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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
IAG icon
5351
IAMGOLD
IAG
$12.3B
-10,801
Closed -$38K
IDYA icon
5352
IDEAYA Biosciences
IDYA
$3.77B
-24,590
Closed -$275K
IDXX icon
5353
CALL
Idexx Laboratories
IDXX
$44.2B
-29,000
Closed -$15.9M
IFF icon
5354
CALL
International Flavors & Fragrances
IFF
$21.9B
-40,000
Closed -$5.25M
IFRX icon
5355
InflaRx
IFRX
$302M
-23,161
Closed -$42K
IHS icon
5356
IHS Holding
IHS
$2.84B
-30,270
Closed -$335K
ILPT
5357
Industrial Logistics Properties Trust
ILPT
$561M
-68,930
Closed -$1.56M
IMO icon
5358
PUT
Imperial Oil
IMO
$66.2B
-100,000
Closed -$4.84M
IMRX icon
5359
Immuneering
IMRX
$333M
-70,127
Closed -$454K
INCY icon
5360
PUT
Incyte
INCY
$25.8B
-3,800
Closed -$302K
INGR icon
5361
Ingredion
INGR
$6.75B
-73,176
Closed -$6.38M
INMD icon
5362
PUT
InMode
INMD
$868M
-54,000
Closed -$1.99M
INSP icon
5363
PUT
Inspire Medical Systems
INSP
$1.79B
-10,000
Closed -$2.57M
IPSC icon
5364
Century Therapeutics
IPSC
$378M
-22,437
Closed -$282K
IR icon
5365
Ingersoll Rand
IR
$31.5B
-154,420
Closed -$7.78M
IRMD icon
5366
iRadimed
IRMD
$1.11B
-11,620
Closed -$521K
ITRN icon
5367
Ituran Location and Control
ITRN
$1.01B
-16,563
Closed -$381K
ITUB icon
5368
Itaú Unibanco
ITUB
$82.6B
-1,575,344
Closed -$7M
ITW icon
5369
CALL
Illinois Tool Works
ITW
$81.1B
-4,100
Closed -$859K
ITW icon
5370
Illinois Tool Works
ITW
$81.1B
-20,129
Closed -$4.21M
IVR icon
5371
CALL
Invesco Mortgage Capital
IVR
$805M
-5,000
Closed -$114K
J icon
5372
Jacobs Solutions
J
$17.6B
-6,777
Closed -$773K
JANX icon
5373
Janux Therapeutics
JANX
$1.08B
-11,480
Closed -$165K
JBI icon
5374
Janus International
JBI
$701M
-162,523
Closed -$1.46M
JBLU icon
5375
JetBlue
JBLU
$1.84B
-715,562
Closed -$10.7M

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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.