JANE STREET GROUP, LLC

Q1 2020 13F-HR Holdings

Location
New York, NY
Holdings as of
3/31/2020
Date filed
5/15/2020
Form type
13F-HR
Num holdings
5,222
Total value ($000)
$102,343,261
Net value change ($000)
+30,628,486 (42.7%)
New positions
1090
Sold out positions
955
Turnover %
18.6%
Sector allocation + QoQ delta (equities-only)

Holdings aggregated across other managers listed in the original SEC filing. View detailed breakdown

Prev filing: 2/14/2020 Next filing: 8/17/2020 SEC filing

Snapshot: Change Analysis

Compared to Q4 2019
Methodology: sector metrics are equities-only; instrument mix chart is ex-options; options exposure is shown separately. Why this matters.
Top Adds (Value $000, Stocks/ETFs)
AGG 751,967 164905.0%
FLOT 679,808 1358.1%
LQD 588,643 1046.1%
MINT 405,646 12462.2%
GDX 331,816 1355.9%
EFA 298,810 68534.4%
QQQ 252,098 5563.8%
VMBS 228,973 4326.0%
HD 176,371 1902.6%
PEP 170,716 2367.1%
Top Reduces (Value $000, Stocks/ETFs)
IEMG -1,438,338 -84.1%
SPY -855,552 -37.5%
EWZ -448,780 -85.4%
VWO -283,385 -60.8%
FXI -215,020 -97.5%
GOOGL -204,474 -38.9%
LULU -150,429 -85.3%
BP -122,937 -92.5%
RY -113,486 -96.4%
TT -90,664 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 80,539,901 (78.7% of total reported value)
How this table is calculated: SEC VALUE ($000) is used as reported. For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received. Column % is bucket-based: non-options share is calculated inside non-option total, options share is calculated inside options total. Details.
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Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type