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 | |
|---|---|---|---|---|---|---|
376
PUT
General Dynamics
GD
$104B
| $38.6M | 0.06% |
284,100
-138,800
| -33% | -$19M |
|
377
PUT
AT&T
T
$173B
| $38.5M | 0.06% |
1,561,393
+239,644
| +18% | +$6.09M |
|
|
VER
378
CALL
DELISTED
VEREIT, Inc.
VER
| $38.4M | 0.06% |
780,000
| – | – |
|
379
CALL
Amazon
AMZN
$2.79T
| $38.4M | 0.06% |
2,062,200
-5,188,000
| -72% | -$91.2M |
|
380
CALL
Citigroup
C
$221B
| $38M | 0.06% |
738,300
-361,200
| -33% | -$18.4M |
|
381
Morgan Stanley
MS
$336B
| $37.9M | 0.06% |
1,061,077
+303,104
| +40% | +$10.9M |
|
|
STRZA
382
DELISTED
Starz - Series A
STRZA
| $37.7M | 0.06% |
1,097,050
-95,571
| -8% | -$3M |
|
383
PUT
FedEx
FDX
$76.9B
| $37.6M | 0.06% |
227,000
-400,500
| -64% | -$69.5M |
|
384
PUT
Costco
COST
$420B
| $37.3M | 0.06% |
246,000
-287,900
| -54% | -$42.2M |
|
385
Progressive
PGR
$127B
| $36.8M | 0.06% |
1,354,206
-687,210
| -34% | -$18.3M |
|
386
Brixmor Property Group
BRX
$8.99B
| $36.8M | 0.06% |
1,386,037
+943,413
| +213% | +$24.6M |
|
|
PLCM
387
DELISTED
POLYCOM INC
PLCM
| $36M | 0.06% |
2,685,743
+151,998
| +6% | +$2.03M |
|
388
Lear
LEA
$8.56B
| $35.9M | 0.06% |
324,343
-51,284
| -14% | -$5.39M |
|
389
PUT
Freeport-McMoran
FCX
$110B
| $35.9M | 0.06% |
1,895,400
-1,562,800
| -45% | -$30.9M |
|
390
Halliburton
HAL
$29.4B
| $35.9M | 0.05% |
817,181
+46,774
| +6% | +$1.95M |
|
391
Mohawk Industries
MHK
$9.23B
| $35.6M | 0.05% |
191,548
-24,498
| -11% | -$4.24M |
|
|
ARUN
392
DELISTED
ARUBA NETWORKS, INC.
ARUN
| $35.6M | 0.05% |
1,452,575
+1,439,890
| +11,351% | +$29M |
|
393
CALL
Williams Companies
WMB
$86.2B
| $35.4M | 0.05% |
699,600
+29,600
| +4% | +$1.37M |
|
|
INXN
394
DELISTED
Interxion Holding N.V.
INXN
| $35.2M | 0.05% |
1,248,374
+456,626
| +58% | +$13.4M |
|
395
CALL
Amgen
AMGN
$238B
| $35.2M | 0.05% |
220,000
-24,300
| -10% | -$3.83M |
|
396
Archrock
AROC
$5.58B
| $35.1M | 0.05% |
1,044,986
+338,737
| +48% | +$10.3M |
|
397
Toronto Dominion Bank
TD
$194B
| $35.1M | 0.05% |
819,064
+643,272
| +366% | +$27.6M |
|
|
TIME
398
DELISTED
Time Inc.
TIME
| $35M | 0.05% |
1,558,672
-566,632
| -27% | -$13.6M |
|
399
US Bancorp
USB
$96.7B
| $34.9M | 0.05% |
800,100
-499,900
| -38% | -$21.9M |
|
400
Vulcan Materials
VMC
$35.8B
| $34.9M | 0.05% |
414,294
+338,631
| +448% | +$26.1M |
|
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.