D.E. Shaw & Co Portfolio holdings
D. E. Shaw & Co., L.P., founded in 1988 by David E. Shaw, a former Columbia University computer science professor, is a New York City-based global investment management firm renowned for pioneering quantitative investing, managing over $70 billion in assets as of late 2024. Starting with $28 million from Paloma Partners and private investors, the firm employs sophisticated mathematical models and proprietary algorithms—initially developed by a team of scientists and programmers—to exploit market anomalies across public and private markets, including equities, fixed income, and alternatives. Headquartered above a Greenwich Village bookstore in its early days, it now boasts over 2,500 employees across offices in North America, Europe, and Asia, led by a seven-member Executive Committee since Shaw stepped back in 2001 to focus on D. E. Shaw Research. Despite setbacks like the 1998 Russia debt crisis and the 2008 financial downturn, the firm has maintained a reputation for analytical rigor, risk management, and innovation, balancing its computational roots with discretionary strategies.
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
GE Aerospace
GE
|
+$570M |
| 2 |
Meta Platforms (Facebook)
META
|
+$469M |
| 3 |
TWX
Time Warner Inc
TWX
|
+$342M |
| 4 |
Merck
MRK
|
+$322M |
| 5 |
MON
Monsanto Co
MON
|
+$249M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Apple
AAPL
|
+$434M |
| 2 |
Netflix
NFLX
|
+$301M |
| 3 |
Alibaba
BABA
|
+$245M |
| 4 |
Verizon
VZ
|
+$235M |
| 5 |
Tesla
TSLA
|
+$230M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 13.27% |
| 2 | Healthcare | 11.28% |
| 3 | Consumer Discretionary | 8.99% |
| 4 | Communication Services | 8.03% |
| 5 | Industrials | 7.4% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
MRO
1201
PUT
DELISTED
Marathon Oil Corporation
MRO
| $7.27M | 0.01% |
429,300
-120,900
| -22% | -$1.8M |
|
|
ELGX
1202
DELISTED
Endologix Inc
ELGX
| $7.25M | 0.01% |
135,469
+13,024
| +11% | +$688K |
|
|
SGI
1203
Somnigroup International
SGI
$15.3B
| $7.24M | 0.01% |
462,240
-3,187,888
| -87% | -$48.6M |
|
1204
Prologis
PLD
$137B
| $7.24M | 0.01% |
112,272
+12,694
| +13% | +$829K |
|
|
BLUE
1205
PUT
DELISTED
bluebird bio
BLUE
| $7.23M | 0.01% |
3,134
+1,320
| +73% | +$2.68M |
|
1206
Photronics
PLAB
$1.76B
| $7.22M | 0.01% |
847,029
-334,323
| -28% | -$3.05M |
|
1207
Magnachip Semiconductor
MX
$126M
| $7.22M | 0.01% |
725,246
-99,023
| -12% | -$1.12M |
|
1208
Plains GP Holdings
PAGP
$5.16B
| $7.21M | 0.01% |
328,638
+74,983
| +30% | +$1.58M |
|
1209
CALL
PepsiCo
PEP
$191B
| $7.21M | 0.01% |
60,100
-6,700
| -10% | -$765K |
|
1210
AB InBev
BUD
$156B
| $7.19M | 0.01% |
64,459
-29,306
| -31% | -$3.45M |
|
|
ANSS
1211
DELISTED
Ansys
ANSS
| $7.19M | 0.01% |
48,694
+15,292
| +46% | +$2.16M |
|
1212
Alpha and Omega Semiconductor
AOSL
$922M
| $7.19M | 0.01% |
439,222
-336
| -0.1% | -$5.88K |
|
|
TBI
1213
Trueblue
TBI
$237M
| $7.18M | 0.01% |
261,227
+15,620
| +6% | +$414K |
|
1214
MidCap Financial Investment
MFIC
$790M
| $7.17M | 0.01% |
422,134
+51,928
| +14% | +$931K |
|
|
TIVO
1215
DELISTED
Tivo Inc
TIVO
| $7.16M | 0.01% |
459,256
+115,730
| +34% | +$2M |
|
1216
Ciena
CIEN
$53.4B
| $7.15M | 0.01% |
+341,822
| New | +$7.25M |
|
1217
PUT
lululemon athletica
LULU
$13.4B
| $7.15M | 0.01% |
91,000
-10,000
| -10% | -$667K |
|
1218
Invesco
IVZ
$13.3B
| $7.14M | 0.01% |
+195,429
| New | +$7.07M |
|
1219
CALL
Polaris
PII
$4.25B
| $7.13M | 0.01% |
+57,500
| New | +$6.82M |
|
1220
CALL
Thor Industries
THO
$3.98B
| $7.07M | 0.01% |
46,900
| – | – |
|
|
COHR
1221
CALL
DELISTED
Coherent Inc
COHR
| $7.06M | 0.01% |
25,000
-9,500
| -28% | -$2.65M |
|
|
RPAI
1222
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
| $7.05M | 0.01% |
524,861
-172,362
| -25% | -$2.24M |
|
|
QCP
1223
DELISTED
Quality Care Properties, Inc.
QCP
| $7.05M | 0.01% |
510,761
+38,364
| +8% | +$586K |
|
|
SCG
1224
DELISTED
Scana
SCG
| $7.04M | 0.01% |
176,956
+3,910
| +2% | +$175K |
|
1225
BGC Group
BGC
$5.65B
| $7.03M | 0.01% |
723,657
+491,009
| +211% | +$4.96M |
|
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D.E. Shaw & Co's Q4 2017 Portfolio in Review
As of Q4 2017, D.E. Shaw & Co held 3,940 positions worth $72.6B, up 12% from $65.1B the previous quarter. Its ten largest holdings account for 9.5% of the portfolio.
D.E. Shaw & Co deployed $3.73B of net new capital in Q4 2017, opening 507 new positions and adding to 1,441 existing holdings. Its largest new stake was iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019: 3,178,870 shares worth $88.8M.
By sector, the portfolio is most concentrated in Technology at 13% of assets, down from 14% a quarter earlier, followed by Healthcare and Consumer Discretionary.
On the sell side, the largest reduction was Apple, an estimated $434M trimmed.
- D.E. Shaw & Co's largest Q4 2017 buy was iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019: 3,178,870 shares worth $88.8M.
- D.E. Shaw & Co added most to GE Aerospace in Q4 2017, an estimated $570M increase.
- D.E. Shaw & Co's biggest Q4 2017 reduction was Apple, cutting an estimated $434M.
- D.E. Shaw & Co fully exited Tesla in Q4 2017, selling an estimated $230M.
- D.E. Shaw & Co's ten largest holdings make up 9.5% of its $72.6B portfolio in Q4 2017.
- D.E. Shaw & Co opened 507 new positions and closed 394 in Q4 2017.
- D.E. Shaw & Co's portfolio value rose 12% quarter-over-quarter to $72.6B.
Based on D.E. Shaw & Co's 13F filing for Q4 2017, filed 14 Feb 2018.