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 | |
|---|---|---|---|---|---|---|
|
GHDX
1601
DELISTED
Genomic Health, Inc.
GHDX
| $4.01M | 0.01% |
117,289
+18,516
| +19% | +$590K |
|
1602
Graham Holdings Company
GHC
$4.99B
| $4.01M | 0.01% |
7,180
+1,161
| +19% | +$658K |
|
1603
CALL
Chemours
CC
$2.37B
| $4M | 0.01% |
80,000
-30,000
| -27% | -$1.57M |
|
1604
Ionis Pharmaceuticals
IONS
$10.6B
| $4M | 0.01% |
79,485
+12,917
| +19% | +$708K |
|
1605
CALL
Ubiquiti
UI
$34.9B
| $4M | 0.01% |
56,300
+10,000
| +22% | +$640K |
|
1606
CALL
Monolithic Power Systems
MPWR
$64.1B
| $3.99M | 0.01% |
+35,500
| New | +$4.12M |
|
|
SINA
1607
CALL
DELISTED
Sina Corp
SINA
| $3.98M | 0.01% |
39,700
-7,200
| -15% | -$768K |
|
1608
Clearwater Paper
CLW
$351M
| $3.97M | 0.01% |
87,358
+39,682
| +83% | +$1.8M |
|
1609
Koppers
KOP
$872M
| $3.96M | 0.01% |
77,880
+5,971
| +8% | +$291K |
|
|
DYN
1610
DELISTED
Dynegy, Inc.
DYN
| $3.94M | 0.01% |
332,874
-1,059,929
| -76% | -$11.8M |
|
1611
Stagwell
STGW
$2.13B
| $3.94M | 0.01% |
403,977
+19,109
| +5% | +$210K |
|
1612
PUT
Allegiant Air
ALGT
$2.25B
| $3.92M | 0.01% |
25,300
| – | – |
|
1613
PUT
Moody's
MCO
$88.9B
| $3.91M | 0.01% |
26,500
+11,200
| +73% | +$1.64M |
|
1614
iShares Russell 2000 ETF
IWM
$81.7B
| $3.91M | 0.01% |
25,634
+732
| +3% | +$110K |
|
1615
Radware
RDWR
$1.17B
| $3.9M | 0.01% |
201,070
-57,356
| -22% | -$1.09M |
|
1616
CALL
Medtronic
MDT
$117B
| $3.9M | 0.01% |
48,300
-600
| -1% | -$48.1K |
|
|
AKS
1617
CALL
DELISTED
AK Steel Holding Corp
AKS
| $3.9M | 0.01% |
688,900
-24,200
| -3% | -$126K |
|
1618
PUT
Littelfuse
LFUS
$10.3B
| $3.9M | 0.01% |
19,700
+400
| +2% | +$80.2K |
|
1619
CALL
NewMarket
NEU
$8.56B
| $3.89M | 0.01% |
+9,800
| New | +$3.97M |
|
1620
Nice
NICE
$5.88B
| $3.89M | 0.01% |
42,342
-28,926
| -41% | -$2.46M |
|
1621
CALL
FMC
FMC
$1.4B
| $3.89M | 0.01% |
47,388
-3,344
| -7% | -$269K |
|
|
INWK
1622
DELISTED
InnerWorkings, Inc.
INWK
| $3.89M | 0.01% |
387,611
+66,104
| +21% | +$709K |
|
1623
Cable One
CABO
$149M
| $3.88M | 0.01% |
5,522
-506
| -8% | -$356K |
|
1624
Oil States International
OIS
$506M
| $3.88M | 0.01% |
137,111
-31,845
| -19% | -$772K |
|
1625
CALL
eBay
EBAY
$47.2B
| $3.87M | 0.01% |
102,600
+11,600
| +13% | +$431K |
|
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.