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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
LHCG
3751
CALL
DELISTED
LHC Group LLC
LHCG
-4,200
Closed -$298K
BRG
3752
DELISTED
Bluerock Residential Growth REIT, Inc.
BRG
-35,929
Closed -$397K
GCP
3753
CALL
DELISTED
GCP Applied Technologies Inc.
GCP
-10,000
Closed -$307K
MANT
3754
DELISTED
Mantech International Corp
MANT
-18,519
Closed -$818K
SRRA
3755
DELISTED
Sierra Oncology, Inc. Common Stock
SRRA
-1,058
Closed -$66K
CALA
3756
DELISTED
Calithera Biosciences, Inc
CALA
-2,101
Closed -$662K
CERN
3757
DELISTED
Cerner Corp
CERN
-54,331
Closed -$3.75M
ISBC
3758
DELISTED
Investors Bancorp, Inc.
ISBC
-90,207
Closed -$1.23M
RRD
3759
CALL
DELISTED
RR Donnelley & Sons Co.
RRD
-15,000
Closed -$155K
ADMS
3760
DELISTED
Adamas Pharmaceuticals
ADMS
-22,526
Closed -$477K
FLXN
3761
DELISTED
Flexion Therapeutics, Inc.
FLXN
-105,458
Closed -$2.55M
LORL
3762
DELISTED
Loral Space and Communications, Inc.
LORL
-4,490
Closed -$222K
TLGT
3763
DELISTED
Teligent, Inc
TLGT
-2,456
Closed -$165K
CLDR
3764
DELISTED
Cloudera, Inc.
CLDR
-112,272
Closed -$1.87M
XEC
3765
PUT
DELISTED
CIMAREX ENERGY CO
XEC
-86,100
Closed -$9.79M
MXIM
3766
CALL
DELISTED
Maxim Integrated Products
MXIM
-10,000
Closed -$477K
USCR
3767
CALL
DELISTED
U S Concrete, Inc.
USCR
-30,800
Closed -$2.35M
GLOG
3768
PUT
DELISTED
GASLOG LTD
GLOG
-40,000
Closed -$698K
CUB
3769
DELISTED
Cubic Corporation
CUB
-12,529
Closed -$639K
ACIA
3770
DELISTED
Acacia Communications Inc
ACIA
-8,044
Closed -$328K
TCO
3771
DELISTED
Taubman Centers Inc.
TCO
-48,850
Closed -$2.43M
DNKN
3772
DELISTED
Dunkin' Brands Group, Inc.
DNKN
-13,936
Closed -$740K
NBRV
3773
DELISTED
Nabriva Therapeutics plc Ordinary Shares Ireland
NBRV
-345
Closed -$706K
IMMU
3774
CALL
DELISTED
Immunomedics Inc
IMMU
-45,000
Closed -$629K
PFNX
3775
DELISTED
Pfenex Inc.
PFNX
-96,454
Closed -$291K

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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.