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 |
Walt Disney
DIS
|
+$642M |
| 2 |
Boeing
BA
|
+$429M |
| 3 |
Alibaba
BABA
|
+$313M |
| 4 |
Advanced Micro Devices
AMD
|
+$304M |
| 5 |
JD.com
JD
|
+$275M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Apple
AAPL
|
+$1.13B |
| 2 |
Amazon
AMZN
|
+$456M |
| 3 |
Procter & Gamble
PG
|
+$359M |
| 4 |
JPMorgan Chase
JPM
|
+$304M |
| 5 |
Costco
COST
|
+$298M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 15.37% |
| 2 | Consumer Discretionary | 12.29% |
| 3 | Healthcare | 8.61% |
| 4 | Financials | 6.39% |
| 5 | Communication Services | 6.13% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
976
CALL
Costco
COST
$423B
| $13.3M | 0.01% |
37,400
-111,400
| -75% | -$37.4M |
|
|
LGF.B
977
DELISTED
Lions Gate Entertainment Corp. Class B Non-Voting Shares
LGF.B
| $13.2M | 0.01% |
1,511,201
-234,018
| -13% | -$1.87M |
|
978
PUT
Blackrock
BLK
$170B
| $13.1M | 0.01% |
23,300
-3,000
| -11% | -$1.71M |
|
979
PUT
Teva Pharmaceuticals
TEVA
$41.2B
| $13.1M | 0.01% |
1,451,700
+156,900
| +12% | +$1.66M |
|
980
XPeng
XPEV
$12.4B
| $13.1M | 0.01% |
+650,500
| New | +$12.7M |
|
|
STMP
981
CALL
DELISTED
Stamps.com, Inc.
STMP
| $13M | 0.01% |
54,100
+21,000
| +63% | +$5.01M |
|
982
Martin Marietta Materials
MLM
$32.4B
| $13M | 0.01% |
55,218
-6,248
| -10% | -$1.35M |
|
|
FLG
983
Flagstar Bank National Association
FLG
$5.94B
| $13M | 0.01% |
523,223
+512,984
| +5,010% | +$14.7M |
|
984
Electronic Arts
EA
$52.9B
| $13M | 0.01% |
99,484
-74,506
| -43% | -$10.2M |
|
985
CALL
Northrop Grumman
NOC
$76B
| $13M | 0.01% |
41,100
-7,400
| -15% | -$2.41M |
|
986
Progress Software
PRGS
$1.65B
| $13M | 0.01% |
353,207
+29,434
| +9% | +$1.07M |
|
987
PUT
Advance Auto Parts
AAP
$3.39B
| $12.9M | 0.01% |
84,200
-10,300
| -11% | -$1.55M |
|
988
Waste Management
WM
$90.9B
| $12.9M | 0.01% |
114,165
-282,019
| -71% | -$31.2M |
|
989
Ollie's Bargain Outlet
OLLI
$4.4B
| $12.9M | 0.01% |
+147,885
| New | +$14.5M |
|
990
Innoviva
INVA
$1.57B
| $12.9M | 0.01% |
1,234,968
-116,709
| -9% | -$1.48M |
|
991
Pembina Pipeline
PBA
$29.3B
| $12.9M | 0.01% |
+608,106
| New | +$14.9M |
|
992
Wabtec
WAB
$49.4B
| $12.9M | 0.01% |
208,453
+20,961
| +11% | +$1.34M |
|
993
Owens Corning
OC
$11.2B
| $12.9M | 0.01% |
187,384
+50,312
| +37% | +$3.23M |
|
994
Domino's
DPZ
$11.7B
| $12.9M | 0.01% |
30,305
-133,748
| -82% | -$53.3M |
|
995
CALL
Palo Alto Networks
PANW
$265B
| $12.8M | 0.01% |
315,000
+5,400
| +2% | +$225K |
|
996
SEI Investments
SEIC
$12.4B
| $12.8M | 0.01% |
253,114
+218,249
| +626% | +$11.5M |
|
997
PUT
MarketAxess Holdings
MKTX
$5.78B
| $12.8M | 0.01% |
26,600
+8,600
| +48% | +$4.25M |
|
|
VAR
998
DELISTED
Varian Medical Systems, Inc.
VAR
| $12.8M | 0.01% |
74,262
+51,787
| +230% | +$8.14M |
|
999
PUT
Occidental Petroleum
OXY
$55.6B
| $12.8M | 0.01% |
1,274,600
+303,500
| +31% | +$4.28M |
|
1000
PPG Industries
PPG
$25B
| $12.8M | 0.01% |
104,450
-78,014
| -43% | -$9.12M |
|
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D.E. Shaw & Co's Q3 2020 Portfolio in Review
As of Q3 2020, D.E. Shaw & Co held 4,373 positions worth $97.7B, up 16% from $83.9B the previous quarter. Its ten largest holdings account for 12% of the portfolio.
D.E. Shaw & Co's Q3 2020 filing shows 420 new, 1,314 increased, 1,591 reduced and 597 closed positions. Its largest new stake was iShares Gold Trust: 6,019,847 shares worth $217M. The largest sale was Apple, an estimated $1.13B.
By sector, the portfolio is most concentrated in Technology at 15% of assets, down from 18% a quarter earlier, followed by Consumer Discretionary and Healthcare.
- D.E. Shaw & Co's largest Q3 2020 buy was iShares Gold Trust: 6,019,847 shares worth $217M.
- D.E. Shaw & Co added most to Walt Disney in Q3 2020, an estimated $642M increase.
- D.E. Shaw & Co's biggest Q3 2020 reduction was Apple, cutting an estimated $1.13B.
- D.E. Shaw & Co fully exited American Airlines Group in Q3 2020, selling an estimated $106M.
- D.E. Shaw & Co's ten largest holdings make up 12% of its $97.7B portfolio in Q3 2020.
- D.E. Shaw & Co opened 420 new positions and closed 597 in Q3 2020.
- D.E. Shaw & Co's portfolio value rose 16% quarter-over-quarter to $97.7B.
Based on D.E. Shaw & Co's 13F filing for Q3 2020, filed 16 Nov 2020.