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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
P
2951
PUT
DELISTED
Pandora Media Inc
P
$484K ﹤0.01%
100,400
-383,900
-79% -$2.3M
CFR icon
2952
CALL
Cullen/Frost Bankers
CFR
$10.2B
$483K ﹤0.01%
5,100
-7,500
-60% -$722K
MPWR icon
2953
PUT
Monolithic Power Systems
MPWR
$63.2B
$483K ﹤0.01%
+4,300
New +$499K
AORT icon
2954
Artivion
AORT
$1.31B
$482K ﹤0.01%
25,193
-8,157
-24% -$163K
CECO icon
2955
Ceco Environmental
CECO
$4.18B
$482K ﹤0.01%
93,871
+61,687
+192% +$415K
CETV
2956
DELISTED
Central European Media Enterprises Ltd
CETV
$481K ﹤0.01%
103,292
+1,582
+2% +$7.25K
FPRX
2957
DELISTED
Five Prime Therapeutics, Inc.
FPRX
$480K ﹤0.01%
21,913
+1,467
+7% +$47.2K
ULTI
2958
DELISTED
Ultimate Software Group Inc
ULTI
$479K ﹤0.01%
2,197
+893
+68% +$181K
HELE icon
2959
Helen of Troy
HELE
$666M
$477K ﹤0.01%
4,953
-29
-0.6% -$2.67K
BBDC icon
2960
PUT
Barings BDC
BBDC
$989M
$475K ﹤0.01%
50,000
INGR icon
2961
PUT
Ingredion
INGR
$6.69B
$475K ﹤0.01%
+3,400
New +$449K
JWN
2962
CALL
DELISTED
Nordstrom
JWN
$474K ﹤0.01%
10,000
BANC icon
2963
Banc of California
BANC
$2.95B
$472K ﹤0.01%
+22,847
New +$477K
SLCA
2964
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
$472K ﹤0.01%
14,511
+7,233
+99% +$231K
HSKA
2965
DELISTED
Heska Corp
HSKA
$471K ﹤0.01%
5,877
-401
-6% -$35.4K
AMTD
2966
CALL
DELISTED
TD Ameritrade Holding Corp
AMTD
$470K ﹤0.01%
9,200
MPAA icon
2967
Motorcar Parts of America
MPAA
$219M
$469K ﹤0.01%
+18,753
New +$500K
AU icon
2968
AngloGold Ashanti
AU
$60.9B
$466K ﹤0.01%
45,732
+6,401
+16% +$61.7K
TRNO icon
2969
Terreno Realty
TRNO
$7.51B
$465K ﹤0.01%
13,249
-3,393
-20% -$125K
LL
2970
CALL
DELISTED
LL Flooring Holdings, Inc.
LL
$465K ﹤0.01%
14,800
BHF icon
2971
CALL
Brighthouse Financial
BHF
$2.98B
$463K ﹤0.01%
7,893
DAN icon
2972
CALL
Dana Inc
DAN
$3.24B
$461K ﹤0.01%
+14,400
New +$443K
FSV icon
2973
FirstService
FSV
$6.28B
$461K ﹤0.01%
+6,600
New +$455K
KEM
2974
CALL
DELISTED
KEMET Corporation
KEM
$461K ﹤0.01%
30,600
-22,800
-43% -$434K
AZN icon
2975
AstraZeneca
AZN
$259B
$459K ﹤0.01%
+6,609
New +$446K

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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.