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 | |
|---|---|---|---|---|---|---|
426
PUT
Union Pacific
UNP
$183B
| $40.6M | 0.05% |
190,400
+39,700
| +26% | +$9.03M |
|
427
Brunswick
BC
$5.19B
| $40.5M | 0.05% |
619,576
+347,035
| +127% | +$25.5M |
|
428
TE Connectivity
TEL
$58.8B
| $40.5M | 0.05% |
357,849
-202,920
| -36% | -$25.1M |
|
429
CALL
Salesforce
CRM
$134B
| $40.4M | 0.05% |
244,600
+95,900
| +64% | +$16.9M |
|
|
430
CALL
Advanced Micro Devices
AMD
$851B
| $40.3M | 0.05% |
527,500
-136,900
| -21% | -$12.8M |
|
431
Ingevity
NGVT
$2.55B
| $40.3M | 0.05% |
637,522
+54,809
| +9% | +$3.57M |
|
432
Matador Resources
MTDR
$6.31B
| $39.9M | 0.05% |
856,403
+86,738
| +11% | +$4.71M |
|
433
PUT
Baidu
BIDU
$35.8B
| $39.8M | 0.05% |
267,700
-489,600
| -65% | -$64.7M |
|
|
SPWR
434
DELISTED
SunPower Corporation Common Stock
SPWR
| $39.7M | 0.05% |
2,513,767
-250,142
| -9% | -$4.51M |
|
435
CALL
Intel
INTC
$466B
| $39.6M | 0.05% |
1,059,200
-27,400
| -3% | -$1.19M |
|
436
PUT
Albemarle
ALB
$13.5B
| $39.5M | 0.05% |
189,200
+24,500
| +15% | +$5.47M |
|
437
Sherwin-Williams
SHW
$78.3B
| $39.5M | 0.05% |
176,557
+73,672
| +72% | +$18.9M |
|
|
EVBG
438
DELISTED
Everbridge, Inc. Common Stock
EVBG
| $39.5M | 0.05% |
1,416,055
+551,297
| +64% | +$22.3M |
|
439
EQT Corp
EQT
$33.2B
| $39.5M | 0.05% |
1,147,699
-2,020,430
| -64% | -$83.3M |
|
|
440
Intel
INTC
$466B
| $39.5M | 0.05% |
1,054,932
-1,673,415
| -61% | -$72.4M |
|
441
Mattel
MAT
$4.17B
| $39.3M | 0.05% |
1,760,795
-225,690
| -11% | -$5.33M |
|
442
CALL
Caterpillar
CAT
$409B
| $39.3M | 0.05% |
219,800
-38,000
| -15% | -$8.01M |
|
443
Lennar Class A
LEN
$20.4B
| $39.1M | 0.05% |
572,585
-841,352
| -60% | -$61.6M |
|
444
PUT
Blackrock
BLK
$164B
| $38.8M | 0.05% |
63,700
+42,500
| +200% | +$27.7M |
|
445
CALL
Canadian Natural Resources
CNQ
$96.9B
| $38.6M | 0.05% |
1,465,748
+419,631
| +40% | +$12.8M |
|
446
Corcept Therapeutics
CORT
$10.2B
| $38.3M | 0.04% |
1,611,420
+492,709
| +44% | +$10.7M |
|
447
PTC Therapeutics
PTCT
$6.37B
| $38.2M | 0.04% |
952,787
-84,603
| -8% | -$2.97M |
|
448
Church & Dwight Co
CHD
$23.1B
| $38.1M | 0.04% |
410,877
+63,970
| +18% | +$6.04M |
|
449
CALL
Cisco
CSCO
$450B
| $38M | 0.04% |
891,900
-684,600
| -43% | -$32.8M |
|
450
Regeneron Pharmaceuticals
REGN
$68.8B
| $38M | 0.04% |
64,328
-135,375
| -68% | -$88M |
|
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.