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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
DXCM icon
3551
PUT
DexCom
DXCM
$34.8B
-40,000
Closed -$489K
DY icon
3552
Dycom Industries
DY
$11.8B
-11,707
Closed -$1.13M
EA
3553
CALL
DELISTED
Electronic Arts
EA
-5,400
Closed -$638K
ELME
3554
Elme Communities
ELME
$148M
-12,629
Closed -$414K
ENB icon
3555
Enbridge
ENB
$110B
-148,086
Closed -$6.19M
EQT icon
3556
PUT
EQT Corp
EQT
$33.6B
-88,727
Closed -$3.15M
ERIC icon
3557
Ericsson
ERIC
$33.5B
-17,269
Closed -$99K
ESS icon
3558
CALL
Essex Property Trust
ESS
$18.6B
-10,000
Closed -$2.54M
EXC icon
3559
Exelon
EXC
$45.1B
-19,349
Closed -$520K
FANG icon
3560
PUT
Diamondback Energy
FANG
$59B
-36,000
Closed -$3.53M
FCEL icon
3561
FuelCell Energy
FCEL
$1.56B
-110
Closed -$69K
DMC
3562
Del Monte Corp
DMC
$1.48B
-10,545
Closed -$479K
FFIC
3563
DELISTED
Flushing Financial
FFIC
-21,944
Closed -$652K
KYNB
3564
Kyntra Bio
KYNB
$30.4M
-954
Closed -$1.28M
FITB
3565
CALL
Fifth Third Bancorp
FITB
$49.7B
-8,800
Closed -$246K
FIZZ icon
3566
National Beverage
FIZZ
$3.03B
-83,214
Closed -$4.27M
FNV icon
3567
Franco-Nevada
FNV
$51.3B
-11,208
Closed -$869K
FOR icon
3568
Forestar Group
FOR
$1.49B
-17,434
Closed -$300K
FOSL icon
3569
Fossil Group
FOSL
$332M
-148,684
Closed -$1.39M
FOSL icon
3570
PUT
Fossil Group
FOSL
$332M
-30,000
Closed -$280K
GAIN icon
3571
Gladstone Investment Corp
GAIN
$651M
-30,738
Closed -$292K
GCO icon
3572
CALL
Genesco
GCO
$390M
-14,800
Closed -$394K
GEO icon
3573
PUT
The GEO Group
GEO
$4.31B
-60,150
Closed -$1.62M
GFI icon
3574
Gold Fields
GFI
$42.8B
-17,384
Closed -$75K
GGG icon
3575
CALL
Graco
GGG
$13.1B
-5,400
Closed -$223K

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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.