David Shaw D.E. Shaw & Co
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.
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 | 13.95% |
| 2 | Healthcare | 11.57% |
| 3 | Consumer Discretionary | 9.23% |
| 4 | Communication Services | 8.8% |
| 5 | Industrials | 7.49% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
SPPI
426
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
| $37.7M | 0.05% |
1,988,477
-860,691
| -30% | -$15.6M |
|
|
427
PUT
Tesla
TSLA
$1.43T
| $37.4M | 0.05% |
1,801,500
-295,500
| -14% | -$6.43M |
|
428
PUT
Target
TGT
$75.1B
| $37.3M | 0.05% |
571,300
-99,000
| -15% | -$5.98M |
|
429
Keurig Dr Pepper
KDP
$43.6B
| $37.1M | 0.05% |
382,182
-116,878
| -23% | -$10.5M |
|
430
CALL
Chipotle Mexican Grill
CMG
$46.7B
| $36.7M | 0.05% |
6,350,000
+115,000
| +2% | +$686K |
|
431
Duke Energy
DUK
$93.4B
| $36.6M | 0.05% |
434,629
+370,175
| +574% | +$32.3M |
|
432
Zimmer Biomet
ZBH
$19.3B
| $36.5M | 0.05% |
311,781
+85,605
| +38% | +$9.68M |
|
433
CALL
Visa
V
$693B
| $36.5M | 0.05% |
320,000
+160,000
| +100% | +$17.7M |
|
434
CALL
Caterpillar
CAT
$381B
| $36M | 0.05% |
228,600
-217,800
| -49% | -$30.2M |
|
|
TWTR
435
PUT
DELISTED
Twitter, Inc.
TWTR
| $36M | 0.05% |
1,500,000
-255,800
| -15% | -$5.25M |
|
436
CALL
Pfizer
PFE
$160B
| $36M | 0.05% |
1,047,676
-19,815
| -2% | -$676K |
|
437
Essent Group
ESNT
$6.12B
| $35.8M | 0.05% |
824,996
-101,353
| -11% | -$4.42M |
|
438
PUT
Applied Materials
AMAT
$391B
| $35.6M | 0.05% |
696,800
+195,500
| +39% | +$10.6M |
|
439
PUT
Advanced Micro Devices
AMD
$773B
| $35.5M | 0.05% |
3,451,200
-1,253,500
| -27% | -$14.6M |
|
440
Cimpress
CMPR
$2.13B
| $35.4M | 0.05% |
295,056
+29,926
| +11% | +$3.43M |
|
|
FOLD
441
DELISTED
Amicus Therapeutics
FOLD
| $35.3M | 0.05% |
2,456,213
-2,049,287
| -45% | -$28.2M |
|
442
Brookdale Senior Living
BKD
$2.82B
| $35.3M | 0.05% |
3,640,346
+961,447
| +36% | +$9.8M |
|
443
CALL
Morgan Stanley
MS
$336B
| $35.3M | 0.05% |
672,200
-2,300
| -0.3% | -$116K |
|
|
DLPH
444
DELISTED
Delphi Technologies PLC Ordinary Shares
DLPH
| $35M | 0.05% |
+666,389
| New | +$34.6M |
|
445
CoreCivic
CXW
$3.36B
| $34.9M | 0.05% |
1,552,176
+243,788
| +19% | +$5.86M |
|
446
Gildan
GIL
$10.4B
| $34.8M | 0.05% |
1,079,521
+240,068
| +29% | +$7.49M |
|
447
LPL Financial
LPLA
$28.5B
| $34.8M | 0.05% |
609,281
+194,170
| +47% | +$10.2M |
|
448
Alnylam Pharmaceuticals
ALNY
$31.6B
| $34.6M | 0.05% |
272,720
-709,734
| -72% | -$89.2M |
|
|
SINA
449
DELISTED
Sina Corp
SINA
| $34.6M | 0.05% |
344,560
+176,564
| +105% | +$18.8M |
|
450
Madison Square Garden
MSGS
$9.78B
| $34.5M | 0.05% |
229,270
-22,819
| -9% | -$3.52M |
|
Similar funds
David Shaw's Q4 2017 Portfolio in Review
As of Q4 2017, David Shaw 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.
David Shaw 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 14% 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.
- David Shaw'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.
- David Shaw added most to GE Aerospace in Q4 2017, an estimated $570M increase.
- David Shaw's biggest Q4 2017 reduction was Apple, cutting an estimated $434M.
- David Shaw fully exited Tesla in Q4 2017, selling an estimated $230M.
- David Shaw's ten largest holdings make up 9.5% of its $72.6B portfolio in Q4 2017.
- David Shaw opened 507 new positions and closed 394 in Q4 2017.
- David Shaw'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.