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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
KITE
3851
CALL
DELISTED
Kite Pharma, Inc.
KITE
-60,000
Closed -$10.8M
KITE
3852
DELISTED
Kite Pharma, Inc.
KITE
-39,106
Closed -$7.03M
KITE
3853
PUT
DELISTED
Kite Pharma, Inc.
KITE
-40,000
Closed -$7.19M
ALR
3854
DELISTED
Alere Inc
ALR
-197,846
Closed -$10.1M
ALR
3855
PUT
DELISTED
Alere Inc
ALR
-188,400
Closed -$9.61M
PRXL
3856
DELISTED
Parexel International Corp
PRXL
-40,393
Closed -$3.56M
ZPIN
3857
DELISTED
Zhaopin Limited
ZPIN
-133,962
Closed -$2.44M
AOI
3858
DELISTED
Alliance One International
AOI
-25,617
Closed -$279K
BEAT
3859
CALL
DELISTED
BioTelemetry, Inc.
BEAT
-20,000
Closed -$660K
BEAT
3860
DELISTED
BioTelemetry, Inc.
BEAT
-14,265
Closed -$471K
BEAT
3861
PUT
DELISTED
BioTelemetry, Inc.
BEAT
-20,000
Closed -$660K
PSTB
3862
DELISTED
Park Sterling Corp.
PSTB
-53,078
Closed -$659K
ESV
3863
PUT
DELISTED
Ensco Rowan plc
ESV
-22,500
Closed -$537K
ATVI
3864
PUT
DELISTED
Activision Blizzard
ATVI
-60,000
Closed -$3.87M
IIP
3865
DELISTED
INTERNAP NETWORK SERVICES CORPORATION
IIP
-21,754
Closed -$95K
IBTX
3866
CALL
DELISTED
Independent Bank Group, Inc.
IBTX
-10,000
Closed -$603K
VSTO
3867
CALL
DELISTED
Vista Outdoor Inc.
VSTO
-17,300
Closed -$397K
VSTO
3868
PUT
DELISTED
Vista Outdoor Inc.
VSTO
-18,600
Closed -$427K
PEI
3869
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
-12,378
Closed -$1.95M
REV
3870
CALL
DELISTED
Revlon, Inc.
REV
-21,200
Closed -$520K
WLL
3871
CALL
DELISTED
Whiting Petroleum Corporation
WLL
-100
Closed -$164K
WLL
3872
DELISTED
Whiting Petroleum Corporation
WLL
-173
Closed -$284K
WLL
3873
PUT
DELISTED
Whiting Petroleum Corporation
WLL
-1,043
Closed -$1.71M
GRA
3874
CALL
DELISTED
W.R. Grace & Co.
GRA
-10,000
Closed -$722K
UN
3875
DELISTED
Unilever NV New York Registry Shares
UN
-6,619
Closed -$391K

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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.