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 | |
|---|---|---|---|---|---|---|
|
BGFV
3051
DELISTED
Big 5 Sporting Goods
BGFV
| $619K | ﹤0.01% |
297,826
-8,336
| -3% | -$16.5K |
|
|
WLH
3052
DELISTED
WILLIAM LYON HOMES
WLH
| $618K | ﹤0.01% |
30,352
-34,589
| -53% | -$647K |
|
3053
CALL
Impinj
PI
$3.97B
| $617K | ﹤0.01% |
+20,000
| New | +$698K |
|
3054
PUT
Dycom Industries
DY
$12.7B
| $613K | ﹤0.01% |
12,000
+7,400
| +161% | +$373K |
|
3055
PUT
Williams-Sonoma
WSM
$27.6B
| $612K | ﹤0.01% |
18,000
| – | – |
|
3056
NACCO Industries
NC
$353M
| $611K | ﹤0.01% |
9,557
+1,926
| +25% | +$101K |
|
|
SOHU
3057
CALL
Sohu.com
SOHU
$345M
| $610K | ﹤0.01% |
60,000
| – | – |
|
3058
CALL
TTM Technologies
TTMI
$12.8B
| $610K | ﹤0.01% |
50,000
| – | – |
|
3059
Banco Santander Chile
BSAC
$16.2B
| $608K | ﹤0.01% |
21,706
-66,162
| -75% | -$1.91M |
|
3060
MYR Group
MYRG
$5.75B
| $608K | ﹤0.01% |
19,437
-2,187
| -10% | -$70.4K |
|
3061
Petrobras
PBR
$116B
| $607K | ﹤0.01% |
41,975
-4,965,982
| -99% | -$72.9M |
|
3062
Kopin
KOPN
$687M
| $606K | ﹤0.01% |
892,674
+775,536
| +662% | +$774K |
|
3063
CALL
iQIYI
IQ
$1.19B
| $605K | ﹤0.01% |
37,500
-17,800
| -32% | -$327K |
|
3064
PUT
Pricesmart
PSMT
$5.81B
| $604K | ﹤0.01% |
8,500
| – | – |
|
3065
PUT
Tidewater
TDW
$3.91B
| $604K | ﹤0.01% |
+40,000
| New | +$754K |
|
|
HSKA
3066
DELISTED
Heska Corp
HSKA
| $604K | ﹤0.01% |
8,526
-232
| -3% | -$17.4K |
|
3067
Blackrock
BLK
$165B
| $603K | ﹤0.01% |
1,352
-9,671
| -88% | -$4.31M |
|
3068
Hackett Group
HCKT
$255M
| $603K | ﹤0.01% |
36,620
+3,264
| +10% | +$53.7K |
|
3069
Phibro Animal Health
PAHC
$1.43B
| $603K | ﹤0.01% |
28,289
-24,036
| -46% | -$658K |
|
3070
PUT
Enanta Pharmaceuticals
ENTA
$370M
| $601K | ﹤0.01% |
+10,000
| New | +$743K |
|
3071
Globe Life
GL
$13.5B
| $601K | ﹤0.01% |
6,272
+2,321
| +59% | +$211K |
|
3072
STMicroelectronics
STM
$47.7B
| $601K | ﹤0.01% |
31,083
+15,827
| +104% | +$290K |
|
3073
State Street SPDR S&P Pharmaceuticals ETF
XPH
$480M
| $601K | ﹤0.01% |
16,900
| – | – |
|
|
PE
3074
PUT
DELISTED
PARSLEY ENERGY INC
PE
| $601K | ﹤0.01% |
35,800
+2,800
| +8% | +$48.1K |
|
|
KSU
3075
PUT
DELISTED
Kansas City Southern
KSU
| $599K | ﹤0.01% |
4,500
| – | – |
|
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.