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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
+174.65%
5 Year Est. Return
+213.13%
10 Year Est. Return
+910.08%
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
DSX icon
5251
Diana Shipping
DSX
$335M
-25,578
Closed -$110K
EAT icon
5252
CALL
Brinker International
EAT
$10.8B
-11,500
Closed -$439K
EBAY icon
5253
CALL
eBay
EBAY
$47.4B
-11,800
Closed -$676K
EC icon
5254
Ecopetrol
EC
$35.4B
-160,330
Closed -$2.98M
EDU icon
5255
PUT
New Oriental
EDU
$9.01B
-20,000
Closed -$230K
EFC
5256
Ellington Financial
EFC
$1.75B
-48,469
Closed -$860K
EFSC icon
5257
Enterprise Financial Services Corp
EFSC
$2.3B
-4,463
Closed -$211K
EFX icon
5258
PUT
Equifax
EFX
$22.9B
-10,000
Closed -$2.37M
EG icon
5259
CALL
Everest Group
EG
$14.5B
-10,000
Closed -$3.01M
EGP icon
5260
CALL
EastGroup Properties
EGP
$10.9B
-1,100
Closed -$224K
EHTH icon
5261
PUT
eHealth
EHTH
$39.7M
-28,000
Closed -$347K
EIX icon
5262
CALL
Edison International
EIX
$28.2B
-39,900
Closed -$2.8M
ELTX icon
5263
Elicio Therapeutics
ELTX
$78.3M
-7,601
Closed -$161K
ELV icon
5264
CALL
Elevance Health
ELV
$87B
-7,600
Closed -$3.73M
ELV icon
5265
PUT
Elevance Health
ELV
$87B
-2,500
Closed -$1.23M
EMN icon
5266
PUT
Eastman Chemical
EMN
$8.36B
-3,500
Closed -$392K
ENTG icon
5267
CALL
Entegris
ENTG
$20.9B
-26,700
Closed -$3.5M
EOSE icon
5268
Eos Energy Enterprises
EOSE
$1.26B
-108,372
Closed -$453K
VMRK
5269
CALL
Vivmark Residential
VMRK
$25.4B
-57,800
Closed -$5.2M
ERIE icon
5270
CALL
Erie Indemnity
ERIE
$14B
-5,000
Closed -$881K
ESNT icon
5271
Essent Group
ESNT
$6.18B
-94,427
Closed -$3.89M
ESRT icon
5272
Empire State Realty Trust
ESRT
$836M
-72,676
Closed -$714K
ESS icon
5273
CALL
Essex Property Trust
ESS
$18.6B
-20,000
Closed -$6.91M
ESTA icon
5274
Establishment Labs
ESTA
$2.17B
-10,716
Closed -$722K
ETR icon
5275
Entergy
ETR
$48.9B
-160,382
Closed -$9.43M

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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.