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 | |
|---|---|---|---|---|---|---|
51
PUT
Meta Platforms (Facebook)
META
$1.4T
| $211M | 0.32% |
2,566,300
-5,110,800
| -67% | -$400M |
|
|
QVCGA
52
DELISTED
QVC Group Inc Series A
QVCGA
| $208M | 0.32% |
146,968
-13,847
| -9% | -$19.3M |
|
53
Visa
V
$693B
| $208M | 0.32% |
3,177,672
+1,966,020
| +162% | +$130M |
|
54
Intel
INTC
$476B
| $207M | 0.32% |
6,604,636
+1,036,829
| +19% | +$35M |
|
55
Moody's
MCO
$87.2B
| $206M | 0.32% |
1,981,416
+553,815
| +39% | +$53.5M |
|
|
RKT
56
DELISTED
ROCK-TENN COMPANY CL-A
RKT
| $205M | 0.31% |
3,183,783
-454,412
| -12% | -$29.8M |
|
57
Constellation Brands
STZ
$23.2B
| $204M | 0.31% |
1,758,337
-555,628
| -24% | -$62.5M |
|
58
Occidental Petroleum
OXY
$61.3B
| $196M | 0.3% |
2,688,752
+1,148,738
| +75% | +$88.8M |
|
|
AGN
59
DELISTED
Allergan plc
AGN
| $195M | 0.3% |
655,617
+483,184
| +280% | +$138M |
|
60
Canadian National Railway
CNI
$78.5B
| $190M | 0.29% |
2,838,181
-517,800
| -15% | -$35.2M |
|
|
APC
61
DELISTED
Anadarko Petroleum
APC
| $189M | 0.29% |
2,276,970
-384,528
| -14% | -$31.5M |
|
62
Danaher
DHR
$154B
| $188M | 0.29% |
3,296,933
+2,283,822
| +225% | +$131M |
|
|
BHI
63
DELISTED
Baker Hughes
BHI
| $188M | 0.29% |
2,958,327
+1,115,218
| +61% | +$67.3M |
|
64
Walmart Inc
WMT
$825B
| $186M | 0.29% |
6,794,730
-849,030
| -11% | -$24.1M |
|
65
Qualcomm
QCOM
$169B
| $186M | 0.28% |
2,677,515
+2,369,453
| +769% | +$167M |
|
|
YHOO
66
PUT
DELISTED
Yahoo Inc
YHOO
| $183M | 0.28% |
4,117,000
-1,345,000
| -25% | -$60.8M |
|
|
67
Microsoft
MSFT
$3.59T
| $182M | 0.28% |
4,485,819
-6,085,822
| -58% | -$265M |
|
68
Voya Financial
VOYA
$8.86B
| $178M | 0.27% |
4,134,528
+2,414,465
| +140% | +$102M |
|
69
Marvell Technology
MRVL
$213B
| $173M | 0.26% |
11,759,720
+3,488,168
| +42% | +$55.1M |
|
|
LVNTA
70
DELISTED
Liberty Interactive Corporation Series A Liberty Ventures
LVNTA
| $173M | 0.26% |
4,111,401
+157,408
| +4% | +$6.11M |
|
71
Travel + Leisure Co
TNL
$4.39B
| $170M | 0.26% |
4,166,417
+802,946
| +24% | +$32M |
|
72
Liberty Global Class A
LBTYA
$3.63B
| $170M | 0.26% |
4,004,065
-320,917
| -7% | -$13.4M |
|
73
PUT
Alphabet (Google) Class C
GOOG
$4.18T
| $168M | 0.26% |
6,144,824
-7,642,927
| -55% | -$205M |
|
|
TRW
74
DELISTED
TRW AUTOMOTIVE HOLDINGS CORP
TRW
| $164M | 0.25% |
1,568,369
+126,656
| +9% | +$13.1M |
|
|
LBRDK
75
DELISTED
Liberty Broadband Class C
LBRDK
| $164M | 0.25% |
2,894,660
+996,833
| +53% | +$50.5M |
|
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.