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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
OSG
3401
Octave Specialty Group
OSG
$201M
$176K ﹤0.01%
+11,018
New +$169K
HABT
3402
DELISTED
The Habit Restaurants, Inc. - Class A
HABT
$175K ﹤0.01%
18,339
+7,657
+72% +$81.5K
ATHX
3403
DELISTED
Athersys, Inc. Common Stock
ATHX
$174K ﹤0.01%
3,839
+1,863
+94% +$90.1K
SN
3404
DELISTED
Sanchez Energy Corporation
SN
$174K ﹤0.01%
32,857
-34,780
-51% -$164K
VOXX
3405
DELISTED
VOXX International Corporation Class A
VOXX
$171K ﹤0.01%
30,491
-51,500
-63% -$336K
GES
3406
DELISTED
Guess Inc
GES
$170K ﹤0.01%
10,100
-2,960
-23% -$49.1K
CDZI icon
3407
Cadiz
CDZI
$318M
$166K ﹤0.01%
11,667
-20,671
-64% -$273K
VVUS
3408
DELISTED
Vivus Inc
VVUS
$164K ﹤0.01%
32,577
-10,710
-25% -$73.4K
XPRO icon
3409
Expro Ltd
XPRO
$2B
$163K ﹤0.01%
+4,073
New +$162K
PSEC icon
3410
Prospect Capital
PSEC
$1.16B
$162K ﹤0.01%
24,046
-553,076
-96% -$3.61M
NYRT
3411
DELISTED
New York REIT, Inc.
NYRT
$162K ﹤0.01%
4,126
-122,497
-97% -$7.87M
EGLE
3412
DELISTED
Eagle Bulk Shipping Inc.
EGLE
$162K ﹤0.01%
+5,178
New +$163K
ONIT
3413
PUT
Onity Group
ONIT
$303M
$157K ﹤0.01%
+3,333
New +$167K
GNW icon
3414
CALL
Genworth Financial
GNW
$3.74B
$156K ﹤0.01%
50,000
TAC icon
3415
TransAlta
TAC
$3.83B
$156K ﹤0.01%
26,400
+5,900
+29% +$35.1K
SPNT icon
3416
SiriusPoint
SPNT
$2.78B
$150K ﹤0.01%
+10,273
New +$165K
ARLZ
3417
DELISTED
Aralez Pharmaceuticals Inc.
ARLZ
$150K ﹤0.01%
105,410
+82,898
+368% +$136K
PACB icon
3418
Pacific Biosciences
PACB
$392M
$149K ﹤0.01%
56,468
-68,772
-55% -$241K
EACQW
3419
DELISTED
Easterly Acquisition Corp.
EACQW
$149K ﹤0.01%
250,000
AUO
3420
DELISTED
AU Optronics Corp
AUO
$148K ﹤0.01%
+35,521
New +$148K
JMEI
3421
CALL
DELISTED
Jumei International Holding Limited American depositary shares, each representing ten Class A ordina
JMEI
$146K ﹤0.01%
5,000
MFA
3422
MFA Financial
MFA
$904M
$144K ﹤0.01%
+4,559
New +$150K
NVGS icon
3423
Navigator Holdings
NVGS
$1.37B
$142K ﹤0.01%
14,368
-12,403
-46% -$129K
CVE icon
3424
Cenovus Energy
CVE
$59.6B
$141K ﹤0.01%
15,400
-218,915
-93% -$2.13M
CPL
3425
DELISTED
CPFL Energia S.A.
CPL
$140K ﹤0.01%
12,152
+1,200
+11% +$18.1K

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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.