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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
IT icon
3601
CALL
Gartner
IT
$12.4B
-7,700
Closed -$958K
IVR icon
3602
Invesco Mortgage Capital
IVR
$809M
-2,127
Closed -$364K
IVR icon
3603
PUT
Invesco Mortgage Capital
IVR
$809M
-5,000
Closed -$857K
IYT icon
3604
iShares US Transportation ETF
IYT
$2.27B
-204,400
Closed -$9.11M
JAZZ icon
3605
CALL
Jazz Pharmaceuticals
JAZZ
$16.5B
-5,700
Closed -$834K
JBGS
3606
JBG SMITH
JBGS
$732M
-136,794
Closed -$4.68M
JBGS
3607
PUT
JBG SMITH
JBGS
$732M
-21,350
Closed -$730K
KBE icon
3608
State Street SPDR S&P Bank ETF
KBE
$1.74B
-37,500
Closed -$1.69M
KBR icon
3609
KBR
KBR
$4.86B
-82,850
Closed -$1.48M
KFY icon
3610
Korn Ferry
KFY
$4.37B
-23,159
Closed -$913K
KGC icon
3611
Kinross Gold
KGC
$38.9B
-19,882
Closed -$84K
KLIC icon
3612
CALL
Kulicke & Soffa
KLIC
$4.49B
-30,000
Closed -$647K
KODK icon
3613
PUT
Kodak
KODK
$963M
-31,100
Closed -$229K
KRC icon
3614
Kilroy Realty
KRC
$4.25B
-61,454
Closed -$4.37M
KRO icon
3615
CALL
KRONOS Worldwide
KRO
$944M
-30,000
Closed -$685K
KW
3616
DELISTED
Kennedy-Wilson Holdings
KW
-96,592
Closed -$1.79M
KW
3617
PUT
DELISTED
Kennedy-Wilson Holdings
KW
-42,600
Closed -$790K
LECO icon
3618
CALL
Lincoln Electric
LECO
$15.4B
-2,400
Closed -$220K
LECO icon
3619
PUT
Lincoln Electric
LECO
$15.4B
-10,400
Closed -$953K
LMT icon
3620
CALL
Lockheed Martin
LMT
$130B
-52,800
Closed -$16.4M
LNG icon
3621
CALL
Cheniere Energy
LNG
$57.3B
-7,600
Closed -$342K
LNG icon
3622
PUT
Cheniere Energy
LNG
$57.3B
-79,400
Closed -$3.58M
LOPE icon
3623
PUT
Grand Canyon Education
LOPE
$3.84B
-20,000
Closed -$1.82M
LOW icon
3624
PUT
Lowe's Companies
LOW
$121B
-100,000
Closed -$7.99M
LPL icon
3625
LG Display
LPL
$3.28B
-26,351
Closed -$354K

Similar funds

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.