤0.01% |
199,600
+150,400
| +306% | +$2.22M |
|
3738
PUT
Annaly Capital Management
NLY
$17.5B
| $2.55M | ﹤0.01% |
148,525
+75,400
| +103% | +$1.9M |
|
|
EVA
3739
CALL
DELISTED
Enviva Inc.
EVA
| $2.55M | ﹤0.01% |
42,400
+9,700
| +30% | +$652K |
|
3740
PUT
Huntsman Corp
HUN
$1.85B
| $2.54M | ﹤0.01% |
103,700
-8,800
| -8% | -$247K |
|
3741
CALL
Camtek
CAMT
$7.53B
| $2.54M | ﹤0.01% |
109,800
-27,700
| -20% | -$751K |
|
3742
Franklin Systematic Style Premia ETF
FLSP
$1.05B
| $2.54M | ﹤0.01% |
+118,720
| New | +$2.53M |
|
3743
CALL
IMAX
IMAX
$2.79B
| $2.54M | ﹤0.01% |
180,100
+142,600
| +380% | +$2.29M |
|
3744
PUT
AvalonBay Communities
AVB
$26.2B
| $2.54M | ﹤0.01% |
13,800
-10,200
| -43% | -$2.06M |
|
3745
PUT
Yum! Brands
YUM
$39.4B
| $2.54M | ﹤0.01% |
23,900
-14,400
| -38% | -$1.67M |
|
3746
BioMarin Pharmaceuticals
BMRN
$13.4B
| $2.54M | ﹤0.01% |
29,970
+15,313
| +104% | +$1.36M |
|
|
CGC
3747
CALL
Canopy Growth
CGC
$422M
| $2.54M | ﹤0.01% |
93,750
+12,320
| +15% | +$380K |
|
3748
CALL
Ginkgo Bioworks
DNA
$506M
| $2.54M | ﹤0.01% |
20,335
+13,542
| +199% | +$1.61M |
|
3749
STAAR Surgical
STAA
$1.25B
| $2.53M | ﹤0.01% |
35,917
+8,014
| +29% | +$686K |
|
3750
CALL
Franklin Resources
BEN
$17B
| $2.53M | ﹤0.01% |
117,600
+8,400
| +8% | +$216K |
|
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.