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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
TMUSP
3826
DELISTED
T-Mobile US, Inc.5.50% Mandatory Convertible Preferred Stock, Series A
TMUSP
-2,302,741
Closed -$230M
SNAK
3827
DELISTED
Inventure Foods, Inc.
SNAK
-44,669
Closed -$209K
TESO
3828
DELISTED
Tesco Corp
TESO
-179,626
Closed -$979K
PMC
3829
DELISTED
PharMerica Corporation
PMC
-326,593
Closed -$9.57M
CBF
3830
DELISTED
Capital Bank Financial Corp. Class A Common Stock
CBF
-12,453
Closed -$511K
VWR
3831
DELISTED
VWR Corporation
VWR
-552,320
Closed -$18.3M
FNFV
3832
DELISTED
Fidelity Natl Financial, Inc.
FNFV
-485,398
Closed -$8.32M
ABCO
3833
CALL
DELISTED
Advisory Board Co
ABCO
-28,200
Closed -$1.51M
ABCO
3834
DELISTED
Advisory Board Co
ABCO
-38,973
Closed -$2.09M
LMOS
3835
DELISTED
Lumos Networks Corp
LMOS
-37,897
Closed -$679K
BRCD
3836
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
-358,866
Closed -$4.29M
RICE
3837
DELISTED
Rice Energy Inc.
RICE
-5,310,135
Closed -$154M
RATE
3838
DELISTED
Bankrate Inc
RATE
-1,854,257
Closed -$25.9M
CEMP
3839
DELISTED
Cempra, Inc.
CEMP
-114,924
Closed -$374K
LVLT
3840
CALL
DELISTED
Level 3 Communications Inc
LVLT
-50,000
Closed -$2.67M
LVLT
3841
DELISTED
Level 3 Communications Inc
LVLT
-1,307,910
Closed -$69.7M
LVLT
3842
PUT
DELISTED
Level 3 Communications Inc
LVLT
-15,000
Closed -$799K
PCBK
3843
DELISTED
Pacific Continental Corp
PCBK
-47,915
Closed -$1.29M
DYN.PRA
3844
DELISTED
Dynegy Inc.
DYN.PRA
-195,756
Closed -$6.44M
CUNB
3845
DELISTED
CU Bancorp
CUNB
-41,875
Closed -$1.62M
LDR
3846
DELISTED
Landauer Inc
LDR
-14,270
Closed -$960K
TERP
3847
DELISTED
TerraForm Power, Inc
TERP
-6,080,922
Closed -$78.6M
SCLN
3848
DELISTED
Sciclone Pharmaceuticals Inc
SCLN
-305,279
Closed -$3.42M
PKY
3849
DELISTED
Parkway, Inc.
PKY
-62,760
Closed -$1.45M
WSTC
3850
DELISTED
West Corporation
WSTC
-196,919
Closed -$4.62M

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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.