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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
BCO icon
3526
CALL
Brink's
BCO
$4.59B
-11,100
Closed -$935K
BFAM icon
3527
Bright Horizons
BFAM
$3.54B
-10,411
Closed -$898K
BKE icon
3528
Buckle
BKE
$2.26B
-14,504
Closed -$244K
BOKF icon
3529
BOK Financial
BOKF
$8.54B
-14,104
Closed -$1.26M
CAKE icon
3530
Cheesecake Factory
CAKE
$5.64B
-193,496
Closed -$8.79M
CBRL icon
3531
PUT
Cracker Barrel
CBRL
$1.29B
-10,000
Closed -$1.52M
CBU icon
3532
Community Bank
CBU
$3.34B
-10,415
Closed -$575K
CBUS icon
3533
Cibus
CBUS
$130M
-350
Closed -$428K
CF icon
3534
CF Industries
CF
$19.6B
-47,838
Closed -$1.81M
CGEN icon
3535
Compugen
CGEN
$248M
-12,294
Closed -$47K
CHCO icon
3536
City Holding Co
CHCO
$2.03B
-4,044
Closed -$291K
CHCT
3537
Community Healthcare Trust
CHCT
$426M
-57,717
Closed -$1.56M
CIG icon
3538
CEMIG Preferred Shares
CIG
$5.49B
-182,589
Closed -$231K
CMP icon
3539
PUT
Compass Minerals
CMP
$1.09B
-37,900
Closed -$2.46M
CNS icon
3540
Cohen & Steers
CNS
$4.19B
-5,201
Closed -$205K
COOP
3541
DELISTED
Mr. Cooper
COOP
-4,582
Closed -$52K
CPB icon
3542
Campbell Soup
CPB
$7.14B
-121,164
Closed -$5.67M
CSGP icon
3543
CoStar Group
CSGP
$13.1B
-58,070
Closed -$1.7M
CTLP
3544
DELISTED
Cantaloupe
CTLP
-10,278
Closed -$64K
DEA
3545
Easterly Government Properties
DEA
$1.16B
-6,855
Closed -$354K
DGX icon
3546
PUT
Quest Diagnostics
DGX
$27B
-5,300
Closed -$496K
DIN icon
3547
CALL
Dine Brands
DIN
$454M
-11,000
Closed -$473K
DLX icon
3548
Deluxe
DLX
$1.08B
-6,635
Closed -$484K
DNOW icon
3549
CALL
DNOW Inc
DNOW
$2.83B
-10,200
Closed -$141K
DSX icon
3550
Diana Shipping
DSX
$337M
-68,430
Closed -$174K

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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.