D.E. Shaw & Co Portfolio holdings
D. E. Shaw & Co., L.P., founded in 1988 by David E. Shaw, a former Columbia University computer science professor, is a New York City-based global investment management firm renowned for pioneering quantitative investing, managing over $70 billion in assets as of late 2024. Starting with $28 million from Paloma Partners and private investors, the firm employs sophisticated mathematical models and proprietary algorithms—initially developed by a team of scientists and programmers—to exploit market anomalies across public and private markets, including equities, fixed income, and alternatives. Headquartered above a Greenwich Village bookstore in its early days, it now boasts over 2,500 employees across offices in North America, Europe, and Asia, led by a seven-member Executive Committee since Shaw stepped back in 2001 to focus on D. E. Shaw Research. Despite setbacks like the 1998 Russia debt crisis and the 2008 financial downturn, the firm has maintained a reputation for analytical rigor, risk management, and innovation, balancing its computational roots with discretionary strategies.
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
PayPal
PYPL
|
+$354M |
| 2 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
+$309M |
| 3 |
Microsoft
MSFT
|
+$307M |
| 4 |
Automatic Data Processing
ADP
|
+$266M |
| 5 |
Citigroup
C
|
+$251M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
APC
Anadarko Petroleum
APC
|
+$567M |
| 2 |
Fidelity National Information Services
FIS
|
+$410M |
| 3 |
Medtronic
MDT
|
+$359M |
| 4 |
Amazon
AMZN
|
+$297M |
| 5 |
ATVI
Activision Blizzard
ATVI
|
+$272M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 14.59% |
| 2 | Consumer Discretionary | 12.73% |
| 3 | Healthcare | 11.62% |
| 4 | Financials | 8.02% |
| 5 | Industrials | 6.4% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
726
VF Corp
VFC
$7.16B
| $21.3M | 0.03% |
239,266
+108,044
| +82% | +$9.23M |
|
|
CPAAU
727
DELISTED
Conyers Park II Acquisition Corp. Unit
CPAAU
| $21.3M | 0.03% |
+2,000,000
| New | +$20.8M |
|
728
CALL
Wayfair
W
$12.5B
| $21.2M | 0.03% |
189,400
+32,400
| +21% | +$4.15M |
|
729
Pembina Pipeline
PBA
$29B
| $21.2M | 0.03% |
571,074
+174,500
| +44% | +$6.47M |
|
730
iShares Core MSCI Emerging Markets ETF
IEMG
$147B
| $21.2M | 0.03% |
431,688
| – | – |
|
731
Amkor Technology
AMKR
$11.3B
| $21.2M | 0.03% |
2,325,207
-139,269
| -6% | -$1.19M |
|
|
MIME
732
DELISTED
Mimecast Limited
MIME
| $21.1M | 0.03% |
592,280
+183,239
| +45% | +$7.97M |
|
733
LPL Financial
LPLA
$27.4B
| $21.1M | 0.03% |
257,626
-318,709
| -55% | -$25.5M |
|
734
Advanced Micro Devices
AMD
$741B
| $21M | 0.03% |
724,614
-835,004
| -54% | -$26.2M |
|
735
Signet Jewelers
SIG
$3.81B
| $21M | 0.03% |
1,251,791
+271,799
| +28% | +$4.27M |
|
736
AdvanSix
ASIX
$551M
| $21M | 0.03% |
815,148
-48,135
| -6% | -$1.17M |
|
737
PUT
Humana
HUM
$46.7B
| $21M | 0.03% |
82,000
+15,400
| +23% | +$4.32M |
|
|
TVTY
738
DELISTED
Tivity Health, Inc. Common Stock
TVTY
| $20.9M | 0.03% |
1,254,429
-356,967
| -22% | -$6.17M |
|
739
PUT
Lam Research
LRCX
$337B
| $20.8M | 0.03% |
902,000
+103,000
| +13% | +$2.16M |
|
740
PUT
Altria Group
MO
$125B
| $20.8M | 0.03% |
507,600
-78,100
| -13% | -$3.59M |
|
741
Arrowhead Research
ARWR
$12.1B
| $20.7M | 0.03% |
736,236
+282,631
| +62% | +$8.36M |
|
|
ELP
742
DELISTED
Companhia Paranaense de Energia (COPEL)
ELP
| $20.7M | 0.03% |
4,318,525
-976,893
| -18% | -$4.93M |
|
743
Cenovus Energy
CVE
$51.6B
| $20.7M | 0.03% |
2,206,149
-467,939
| -17% | -$4.25M |
|
744
SL Green Realty
SLG
$3.77B
| $20.7M | 0.03% |
261,568
+150,774
| +136% | +$11.7M |
|
|
XYZ
745
CALL
Block Inc
XYZ
$49.5B
| $20.7M | 0.03% |
333,900
+103,900
| +45% | +$7.06M |
|
746
CALL
American Airlines Group
AAL
$10.2B
| $20.7M | 0.03% |
766,300
-43,500
| -5% | -$1.27M |
|
747
PUT
AB InBev
BUD
$161B
| $20.7M | 0.03% |
217,200
+41,000
| +23% | +$3.89M |
|
748
CALL
Deere & Co
DE
$173B
| $20.6M | 0.03% |
122,300
+94,200
| +335% | +$15.1M |
|
749
Toll Brothers
TOL
$14.5B
| $20.6M | 0.03% |
502,466
-42,662
| -8% | -$1.57M |
|
750
CALL
Charter Communications
CHTR
$16.7B
| $20.6M | 0.03% |
50,000
+30,000
| +150% | +$12.1M |
|
Similar funds
D.E. Shaw & Co's Q3 2019 Portfolio in Review
As of Q3 2019, D.E. Shaw & Co held 4,189 positions worth $81.2B, up 1.3% from $80.2B the previous quarter. Its ten largest holdings account for 10% of the portfolio.
D.E. Shaw & Co's Q3 2019 filing shows 550 new, 1,503 increased, 1,391 reduced and 422 closed positions. Its largest new stake was iShares iBoxx $ High Yield Corporate Bond ETF: 3,554,658 shares worth $310M. The largest sale was Anadarko Petroleum, an estimated $567M.
By sector, the portfolio is most concentrated in Technology at 15% of assets, down from 16% a quarter earlier, followed by Consumer Discretionary and Healthcare.
- D.E. Shaw & Co's largest Q3 2019 buy was iShares iBoxx $ High Yield Corporate Bond ETF: 3,554,658 shares worth $310M.
- D.E. Shaw & Co added most to PayPal in Q3 2019, an estimated $354M increase.
- D.E. Shaw & Co's biggest Q3 2019 reduction was Fidelity National Information Services, cutting an estimated $410M.
- D.E. Shaw & Co fully exited Anadarko Petroleum in Q3 2019, selling an estimated $567M.
- D.E. Shaw & Co's ten largest holdings make up 10% of its $81.2B portfolio in Q3 2019.
- D.E. Shaw & Co opened 550 new positions and closed 422 in Q3 2019.
- D.E. Shaw & Co's portfolio value rose 1.3% quarter-over-quarter to $81.2B.
Based on D.E. Shaw & Co's 13F filing for Q3 2019, filed 14 Nov 2019.