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 |
Amazon
AMZN
|
+$549M |
| 2 |
CVS Health
CVS
|
+$537M |
| 3 |
Meta Platforms (Facebook)
META
|
+$515M |
| 4 |
McDonald's
MCD
|
+$386M |
| 5 |
Home Depot
HD
|
+$308M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Booking.com
BKNG
|
+$475M |
| 2 |
YHOO
Yahoo Inc
YHOO
|
+$442M |
| 3 |
AGN
Allergan plc
AGN
|
+$435M |
| 4 |
TWC
TIME WARNER CABLE INC NEW COM STK
TWC
|
+$369M |
| 5 |
Berkshire Hathaway Class B
BRK.B
|
+$330M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Healthcare | 11.4% |
| 2 | Consumer Discretionary | 10.14% |
| 3 | Technology | 10.06% |
| 4 | Financials | 9.8% |
| 5 | Industrials | 7.32% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
1
Amazon
AMZN
$2.66T
| $849M | 1.57% |
23,741,120
+16,243,580
| +217% | +$549M |
|
|
2
CVS Health
CVS
$141B
| $518M | 0.95% |
5,407,612
+5,383,276
| +22,121% | +$537M |
|
|
3
Meta Platforms (Facebook)
META
$1.63T
| $517M | 0.95% |
4,523,197
+4,467,535
| +8,026% | +$515M |
|
|
4
McDonald's
MCD
$188B
| $506M | 0.93% |
4,208,156
+3,082,762
| +274% | +$386M |
|
|
5
PUT
Booking.com
BKNG
$139B
| $494M | 0.91% |
9,897,500
+1,972,500
| +25% | +$102M |
|
6
Walmart Inc
WMT
$878B
| $486M | 0.9% |
19,961,418
+6,855,375
| +52% | +$159M |
|
7
James River Group Holdings
JRVR
$205M
| $477M | 0.88% |
14,047,238
| – | – |
|
8
Biogen
BIIB
$30B
| $391M | 0.72% |
1,615,650
-612,567
| -27% | -$161M |
|
9
PayPal
PYPL
$49.3B
| $386M | 0.71% |
10,583,984
+1,760,639
| +20% | +$67.3M |
|
|
TWX
10
DELISTED
Time Warner Inc
TWX
| $381M | 0.7% |
5,178,361
-1,222,384
| -19% | -$90.4M |
|
11
Humana
HUM
$48.5B
| $380M | 0.7% |
2,112,486
-333,987
| -14% | -$59.3M |
|
|
12
Berkshire Hathaway Class B
BRK.B
$1.06T
| $378M | 0.7% |
2,612,103
-2,307,460
| -47% | -$330M |
|
13
Eli Lilly
LLY
$1.05T
| $350M | 0.65% |
4,449,700
+224,295
| +5% | +$16.9M |
|
14
Visa
V
$677B
| $334M | 0.62% |
4,504,703
+2,144,233
| +91% | +$168M |
|
|
15
CALL
Booking.com
BKNG
$139B
| $334M | 0.62% |
6,680,000
+1,315,000
| +25% | +$68.3M |
|
16
Citigroup
C
$223B
| $328M | 0.6% |
7,737,999
-1,663,150
| -18% | -$73.5M |
|
|
17
Home Depot
HD
$331B
| $319M | 0.59% |
2,499,294
+2,325,907
| +1,341% | +$308M |
|
18
Nike
NKE
$63.7B
| $318M | 0.59% |
5,759,936
+5,076,090
| +742% | +$289M |
|
19
Applied Materials
AMAT
$448B
| $314M | 0.58% |
13,101,650
+4,268,392
| +48% | +$94.2M |
|
20
Bank of America
BAC
$430B
| $297M | 0.55% |
22,357,736
-3,502,909
| -14% | -$49.2M |
|
21
VeriSign
VRSN
$24.2B
| $292M | 0.54% |
3,379,123
-150,644
| -4% | -$13M |
|
|
EMC
22
DELISTED
EMC CORPORATION
EMC
| $278M | 0.51% |
10,215,930
+882,867
| +9% | +$23.9M |
|
23
PUT
Apple
AAPL
$4.81T
| $270M | 0.5% |
11,287,200
+3,400,400
| +43% | +$84.5M |
|
24
Cigna
CI
$76.8B
| $269M | 0.5% |
2,099,723
-676,143
| -24% | -$89.3M |
|
|
VMW
25
DELISTED
VMware, Inc
VMW
| $267M | 0.49% |
4,667,731
+3,084,802
| +195% | +$178M |
|
Similar funds
D.E. Shaw & Co's Q2 2016 Portfolio in Review
As of Q2 2016, D.E. Shaw & Co held 3,766 positions worth $54.2B, down 2.7% from $55.7B the previous quarter. Its ten largest holdings account for 9.2% of the portfolio.
D.E. Shaw & Co withdrew a net $2.46B in Q2 2016, closing 445 positions and reducing 1,324 holdings. Its most notable exit was TIME WARNER CABLE INC NEW COM STK, an estimated $369M position sold in full.
By sector, the portfolio is most concentrated in Healthcare at 11% of assets, down from 13% a quarter earlier, followed by Consumer Discretionary and Technology.
Against the trend, D.E. Shaw & Co opened a new position in Liberty Media Corporation Series C Liberty SiriusXM Common Stock worth $198M.
- D.E. Shaw & Co's largest Q2 2016 buy was Liberty Media Corporation Series C Liberty SiriusXM Common Stock: 8,430,023 shares worth $198M.
- D.E. Shaw & Co added most to Amazon in Q2 2016, an estimated $549M increase.
- D.E. Shaw & Co's biggest Q2 2016 reduction was Booking.com, cutting an estimated $475M.
- D.E. Shaw & Co fully exited TIME WARNER CABLE INC NEW COM STK in Q2 2016, selling an estimated $369M.
- D.E. Shaw & Co's ten largest holdings make up 9.2% of its $54.2B portfolio in Q2 2016.
- D.E. Shaw & Co opened 402 new positions and closed 445 in Q2 2016.
- D.E. Shaw & Co's portfolio value fell 2.7% quarter-over-quarter to $54.2B.
Based on D.E. Shaw & Co's 13F filing for Q2 2016, filed 15 Aug 2016.