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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
ELLI
3801
PUT
DELISTED
Ellie Mae Inc
ELLI
-2,500
Closed -$205K
RDC
3802
DELISTED
Rowan Companies Plc
RDC
-38,264
Closed -$538K
IDTI
3803
DELISTED
Integrated Device Technology I
IDTI
-9,348
Closed -$248K
EOCC
3804
DELISTED
Enel Generacion Chile S.A.
EOCC
-63,013
Closed -$1.66M
DOTAU
3805
DELISTED
Draper Oakwood Technology Acquisition, Inc. Unit
DOTAU
-75,000
Closed -$767K
JONE
3806
DELISTED
Jones Energy, Inc.
JONE
-4,160
Closed -$160K
KMG
3807
DELISTED
KMG Chemicals Inc
KMG
-5,082
Closed -$279K
ANW
3808
DELISTED
Aegean Marine Petroleum Network
ANW
-16,195
Closed -$80K
SHLD
3809
DELISTED
Sears Holding Corporation
SHLD
-46,248
Closed -$229K
SYNT
3810
CALL
DELISTED
Syntel Inc
SYNT
-30,000
Closed -$590K
VR
3811
DELISTED
Validus Hold Ltd
VR
-80,157
Closed -$3.94M
LAYN
3812
DELISTED
Layne Christensen Co
LAYN
-51,292
Closed -$644K
CXRX
3813
DELISTED
Concordia International Corp. Common Stock
CXRX
-34,000
Closed -$40K
SPIL
3814
DELISTED
Siliconware Precision Industries Co Ltd
SPIL
-24,269
Closed -$191K
FOGO
3815
DELISTED
Fogo de Chao, Inc. Common Stock
FOGO
-12,794
Closed -$159K
CGI
3816
DELISTED
Celadon Group Inc
CGI
-49,080
Closed -$331K
ANDAR
3817
DELISTED
Andina Acquisition Corp. II Right
ANDAR
-148,992
Closed -$88K
ANDAW
3818
DELISTED
Andina Acquisition Corp. II Warrant
ANDAW
-170,000
Closed -$61K
WAC
3819
DELISTED
Walter Investment Mgt Corp
WAC
-65,773
Closed -$39K
BSFT
3820
DELISTED
BroadSoft, Inc.
BSFT
-5,730
Closed -$288K
GLBL
3821
DELISTED
TerraForm Global, Inc. Class A Common Stock
GLBL
-11,275
Closed -$54K
GIMO
3822
DELISTED
Gigamon Inc.
GIMO
-357,672
Closed -$15.1M
RT
3823
DELISTED
Ruby Tuesday Georgia
RT
-472,626
Closed -$1.01M
PLPM
3824
DELISTED
Planet Payment, Inc
PLPM
-40,824
Closed -$175K
OME
3825
DELISTED
Omega Protein
OME
-432,476
Closed -$7.2M

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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.