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 |
Comcast
CMCSA
|
+$354M |
| 2 |
Wells Fargo
WFC
|
+$274M |
| 3 |
IBM
IBM
|
+$266M |
| 4 |
Qualcomm
QCOM
|
+$257M |
| 5 |
Mondelez International
MDLZ
|
+$224M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Gilead Sciences
GILD
|
+$356M |
| 2 |
PayPal
PYPL
|
+$290M |
| 3 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$261M |
| 4 |
NVIDIA
NVDA
|
+$248M |
| 5 |
AABA
Altaba Inc
AABA
|
+$245M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 14.31% |
| 2 | Healthcare | 10.66% |
| 3 | Consumer Discretionary | 10.29% |
| 4 | Communication Services | 8.78% |
| 5 | Financials | 8.21% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
101
RTX Corp
RTX
$283B
| $136M | 0.21% |
1,856,913
-410,703
| -18% | -$30.4M |
|
102
Berkshire Hathaway Class B
BRK.B
$1.06T
| $135M | 0.21% |
734,471
-425,378
| -37% | -$75.2M |
|
103
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$17.8B
| $133M | 0.2% |
1,501,583
+158,000
| +12% | +$13.9M |
|
104
American Tower
AMT
$81.9B
| $132M | 0.2% |
969,207
+303,524
| +46% | +$42.3M |
|
105
XPO
XPO
$23.2B
| $132M | 0.2% |
5,633,112
+1,816,053
| +48% | +$38M |
|
106
Phillips 66
PSX
$96.9B
| $132M | 0.2% |
1,436,333
-458,862
| -24% | -$38.9M |
|
107
PUT
GE Aerospace
GE
$361B
| $131M | 0.2% |
1,131,595
+798,278
| +239% | +$96.5M |
|
108
Bank of America
BAC
$431B
| $131M | 0.2% |
5,167,790
+969,102
| +23% | +$23.5M |
|
109
PG&E
PCG
$38.8B
| $131M | 0.2% |
1,916,946
+851,028
| +80% | +$58.3M |
|
110
EQT Corp
EQT
$33.6B
| $130M | 0.2% |
3,662,091
-1,120,849
| -23% | -$38.1M |
|
|
PPLI
111
People Inc
PPLI
$2.86B
| $130M | 0.2% |
6,176,759
-153,857
| -2% | -$2.99M |
|
112
CALL
AutoZone
AZO
$48.3B
| $127M | 0.2% |
214,200
+35,500
| +20% | +$18.9M |
|
113
Ashland
ASH
$3.33B
| $126M | 0.19% |
1,927,253
+1,077,110
| +127% | +$68.6M |
|
|
EA
114
DELISTED
Electronic Arts
EA
| $126M | 0.19% |
1,065,501
-665,942
| -38% | -$77.1M |
|
115
PUT
Citigroup
C
$221B
| $126M | 0.19% |
1,727,400
+376,700
| +28% | +$25.7M |
|
116
Fortive
FTV
$18.1B
| $126M | 0.19% |
2,812,020
+415,350
| +17% | +$17.3M |
|
117
CALL
Netflix
NFLX
$331B
| $124M | 0.19% |
6,850,000
+1,690,000
| +33% | +$29.5M |
|
118
Eli Lilly
LLY
$1.12T
| $123M | 0.19% |
1,439,347
-990,033
| -41% | -$81.2M |
|
119
Procter & Gamble
PG
$336B
| $123M | 0.19% |
1,349,255
-655,655
| -33% | -$59.7M |
|
120
Cigna
CI
$73.3B
| $122M | 0.19% |
654,825
-362,515
| -36% | -$64.5M |
|
121
Genpact
G
$6.24B
| $122M | 0.19% |
4,254,572
+73,823
| +2% | +$2.1M |
|
122
CALL
JPMorgan Chase
JPM
$935B
| $122M | 0.19% |
1,277,200
-331,100
| -21% | -$30.5M |
|
123
Owens Corning
OC
$11.7B
| $121M | 0.19% |
1,567,124
+22,504
| +1% | +$1.57M |
|
124
Union Pacific
UNP
$183B
| $119M | 0.18% |
1,028,161
-887,740
| -46% | -$95.2M |
|
|
GXP
125
DELISTED
Great Plains Energy Incorporated
GXP
| $119M | 0.18% |
3,928,685
+2,064,856
| +111% | +$63.2M |
|
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David Shaw's Q3 2017 Portfolio in Review
As of Q3 2017, David Shaw held 3,794 positions worth $65.1B, up 7.7% from $60.5B the previous quarter. Its ten largest holdings account for 9.6% of the portfolio.
David Shaw's Q3 2017 filing shows 469 new, 1,367 increased, 1,237 reduced and 370 closed positions. Its largest new stake was Baker Hughes: 3,076,914 shares worth $113M. The largest sale was Gilead Sciences, an estimated $356M.
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.
- David Shaw's largest Q3 2017 buy was Baker Hughes: 3,076,914 shares worth $113M.
- David Shaw added most to Comcast in Q3 2017, an estimated $354M increase.
- David Shaw's biggest Q3 2017 reduction was Gilead Sciences, cutting an estimated $356M.
- David Shaw fully exited Mobileye N.V. in Q3 2017, selling an estimated $72.4M.
- David Shaw's ten largest holdings make up 9.6% of its $65.1B portfolio in Q3 2017.
- David Shaw opened 469 new positions and closed 370 in Q3 2017.
- David Shaw's portfolio value rose 7.7% quarter-over-quarter to $65.1B.
Based on D.E. Shaw & Co's 13F filing for Q3 2017, filed 14 Nov 2017.