贴个D.E. Shaw的上季度持仓。它是高频交易的，所以和老巴风格应该截然不同。

来源: 于 2019-02-15 12:37:12 [博客] [旧帖] [给我悄悄话] 本文已被阅读：次

D. E. SHAW & CO., INC. Information

 

1166 AVENUE OF THE AMERICAS, NINTH FLOOR, NEW YORK, New York, 10036, (212) 478-0000

Report Date: 12/31/2018

Position Statistics

Total Positions 2,741
New Positions 334
Increased Positions 1,469
Decreased Positions 1,241
Positions with Activity 2,710
Sold Out Positions 262
Total Mkt Value (in $ millions) 61,040
 

Institutional Holdings information is filed by major institutions on form 13-F with the Securities and Exchange Commission.

Sector Weighting

Energy 6.13%
Basic Materials 3.38%
Industrials 9.23%
Consumer Cyclicals 16.64%
Consumer Non-Cyclicals 5.81%
Financials 12.51%
Healthcare 14.24%
Technology 28.37%
Telecommunication Services 1.76%
Utilities 1.91%

 

2,741 Positions as of 12/31/2018

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
FACEBOOK INC CL A 899,251 365,282 68.41 5,484,908
LOWES COS INC COM 898,731 10,252 1.15 8,853,616
APPLE INC COM 897,494 331,086 58.45 5,254,649
BOOKING HLDGS INC COM 744,690 -10,978 (1.45) 391,462
NXP SEMICONDUCTORS N V COM 663,542 -18,258 (2.68) 7,232,068
CELGENE CORP COM 642,843 252,050 64.50 7,089,140
CITIGROUP INC COM NEW 641,184 139,253 27.74 10,272,089
VERISIGN INC COM 625,193 -14,207 (2.22) 3,570,286
BRISTOL MYERS SQUIBB CO COM 604,020 2,628 .44 11,883,133
ORACLE CORP COM 600,494 462,645 335.62 11,664,607
ALIBABA GROUP HLDG LTD SPONSORED ADS 516,310 516,310 New 3,066,336
EBAY INC COM 472,524 133,455 39.36 13,010,024
COLGATE PALMOLIVE CO COM 469,319 137,921 41.62 7,170,650
MICROSOFT CORP COM 466,324 -136,873 (22.69) 4,362,246
SCHLUMBERGER LTD COM 448,190 316,100 239.31 10,153,832
S&P GLOBAL INC COM 438,962 97,373 28.51 2,241,090
PAYPAL HLDGS INC COM 432,186 109,365 33.88 4,577,274
MARATHON PETE CORP COM 415,578 61,205 17.27 6,489,358
QUALCOMM INC COM 412,199 -100,996 (19.68) 7,993,006
MERCK & CO INC COM 408,891 -64,736 (13.67) 5,179,772