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 | |
|---|---|---|---|---|---|---|
26
CALL
Alphabet (Google) Class C
GOOG
$4.18T
| $330M | 0.45% |
6,298,000
+974,000
| +18% | +$49.6M |
|
27
PUT
Amazon
AMZN
$2.79T
| $317M | 0.44% |
5,420,000
-900,000
| -14% | -$49.5M |
|
28
Intercontinental Exchange
ICE
$90.5B
| $316M | 0.43% |
4,475,033
+1,189,853
| +36% | +$81.7M |
|
29
State Street SPDR S&P 500 ETF Trust
SPY
$809B
| $315M | 0.43% |
1,179,548
-560,553
| -32% | -$146M |
|
|
MON
30
DELISTED
Monsanto Co
MON
| $309M | 0.43% |
2,644,176
+2,094,205
| +381% | +$249M |
|
31
Broadcom
AVGO
$1.75T
| $308M | 0.42% |
11,977,800
+7,992,890
| +201% | +$208M |
|
|
32
PUT
Meta Platforms (Facebook)
META
$1.4T
| $302M | 0.42% |
1,710,600
+600,600
| +54% | +$106M |
|
33
Colgate-Palmolive
CL
$72.6B
| $295M | 0.41% |
3,911,822
+1,395,159
| +55% | +$102M |
|
|
34
PUT
Alibaba
BABA
$286B
| $286M | 0.39% |
1,661,400
+279,400
| +20% | +$50.1M |
|
|
LSXMK
35
DELISTED
Liberty Media Corporation Series C Liberty SiriusXM Common Stock
LSXMK
| $286M | 0.39% |
9,472,424
+803,850
| +9% | +$25.5M |
|
36
RTX Corp
RTX
$283B
| $281M | 0.39% |
3,495,334
+1,638,421
| +88% | +$124M |
|
37
Bristol-Myers Squibb
BMY
$137B
| $280M | 0.39% |
4,565,115
+2,167,865
| +90% | +$136M |
|
38
Dollar Tree
DLTR
$25.3B
| $277M | 0.38% |
2,577,805
+380,337
| +17% | +$37.2M |
|
|
APC
39
DELISTED
Anadarko Petroleum
APC
| $272M | 0.37% |
5,072,561
-455,910
| -8% | -$22.4M |
|
40
American Tower
AMT
$81.9B
| $271M | 0.37% |
1,899,846
+930,639
| +96% | +$133M |
|
41
Walmart Inc
WMT
$825B
| $268M | 0.37% |
8,145,240
-1,682,730
| -17% | -$51.5M |
|
42
PUT
Boeing
BA
$169B
| $267M | 0.37% |
903,800
+499,300
| +123% | +$135M |
|
|
43
PUT
Alphabet (Google) Class C
GOOG
$4.18T
| $263M | 0.36% |
5,020,000
-400,000
| -7% | -$20.4M |
|
44
McDonald's
MCD
$192B
| $258M | 0.35% |
1,497,001
-742,888
| -33% | -$125M |
|
45
Agilent Technologies
A
$44.9B
| $257M | 0.35% |
3,839,348
-72,203
| -2% | -$4.87M |
|
46
Cigna
CI
$73.3B
| $242M | 0.33% |
1,190,256
+535,431
| +82% | +$107M |
|
47
Microsoft
MSFT
$3.59T
| $239M | 0.33% |
2,797,743
+1,801,091
| +181% | +$148M |
|
48
PayPal
PYPL
$52.7B
| $239M | 0.33% |
3,240,598
-528,774
| -14% | -$38.2M |
|
49
PG&E
PCG
$38.8B
| $235M | 0.32% |
5,247,785
+3,330,839
| +174% | +$187M |
|
50
Herbalife
HLF
$1.33B
| $234M | 0.32% |
6,918,476
+1,417,544
| +26% | +$49.7M |
|
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.