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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
EFII
3876
DELISTED
Electronics for Imaging
EFII
-40,400
Closed -$1.72M
CYS
3877
DELISTED
CYS Investments Inc.
CYS
-13,935
Closed -$120K
BOBE
3878
CALL
DELISTED
Bob Evans Farms, Inc.
BOBE
-11,700
Closed -$907K
BCR
3879
DELISTED
CR Bard Inc.
BCR
-8,473
Closed -$2.72M
BCR
3880
PUT
DELISTED
CR Bard Inc.
BCR
-17,900
Closed -$5.74M
NEWS
3881
DELISTED
NewStar Financial, Inc.
NEWS
-37,923
Closed -$445K
DMTX
3882
DELISTED
Dimension Therapeutics, Inc
DMTX
-72,978
Closed -$438K
OKSB
3883
DELISTED
Southwest Bancorp Inc/OK
OKSB
-85,194
Closed -$2.35M
AMFW
3884
DELISTED
AMEC Foster Wheeler plc
AMFW
-15,084
Closed -$102K
DGI
3885
DELISTED
DigitalGlobe Inc.
DGI
-1,220,959
Closed -$43M
FPO
3886
DELISTED
First Potomac Realty Trust
FPO
-56,750
Closed -$632K
STMP
3887
DELISTED
Stamps.com, Inc.
STMP
-61,835
Closed -$11.9M
EE
3888
DELISTED
El Paso Electric Company
EE
-29,908
Closed -$1.65M
ENV
3889
PUT
DELISTED
ENVESTNET, INC.
ENV
-20,000
Closed -$1.02M
CIT
3890
DELISTED
CIT Group Inc.
CIT
-239,756
Closed -$11.8M
MNR
3891
DELISTED
Monmouth Real Estate Investment Corp
MNR
-38,273
Closed -$620K
STL
3892
DELISTED
Sterling Bancorp
STL
-107,595
Closed -$2.65M
LJPC
3893
DELISTED
La Jolla Pharmaceutical Company
LJPC
-128,184
Closed -$4.46M
ETRM
3894
DELISTED
EnteroMedics Inc.
ETRM
-18,535
Closed -$33K
DDC
3895
DELISTED
Dominion Diamond Corporation
DDC
-151,277
Closed -$2.15M

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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.