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 | Miscellaneous | 39.03% |
| 2 | Technology | 12.38% |
| 3 | Financials | 10.48% |
| 4 | Healthcare | 7.82% |
| 5 | Consumer Discretionary | 7.11% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
|
1
PUT
Amazon
AMZN
$2.69T
| $1.16B | 1.36% |
10,919,300
+1,981,300
| +22% | +$248M |
2013 Q2
36 quarters
|
|
2
Apple
AAPL
$5.05T
| $1.12B | 1.31% |
8,167,757
-755,666
| -8% | -$114M |
2013 Q2
36 quarters
|
|
3
Microsoft
MSFT
$3.9T
| $1.04B | 1.22% |
4,057,144
-491,125
| -11% | -$133M |
2013 Q2
36 quarters
|
|
4
Alphabet (Google) Class C
GOOG
$3.9T
| $612M | 0.72% |
5,597,880
+2,288,120
| +69% | +$270M |
2013 Q2
36 quarters
|
|
5
PayPal
PYPL
$48.8B
| $596M | 0.7% |
8,528,031
+3,918,673
| +85% | +$340M |
2015 Q3
27 quarters
|
|
|
6
Amazon
AMZN
$2.69T
| $569M | 0.67% |
5,358,797
-2,863,683
| -35% | -$358M |
2013 Q2
36 quarters
|
|
|
7
Meta Platforms (Facebook)
META
$1.64T
| $568M | 0.67% |
3,523,689
+1,893,817
| +116% | +$365M |
2013 Q2
36 quarters
|
|
|
8
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$29.1B
| $544M | 0.64% |
4,940,168
+4,520,168
| +1,076% | +$510M |
2022 Q1
1 quarter
|
|
9
Alphabet (Google) Class A
GOOGL
$3.94T
| $533M | 0.63% |
4,895,660
+1,051,220
| +27% | +$124M |
2015 Q4
26 quarters
|
|
|
10
Procter & Gamble
PG
$373B
| $530M | 0.62% |
3,688,654
+2,306,102
| +167% | +$347M |
2013 Q2
36 quarters
|
|
|
11
Bank of America
BAC
$354B
| $516M | 0.61% |
16,577,897
+10,975,920
| +196% | +$395M |
2013 Q2
36 quarters
|
|
12
Tesla
TSLA
$1.47T
| $515M | 0.6% |
2,293,860
-1,005,471
| -30% | -$274M |
2019 Q4
10 quarters
|
|
13
ExxonMobil
XOM
$749B
| $485M | 0.57% |
5,658,628
+1,268,000
| +29% | +$114M |
2013 Q2
36 quarters
|
|
14
Colgate-Palmolive
CL
$74.8B
| $482M | 0.56% |
6,011,485
+3,441,782
| +134% | +$269M |
2014 Q3
31 quarters
|
|
|
15
Costco
COST
$445B
| $435M | 0.51% |
908,240
+692,796
| +322% | +$351M |
2013 Q2
36 quarters
|
|
16
Charles Schwab
SCHW
$157B
| $401M | 0.47% |
6,348,598
+414,322
| +7% | +$28.6M |
2021 Q1
5 quarters
|
|
17
State Street SPDR S&P 500 ETF Trust
SPY
$811B
| $398M | 0.47% |
1,055,905
+162,305
| +18% | +$66.5M |
2013 Q2
36 quarters
|
|
18
Expand Energy Corp
EXE
$21.7B
| $385M | 0.45% |
4,747,538
-109,954
| -2% | -$9.9M |
2021 Q1
5 quarters
|
|
|
19
PUT
Alphabet (Google) Class C
GOOG
$3.9T
| $367M | 0.43% |
3,352,000
+1,752,000
| +110% | +$207M |
2013 Q2
36 quarters
|
|
20
PUT
Citigroup
C
$202B
| $364M | 0.43% |
7,917,400
+2,069,300
| +35% | +$104M |
2013 Q2
36 quarters
|
|
|
21
Walmart Inc
WMT
$948B
| $363M | 0.43% |
8,969,163
-7,894,740
| -47% | -$364M |
2013 Q2
36 quarters
|
|
22
Qualcomm
QCOM
$186B
| $356M | 0.42% |
2,783,028
-77,303
| -3% | -$10.5M |
2013 Q2
36 quarters
|
|
23
JPMorgan Chase
JPM
$878B
| $304M | 0.36% |
2,700,603
+831,913
| +45% | +$103M |
2013 Q2
36 quarters
|
|
|
24
PUT
Tesla
TSLA
$1.47T
| $288M | 0.34% |
1,284,300
-24,600
| -2% | -$6.71M |
2020 Q1
9 quarters
|
|
25
Phillips 66
PSX
$114B
| $282M | 0.33% |
3,440,322
+1,226,139
| +55% | +$113M |
2013 Q2
36 quarters
|
|
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 $9.17B in Q2 2022, closing 791 positions and reducing 1,835 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 Miscellaneous at 39% of assets, up from 38% a quarter earlier, followed by Technology and Financials.
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 595 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.