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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
NE
3776
DELISTED
Noble Corporation
NE
-449,297
Closed -$2.07M
CCI.PRA
3777
DELISTED
Crown Castle International Corp. 6.875% Mandatory Convertible Preferred Stock, Series A
CCI.PRA
-24,000
Closed -$25.4M
CHK
3778
CALL
DELISTED
Chesapeake Energy Corporation
CHK
-836
Closed -$719K
I
3779
DELISTED
INTELSAT S. A.
I
-66,774
Closed -$314K
AVH
3780
DELISTED
AVIANCA HOLDINGS S.A.
AVH
-13,556
Closed -$105K
JMEI
3781
PUT
DELISTED
Jumei International Holding Limited American depositary shares, each representing ten Class A ordina
JMEI
-5,000
Closed -$145K
RARX
3782
DELISTED
Ra Pharmaceuticals, Inc. Common Stock
RARX
-28,563
Closed -$417K
AYR
3783
DELISTED
Aircastle Ltd
AYR
-19,223
Closed -$428K
WCG
3784
PUT
DELISTED
Wellcare Health Plans, Inc.
WCG
-28,100
Closed -$4.83M
MDCO
3785
DELISTED
Medicines Co
MDCO
-9,064
Closed -$279K
MDCO
3786
PUT
DELISTED
Medicines Co
MDCO
-10,000
Closed -$370K
LKSD
3787
CALL
DELISTED
LSC Communications, Inc.
LKSD
-30,000
Closed -$495K
ASNA
3788
DELISTED
Ascena Retail Group, Inc.
ASNA
-17,161
Closed -$840K
ORIT
3789
DELISTED
Oritani Financial Corp. New
ORIT
-18,349
Closed -$308K
MDSO
3790
PUT
DELISTED
Medidata Solutions, Inc.
MDSO
-6,400
Closed -$500K
SHOS
3791
DELISTED
Sears Hometown and Outlet Stores, Inc.
SHOS
-64,155
Closed -$164K
ALDR
3792
DELISTED
Alder Biopharmaceuticals
ALDR
-18,038
Closed -$221K
FRED
3793
DELISTED
Fred's Inc
FRED
-22,732
Closed -$146K
CTRL
3794
DELISTED
Control4 Corporation
CTRL
-21,321
Closed -$628K
TCF
3795
DELISTED
TCF Financial Corporation Common Stock
TCF
-5,373
Closed -$281K
PETX
3796
DELISTED
Aratana Therapeutics, Inc.
PETX
-53,420
Closed -$327K
HF
3797
DELISTED
HFF Inc.
HF
-11,819
Closed -$468K
KEYW
3798
DELISTED
The KEYW Holding Corporation
KEYW
-79,392
Closed -$604K
EPE
3799
DELISTED
EP Energy Corporation
EPE
-64,019
Closed -$209K
KONA
3800
DELISTED
Kona Grill, Inc.
KONA
-40,346
Closed -$153K

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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.