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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
IMH
2876
DELISTED
Impac Mortgage Holdings Inc.
IMH
$556K ﹤0.01%
54,700
+13,192
+32% +$159K
LGIH icon
2877
CALL
LGI Homes
LGIH
$1.35B
$555K ﹤0.01%
+7,400
New +$470K
EPAM icon
2878
EPAM Systems
EPAM
$5.74B
$554K ﹤0.01%
5,161
-2,806
-35% -$278K
RJF icon
2879
PUT
Raymond James Financial
RJF
$34B
$554K ﹤0.01%
9,300
AFAM
2880
CALL
DELISTED
Almost Family Inc
AFAM
$554K ﹤0.01%
10,000
NTAP icon
2881
PUT
NetApp
NTAP
$36.7B
$553K ﹤0.01%
+10,000
New +$502K
SO icon
2882
PUT
Southern Company
SO
$104B
$553K ﹤0.01%
11,500
-11,100
-49% -$566K
VEEV icon
2883
PUT
Veeva Systems
VEEV
$40.4B
$553K ﹤0.01%
10,000
VHC icon
2884
VirnetX Holding Corp
VHC
$52.1M
$553K ﹤0.01%
7,475
+1,645
+28% +$160K
UBA
2885
DELISTED
Urstadt Biddle Properties Inc. Class A
UBA
$553K ﹤0.01%
25,427
-15,472
-38% -$346K
NOC icon
2886
Northrop Grumman
NOC
$78B
$552K ﹤0.01%
1,797
-21,173
-92% -$6.36M
ITCI
2887
DELISTED
Intra-Cellular Therapies Inc.
ITCI
$552K ﹤0.01%
+38,155
New +$589K
APTS
2888
DELISTED
Preferred Apartment Communities, Inc.
APTS
$550K ﹤0.01%
27,150
-59,788
-69% -$1.23M
ADAP
2889
DELISTED
Adaptimmune Therapeutics
ADAP
$545K ﹤0.01%
81,620
-119
-0.1% -$919
BHBK
2890
DELISTED
Blue Hills Bancorp, Inc.
BHBK
$544K ﹤0.01%
27,085
-8,178
-23% -$168K
PRKS icon
2891
CALL
United Parks & Resorts
PRKS
$2.03B
$543K ﹤0.01%
40,000
ACIA
2892
CALL
DELISTED
Acacia Communications Inc
ACIA
$543K ﹤0.01%
+15,000
New +$612K
RP
2893
DELISTED
RealPage, Inc.
RP
$542K ﹤0.01%
12,240
-34,687
-74% -$1.51M
LII icon
2894
Lennox International
LII
$13.8B
$541K ﹤0.01%
2,600
+552
+27% +$108K
MC icon
2895
Moelis & Co
MC
$5.07B
$541K ﹤0.01%
11,150
-35,117
-76% -$1.59M
RNR icon
2896
PUT
RenaissanceRe
RNR
$13.7B
$540K ﹤0.01%
+4,300
New +$577K
RWT
2897
Redwood Trust
RWT
$598M
$540K ﹤0.01%
+36,406
New +$564K
NWHM
2898
DELISTED
THE NEW HOME COMPANY INC.
NWHM
$540K ﹤0.01%
43,088
-19,222
-31% -$225K
MBFI
2899
DELISTED
MB Financial Corp
MBFI
$540K ﹤0.01%
+12,129
New +$547K
CYTR
2900
DELISTED
CytRx Corp
CYTR
$540K ﹤0.01%
319,432
-5,045
-2% -$10.4K

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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.