D.E. Shaw & Co Portfolio holdings
D. E. Shaw & Co. is an investment firm founded in 1988 by David E. Shaw, who had been a computer science professor at Columbia University. It started over a small bookstore in downtown New York and became a pioneer in computational finance, using math models and software to profit from market anomalies. Its funds rely heavily on computer-driven methods and its own technology to support fundamental research, and it also makes private equity investments in areas such as technology, wind power and real estate. Shaw ran the firm until 2001, then stepped back from daily involvement to focus on D. E. Shaw Research, where he is chief scientist and heads a research group in computational biochemistry. In the mid-1990s it also set up a brokerage and founded the email provider Juno Online Services. An Executive Committee chaired by Anne Dinning leads the firm.
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Netflix
NFLX
|
+$751M |
| 2 |
Advanced Micro Devices
AMD
|
+$751M |
| 3 |
Micron Technology
MU
|
+$426M |
| 4 |
Chipotle Mexican Grill
CMG
|
+$363M |
| 5 |
ExxonMobil
XOM
|
+$356M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
HZNP
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
|
+$546M |
| 2 |
ATVI
Activision Blizzard
ATVI
|
+$485M |
| 3 |
VMW
VMware, Inc
VMW
|
+$393M |
| 4 |
Microsoft
MSFT
|
+$336M |
| 5 |
UnitedHealth
UNH
|
+$303M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 46.17% |
| 2 | Technology | 17.03% |
| 3 | Consumer Discretionary | 9.5% |
| 4 | Healthcare | 5.77% |
| 5 | Financials | 5.47% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
|
1
Microsoft
MSFT
$3.88T
| $2.57B | 2.24% |
6,831,558
-945,406
| -12% | -$336M |
2013 Q2
42 quarters
|
|
2
Apple
AAPL
$5.03T
| $1.99B | 1.74% |
10,317,626
+833,494
| +9% | +$154M |
2013 Q2
42 quarters
|
|
3
NVIDIA
NVDA
$4.94T
| $1.86B | 1.63% |
37,584,780
+4,458,700
| +13% | +$207M |
2016 Q4
28 quarters
|
|
|
4
Advanced Micro Devices
AMD
$824B
| $1.37B | 1.2% |
9,278,806
+6,372,010
| +219% | +$751M |
2013 Q2
42 quarters
|
|
5
Amazon
AMZN
$2.6T
| $1.36B | 1.19% |
8,977,346
+1,822,113
| +25% | +$255M |
2013 Q2
42 quarters
|
|
6
PUT
Meta Platforms (Facebook)
META
$1.6T
| $1.12B | 0.98% |
3,172,800
+26,100
| +0.8% | +$8.5M |
2013 Q2
42 quarters
|
|
|
7
PUT
Amazon
AMZN
$2.6T
| $1.11B | 0.97% |
7,301,700
+200,400
| +3% | +$28.1M |
2013 Q2
42 quarters
|
|
|
8
Meta Platforms (Facebook)
META
$1.6T
| $994M | 0.87% |
2,807,237
+103,264
| +4% | +$33.6M |
2013 Q2
42 quarters
|
|
|
9
Netflix
NFLX
$258B
| $964M | 0.84% |
19,789,650
+17,210,890
| +667% | +$751M |
2016 Q3
29 quarters
|
|
10
Uber
UBER
$133B
| $886M | 0.77% |
14,392,125
+3,286,643
| +30% | +$172M |
2019 Q2
18 quarters
|
|
|
11
PUT
NVIDIA
NVDA
$4.94T
| $746M | 0.65% |
15,066,000
+861,000
| +6% | +$39.9M |
2014 Q1
39 quarters
|
|
|
12
CALL
Apple
AAPL
$5.03T
| $725M | 0.63% |
3,764,200
+1,131,300
| +43% | +$209M |
