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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
XLY icon
3726
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.4B
-126,000
Closed -$5.67M
XOP icon
3727
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.93B
-3,098
Closed -$422K
XRAY icon
3728
Dentsply Sirona
XRAY
$2.18B
-3,592
Closed -$215K
XRT icon
3729
State Street SPDR S&P Retail ETF
XRT
$491M
-143,000
Closed -$5.97M
YUMC icon
3730
CALL
Yum China
YUMC
$16.9B
-40,000
Closed -$1.6M
ZBRA icon
3731
CALL
Zebra Technologies
ZBRA
$17.4B
-18,600
Closed -$2.02M
ZBRA icon
3732
PUT
Zebra Technologies
ZBRA
$17.4B
-7,800
Closed -$847K
ZUMZ icon
3733
Zumiez
ZUMZ
$308M
-121,914
Closed -$2.21M
CMBT
3734
CMB.TECH NV
CMBT
$5.24B
-12,947
Closed -$105K
NBIS
3735
Nebius Group N.V.
NBIS
$59.6B
-90,963
Closed -$3M
ATSG
3736
PUT
DELISTED
Air Transport Services Group
ATSG
-30,000
Closed -$730K
LUMO
3737
DELISTED
Lumos Pharma, Inc. Common Stock
LUMO
-2,492
Closed -$228K
VGR
3738
DELISTED
Vector Group Ltd.
VGR
-147,341
Closed -$1.94M
HA
3739
DELISTED
Hawaiian Holdings, Inc.
HA
-7,120
Closed -$274K
SIX
3740
DELISTED
Six Flags Entertainment Corp.
SIX
-95,445
Closed -$5.82M
CAMP
3741
DELISTED
CalAmp Corp.
CAMP
-2,242
Closed -$1.2M
TRVN
3742
DELISTED
Trevena, Inc.
TRVN
-20
Closed -$33K
IMGN
3743
DELISTED
Immunogen Inc
IMGN
-293,748
Closed -$2.25M
TWNK
3744
CALL
DELISTED
Hostess Brands, Inc. Class A Common Stock
TWNK
-40,000
Closed -$546K
ZYNE
3745
DELISTED
Zynerba Pharmaceuticals, Inc
ZYNE
-29,997
Closed -$251K
TRTN
3746
DELISTED
Triton International Limited
TRTN
-48,958
Closed -$1.88M
INFI
3747
DELISTED
Infinity Pharmaceuticals, Inc.
INFI
-421,544
Closed -$561K
LSI
3748
DELISTED
Life Storage, Inc.
LSI
-7,146
Closed -$411K
BLCM
3749
DELISTED
Bellicum Pharmaceuticals, Inc.
BLCM
-2,929
Closed -$338K
MGI
3750
PUT
DELISTED
MoneyGram International, Inc. New
MGI
-45,800
Closed -$738K

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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.