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 | |
|---|---|---|---|---|---|---|
651
Cencora
COR
$60.3B
| $24.5M | 0.03% |
173,026
-59,673
| -26% | -$9.13M |
|
652
CALL
PepsiCo
PEP
$186B
| $24.4M | 0.03% |
146,400
+9,000
| +7% | +$1.52M |
|
653
Futu Holdings
FUTU
$13.9B
| $24.4M | 0.03% |
466,929
+377,978
| +425% | +$14.3M |
|
654
PUT
Bank of Montreal
BMO
$125B
| $24.3M | 0.03% |
252,600
+100,000
| +66% | +$10.6M |
|
|
VTLE
655
DELISTED
Vital Energy
VTLE
| $24.2M | 0.03% |
351,538
+108,241
| +44% | +$8.68M |
|
656
Wells Fargo
WFC
$261B
| $24.1M | 0.03% |
614,525
-760,779
| -55% | -$33.4M |
|
657
MSCI
MSCI
$40B
| $24.1M | 0.03% |
58,369
-861
| -1% | -$375K |
|
658
Shutterstock
SSTK
$205M
| $24M | 0.03% |
419,043
+287,969
| +220% | +$19.3M |
|
659
PUT
Carvana
CVNA
$43.3B
| $24M | 0.03% |
5,314,000
+4,711,500
| +782% | +$49.6M |
|
660
Okta
OKTA
$24.1B
| $24M | 0.03% |
265,352
+84,731
| +47% | +$9.15M |
|
661
Royal Gold
RGLD
$17.1B
| $24M | 0.03% |
224,506
+10,141
| +5% | +$1.25M |
|
662
PUT
Altria Group
MO
$122B
| $24M | 0.03% |
573,900
+346,900
| +153% | +$18M |
|
663
CALL
Twilio
TWLO
$29.1B
| $24M | 0.03% |
285,800
+67,500
| +31% | +$7.55M |
|
664
Roper Technologies
ROP
$36.3B
| $23.9M | 0.03% |
60,681
-5,394
| -8% | -$2.35M |
|
665
CALL
Boeing
BA
$165B
| $23.9M | 0.03% |
175,100
-481,400
| -73% | -$71M |
|
666
PUT
NextEra Energy
NEE
$187B
| $23.9M | 0.03% |
308,300
-28,800
| -9% | -$2.19M |
|
667
CALL
ServiceNow
NOW
$102B
| $23.9M | 0.03% |
251,000
-50,000
| -17% | -$4.77M |
|
668
CALL
Credit Acceptance
CACC
$6B
| $23.9M | 0.03% |
50,400
-16,300
| -24% | -$8.99M |
|
669
Magna International
MGA
$17.9B
| $23.7M | 0.03% |
432,542
-227,937
| -35% | -$13.9M |
|
670
KLA
KLAC
$275B
| $23.7M | 0.03% |
743,290
-4,483,040
| -86% | -$151M |
|
671
PUT
MetLife
MET
$61B
| $23.7M | 0.03% |
377,500
+270,000
| +251% | +$17.9M |
|
672
PUT
ASML
ASML
$675B
| $23.7M | 0.03% |
49,800
-15,200
| -23% | -$8.48M |
|
673
Mercury Systems
MRCY
$6.2B
| $23.7M | 0.03% |
367,819
-132,164
| -26% | -$7.88M |
|
674
PUT
3M
MMM
$89B
| $23.7M | 0.03% |
218,629
-24,279
| -10% | -$2.93M |
|
675
CALL
Bilibili
BILI
$7.18B
| $23.6M | 0.03% |
923,400
+444,300
| +93% | +$10.7M |
|
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.