David Shaw D.E. Shaw & Co
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.
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$345M |
| 2 |
Biogen
BIIB
|
+$281M |
| 3 |
Bausch Health
BHC
|
+$244M |
| 4 |
SPDR Gold Trust
GLD
|
+$238M |
| 5 |
Coca-Cola
KO
|
+$206M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
LyondellBasell Industries
LYB
|
+$397M |
| 2 |
AGN
Allergan Inc
AGN
|
+$374M |
| 3 |
TWC
TIME WARNER CABLE INC NEW COM STK
TWC
|
+$347M |
| 4 |
Microsoft
MSFT
|
+$265M |
| 5 |
IBM
IBM
|
+$251M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Energy | 10.34% |
| 2 | Technology | 9.79% |
| 3 | Consumer Discretionary | 9.73% |
| 4 | Healthcare | 8.68% |
| 5 | Financials | 8.14% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
MRO
2651
CALL
DELISTED
Marathon Oil Corporation
MRO
| $862K | ﹤0.01% |
33,000
-117,600
| -78% | -$3.19M |
|
2652
British American Tobacco
BTI
$124B
| $859K | ﹤0.01% |
16,562
+7,810
| +89% | +$433K |
|
2653
CALL
Canadian National Railway
CNI
$77.1B
| $856K | ﹤0.01% |
12,800
-10,000
| -44% | -$680K |
|
2654
Inovio Pharmaceuticals
INO
$134M
| $856K | ﹤0.01% |
8,747
-4,236
| -33% | -$410K |
|
2655
Universal Technical Institute
UTI
$1.22B
| $855K | ﹤0.01% |
89,077
-1,980
| -2% | -$18.4K |
|
2656
Plug Power
PLUG
$3.03B
| $854K | ﹤0.01% |
+329,570
| New | +$955K |
|
|
RTN
2657
DELISTED
Raytheon Company
RTN
| $852K | ﹤0.01% |
7,799
-143,947
| -95% | -$15.5M |
|
|
P
2658
PUT
DELISTED
Pandora Media Inc
P
| $851K | ﹤0.01% |
52,500
-238,700
| -82% | -$3.82M |
|
|
ROSE
2659
CALL
DELISTED
ROSETTA RESOURCES INC
ROSE
| $851K | ﹤0.01% |
+50,000
| New | +$957K |
|
2660
AutoZone
AZO
$49B
| $848K | ﹤0.01% |
1,244
-3,619
| -74% | -$2.27M |
|
2661
PUT
Coeur Mining
CDE
$22B
| $848K | ﹤0.01% |
180,000
-50,000
| -22% | -$291K |
|
|
TC
2662
DELISTED
Thompson Creek Metals Company Inc. Ordinary Shares (Canada)
TC
| $848K | ﹤0.01% |
642,601
-58,458
| -8% | -$82.1K |
|
|
PNNT
2663
Pennant Park Investment Corp
PNNT
$246M
| $847K | ﹤0.01% |
+93,579
| New | +$860K |
|
2664
Associated Banc-Corp
ASB
$5.83B
| $846K | ﹤0.01% |
45,482
-145,127
| -76% | -$2.63M |
|
2665
Renasant Corp
RNST
$3.75B
| $846K | ﹤0.01% |
28,147
+5,612
| +25% | +$158K |
|
|
TW
2666
CALL
DELISTED
TOWERS WATSON & CO COM STK CL A (DE)
TW
| $846K | ﹤0.01% |
+6,400
| New | +$802K |
|
2667
PUT
Workday
WDAY
$47.1B
| $844K | ﹤0.01% |
10,000
-40,000
| -80% | -$3.38M |
|
|
CCXI
2668
DELISTED
ChemoCentryx, Inc.
CCXI
| $844K | ﹤0.01% |
111,770
+10,612
| +10% | +$82.9K |
|
|
JRN
2669
DELISTED
JOURNAL COMMUNICATIONS INC CL-A
JRN
| $844K | ﹤0.01% |
56,929
-53,461
| -48% | -$624K |
|
2670
UGI
UGI
$8.25B
| $843K | ﹤0.01% |
+25,867
| New | +$907K |
|
|
GHDX
2671
DELISTED
Genomic Health, Inc.
GHDX
| $842K | ﹤0.01% |
27,573
+15,489
| +128% | +$492K |
|
|
PERY
2672
DELISTED
Perry Ellis International Inc
PERY
| $842K | ﹤0.01% |
36,343
+13,724
| +61% | +$328K |
|
2673
Carriage Services
CSV
$552M
| $841K | ﹤0.01% |
35,222
+2,982
| +9% | +$67.5K |
|
2674
Medtronic
MDT
$118B
| $841K | ﹤0.01% |
10,785
+453
| +4% | +$34.3K |
|
2675
CALL
Ionis Pharmaceuticals
IONS
$10.5B
| $840K | ﹤0.01% |
13,200
-28,600
| -68% | -$1.94M |
|
Similar funds
David Shaw's Q1 2015 Portfolio in Review
As of Q1 2015, David Shaw held 4,408 positions worth $65.3B, down 16% from $77.8B the previous quarter. Its ten largest holdings account for 11% of the portfolio.
David Shaw withdrew a net $15B in Q1 2015, closing 828 positions and reducing 1,784 holdings. Its most notable exit was Allergan Inc, an estimated $374M position sold in full.
By sector, the portfolio is most concentrated in Energy at 10% of assets, up from 8.6% a quarter earlier, followed by Technology and Consumer Discretionary.
Against the trend, David Shaw opened a new position in SPDR Gold Trust worth $231M.
- David Shaw's largest Q1 2015 buy was SPDR Gold Trust: 2,033,000 shares worth $231M.
- David Shaw added most to State Street SPDR S&P 500 ETF Trust in Q1 2015, an estimated $345M increase.
- David Shaw's biggest Q1 2015 reduction was LyondellBasell Industries, cutting an estimated $397M.
- David Shaw fully exited Allergan Inc in Q1 2015, selling an estimated $374M.
- David Shaw's ten largest holdings make up 11% of its $65.3B portfolio in Q1 2015.
- David Shaw opened 448 new positions and closed 828 in Q1 2015.
- David Shaw's portfolio value fell 16% quarter-over-quarter to $65.3B.
Based on D.E. Shaw & Co's 13F filing for Q1 2015, filed 15 May 2015.