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 | |
|---|---|---|---|---|---|---|
726
CALL
Applied Materials
AMAT
$384B
| $15M | 0.02% |
665,300
-67,500
| -9% | -$1.62M |
|
727
Trimble
TRMB
$14.1B
| $15M | 0.02% |
594,147
+437,807
| +280% | +$11.2M |
|
|
728
CALL
LyondellBasell Industries
LYB
$21.1B
| $14.9M | 0.02% |
170,000
-67,500
| -28% | -$5.68M |
|
729
JD.com
JD
$39.4B
| $14.9M | 0.02% |
+507,430
| New | +$13.6M |
|
730
Reinsurance Group of America
RGA
$16B
| $14.9M | 0.02% |
159,690
+107,532
| +206% | +$9.5M |
|
731
Mitsubishi UFJ Financial
MUFG
$248B
| $14.9M | 0.02% |
2,390,715
+32,173
| +1% | +$191K |
|
732
Murphy USA
MUSA
$10.4B
| $14.9M | 0.02% |
205,447
-110,871
| -35% | -$7.79M |
|
733
PUT
Molson Coors Class B
TAP
$8.02B
| $14.9M | 0.02% |
199,700
-241,100
| -55% | -$18.2M |
|
|
THS
734
DELISTED
Treehouse Foods
THS
| $14.9M | 0.02% |
174,761
-66,559
| -28% | -$5.74M |
|
735
CALL
American Tower
AMT
$83.1B
| $14.9M | 0.02% |
157,800
-33,300
| -17% | -$3.24M |
|
|
DATA
736
DELISTED
Tableau Software, Inc.
DATA
| $14.8M | 0.02% |
159,752
-48,960
| -23% | -$4.45M |
|
|
CELG
737
DELISTED
Celgene Corp
CELG
| $14.7M | 0.02% |
127,648
+20,012
| +19% | +$2.39M |
|
738
PUT
Morgan Stanley
MS
$336B
| $14.7M | 0.02% |
412,300
-1,119,100
| -73% | -$40.2M |
|
|
AAN.A
739
DELISTED
The Aaron's Company Inc Class A
AAN.A
| $14.7M | 0.02% |
519,442
+118,969
| +30% | +$3.37M |
|
740
Beazer Homes USA
BZH
$883M
| $14.7M | 0.02% |
827,213
-168,929
| -17% | -$2.88M |
|
741
PUT
VF Corp
VFC
$5.63B
| $14.7M | 0.02% |
206,665
-184,682
| -47% | -$12.8M |
|
|
HOLX
742
DELISTED
Hologic
HOLX
| $14.6M | 0.02% |
442,700
+221,555
| +100% | +$6.8M |
|
|
XL
743
DELISTED
XL Group Ltd.
XL
| $14.6M | 0.02% |
397,004
-347,014
| -47% | -$12.4M |
|
744
PUT
Capri Holdings
CPRI
$1.55B
| $14.6M | 0.02% |
221,900
-175,300
| -44% | -$12M |
|
745
Cameco
CCJ
$44.5B
| $14.6M | 0.02% |
1,045,603
+898,157
| +609% | +$13.4M |
|
|
AVG
746
DELISTED
AVG Technologies N.V.
AVG
| $14.5M | 0.02% |
671,592
+84,903
| +14% | +$1.79M |
|
747
Northrop Grumman
NOC
$78B
| $14.5M | 0.02% |
+90,128
| New | +$14.4M |
|
748
Sempra
SRE
$55.3B
| $14.5M | 0.02% |
265,982
-619,540
| -70% | -$34.1M |
|
749
Host Hotels & Resorts
HST
$15.9B
| $14.5M | 0.02% |
717,829
-1,638,575
| -70% | -$36.6M |
|
|
MNTA
750
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
| $14.5M | 0.02% |
952,997
+180,556
| +23% | +$2.35M |
|
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.