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 | |
|---|---|---|---|---|---|---|
|
CY
2826
PUT
DELISTED
Cypress Semiconductor
CY
| $691K | ﹤0.01% |
49,000
+29,000
| +145% | +$430K |
|
2827
Advance Auto Parts
AAP
$2.66B
| $689K | ﹤0.01% |
4,600
+1,223
| +36% | +$189K |
|
2828
PUT
NWPX Infrastructure Inc
NWPX
$1.08B
| $689K | ﹤0.01% |
+30,000
| New | +$731K |
|
|
BBOX
2829
DELISTED
Black Box Corp
BBOX
| $688K | ﹤0.01% |
32,855
+11,256
| +52% | +$245K |
|
2830
Digi International
DGII
$2.89B
| $687K | ﹤0.01% |
68,824
+9,963
| +17% | +$97.7K |
|
2831
CALL
Pilgrim's Pride
PPC
$7.45B
| $687K | ﹤0.01% |
30,400
-40,000
| -57% | -$1.14M |
|
|
RLOC
2832
DELISTED
REACHLOCAL INC COM STK (DE)
RLOC
| $687K | ﹤0.01% |
236,160
-8,581
| -4% | -$26.6K |
|
|
FMSA
2833
DELISTED
Fairmount Santrol Holdings Inc.
FMSA
| $686K | ﹤0.01% |
94,852
-97,824
| -51% | -$601K |
|
2834
PUT
American Eagle Outfitters
AEO
$2.95B
| $683K | ﹤0.01% |
40,000
-263,000
| -87% | -$4.01M |
|
|
CSR
2835
Centerspace
CSR
$897M
| $683K | ﹤0.01% |
9,107
-3,643
| -29% | -$287K |
|
|
OLP
2836
One Liberty Properties
OLP
$530M
| $683K | ﹤0.01% |
27,972
-4,393
| -14% | -$107K |
|
2837
Commercial Vehicle Group
CVGI
$124M
| $681K | ﹤0.01% |
105,819
+22,049
| +26% | +$134K |
|
|
SJI
2838
DELISTED
South Jersey Industries, Inc.
SJI
| $680K | ﹤0.01% |
25,064
+11,930
| +91% | +$340K |
|
|
CIVI
2839
CALL
DELISTED
Civitas Resources
CIVI
| $678K | ﹤0.01% |
246
-114
| -32% | -$326K |
|
|
PDM
2840
Piedmont Realty Trust
PDM
$1.24B
| $678K | ﹤0.01% |
+36,430
| New | +$687K |
|
2841
Gold Fields
GFI
$42.6B
| $677K | ﹤0.01% |
168,753
-38,274
| -18% | -$185K |
|
|
LCI
2842
CALL
DELISTED
Lannett Company, Inc.
LCI
| $677K | ﹤0.01% |
+2,500
| New | +$568K |
|
2843
PUT
Emerson Electric
EMR
$88.3B
| $674K | ﹤0.01% |
11,900
-10,200
| -46% | -$593K |
|
|
RDS.A
2844
CALL
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $674K | ﹤0.01% |
12,098
| – | – |
|
|
MITT
2845
TPG Mortgage Investment Trust
MITT
$211M
| $672K | ﹤0.01% |
11,894
-21,402
| -64% | -$1.2M |
|
2846
Fidus Investment
FDUS
$748M
| $671K | ﹤0.01% |
43,626
+8,741
| +25% | +$139K |
|
2847
Clear Channel Outdoor Holdings
CCO
$1.22B
| $670K | ﹤0.01% |
66,245
-15,360
| -19% | -$149K |
|
2848
Columbus McKinnon
CMCO
$519M
| $668K | ﹤0.01% |
24,811
-5,918
| -19% | -$153K |
|
2849
Ecopetrol
EC
$34B
| $667K | ﹤0.01% |
43,800
-16,630
| -28% | -$269K |
|
|
TLMR
2850
DELISTED
TALMER BANCORP INC (MI)
TLMR
| $665K | ﹤0.01% |
43,420
-47,328
| -52% | -$666K |
|
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.