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 | |
|---|---|---|---|---|---|---|
126
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
| $125M | 0.15% |
1,697,948
+801,988
| +90% | +$62.4M |
|
127
CALL
Citigroup
C
$222B
| $124M | 0.15% |
2,700,500
+889,900
| +49% | +$44.5M |
|
128
PUT
Booking.com
BKNG
$138B
| $124M | 0.15% |
1,775,000
+497,500
| +39% | +$42.5M |
|
129
Autodesk
ADSK
$44.3B
| $123M | 0.14% |
714,909
-511,245
| -42% | -$98.3M |
|
130
CALL
Berkshire Hathaway Class B
BRK.B
$1.07T
| $122M | 0.14% |
447,200
+77,200
| +21% | +$24.2M |
|
131
CALL
Bristol-Myers Squibb
BMY
$127B
| $121M | 0.14% |
1,575,400
+415,900
| +36% | +$31.7M |
|
132
PUT
Uber
UBER
$134B
| $121M | 0.14% |
5,924,700
-145,500
| -2% | -$3.86M |
|
133
Union Pacific
UNP
$183B
| $121M | 0.14% |
567,677
-20,732
| -4% | -$4.72M |
|
|
B
134
Barrick Mining
B
$62.2B
| $120M | 0.14% |
6,761,300
+3,634,502
| +116% | +$78.8M |
|
135
TransUnion
TRU
$14.8B
| $117M | 0.14% |
1,468,720
+419,306
| +40% | +$36.1M |
|
136
Elevance Health
ELV
$81.9B
| $117M | 0.14% |
242,201
+110,242
| +84% | +$54.5M |
|
137
CALL
T-Mobile US
TMUS
$193B
| $116M | 0.14% |
862,400
+755,000
| +703% | +$98.5M |
|
|
FRC
138
DELISTED
First Republic Bank
FRC
| $116M | 0.14% |
803,617
-158,639
| -16% | -$23.8M |
|
139
PUT
CrowdStrike
CRWD
$187B
| $115M | 0.14% |
2,736,000
-123,200
| -4% | -$5.58M |
|
140
Ally Financial
ALLY
$13.1B
| $115M | 0.14% |
3,439,941
-2,815
| -0.1% | -$112K |
|
141
PUT
Occidental Petroleum
OXY
$57B
| $115M | 0.14% |
1,955,600
+803,400
| +70% | +$49.3M |
|
142
Incyte
INCY
$23.5B
| $114M | 0.13% |
1,502,756
-677,622
| -31% | -$51.5M |
|
143
Check Point Software Technologies
CHKP
$13.3B
| $113M | 0.13% |
930,821
-214,898
| -19% | -$27.6M |
|
144
PUT
Goldman Sachs
GS
$313B
| $113M | 0.13% |
381,100
-36,600
| -9% | -$11.4M |
|
145
CALL
Tesla
TSLA
$1.24T
| $113M | 0.13% |
503,100
-68,100
| -12% | -$18.6M |
|
|
XYZ
146
PUT
Block Inc
XYZ
$45.9B
| $111M | 0.13% |
1,810,700
-664,000
| -27% | -$60.7M |
|
147
Intuitive Surgical
ISRG
$121B
| $111M | 0.13% |
553,683
+341,160
| +161% | +$80M |
|
148
Range Resources
RRC
$9.11B
| $111M | 0.13% |
4,472,663
-527,258
| -11% | -$16.1M |
|
149
PUT
AutoZone
AZO
$48.3B
| $110M | 0.13% |
51,200
-1,800
| -3% | -$3.7M |
|
150
Ulta Beauty
ULTA
$20.4B
| $110M | 0.13% |
285,355
+162,194
| +132% | +$64.5M |
|
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.