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David Shaw D.E. Shaw & Co

AUM $210B
1-Year Est. Return 57.28%
 

David Shaw founded D. E. Shaw & Co., a pioneering quantitative investment firm that helped define systematic trading at scale. With a background in computer science, Shaw built teams that applied advanced computation to markets across equities, derivatives, and other assets. The firm remains one of the most important quant platforms in global finance, even as Shaw’s own public role has shifted over time.

This Fund
S&P 500
This Quarter Est. Return
-14.3%
1 Year Est. Return
+57.28%
3 Year Est. Return
+174.63%
5 Year Est. Return
+213.1%
10 Year Est. Return
+910%
AUM
$85.3B
AUM Growth
-$21.5B
Cap. Flow
-$8.25B
Cap. Flow %
-9.67%
Top 10 Hldgs %
8.52%
Holding
6,080
New
595
Increased
1,779
Reduced
1,835
Closed
791

Sector Composition

Rank Sector Weight
1 Technology 12.38%
2 Financials 10.48%
3 Healthcare 7.82%
4 Consumer Discretionary 7.11%
5 Communication Services 5.4%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake
Capital Flow
IRBT
3476
PUT
DELISTED
iRobot
IRBT
$992K ﹤0.01%
27,000
BBW icon
3477
Build-A-Bear
BBW
$490M
$991K ﹤0.01%
60,355
+8,442
+16% +$154K
CYXT
3478
DELISTED
Cyxtera Technologies, Inc. Class A Common Stock
CYXT
$990K ﹤0.01%
87,318
+24,107
+38% +$311K
TNDM icon
3479
CALL
Tandem Diabetes Care
TNDM
$1.49B
$988K ﹤0.01%
+16,700
New +$1.37M
ULH icon
3480
Universal Logistics Holdings
ULH
$505M
$988K ﹤0.01%
36,190
+13,241
+58% +$315K
WMS icon
3481
Advanced Drainage Systems
WMS
$10.7B
$984K ﹤0.01%
10,929
-3,177
-23% -$327K
PLAY icon
3482
CALL
Dave & Buster's
PLAY
$343M
$983K ﹤0.01%
30,000
-13,600
-31% -$545K
NEX
3483
CALL
DELISTED
NexTier Oilfield Solutions Inc.
NEX
$980K ﹤0.01%
+103,000
New +$1.08M
BECN
3484
PUT
DELISTED
Beacon Roofing Supply, Inc.
BECN
$976K ﹤0.01%
+19,000
New +$1.11M
HY icon
3485
Hyster-Yale Materials Handling
HY
$622M
$974K ﹤0.01%
30,217
-8,780
-23% -$299K
ZYXI
3486
DELISTED
Zynex
ZYXI
$974K ﹤0.01%
122,011
-150,515
-55% -$1.07M
NEM icon
3487
CALL
Newmont
NEM
$139B
$973K ﹤0.01%
16,300
+10,800
+196% +$764K
QDEL icon
3488
PUT
QuidelOrtho
QDEL
$1.02B
$972K ﹤0.01%
10,000
NOA
3489
North American Construction
NOA
$358M
$970K ﹤0.01%
88,400
+6,200
+8% +$80.2K
TLYS icon
3490
Tilly's
TLYS
$120M
$970K ﹤0.01%
+138,236
New +$1.15M
TEN
3491
Tsakos Energy Navigation Ltd
TEN
$1.21B
$969K ﹤0.01%
108,027
+7,219
+7% +$78.5K
SCLE
3492
DELISTED
Broadscale Acquisition Corp. Class A common stock
SCLE
$969K ﹤0.01%
98,648
BRX icon
3493
Brixmor Property Group
BRX
$9.02B
$967K ﹤0.01%
+47,834
New +$1.13M
RCL icon
3494
Royal Caribbean
RCL
$77.6B
$967K ﹤0.01%
+27,713
New +$1.72M
BY icon
3495
Byline Bancorp
BY
$1.73B
$966K ﹤0.01%
40,569
-13,662
-25% -$330K
AAP icon
3496
Advance Auto Parts
AAP
$2.66B
$963K ﹤0.01%
5,562
+2,902
+109% +$575K
SMFG icon
3497
Sumitomo Mitsui Financial
SMFG
$162B
$963K ﹤0.01%
163,297
-1,522,962
-90% -$9.2M
GLNG icon
3498
Golar LNG
GLNG
$5.23B
$961K ﹤0.01%
+42,272
New +$1.01M
CMRC
3499
PUT
Commerce.com Inc Series 1
CMRC
$186M
$959K ﹤0.01%
59,200
-20,000
-25% -$366K
WLL
3500
CALL
DELISTED
Whiting Petroleum Corporation
WLL
$959K ﹤0.01%
14,100

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David Shaw's Q2 2022 Portfolio in Review

As of Q2 2022, David Shaw 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.

David Shaw withdrew a net $8.25B 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 Technology at 12% of assets, down from 14% a quarter earlier, followed by Financials and Healthcare.

Against the trend, David Shaw opened a new position in iShares MSCI Emerging Markets ETF worth $171M.

  • David Shaw's largest Q2 2022 buy was iShares MSCI Emerging Markets ETF: 4,273,656 shares worth $171M.
  • David Shaw added most to iShares iBoxx $ Investment Grade Corporate Bond ETF in Q2 2022, an estimated $510M increase.
  • David Shaw's biggest Q2 2022 reduction was Marathon Petroleum, cutting an estimated $573M.
  • David Shaw fully exited Dominion Energy, Inc. 2019 Series A Corporate Units in Q2 2022, selling an estimated $64.1M.
  • David Shaw's ten largest holdings make up 8.5% of its $85.3B portfolio in Q2 2022.
  • David Shaw opened 595 new positions and closed 791 in Q2 2022.
  • David Shaw'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.