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 |
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
|
+$510M |
| 2 |
Bank of America
BAC
|
+$395M |
| 3 |
Meta Platforms (Facebook)
META
|
+$365M |
| 4 |
Costco
COST
|
+$351M |
| 5 |
Procter & Gamble
PG
|
+$347M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Marathon Petroleum
MPC
|
+$573M |
| 2 |
Advanced Micro Devices
AMD
|
+$405M |
| 3 |
ATVI
Activision Blizzard
ATVI
|
+$387M |
| 4 |
Walmart Inc
WMT
|
+$364M |
| 5 |
Amazon
AMZN
|
+$358M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 12.38% |
| 2 | Financials | 10.31% |
| 3 | Healthcare | 7.77% |
| 4 | Consumer Discretionary | 7.11% |
| 5 | Industrials | 5.21% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
1
PUT
Amazon
AMZN
$2.66T
| $1.16B | 1.36% |
10,919,300
+1,981,300
| +22% | +$248M |
|
2
Apple
AAPL
$4.81T
| $1.12B | 1.31% |
8,167,757
-755,666
| -8% | -$114M |
|
3
Microsoft
MSFT
$2.95T
| $1.04B | 1.22% |
4,057,144
-491,125
| -11% | -$133M |
|
4
Alphabet (Google) Class C
GOOG
$4.22T
| $612M | 0.72% |
5,597,880
+2,288,120
| +69% | +$270M |
|
5
PayPal
PYPL
$49.3B
| $596M | 0.7% |
8,528,031
+3,918,673
| +85% | +$340M |
|
|
6
Amazon
AMZN
$2.66T
| $569M | 0.67% |
5,358,797
-2,863,683
| -35% | -$358M |
|
|
7
Meta Platforms (Facebook)
META
$1.63T
| $568M | 0.67% |
3,523,689
+1,893,817
| +116% | +$365M |
|
|
8
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.9B
| $544M | 0.64% |
4,940,168
+4,520,168
| +1,076% | +$510M |
|
|
9
Alphabet (Google) Class A
GOOGL
$4.24T
| $533M | 0.63% |
4,895,660
+1,051,220
| +27% | +$124M |
|
|
10
Procter & Gamble
PG
$345B
| $530M | 0.62% |
3,688,654
+2,306,102
| +167% | +$347M |
|
|
11
Bank of America
BAC
$430B
| $516M | 0.61% |
16,577,897
+10,975,920
| +196% | +$395M |
|
12
Tesla
TSLA
$1.42T
| $515M | 0.6% |
2,293,860
-1,005,471
| -30% | -$274M |
|
13
ExxonMobil
XOM
$629B
| $485M | 0.57% |
5,658,628
+1,268,000
| +29% | +$114M |
|
14
Colgate-Palmolive
CL
$72.4B
| $482M | 0.56% |
6,011,485
+3,441,782
| +134% | +$269M |
|
|
15
Costco
COST
$412B
| $435M | 0.51% |
908,240
+692,796
| +322% | +$351M |
|
|
SCHW
16
Charles Schwab
SCHW
$178B
| $401M | 0.47% |
6,348,598
+414,322
| +7% | +$28.6M |
|
17
State Street SPDR S&P 500 ETF Trust
SPY
$787B
| $398M | 0.47% |
1,055,905
+162,305
| +18% | +$66.5M |
|
|
EXE
18
Expand Energy Corp
EXE
$20.8B
| $385M | 0.45% |
4,747,538
-109,954
| -2% | -$9.93M |
|
|
19
PUT
Alphabet (Google) Class C
GOOG
$4.22T
| $367M | 0.43% |
3,352,000
+1,752,000
| +110% | +$207M |
|
20
PUT
Citigroup
C
$216B
| $364M | 0.43% |
7,917,400
+2,069,300
| +35% | +$104M |
|
|
21
Walmart Inc
WMT
$878B
| $363M | 0.43% |
8,969,163
-7,894,740
| -47% | -$364M |
|
22
Qualcomm
QCOM
$183B
| $356M | 0.42% |
2,783,028
-77,303
| -3% | -$10.5M |
|
23
JPMorgan Chase
JPM
$901B
| $304M | 0.36% |
2,700,603
+831,913
| +45% | +$103M |
|
|
24
PUT
Tesla
TSLA
$1.42T
| $288M | 0.34% |
1,284,300
-24,600
| -2% | -$6.71M |
|
25
Phillips 66
PSX
$83.7B
| $282M | 0.33% |
3,440,322
+1,226,139
| +55% | +$113M |
|
Similar funds
D.E. Shaw & Co's Q2 2022 Portfolio in Review
As of Q2 2022, D.E. Shaw & Co held 6,080 positions worth $85.3B, down 20% from $107B the previous quarter. Its ten largest holdings account for 8.5% of the portfolio.
D.E. Shaw & Co withdrew a net $8.24B in Q2 2022, closing 791 positions and reducing 1,836 holdings. Its most notable exit was Dominion Energy, Inc. 2019 Series A Corporate Units, an estimated $64.1M position sold in full.
By sector, the portfolio is most concentrated in Technology at 12% of assets, down from 14% a quarter earlier, followed by Financials and Healthcare.
Against the trend, D.E. Shaw & Co opened a new position in iShares MSCI Emerging Markets ETF worth $171M.
- D.E. Shaw & Co's largest Q2 2022 buy was iShares MSCI Emerging Markets ETF: 4,273,656 shares worth $171M.
- D.E. Shaw & Co added most to iShares iBoxx $ Investment Grade Corporate Bond ETF in Q2 2022, an estimated $510M increase.
- D.E. Shaw & Co's biggest Q2 2022 reduction was Marathon Petroleum, cutting an estimated $573M.
- D.E. Shaw & Co fully exited Dominion Energy, Inc. 2019 Series A Corporate Units in Q2 2022, selling an estimated $64.1M.
- D.E. Shaw & Co's ten largest holdings make up 8.5% of its $85.3B portfolio in Q2 2022.
- D.E. Shaw & Co opened 596 new positions and closed 791 in Q2 2022.
- D.E. Shaw & Co's portfolio value fell 20% quarter-over-quarter to $85.3B.
Based on D.E. Shaw & Co's 13F filing for Q2 2022, filed 15 Aug 2022.