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 | |
|---|---|---|---|---|---|---|
701
CALL
VF Corp
VFC
$5.61B
| $15.7M | 0.02% |
222,064
| – | – |
|
702
Monster Beverage
MNST
$95.2B
| $15.7M | 0.02% |
1,363,044
+130,860
| +11% | +$1.37M |
|
703
CALL
Halliburton
HAL
$28.8B
| $15.7M | 0.02% |
356,900
-542,800
| -60% | -$22.6M |
|
704
PUT
Newmont
NEM
$138B
| $15.6M | 0.02% |
718,700
-547,900
| -43% | -$12.8M |
|
705
InterDigital
IDCC
$8.83B
| $15.6M | 0.02% |
307,369
-116,826
| -28% | -$6.06M |
|
706
BioCryst Pharmaceuticals
BCRX
$2.48B
| $15.6M | 0.02% |
1,724,137
+53,598
| +3% | +$555K |
|
|
MIK
707
DELISTED
Michaels Stores, Inc
MIK
| $15.5M | 0.02% |
574,550
+427,763
| +291% | +$11.4M |
|
708
NVR
NVR
$17B
| $15.4M | 0.02% |
11,627
-800
| -6% | -$1.05M |
|
709
Aflac
AFL
$59.2B
| $15.4M | 0.02% |
482,398
+228,104
| +90% | +$6.96M |
|
710
CALL
McKesson
MCK
$102B
| $15.4M | 0.02% |
68,000
-27,300
| -29% | -$6.06M |
|
711
CALL
Markel Group
MKL
$22.5B
| $15.4M | 0.02% |
20,000
| – | – |
|
712
Alkermes
ALKS
$8.15B
| $15.4M | 0.02% |
252,063
+1,379
| +0.6% | +$94.2K |
|
713
United Therapeutics
UTHR
$22B
| $15.4M | 0.02% |
89,099
-161,343
| -64% | -$24.6M |
|
714
PUT
NOV
NOV
$7.05B
| $15.3M | 0.02% |
306,800
+118,100
| +63% | +$6.41M |
|
715
PUT
Cummins
CMI
$78.8B
| $15.3M | 0.02% |
110,500
-184,300
| -63% | -$26M |
|
716
Evertec
EVTC
$1.78B
| $15.3M | 0.02% |
700,538
+133,531
| +24% | +$2.82M |
|
717
ManpowerGroup
MAN
$2.86B
| $15.3M | 0.02% |
177,490
-20,156
| -10% | -$1.54M |
|
718
Tenet Healthcare
THC
$22.4B
| $15.3M | 0.02% |
308,600
-704,097
| -70% | -$32.9M |
|
719
PUT
Alaska Air
ALK
$4.64B
| $15.3M | 0.02% |
230,600
-201,200
| -47% | -$13.1M |
|
|
PDCE
720
DELISTED
PDC Energy, Inc.
PDCE
| $15.2M | 0.02% |
282,168
+222,424
| +372% | +$10.8M |
|
721
Ashland
ASH
$3.38B
| $15.2M | 0.02% |
244,254
-209,432
| -46% | -$12.7M |
|
722
Ares Capital
ARCC
$14.4B
| $15.1M | 0.02% |
880,807
+760,166
| +630% | +$12.7M |
|
723
Teck Resources
TECK
$34.4B
| $15.1M | 0.02% |
1,099,875
-185,220
| -14% | -$2.61M |
|
724
PTC
PTC
$16.8B
| $15.1M | 0.02% |
416,680
-27,068
| -6% | -$934K |
|
725
Chevron
CVX
$399B
| $15M | 0.02% |
143,085
+6,194
| +5% | +$661K |
|
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.