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David Shaw D.E. Shaw & Co

AUM $210B
1-Year Est. Return 57.28%
 

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.

This Fund
S&P 500
This Quarter Est. Return
+4.7%
1 Year Est. Return
+57.28%
3 Year Est. Return
+174.63%
5 Year Est. Return
+213.1%
10 Year Est. Return
+910%
AUM
$72.6B
AUM Growth
+$7.53B
Cap. Flow
+$3.73B
Cap. Flow %
5.13%
Top 10 Hldgs %
9.55%
Holding
3,940
New
507
Increased
1,441
Reduced
1,273
Closed
394

Top Sells

Rank Stock Value
1
AAPL icon
Apple
AAPL
+$434M
2
NFLX icon
Netflix
NFLX
+$301M
3
BABA icon
Alibaba
BABA
+$245M
4
VZ icon
Verizon
VZ
+$235M
5
TSLA icon
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
SVC
2751
Service Properties Trust
SVC
$1.04B
$682K ﹤0.01%
4,567
-4,839
-51% -$711K
FCRD
2752
DELISTED
First Eagle Alternative Capital BDC, Inc. Common Stock
FCRD
$682K ﹤0.01%
75,371
+28,092
+59% +$260K
DCH
2753
PUT
Dauch Corp
DCH
$1.52B
$681K ﹤0.01%
40,000
GFN
2754
DELISTED
General Finance Corporation
GFN
$680K ﹤0.01%
100,000
QCRH icon
2755
QCR Holdings
QCRH
$1.64B
$678K ﹤0.01%
15,812
+414
+3% +$18.9K
XLNX
2756
CALL
DELISTED
Xilinx Inc
XLNX
$674K ﹤0.01%
10,000
ANDE icon
2757
Andersons Inc
ANDE
$2.23B
$673K ﹤0.01%
21,592
+926
+4% +$30.9K
NWBI icon
2758
Northwest Bancshares
NWBI
$2.24B
$673K ﹤0.01%
40,228
+25,036
+165% +$421K
TREX icon
2759
Trex
TREX
$4.78B
$672K ﹤0.01%
+24,800
New +$631K
BG icon
2760
CALL
Bunge Global
BG
$21.3B
$671K ﹤0.01%
10,000
BG icon
2761
PUT
Bunge Global
BG
$21.3B
$671K ﹤0.01%
10,000
WBD icon
2762
CALL
Warner Bros
WBD
$72.4B
$671K ﹤0.01%
+30,000
New +$586K
ONC
2763
BeOne Medicines Ltd
ONC
$42.9B
$671K ﹤0.01%
6,866
-13,173
-66% -$1.21M
BKS
2764
PUT
DELISTED
Barnes & Noble
BKS
$670K ﹤0.01%
100,000
-50,000
-33% -$354K
VRTS icon
2765
Virtus Investment Partners
VRTS
$1.11B
$667K ﹤0.01%
+5,794
New +$681K
RDS.A
2766
PUT
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$667K ﹤0.01%
10,000
APLE icon
2767
Apple Hospitality REIT
APLE
$3.95B
$666K ﹤0.01%
33,950
-125,983
-79% -$2.43M
FFWM
2768
DELISTED
First Foundation Inc
FFWM
$666K ﹤0.01%
35,899
-15,142
-30% -$280K
CATM
2769
PUT
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
$665K ﹤0.01%
35,900
-66,200
-65% -$1.32M
TPR icon
2770
CALL
Tapestry
TPR
$26B
$663K ﹤0.01%
+15,000
New +$618K
ICLR icon
2771
CALL
Icon
ICLR
$13.1B
$662K ﹤0.01%
5,900
-3,000
-34% -$346K
FLR icon
2772
PUT
Fluor
FLR
$6.8B
$661K ﹤0.01%
12,800
HII icon
2773
CALL
Huntington Ingalls Industries
HII
$11.5B
$660K ﹤0.01%
+2,800
New +$660K
HP icon
2774
Helmerich & Payne
HP
$4.22B
$659K ﹤0.01%
10,188
-5,700
-36% -$320K
PAGP icon
2775
PUT
Plains GP Holdings
PAGP
$5.39B
$659K ﹤0.01%
+30,000
New +$632K

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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.