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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
JCI icon
5376
PUT
Johnson Controls International
JCI
$86.7B
-13,800
Closed -$905K
JEF icon
5377
Jefferies Financial Group
JEF
$12.1B
-10,668
Closed -$335K
JNK icon
5378
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$6.66B
-231,748
Closed -$23.8M
KAI icon
5379
CALL
Kadant
KAI
$3.7B
-10,000
Closed -$1.94M
KALA icon
5380
KALA BIO
KALA
$15.9M
-12
Closed -$41K
KALU icon
5381
Kaiser Aluminum
KALU
$2.52B
-7,040
Closed -$663K
KBE icon
5382
State Street SPDR S&P Bank ETF
KBE
$1.7B
-27,100
Closed -$1.42M
KEP icon
5383
Korea Electric Power
KEP
$14.5B
-39,091
Closed -$364K
TBHC
5384
CALL
DELISTED
The Brand House Collective
TBHC
-30,000
Closed -$279K
TBHC
5385
DELISTED
The Brand House Collective
TBHC
-82,561
Closed -$767K
TBHC
5386
PUT
DELISTED
The Brand House Collective
TBHC
-10,200
Closed -$95K
KLXE icon
5387
KLX Energy Services
KLXE
$35.9M
-126,869
Closed -$656K
KRE icon
5388
State Street SPDR S&P Regional Banking ETF
KRE
$4.07B
-64,100
Closed -$4.42M
KRNT icon
5389
CALL
Kornit Digital
KRNT
$721M
-29,300
Closed -$2.42M
KRO icon
5390
KRONOS Worldwide
KRO
$944M
-11,261
Closed -$175K
KZR
5391
DELISTED
Kezar Life Sciences
KZR
-9,502
Closed -$1.58M
MZTI
5392
The Marzetti Company
MZTI
$3.06B
-4,662
Closed -$695K
LAZR
5393
DELISTED
Luminar Technologies
LAZR
-1,784
Closed -$418K
LCID icon
5394
PUT
Lucid Motors
LCID
$2.17B
-153,000
Closed -$38.9M
LDOS icon
5395
PUT
Leidos
LDOS
$17.7B
-27,700
Closed -$2.99M
LEG icon
5396
Leggett & Platt
LEG
$1.29B
-447,545
Closed -$15.6M
LEN.B icon
5397
Lennar Class B
LEN.B
$20.6B
-18,201
Closed -$1.18M
LFMD icon
5398
LifeMD
LFMD
$160M
-12,776
Closed -$45K
LGO
5399
Largo
LGO
$76.7M
-29,700
Closed -$376K
LH icon
5400
CALL
Labcorp
LH
$27.3B
-11,640
Closed -$2.64M

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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.