2013 Q2
42 quarters
|
|
13
PUT
Booking.com
BKNG
$111B
| $693M | 0.61% |
4,885,000
+875,000
| +22% | +$109M |
2013 Q2
42 quarters
|
|
|
14
Booking.com
BKNG
$111B
| $676M | 0.59% |
4,764,225
-1,836,900
| -28% | -$229M |
2013 Q2
42 quarters
|
|
15
Royal Caribbean
RCL
$82.2B
| $632M | 0.55% |
4,883,669
+71,584
| +1% | +$7.3M |
2022 Q4
4 quarters
|
|
16
PUT
Citigroup
C
$203B
| $612M | 0.54% |
11,905,900
+1,841,500
| +18% | +$81.5M |
2013 Q2
42 quarters
|
|
|
17
PUT
Chipotle Mexican Grill
CMG
$40.3B
| $601M | 0.53% |
13,145,000
+2,055,000
| +19% | +$85.5M |
2013 Q2
42 quarters
|
|
18
Alphabet (Google) Class A
GOOGL
$3.44T
| $586M | 0.51% |
4,197,523
+587,929
| +16% | +$79M |
2015 Q4
32 quarters
|
|
19
Tesla
TSLA
$1.58T
| $544M | 0.48% |
2,187,489
-648,478
| -23% | -$154M |
2019 Q4
16 quarters
|
|
|
20
PUT
Netflix
NFLX
$258B
| $535M | 0.47% |
10,980,000
+1,995,000
| +22% | +$87.1M |
2013 Q2
42 quarters
|
|
|
21
ExxonMobil
XOM
$764B
| $507M | 0.44% |
5,073,674
+3,383,951
| +200% | +$356M |
2013 Q2
42 quarters
|
|
|
22
Micron Technology
MU
$1T
| $504M | 0.44% |
5,902,096
+5,741,142
| +3,567% | +$426M |
2013 Q2
42 quarters
|
|
|
23
PUT
Tesla
TSLA
$1.58T
| $482M | 0.42% |
1,940,800
+564,300
| +41% | +$134M |
2020 Q1
15 quarters
|
|
|
24
CALL
Booking.com
BKNG
$111B
| $469M | 0.41% |
3,302,500
+287,500
| +10% | +$35.9M |
2013 Q2
42 quarters
|
|
25
Affirm
AFRM
$24.8B
| $461M | 0.4% |
9,384,847
+8,486,913
| +945% | +$245M |
2023 Q2
2 quarters
|
|
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D.E. Shaw & Co's Q4 2023 Portfolio in Review
As of Q4 2023, D.E. Shaw & Co held 4,806 positions worth $114B, up 19% from $95.8B the previous quarter. Its ten largest holdings account for 12% of the portfolio.
D.E. Shaw & Co's Q4 2023 filing shows 575 new, 1,549 increased, 1,464 reduced and 527 closed positions. Its largest new stake was iShares iBoxx $ High Yield Corporate Bond ETF: 2,424,593 shares worth $188M. The largest sale was Horizon Therapeutics Public Limited Company Ordinary Shares, an estimated $546M.
By sector, the portfolio is most concentrated in Miscellaneous at 46% of assets, up from 43% a quarter earlier, followed by Technology and Consumer Discretionary.
- D.E. Shaw & Co's largest Q4 2023 buy was iShares iBoxx $ High Yield Corporate Bond ETF: 2,424,593 shares worth $188M.
- D.E. Shaw & Co added most to Netflix in Q4 2023, an estimated $751M increase.
- D.E. Shaw & Co's biggest Q4 2023 reduction was Microsoft, cutting an estimated $336M.
- D.E. Shaw & Co fully exited Horizon Therapeutics Public Limited Company Ordinary Shares in Q4 2023, selling an estimated $546M.
- D.E. Shaw & Co's ten largest holdings make up 12% of its $114B portfolio in Q4 2023.
- D.E. Shaw & Co opened 575 new positions and closed 527 in Q4 2023.
- D.E. Shaw & Co's portfolio value rose 19% quarter-over-quarter to $114B.
Based on D.E. Shaw & Co's 13F filing for Q4 2023, filed 14 Feb 2024.