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DS

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
+174.65%
5 Year Est. Return
+213.13%
10 Year Est. Return
+910.08%
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
FNSR
2826
DELISTED
Finisar Corp
FNSR
$606K ﹤0.01%
+29,784
New +$619K
ACN icon
2827
Accenture
ACN
$112B
$605K ﹤0.01%
3,949
-26,090
-87% -$3.78M
HDP
2828
CALL
DELISTED
Hortonworks, Inc.
HDP
$603K ﹤0.01%
+30,000
New +$550K
EQBK icon
2829
Equity Bancshares
EQBK
$1.03B
$601K ﹤0.01%
16,966
+3,790
+29% +$132K
VSA
2830
VisionSys AI
VSA
$9.86M
$601K ﹤0.01%
16
+1
+7% +$35.7K
CAC icon
2831
Camden National
CAC
$964M
$600K ﹤0.01%
14,230
-3,695
-21% -$161K
LAB icon
2832
Standard BioTools
LAB
$255M
$599K ﹤0.01%
101,690
-49,961
-33% -$273K
NKTR icon
2833
CALL
Nektar Therapeutics
NKTR
$2.59B
$597K ﹤0.01%
+667
New +$395K
GRMN
2834
PUT
Garmin
GRMN
$55.8B
$596K ﹤0.01%
10,000
FIT
2835
CALL
DELISTED
Fitbit, Inc. Class A common stock
FIT
$596K ﹤0.01%
104,300
-14,000
-12% -$89.1K
AFAM
2836
DELISTED
Almost Family Inc
AFAM
$595K ﹤0.01%
10,743
-1,708
-14% -$90.9K
EPC icon
2837
PUT
Edgewell Personal Care
EPC
$1.29B
$594K ﹤0.01%
+10,000
New +$629K
BBOX
2838
DELISTED
Black Box Corp
BBOX
$594K ﹤0.01%
167,184
+3,903
+2% +$12.9K
ACTG icon
2839
Acacia Research
ACTG
$444M
$592K ﹤0.01%
146,078
-27,965
-16% -$118K
CENX icon
2840
CALL
Century Aluminum
CENX
$4.36B
$589K ﹤0.01%
30,000
AAIC
2841
PUT
DELISTED
Arlington Asset Investment Corp.
AAIC
$589K ﹤0.01%
50,000
WBC
2842
CALL
DELISTED
WABCO HOLDINGS INC.
WBC
$588K ﹤0.01%
4,100
NAVG
2843
DELISTED
Navigators Group Inc
NAVG
$587K ﹤0.01%
+12,058
New +$644K
CCMP
2844
PUT
DELISTED
CMC Materials, Inc. Common Stock
CCMP
$583K ﹤0.01%
+6,200
New +$571K
ESND
2845
DELISTED
Essendant Inc.
ESND
$583K ﹤0.01%
+62,892
New +$647K
PB icon
2846
Prosperity Bancshares
PB
$8.72B
$582K ﹤0.01%
8,299
-38,640
-82% -$2.58M
TRUP icon
2847
Trupanion
TRUP
$1.4B
$580K ﹤0.01%
+19,800
New +$582K
VBTX
2848
DELISTED
Veritex Holdings
VBTX
$580K ﹤0.01%
21,008
+3,481
+20% +$94K
VMI icon
2849
PUT
Valmont Industries
VMI
$9.3B
$580K ﹤0.01%
+3,500
New +$569K
BKR icon
2850
CALL
Baker Hughes
BKR
$61.8B
$579K ﹤0.01%
18,300

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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.