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 | |
|---|---|---|---|---|---|---|
151
PUT
Caterpillar
CAT
$409B
| $117M | 0.14% |
924,900
+107,200
| +13% | +$13.6M |
|
152
DuPont de Nemours
DD
$18.6B
| $116M | 0.14% |
1,298,210
+1,029,118
| +382% | +$90.6M |
|
153
Monster Beverage
MNST
$91.4B
| $116M | 0.14% |
3,995,380
-80,104
| -2% | -$2.43M |
|
154
PUT
Apple
AAPL
$4.89T
| $114M | 0.14% |
2,036,400
-896,800
| -31% | -$46.9M |
|
155
Progressive
PGR
$124B
| $114M | 0.14% |
1,473,777
+162,578
| +12% | +$12.8M |
|
|
CZR
156
DELISTED
Caesars Entertainment Corporation
CZR
| $112M | 0.14% |
9,591,326
-505,091
| -5% | -$5.92M |
|
157
Zoetis
ZTS
$31.6B
| $112M | 0.14% |
895,256
+165,748
| +23% | +$20M |
|
158
Capri Holdings
CPRI
$1.77B
| $111M | 0.14% |
3,361,307
+1,974,385
| +142% | +$63.3M |
|
|
HDS
159
DELISTED
HD Supply Holdings, Inc.
HDS
| $111M | 0.14% |
2,837,229
-580,465
| -17% | -$22.8M |
|
160
Cisco
CSCO
$450B
| $110M | 0.14% |
2,232,890
+1,629,164
| +270% | +$84.7M |
|
161
Hartford Financial Services
HIG
$38.5B
| $110M | 0.14% |
1,819,960
-1,181,693
| -39% | -$69.1M |
|
|
CTRA
162
DELISTED
Coterra Energy
CTRA
| $109M | 0.13% |
6,212,885
+5,127,599
| +472% | +$98.3M |
|
163
NetApp
NTAP
$32.9B
| $109M | 0.13% |
2,072,318
+140,960
| +7% | +$7.56M |
|
164
CALL
AutoZone
AZO
$48.3B
| $108M | 0.13% |
99,900
+20,000
| +25% | +$22.4M |
|
165
US Foods
USFD
$21.4B
| $108M | 0.13% |
2,632,581
+925,046
| +54% | +$35.7M |
|
166
RTX Corp
RTX
$287B
| $108M | 0.13% |
1,257,972
+832,748
| +196% | +$69.1M |
|
|
IAA
167
DELISTED
IAA, Inc. Common Stock
IAA
| $107M | 0.13% |
2,561,832
-25,221
| -1% | -$1.14M |
|
168
TripAdvisor
TRIP
$1.59B
| $105M | 0.13% |
2,719,628
+98,857
| +4% | +$4.12M |
|
|
HOLX
169
DELISTED
Hologic
HOLX
| $104M | 0.13% |
2,066,506
+545,206
| +36% | +$26.8M |
|
170
H&R Block
HRB
$5.18B
| $104M | 0.13% |
4,404,530
+1,821,001
| +70% | +$48.2M |
|
171
PUT
Morgan Stanley
MS
$337B
| $104M | 0.13% |
2,429,600
+405,800
| +20% | +$17.3M |
|
172
Advance Auto Parts
AAP
$3.37B
| $104M | 0.13% |
626,745
-247,687
| -28% | -$37.2M |
|
173
Gen Digital
GEN
$15.6B
| $103M | 0.13% |
4,367,300
+479,035
| +12% | +$11.2M |
|
174
Yum! Brands
YUM
$41B
| $102M | 0.13% |
901,905
-426,385
| -32% | -$48.7M |
|
175
Norfolk Southern
NSC
$78.8B
| $102M | 0.13% |
567,254
+30,690
| +6% | +$5.65M |
|
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.