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 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$345M |
| 2 |
Biogen
BIIB
|
+$281M |
| 3 |
Bausch Health
BHC
|
+$244M |
| 4 |
SPDR Gold Trust
GLD
|
+$238M |
| 5 |
Coca-Cola
KO
|
+$206M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
LyondellBasell Industries
LYB
|
+$397M |
| 2 |
AGN
Allergan Inc
AGN
|
+$374M |
| 3 |
TWC
TIME WARNER CABLE INC NEW COM STK
TWC
|
+$347M |
| 4 |
Microsoft
MSFT
|
+$265M |
| 5 |
IBM
IBM
|
+$251M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Energy | 9.69% |
| 2 | Consumer Discretionary | 9.53% |
| 3 | Technology | 9.28% |
| 4 | Healthcare | 8.29% |
| 5 | Financials | 8.06% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
FL
1326
CALL
DELISTED
Foot Locker
FL
| $5.31M | 0.01% |
84,300
-7,700
| -8% | -$437K |
|
1327
CALL
Public Storage
PSA
$60.5B
| $5.3M | 0.01% |
26,900
+10,000
| +59% | +$1.98M |
|
1328
Crocs
CROX
$6.62B
| $5.3M | 0.01% |
448,414
+142,443
| +47% | +$1.6M |
|
1329
Erie Indemnity
ERIE
$12B
| $5.29M | 0.01% |
60,653
-16,216
| -21% | -$1.44M |
|
1330
CALL
Molson Coors Class B
TAP
$7.75B
| $5.29M | 0.01% |
71,100
-124,700
| -64% | -$9.4M |
|
1331
McCormick & Company Non-Voting
MKC
$13.6B
| $5.28M | 0.01% |
136,926
-116,126
| -46% | -$4.31M |
|
1332
PUT
Marathon Petroleum
MPC
$91.5B
| $5.27M | 0.01% |
103,000
+31,800
| +45% | +$1.53M |
|
1333
Sinclair Inc
SBGI
$987M
| $5.27M | 0.01% |
167,766
+157,266
| +1,498% | +$4.27M |
|
1334
CALL
RH
RH
$3.42B
| $5.27M | 0.01% |
53,100
-15,000
| -22% | -$1.36M |
|
|
CAA
1335
DELISTED
CalAtlantic Group, Inc.
CAA
| $5.26M | 0.01% |
116,909
-28,408
| -20% | -$1.13M |
|
|
GRUB
1336
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
| $5.24M | 0.01% |
57,721
-18,734
| -25% | -$1.51M |
|
|
ICPT
1337
CALL
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
| $5.19M | 0.01% |
18,400
+3,100
| +20% | +$671K |
|
1338
PUT
Macy's
M
$6.56B
| $5.19M | 0.01% |
79,900
-51,700
| -39% | -$3.33M |
|
1339
PUT
Cognizant
CTSH
$22.4B
| $5.18M | 0.01% |
83,100
+50,000
| +151% | +$2.95M |
|
1340
Guidewire Software
GWRE
$12.5B
| $5.18M | 0.01% |
98,379
+49,563
| +102% | +$2.57M |
|
1341
PUT
Southwest Airlines
LUV
$22.1B
| $5.17M | 0.01% |
116,600
-393,500
| -77% | -$17.2M |
|
1342
Lattice Semiconductor
LSCC
$16.8B
| $5.16M | 0.01% |
814,565
-66,722
| -8% | -$443K |
|
|
PF
1343
DELISTED
Pinnacle Foods, Inc.
PF
| $5.16M | 0.01% |
+126,551
| New | +$4.69M |
|
1344
Kosmos Energy
KOS
$1.46B
| $5.16M | 0.01% |
652,478
+461,883
| +242% | +$3.87M |
|
|
EFII
1345
DELISTED
Electronics for Imaging
EFII
| $5.15M | 0.01% |
123,394
+51,677
| +72% | +$2.05M |
|
1346
CALL
NetEase
NTES
$79.2B
| $5.15M | 0.01% |
244,500
-50,000
| -17% | -$1.06M |
|
|
JCP
1347
PUT
DELISTED
J.C. Penney Company, Inc.
JCP
| $5.15M | 0.01% |
612,300
-215,600
| -26% | -$1.68M |
|
|
SKX
1348
CALL
DELISTED
Skechers
SKX
| $5.14M | 0.01% |
214,500
-38,400
| -15% | -$826K |
|
1349
Vishay Intertechnology
VSH
$5.67B
| $5.14M | 0.01% |
371,881
+51,373
| +16% | +$708K |
|
|
PSG
1350
DELISTED
Performance Sports Group Ltd.
PSG
| $5.14M | 0.01% |
263,400
+144,900
| +122% | +$2.76M |
|
Similar funds
D.E. Shaw & Co's Q1 2015 Portfolio in Review
As of Q1 2015, D.E. Shaw & Co held 4,408 positions worth $65.3B, down 16% from $77.8B the previous quarter. Its ten largest holdings account for 11% of the portfolio.
D.E. Shaw & Co withdrew a net $15B in Q1 2015, closing 828 positions and reducing 1,784 holdings. Its most notable exit was Allergan Inc, an estimated $374M position sold in full.
By sector, the portfolio is most concentrated in Energy at 9.7% of assets, up from 8% a quarter earlier, followed by Consumer Discretionary and Technology.
Against the trend, D.E. Shaw & Co opened a new position in SPDR Gold Trust worth $231M.
- D.E. Shaw & Co's largest Q1 2015 buy was SPDR Gold Trust: 2,033,000 shares worth $231M.
- D.E. Shaw & Co added most to State Street SPDR S&P 500 ETF Trust in Q1 2015, an estimated $345M increase.
- D.E. Shaw & Co's biggest Q1 2015 reduction was LyondellBasell Industries, cutting an estimated $397M.
- D.E. Shaw & Co fully exited Allergan Inc in Q1 2015, selling an estimated $374M.
- D.E. Shaw & Co's ten largest holdings make up 11% of its $65.3B portfolio in Q1 2015.
- D.E. Shaw & Co opened 448 new positions and closed 828 in Q1 2015.
- D.E. Shaw & Co's portfolio value fell 16% quarter-over-quarter to $65.3B.
Based on D.E. Shaw & Co's 13F filing for Q1 2015, filed 15 May 2015.