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 |
AGN
Allergan plc
AGN
|
+$397M |
| 2 |
YHOO
Yahoo Inc
YHOO
|
+$342M |
| 3 |
Bank of America
BAC
|
+$322M |
| 4 |
Citigroup
C
|
+$260M |
| 5 |
Booking.com
BKNG
|
+$219M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
PCP
PRECISION CASTPARTS CORP
PCP
|
+$637M |
| 2 |
BRCM
BROADCOM CORP CL-A
BRCM
|
+$397M |
| 3 |
Gilead Sciences
GILD
|
+$358M |
| 4 |
Phillips 66
PSX
|
+$330M |
| 5 |
Apple
AAPL
|
+$320M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Healthcare | 13.09% |
| 2 | Technology | 10.39% |
| 3 | Financials | 9.94% |
| 4 | Consumer Discretionary | 8.57% |
| 5 | Communication Services | 8.49% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
101
PUT
Bank of America
BAC
$435B
| $113M | 0.2% |
8,353,400
+3,623,200
| +77% | +$48.9M |
|
102
Cadence Design Systems
CDNS
$90B
| $113M | 0.2% |
4,784,875
+231,098
| +5% | +$4.84M |
|
103
CALL
Amazon
AMZN
$2.5T
| $113M | 0.2% |
3,792,000
-692,000
| -15% | -$19.6M |
|
104
CALL
Alphabet (Google) Class C
GOOG
$3.9T
| $112M | 0.2% |
3,014,000
-1,156,000
| -28% | -$41.4M |
|
105
Altria Group
MO
$122B
| $112M | 0.2% |
1,786,836
+407,576
| +30% | +$24.6M |
|
106
Qualcomm
QCOM
$176B
| $112M | 0.2% |
2,180,660
-2,483,097
| -53% | -$121M |
|
107
Newmont
NEM
$98.2B
| $111M | 0.2% |
4,164,584
+2,836,116
| +213% | +$65.6M |
|
|
108
PUT
Alphabet (Google) Class C
GOOG
$3.9T
| $110M | 0.2% |
2,966,000
-1,260,000
| -30% | -$45.1M |
|
109
Myriad Genetics
MYGN
$530M
| $110M | 0.2% |
2,928,144
+448,985
| +18% | +$16.9M |
|
110
TechnipFMC
FTI
$30.6B
| $110M | 0.2% |
5,379,032
+745,389
| +16% | +$14.1M |
|
111
PUT
Netflix
NFLX
$292B
| $109M | 0.2% |
10,687,000
-6,127,000
| -36% | -$60.1M |
|
112
TSMC
TSM
$2.09T
| $109M | 0.2% |
4,167,682
+1,197,518
| +40% | +$28M |
|
113
Merck
MRK
$324B
| $109M | 0.2% |
2,158,538
-992,605
| -31% | -$48.6M |
|
114
Moody's
MCO
$81.7B
| $109M | 0.19% |
1,124,193
-188,398
| -14% | -$16.9M |
|
115
PUT
Chipotle Mexican Grill
CMG
$40.8B
| $108M | 0.19% |
11,465,000
-1,935,000
| -14% | -$18.4M |
|
116
Equity Lifestyle Properties
ELS
$12.8B
| $108M | 0.19% |
2,957,092
-623,054
| -17% | -$21.3M |
|
117
Aramark
ARMK
$15B
| $107M | 0.19% |
4,475,562
-60,715
| -1% | -$1.39M |
|
|
CTXS
118
DELISTED
Citrix Systems Inc
CTXS
| $107M | 0.19% |
1,703,441
-178,746
| -9% | -$10.1M |
|
|
CLGX
119
DELISTED
Corelogic, Inc.
CLGX
| $107M | 0.19% |
3,069,887
+77,128
| +3% | +$2.62M |
|
120
Wynn Resorts
WYNN
$10.1B
| $106M | 0.19% |
1,139,059
+662,344
| +139% | +$48.9M |
|
121
Cheniere Energy
LNG
$56.5B
| $106M | 0.19% |
3,138,711
-2,319,170
| -42% | -$75.2M |
|
122
Liberty Global Class A
LBTYA
$3.31B
| $106M | 0.19% |
3,146,460
+590,330
| +23% | +$18.6M |
|
123
Travel + Leisure Co
TNL
$4.54B
| $105M | 0.19% |
3,039,111
+150,826
| +5% | +$4.78M |
|
124
Crown Castle
CCI
$32.7B
| $104M | 0.19% |
1,201,195
+616,110
| +105% | +$52.2M |
|
125
Halliburton
HAL
$27.9B
| $104M | 0.19% |
2,905,061
-2,598,050
| -47% | -$84.8M |
|
Similar funds
D.E. Shaw & Co's Q1 2016 Portfolio in Review
As of Q1 2016, D.E. Shaw & Co held 4,137 positions worth $55.7B, down 17% from $67.2B the previous quarter. Its ten largest holdings account for 9.5% of the portfolio.
D.E. Shaw & Co withdrew a net $9.72B in Q1 2016, closing 773 positions and reducing 1,495 holdings. Its most notable exit was PRECISION CASTPARTS CORP, an estimated $637M position sold in full.
By sector, the portfolio is most concentrated in Healthcare at 13% of assets, up from 12% a quarter earlier, followed by Technology and Financials.
Against the trend, D.E. Shaw & Co opened a new position in EQT Corp worth $47.6M.
- D.E. Shaw & Co's largest Q1 2016 buy was EQT Corp: 1,300,361 shares worth $47.6M.
- D.E. Shaw & Co added most to Allergan plc in Q1 2016, an estimated $397M increase.
- D.E. Shaw & Co's biggest Q1 2016 reduction was Gilead Sciences, cutting an estimated $358M.
- D.E. Shaw & Co fully exited PRECISION CASTPARTS CORP in Q1 2016, selling an estimated $637M.
- D.E. Shaw & Co's ten largest holdings make up 9.5% of its $55.7B portfolio in Q1 2016.
- D.E. Shaw & Co opened 382 new positions and closed 773 in Q1 2016.
- D.E. Shaw & Co's portfolio value fell 17% quarter-over-quarter to $55.7B.
Based on D.E. Shaw & Co's 13F filing for Q1 2016, filed 16 May 2016.