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 | |
|---|---|---|---|---|---|---|
126
Canadian Pacific Kansas City
CP
$85B
| $130M | 0.18% |
3,553,835
-1,272,220
| -26% | -$44.3M |
|
127
Amdocs
DOX
$6.41B
| $129M | 0.18% |
1,965,759
+812,424
| +70% | +$52.7M |
|
128
Kimberly-Clark
KMB
$36.4B
| $128M | 0.18% |
1,063,947
+349,131
| +49% | +$40.7M |
|
|
CTXS
129
DELISTED
Citrix Systems Inc
CTXS
| $127M | 0.18% |
1,446,004
+711,969
| +97% | +$60.3M |
|
130
EQT Corp
EQT
$33.6B
| $127M | 0.18% |
4,104,769
+442,678
| +12% | +$14.5M |
|
|
131
CALL
Netflix
NFLX
$331B
| $127M | 0.17% |
6,616,000
-234,000
| -3% | -$4.51M |
|
132
Walt Disney
DIS
$186B
| $127M | 0.17% |
1,178,754
+373,161
| +46% | +$38.4M |
|
133
Ashland
ASH
$3.33B
| $126M | 0.17% |
1,774,156
-153,097
| -8% | -$10.6M |
|
134
PUT
JPMorgan Chase
JPM
$935B
| $126M | 0.17% |
1,176,700
-27,500
| -2% | -$2.78M |
|
135
Alcoa
AA
$13.7B
| $126M | 0.17% |
2,329,876
+135,039
| +6% | +$6.18M |
|
|
136
CALL
Meta Platforms (Facebook)
META
$1.4T
| $125M | 0.17% |
710,000
-110,000
| -13% | -$19.4M |
|
|
EA
137
DELISTED
Electronic Arts
EA
| $124M | 0.17% |
1,177,474
+111,973
| +11% | +$12.4M |
|
138
Synopsys
SNPS
$76.2B
| $124M | 0.17% |
1,448,947
+200,134
| +16% | +$17.3M |
|
139
Genpact
G
$6.24B
| $123M | 0.17% |
3,882,107
-372,465
| -9% | -$11.5M |
|
140
PUT
Chipotle Mexican Grill
CMG
$46.7B
| $122M | 0.17% |
21,190,000
+3,155,000
| +17% | +$18.8M |
|
141
Molson Coors Class B
TAP
$8.01B
| $122M | 0.17% |
1,492,061
+885,952
| +146% | +$71.7M |
|
142
PUT
Micron Technology
MU
$1.09T
| $122M | 0.17% |
2,960,800
+257,300
| +10% | +$11.1M |
|
143
Gilead Sciences
GILD
$181B
| $121M | 0.17% |
1,686,633
-1,043,704
| -38% | -$79.3M |
|
144
Trane Technologies
TT
$99.8B
| $121M | 0.17% |
1,353,732
+690,341
| +104% | +$60.8M |
|
145
Vanguard Real Estate ETF
VNQ
$39.1B
| $121M | 0.17% |
1,454,625
+28,000
| +2% | +$2.35M |
|
146
PUT
Goldman Sachs
GS
$303B
| $120M | 0.17% |
472,900
+59,600
| +14% | +$14.6M |
|
|
ETFC
147
DELISTED
E*Trade Financial Corporation
ETFC
| $119M | 0.16% |
2,396,293
+637,203
| +36% | +$29.2M |
|
|
KSU
148
DELISTED
Kansas City Southern
KSU
| $118M | 0.16% |
1,124,469
+260,972
| +30% | +$27.8M |
|
149
Eli Lilly
LLY
$1.12T
| $118M | 0.16% |
1,395,899
-43,448
| -3% | -$3.7M |
|
150
Healthpeak Properties
DOC
$14.8B
| $118M | 0.16% |
4,505,475
+2,018,393
| +81% | +$53.5M |
|
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.