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 | |
|---|---|---|---|---|---|---|
|
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
$13.4B
| $7.24M | 0.01% |
462,240
-3,187,888
| -87% | -$48.6M |
|
1204
Prologis
PLD
$135B
| $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
$1.74B
| $7.22M | 0.01% |
847,029
-334,323
| -28% | -$3.05M |
|
1207
Magnachip Semiconductor
MX
$119M
| $7.22M | 0.01% |
725,246
-99,023
| -12% | -$1.12M |
|
1208
Plains GP Holdings
PAGP
$5.39B
| $7.21M | 0.01% |
328,638
+74,983
| +30% | +$1.58M |
|
1209
CALL
PepsiCo
PEP
$195B
| $7.21M | 0.01% |
60,100
-6,700
| -10% | -$765K |
|
1210
AB InBev
BUD
$155B
| $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
$787M
| $7.19M | 0.01% |
439,222
-336
| -0.1% | -$5.88K |
|
|
TBI
1213
Trueblue
TBI
$324M
| $7.18M | 0.01% |
261,227
+15,620
| +6% | +$414K |
|
1214
MidCap Financial Investment
MFIC
$797M
| $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
$54.3B
| $7.15M | 0.01% |
+341,822
| New | +$7.25M |
|
1217
PUT
lululemon athletica
LULU
$13.5B
| $7.15M | 0.01% |
91,000
-10,000
| -10% | -$667K |
|
1218
Invesco
IVZ
$14.4B
| $7.14M | 0.01% |
+195,429
| New | +$7.07M |
|
1219
CALL
Polaris
PII
$3.58B
| $7.13M | 0.01% |
+57,500
| New | +$6.82M |
|
1220
CALL
Thor Industries
THO
$4.09B
| $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 |
|
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.