We are live on !
Find out more
David Shaw D.E. Shaw & Co
AUM
$210B
Turnover
26.1%
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
+3.35%
1 Year Est. Return
+57.28%
3 Year Est. Return
+174.63%
5 Year Est. Return
+213.1%
10 Year Est. Return
+910%
AUM
$54.2B
AUM Growth
-$1.5B
(-2.7%)
Cap. Flow
-$3.73B
Cap. Flow % of AUM
Cap. Flow %
-6.88%
Top 10 Holdings %
Top 10 Hldgs %
9.23%
Holding
3,766
New
402
Increased
1,315
Reduced
1,324
Closed
445
Avg Time Held
Equity + Options
1.7
years
Top 10 Avg Time Held
Equity + Options
0.2
years
Top 20 Avg Time Held
Equity + Options
0.5
years
Avg Time Held Equity only
1.6
years
Top 10 Avg Time Held Equity only
0.2
years
Top 20 Avg Time Held Equity only
0.4
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Amazon
AMZN
|
+$549M |
| 2 |
CVS Health
CVS
|
+$537M |
| 3 |
Meta Platforms (Facebook)
META
|
+$515M |
| 4 |
McDonald's
MCD
|
+$386M |
| 5 |
Home Depot
HD
|
+$308M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Booking.com
BKNG
|
+$475M |
| 2 |
YHOO
Yahoo Inc
YHOO
|
+$442M |
| 3 |
AGN
Allergan plc
AGN
|
+$435M |
| 4 |
TWC
TIME WARNER CABLE INC NEW COM STK
TWC
|
+$369M |
| 5 |
Berkshire Hathaway Class B
BRK.B
|
+$330M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 23.45% |
| 2 | Healthcare | 11.73% |
| 3 | Technology | 10.93% |
| 4 | Consumer Discretionary | 10.32% |
| 5 | Financials | 9.88% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
|
1
Amazon
AMZN
$2.68T
| $849M | 1.57% |
23,741,120
+16,243,580
| +217% | +$549M |
2013 Q2
12 quarters
|
|
|
2
CVS Health
CVS
$120B
| $518M | 0.95% |
5,407,612
+5,383,276
| +22,121% | +$537M |
2014 Q2
8 quarters
|
|
|
3
Meta Platforms (Facebook)
META
$1.64T
| $517M | 0.95% |
4,523,197
+4,467,535
| +8,026% | +$515M |
2013 Q2
12 quarters
|
|
|
4
McDonald's
MCD
$176B
| $506M | 0.93% |
4,208,156
+3,082,762
| +274% | +$386M |
2013 Q2
12 quarters
|
|
|
5
PUT
Booking.com
BKNG
$117B
| $494M | 0.91% |
9,897,500
+1,972,500
| +25% | +$102M |
2013 Q2
12 quarters
|
|
6
Walmart Inc
WMT
$951B
| $486M | 0.9% |
19,961,418
+6,855,375
| +52% | +$159M |
2013 Q2
12 quarters
|
|
7
James River Group Holdings
JRVR
$184M
| $477M | 0.88% |
14,047,238
| – | – |
2014 Q4
6 quarters
|
|
8
Biogen
BIIB
$37B
| $391M | 0.72% |
1,615,650
-612,567
| -27% | -$161M |
2013 Q2
12 quarters
|
|
9
PayPal
PYPL
$48.8B
| $386M | 0.71% |
10,583,984
+1,760,639
| +20% | +$67.3M |
2015 Q3
3 quarters
|
|
|
TWX
10
DELISTED
Time Warner Inc
TWX
| $381M | 0.7% |
5,178,361
-1,222,384
| -19% | -$90.4M |
2013 Q2
12 quarters
|
|
11
Humana
HUM
$50.7B
| $380M | 0.7% |
2,112,486
-333,987
| -14% | -$59.3M |
2013 Q2
12 quarters
|
|
|
12
Berkshire Hathaway Class B
BRK.B
$1.16T
| $378M | 0.7% |
2,612,103
-2,307,460
| -47% | -$330M |
2013 Q2
12 quarters
|
|
13
Eli Lilly
LLY
$1.14T
