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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
GPRO icon
3426
PUT
GoPro
GPRO
$113M
$137K ﹤0.01%
18,100
-11,900
-40% -$106K
VIVO
3427
VivoPower PLC
VIVO
$129M
$136K ﹤0.01%
4,655
-220
-5% -$6.7K
WFT
3428
PUT
DELISTED
Weatherford International plc
WFT
$136K ﹤0.01%
32,500
-56,500
-63% -$208K
OR icon
3429
OR Royalties Inc
OR
$6.79B
$135K ﹤0.01%
11,683
-55,902
-83% -$679K
XONE
3430
DELISTED
The ExOne Company
XONE
$132K ﹤0.01%
+15,674
New +$165K
BOJA
3431
DELISTED
Bojangles', Inc. Common Stock
BOJA
$132K ﹤0.01%
+11,200
New +$141K
TEF
3432
DELISTED
Telefonica
TEF
$131K ﹤0.01%
16,726
TLPH icon
3433
Talphera
TLPH
$62.3M
$131K ﹤0.01%
3,239
-258
-7% -$12.6K
TVRD
3434
Tvardi Therapeutics
TVRD
$23.7M
$127K ﹤0.01%
287
-61
-18% -$27.8K
NVLN
3435
DELISTED
Novelion Therapeutics Inc. Common Shares
NVLN
$125K ﹤0.01%
40,207
+4,230
+12% +$20.3K
SB icon
3436
Safe Bulkers
SB
$873M
$123K ﹤0.01%
+37,963
New +$122K
ASXC
3437
DELISTED
Asensus Surgical, Inc.
ASXC
$122K ﹤0.01%
+4,860
New +$150K
LOCO icon
3438
El Pollo Loco
LOCO
$495M
$118K ﹤0.01%
+11,884
New +$128K
DX
3439
Dynex Capital
DX
$3.23B
$114K ﹤0.01%
+5,440
New +$117K
FRO icon
3440
Frontline
FRO
$9.8B
$114K ﹤0.01%
+24,828
New +$139K
GRBK icon
3441
Green Brick Partners
GRBK
$3.14B
$114K ﹤0.01%
+10,074
New +$111K
GNC
3442
CALL
DELISTED
GNC Holdings, Inc.
GNC
$111K ﹤0.01%
30,000
GNC
3443
PUT
DELISTED
GNC Holdings, Inc.
GNC
$111K ﹤0.01%
30,000
CBK
3444
DELISTED
Christopher & Banks Corporation
CBK
$111K ﹤0.01%
87,177
-1,000
-1% -$1.27K
SID icon
3445
Companhia Siderúrgica Nacional
SID
$1.35B
$108K ﹤0.01%
44,332
+26,213
+145% +$67.6K
SHLD
3446
CALL
DELISTED
Sears Holding Corporation
SHLD
$107K ﹤0.01%
30,000
NVAX icon
3447
Novavax
NVAX
$1.39B
$103K ﹤0.01%
4,184
-18,121
-81% -$442K
NETS
3448
DELISTED
Netshoes (Cayman) Limited
NETS
$103K ﹤0.01%
13,031
+1,418
+12% +$12.9K
CMO
3449
DELISTED
Capstead Mortgage Corp.
CMO
$100K ﹤0.01%
+11,605
New +$107K
BEST
3450
DELISTED
BEST Inc. American Depositary Shares, each representing twenty (20) Class A Ordinary Shares
BEST
$95K ﹤0.01%
+529
New +$112K

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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.