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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
+174.65%
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
VLO icon
2851
PUT
Valero Energy
VLO
$99.6B
$579K ﹤0.01%
+6,300
New +$520K
KAMN
2852
DELISTED
Kaman Corp
KAMN
$579K ﹤0.01%
9,838
-2,962
-23% -$169K
LKFN icon
2853
Lakeland Financial Corp
LKFN
$1.5B
$577K ﹤0.01%
11,890
-8,323
-41% -$407K
DF
2854
PUT
DELISTED
Dean Foods Company
DF
$577K ﹤0.01%
49,900
+9,900
+25% +$105K
PAY
2855
DELISTED
Verifone Systems Inc
PAY
$577K ﹤0.01%
+32,565
New +$605K
ANET icon
2856
Arista Networks
ANET
$237B
$575K ﹤0.01%
39,072
-3,365,568
-99% -$45M
NSM
2857
DELISTED
Nationstar Mortgage Holdings
NSM
$575K ﹤0.01%
+31,106
New +$569K
CTRA
2858
PUT
DELISTED
Coterra Energy
CTRA
$572K ﹤0.01%
20,000
HOPE icon
2859
Hope Bancorp
HOPE
$1.78B
$572K ﹤0.01%
31,346
-7,822
-20% -$142K
SAIC icon
2860
Saic
SAIC
$5.36B
$571K ﹤0.01%
7,462
-4,898
-40% -$354K
STZ icon
2861
CALL
Constellation Brands
STZ
$23.5B
$571K ﹤0.01%
2,500
FIBK icon
2862
First Interstate BancSystem
FIBK
$3.55B
$570K ﹤0.01%
14,243
-41,683
-75% -$1.62M
AVX
2863
DELISTED
AVX Corporation
AVX
$570K ﹤0.01%
32,937
-14,232
-30% -$260K
FRPT icon
2864
PUT
Freshpet
FRPT
$3.68B
$569K ﹤0.01%
30,000
CBOE icon
2865
Cboe Global Markets
CBOE
$32.2B
$568K ﹤0.01%
+4,559
New +$534K
GPI icon
2866
PUT
Group 1 Automotive
GPI
$3.09B
$568K ﹤0.01%
8,000
LN
2867
DELISTED
LINE Corporation
LN
$568K ﹤0.01%
13,849
+8,130
+142% +$333K
PRIM icon
2868
Primoris Services
PRIM
$4.04B
$567K ﹤0.01%
20,856
-10,056
-33% -$280K
MITT
2869
TPG Mortgage Investment Trust
MITT
$214M
$566K ﹤0.01%
9,919
+3,626
+58% +$209K
CAI
2870
PUT
DELISTED
CAI International, Inc.
CAI
$566K ﹤0.01%
20,000
MBT
2871
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
$566K ﹤0.01%
+55,500
New +$573K
WG
2872
DELISTED
Willbros Group
WG
$562K ﹤0.01%
395,741
-58,691
-13% -$123K
SD icon
2873
SandRidge Energy
SD
$519M
$561K ﹤0.01%
+26,641
New +$496K
ASC icon
2874
Ardmore Shipping
ASC
$746M
$557K ﹤0.01%
69,681
-50,481
-42% -$421K
XOMA
2875
DELISTED
Xoma
XOMA
$557K ﹤0.01%
15,647
-59,281
-79% -$1.61M

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.