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
|
+$446M |
| 2 |
SLB Ltd
SLB
|
+$276M |
| 3 |
Apple
AAPL
|
+$267M |
| 4 |
Johnson & Johnson
JNJ
|
+$244M |
| 5 |
TJX Companies
TJX
|
+$216M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Walt Disney
DIS
|
+$304M |
| 2 |
Amazon
AMZN
|
+$289M |
| 3 |
YHOO
Yahoo Inc
YHOO
|
+$274M |
| 4 |
Alphabet (Google) Class A
GOOGL
|
+$204M |
| 5 |
Bristol-Myers Squibb
BMY
|
+$196M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 14.94% |
| 2 | Healthcare | 11.06% |
| 3 | Financials | 9.65% |
| 4 | Consumer Discretionary | 9.31% |
| 5 | Communication Services | 8.79% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
351
PUT
Advanced Micro Devices
AMD
$773B
| $37.5M | 0.07% |
2,580,200
+1,989,000
| +336% | +$25.2M |
|
352
Conduent
CNDT
$250M
| $37.4M | 0.07% |
+2,231,269
| New | +$34M |
|
|
CSRA
353
DELISTED
CSRA Inc.
CSRA
| $37.3M | 0.07% |
1,272,619
-371,678
| -23% | -$11.4M |
|
|
DATA
354
DELISTED
Tableau Software, Inc.
DATA
| $37M | 0.07% |
745,917
+734,351
| +6,349% | +$36.3M |
|
355
Cleveland-Cliffs
CLF
$6.43B
| $36.9M | 0.06% |
4,494,540
-1,955,820
| -30% | -$18.6M |
|
356
Nasdaq
NDAQ
$54.9B
| $36.7M | 0.06% |
1,585,668
+722,913
| +84% | +$16.8M |
|
357
CALL
Procter & Gamble
PG
$336B
| $36.6M | 0.06% |
407,900
-192,200
| -32% | -$17M |
|
358
Dolby
DLB
$6.11B
| $36.4M | 0.06% |
693,780
+5,767
| +0.8% | +$285K |
|
359
Axalta
AXTA
$7.75B
| $36M | 0.06% |
1,118,990
-508,805
| -31% | -$15.1M |
|
360
PUT
Micron Technology
MU
$1.09T
| $35.9M | 0.06% |
1,242,600
-1,575,800
| -56% | -$38.5M |
|
361
Howmet Aerospace
HWM
$108B
| $35.8M | 0.06% |
1,772,111
+1,321,558
| +293% | +$26M |
|
362
Wendy's
WEN
$1.72B
| $35.8M | 0.06% |
2,628,660
-1,330,191
| -34% | -$18.1M |
|
363
Liberty Latin America Class C
LILAK
$1.64B
| $35.7M | 0.06% |
1,807,932
+145,495
| +9% | +$2.86M |
|
|
AAN.A
364
DELISTED
The Aaron's Company Inc Class A
AAN.A
| $35.6M | 0.06% |
1,198,643
-462,305
| -28% | -$13.7M |
|
365
JPMorgan Chase
JPM
$935B
| $35.6M | 0.06% |
404,939
+98,489
| +32% | +$8.69M |
|
366
Hartford Financial Services
HIG
$36.9B
| $35.5M | 0.06% |
738,731
+467,063
| +172% | +$22.6M |
|
367
Pfizer
PFE
$160B
| $35.4M | 0.06% |
1,092,014
-4,979,659
| -82% | -$157M |
|
368
Constellium
CSTM
$3.66B
| $35.3M | 0.06% |
5,426,709
-680,734
| -11% | -$4.86M |
|
369
Fortinet
FTNT
$113B
| $35.2M | 0.06% |
4,591,430
-484,020
| -10% | -$3.42M |
|
|
370
CALL
Micron Technology
MU
$1.09T
| $35.1M | 0.06% |
1,214,200
-151,100
| -11% | -$3.69M |
|
371
MSCI
MSCI
$41B
| $34.9M | 0.06% |
359,141
+149,560
| +71% | +$13.6M |
|
|
372
Micron Technology
MU
$1.09T
| $34.8M | 0.06% |
1,203,552
-4,074,507
| -77% | -$99.5M |
|
373
Goodyear
GT
$1.72B
| $34.7M | 0.06% |
963,696
+303,300
| +46% | +$10.3M |
|
374
Teradyne
TER
$58.7B
| $34.6M | 0.06% |
1,113,907
-115,124
| -9% | -$3.29M |
|
375
Cadence Design Systems
CDNS
$87.9B
| $34.4M | 0.06% |
1,094,685
+421,709
| +63% | +$12.3M |
|
Similar funds
David Shaw's Q1 2017 Portfolio in Review
As of Q1 2017, David Shaw held 3,844 positions worth $56.9B, down 3.4% from $58.9B the previous quarter. Its ten largest holdings account for 9.7% of the portfolio.
David Shaw withdrew a net $5.64B in Q1 2017, closing 599 positions and reducing 1,534 holdings. Its most notable exit was Dick's Sporting Goods, an estimated $62.3M position sold in full.
By sector, the portfolio is most concentrated in Technology at 15% of assets, up from 11% a quarter earlier, followed by Healthcare and Financials.
Against the trend, David Shaw opened a new position in C&J Energy Services, Inc. worth $131M.
- David Shaw's largest Q1 2017 buy was C&J Energy Services, Inc.: 3,857,413 shares worth $131M.
- David Shaw added most to State Street SPDR S&P 500 ETF Trust in Q1 2017, an estimated $446M increase.
- David Shaw's biggest Q1 2017 reduction was Walt Disney, cutting an estimated $304M.
- David Shaw fully exited Dick's Sporting Goods in Q1 2017, selling an estimated $62.3M.
- David Shaw's ten largest holdings make up 9.7% of its $56.9B portfolio in Q1 2017.
- David Shaw opened 437 new positions and closed 599 in Q1 2017.
- David Shaw's portfolio value fell 3.4% quarter-over-quarter to $56.9B.
Based on D.E. Shaw & Co's 13F filing for Q1 2017, filed 15 May 2017.