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 | |
|---|---|---|---|---|---|---|
|
VMW
76
DELISTED
VMware, Inc
VMW
| $180M | 0.25% |
1,435,271
+143,548
| +11% | +$17.2M |
|
|
EXAS
77
DELISTED
Exact Sciences
EXAS
| $178M | 0.25% |
3,396,403
-686,815
| -17% | -$36.7M |
|
78
Lowe's Companies
LOW
$121B
| $177M | 0.24% |
1,903,339
+890,350
| +88% | +$73.6M |
|
79
Amazon
AMZN
$2.79T
| $176M | 0.24% |
3,012,160
+57,140
| +2% | +$3.14M |
|
80
Mondelez International
MDLZ
$82.3B
| $170M | 0.23% |
3,964,919
-3,610,108
| -48% | -$152M |
|
81
Kraft Heinz
KHC
$30.3B
| $169M | 0.23% |
2,179,751
+368,848
| +20% | +$29M |
|
82
Phillips 66
PSX
$96.9B
| $169M | 0.23% |
1,671,339
+235,006
| +16% | +$22.3M |
|
83
EOG Resources
EOG
$80.3B
| $169M | 0.23% |
1,563,572
+506,573
| +48% | +$51M |
|
|
GXP
84
DELISTED
Great Plains Energy Incorporated
GXP
| $168M | 0.23% |
5,204,390
+1,275,705
| +32% | +$42M |
|
|
FL
85
DELISTED
Foot Locker
FL
| $167M | 0.23% |
3,570,488
+2,385,007
| +201% | +$89M |
|
86
PUT
Gilead Sciences
GILD
$181B
| $163M | 0.23% |
2,280,600
+416,200
| +22% | +$31.6M |
|
87
Myriad Genetics
MYGN
$306M
| $163M | 0.23% |
4,756,589
-109,314
| -2% | -$3.69M |
|
88
Aramark
ARMK
$15.8B
| $161M | 0.22% |
5,202,460
-357,300
| -6% | -$10.9M |
|
|
X
89
DELISTED
US Steel
X
| $157M | 0.22% |
4,451,543
+2,579,446
| +138% | +$75M |
|
90
Danaher
DHR
$154B
| $155M | 0.21% |
1,889,476
+98,053
| +5% | +$7.97M |
|
91
Lamb Weston
LW
$7.38B
| $155M | 0.21% |
2,748,011
-181,924
| -6% | -$9.59M |
|
92
Automatic Data Processing
ADP
$112B
| $154M | 0.21% |
1,317,577
+675,926
| +105% | +$77.3M |
|
93
Wells Fargo
WFC
$254B
| $152M | 0.21% |
2,512,950
-2,982,832
| -54% | -$168M |
|
|
CLGX
94
DELISTED
Corelogic, Inc.
CLGX
| $152M | 0.21% |
3,293,231
+222,598
| +7% | +$10.3M |
|
95
Baker Hughes
BKR
$61.9B
| $152M | 0.21% |
4,802,738
+1,725,824
| +56% | +$55.4M |
|
96
Biogen
BIIB
$32B
| $152M | 0.21% |
476,138
-133,795
| -22% | -$42.9M |
|
|
AGN
97
PUT
DELISTED
Allergan plc
AGN
| $151M | 0.21% |
922,700
+637,900
| +224% | +$114M |
|
98
Yelp
YELP
$1.27B
| $150M | 0.21% |
3,584,348
+1,063,144
| +42% | +$47.3M |
|
99
DXC Technology
DXC
$1.73B
| $149M | 0.21% |
1,815,167
+593,710
| +49% | +$47.9M |
|
100
eBay
EBAY
$46.3B
| $148M | 0.2% |
3,929,779
-1,690,823
| -30% | -$62.8M |
|
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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.