| $350M | 0.65% |
4,449,700
+224,295
| +5% | +$16.9M |
2013 Q2
12 quarters
|
|
14
Visa
V
$766B
| $334M | 0.62% |
4,504,703
+2,144,233
| +91% | +$168M |
2013 Q2
12 quarters
|
|
|
15
CALL
Booking.com
BKNG
$117B
| $334M | 0.62% |
6,680,000
+1,315,000
| +25% | +$68.3M |
2013 Q2
12 quarters
|
|
16
Citigroup
C
$202B
| $328M | 0.6% |
7,737,999
-1,663,150
| -18% | -$73.5M |
2013 Q2
12 quarters
|
|
|
17
Home Depot
HD
$319B
| $319M | 0.59% |
2,499,294
+2,325,907
| +1,341% | +$308M |
2016 Q1
1 quarter
|
|
18
Nike
NKE
$55.4B
| $318M | 0.59% |
5,759,936
+5,076,090
| +742% | +$289M |
2013 Q2
12 quarters
|
|
19
Applied Materials
AMAT
$299B
| $314M | 0.58% |
13,101,650
+4,268,392
| +48% | +$94.2M |
2014 Q2
8 quarters
|
|
20
Bank of America
BAC
$350B
| $297M | 0.55% |
22,357,736
-3,502,909
| -14% | -$49.2M |
2013 Q2
12 quarters
|
|
21
VeriSign
VRSN
$26.9B
| $292M | 0.54% |
3,379,123
-150,644
| -4% | -$13M |
2013 Q2
12 quarters
|
|
22
DELISTED
EMC CORPORATION
EMC
| $278M | 0.51% |
10,215,930
+882,867
| +9% | +$23.9M |
2013 Q2
12 quarters
|
|
23
PUT
Apple
AAPL
$5.07T
| $270M | 0.5% |
11,287,200
+3,400,400
| +43% | +$84.5M |
2013 Q2
12 quarters
|
|
24
Cigna
CI
$81.1B
| $269M | 0.5% |
2,099,723
-676,143
| -24% | -$89.3M |
2014 Q4
6 quarters
|
|
|
VMW
25
DELISTED
VMware, Inc
VMW
| $267M | 0.49% |
4,667,731
+3,084,802
| +195% | +$178M |
2013 Q2
12 quarters
|
|
Similar funds
David Shaw's Q2 2016 Portfolio in Review
As of Q2 2016, David Shaw held 3,766 positions worth $54.2B, down 2.7% from $55.7B the previous quarter. Its ten largest holdings account for 9.2% of the portfolio.
David Shaw withdrew a net $3.73B in Q2 2016, closing 445 positions and reducing 1,324 holdings. Its most notable exit was TIME WARNER CABLE INC NEW COM STK, an estimated $369M position sold in full.
By sector, the portfolio is most concentrated in Miscellaneous at 23% of assets, up from 20% a quarter earlier, followed by Healthcare and Technology.
Against the trend, David Shaw opened a new position in Liberty Media Corporation Series C Liberty SiriusXM Common Stock worth $198M.
- David Shaw's largest Q2 2016 buy was Liberty Media Corporation Series C Liberty SiriusXM Common Stock: 8,430,023 shares worth $198M.
- David Shaw added most to Amazon in Q2 2016, an estimated $549M increase.
- David Shaw's biggest Q2 2016 reduction was Booking.com, cutting an estimated $475M.
- David Shaw fully exited TIME WARNER CABLE INC NEW COM STK in Q2 2016, selling an estimated $369M.
- David Shaw's ten largest holdings make up 9.2% of its $54.2B portfolio in Q2 2016.
- David Shaw opened 402 new positions and closed 445 in Q2 2016.
- David Shaw's portfolio value fell 2.7% quarter-over-quarter to $54.2B.
Based on D.E. Shaw & Co's 13F filing for Q2 2016, filed 15 Aug 2016.