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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
GIII icon
3576
PUT
G-III Apparel Group
GIII
$1.43B
-15,200
Closed -$441K
B
3577
CALL
Barrick Mining
B
$78.3B
-11,200
Closed -$180K
GPN icon
3578
Global Payments
GPN
$24.7B
-9,161
Closed -$871K
GPRO icon
3579
GoPro
GPRO
$116M
-1,728,993
Closed -$15.3M
GRMN
3580
CALL
Garmin
GRMN
$56.9B
-10,000
Closed -$540K
GWRE icon
3581
Guidewire Software
GWRE
$15.8B
-41,841
Closed -$3.26M
HBI
3582
DELISTED
Hanesbrands
HBI
-51,105
Closed -$1.09M
HCC icon
3583
Warrior Met Coal
HCC
$5.64B
-25,631
Closed -$604K
HCI icon
3584
HCI Group
HCI
$2.27B
-23,825
Closed -$911K
HD icon
3585
PUT
Home Depot
HD
$335B
-70,000
Closed -$11.4M
HEI icon
3586
HEICO Corp
HEI
$49.6B
-24,316
Closed -$1.13M
HES
3587
DELISTED
Hess
HES
-6,174
Closed -$279K
HOV icon
3588
Hovnanian Enterprises
HOV
$770M
-516
Closed -$25K
HRL icon
3589
Hormel Foods
HRL
$13.1B
-33,466
Closed -$1.08M
HUBS icon
3590
HubSpot
HUBS
$12B
-55,460
Closed -$4.65M
HUN icon
3591
CALL
Huntsman Corp
HUN
$1.75B
-27,100
Closed -$743K
HY icon
3592
CALL
Hyster-Yale Materials Handling
HY
$622M
-10,000
Closed -$764K
IDCC icon
3593
PUT
InterDigital
IDCC
$8.84B
-4,900
Closed -$361K
IDT icon
3594
CALL
IDT Corp
IDT
$1.69B
-94,560
Closed -$1.13M
IMAX icon
3595
CALL
IMAX
IMAX
$2.89B
-20,600
Closed -$467K
IMOS
3596
ChipMOS TECHNOLOGIES
IMOS
$1.88B
-13,054
Closed -$297K
INFY icon
3597
Infosys
INFY
$48.4B
-557,672
Closed -$4.07M
IPGP icon
3598
IPG Photonics
IPGP
$3.12B
-4,623
Closed -$981K
IRBT
3599
CALL
DELISTED
iRobot
IRBT
-11,300
Closed -$871K
IRBT
3600
DELISTED
iRobot
IRBT
-8,374
Closed -$645K

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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.