D. E. Shaw & Co., Inc.

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
3,872
Total value ($000)
$64,094,862
Net value change ($000)
-23,357,984 (-26.7%)
New positions
333
Sold out positions
351
Turnover %
5.4%
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: 8/14/2020 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)
XOM 287,989 540.4%
MSFT 259,437 22.6%
PG 258,757 107.1%
VZ 250,147 80.0%
PFE 249,874 187.1%
CHTR 203,639 1862.3%
MRK 190,565 90.2%
NVDA 185,363 123.9%
CVS 176,539 290.3%
TIFFANY & CO 168,480 8552.3%
Top Reduces (Value $000, Stocks/ETFs)
EMR -539,609 -86.8%
TSLA -492,880 -98.4%
LOW -416,826 -39.9%
RCL -362,478 -89.1%
PYPL -349,244 -85.8%
BIIB -338,244 -72.0%
COP -303,436 -48.5%
META -302,990 -61.2%
AMZN -279,629 -25.2%
ADBE -273,598 -42.7%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 12,912,265 (20.1% 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