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DS

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
LPX icon
3626
PUT
Louisiana-Pacific
LPX
$5.12B
-89,300
Closed -$2.42M
LULU icon
3627
CALL
lululemon athletica
LULU
$13.7B
-6,500
Closed -$405K
LYB icon
3628
CALL
LyondellBasell Industries
LYB
$21.8B
-20,000
Closed -$1.98M
LYV icon
3629
CALL
Live Nation Entertainment
LYV
$42.4B
-8,300
Closed -$361K
MAT icon
3630
Mattel
MAT
$4.15B
-129,530
Closed -$2.05M
MDU icon
3631
MDU Resources
MDU
$4.2B
-26,349
Closed -$260K
MKTX icon
3632
CALL
MarketAxess Holdings
MKTX
$5.71B
-10,000
Closed -$1.84M
MKTX icon
3633
PUT
MarketAxess Holdings
MKTX
$5.71B
-10,000
Closed -$1.84M
MNOV icon
3634
MediciNova
MNOV
$68.4M
-12,542
Closed -$80K
MRVL icon
3635
Marvell Technology
MRVL
$213B
-226,132
Closed -$4.61M
MSBI icon
3636
Midland States Bancorp
MSBI
$682M
-7,699
Closed -$244K
MSI icon
3637
CALL
Motorola Solutions
MSI
$79.5B
-6,500
Closed -$552K
MTB icon
3638
CALL
M&T Bank
MTB
$34.7B
-6,600
Closed -$1.06M
NBR icon
3639
PUT
Nabors Industries
NBR
$1.37B
-1,726
Closed -$696K
NCMI icon
3640
National CineMedia
NCMI
$239M
-16,477
Closed -$1.15M
NCSM icon
3641
NCS Multistage Holdings
NCSM
$131M
-767
Closed -$369K
NDLS icon
3642
Noodles & Co
NDLS
$89.7M
-1,441
Closed -$51K
NEWT icon
3643
NewtekOne
NEWT
$362M
-17,775
Closed -$317K
NOAH
3644
Noah Holdings
NOAH
$604M
-13,986
Closed -$449K
NTES icon
3645
NetEase
NTES
$82.1B
-76,920
Closed -$4.8M
NTNX icon
3646
PUT
Nutanix
NTNX
$18.3B
-70,000
Closed -$1.57M
NVS icon
3647
Novartis
NVS
$302B
-131,929
Closed -$10.1M
NXRT
3648
NexPoint Residential Trust
NXRT
$626M
-10,059
Closed -$239K
OLP
3649
One Liberty Properties
OLP
$529M
-14,739
Closed -$359K
OMF icon
3650
OneMain Financial
OMF
$7.27B
-14,997
Closed -$423K

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.