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 | |
|---|---|---|---|---|---|---|
801
Nokia
NOK
$55.6B
| $13.3M | 0.02% |
+1,760,133
| New | +$13.7M |
|
802
Accuray
ARAY
$32.4M
| $13.3M | 0.02% |
1,433,015
+316,275
| +28% | +$2.52M |
|
803
CALL
Southwest Airlines
LUV
$19.9B
| $13.3M | 0.02% |
299,900
-5,000
| -2% | -$218K |
|
804
Keurig Dr Pepper
KDP
$44.2B
| $13.3M | 0.02% |
169,129
-95,859
| -36% | -$7.41M |
|
805
CALL
Medtronic
MDT
$119B
| $13.3M | 0.02% |
170,100
-6,700
| -4% | -$508K |
|
806
PNC Financial Services
PNC
$97.2B
| $13.2M | 0.02% |
141,313
-293,165
| -67% | -$26.5M |
|
807
TSMC
TSM
$2.13T
| $13.1M | 0.02% |
559,190
+41,197
| +8% | +$970K |
|
808
CALL
Petrobras
PBR
$120B
| $13.1M | 0.02% |
2,181,900
+1,280,000
| +142% | +$8.16M |
|
809
CALL
Bristol-Myers Squibb
BMY
$137B
| $13M | 0.02% |
202,200
-23,500
| -10% | -$1.47M |
|
810
Advanced Micro Devices
AMD
$746B
| $13M | 0.02% |
4,851,447
-432,533
| -8% | -$1.22M |
|
|
DD
811
DELISTED
Du Pont De Nemours E I
DD
| $12.9M | 0.02% |
189,580
-57,195
| -23% | -$4.08M |
|
|
PPL
812
PPL Corp
PPL
$26.4B
| $12.9M | 0.02% |
409,926
-67,381
| -14% | -$2.16M |
|
813
APA Corp
APA
$15.1B
| $12.8M | 0.02% |
211,641
-32,106
| -13% | -$2.02M |
|
814
The GEO Group
GEO
$4.24B
| $12.8M | 0.02% |
437,811
-128,106
| -23% | -$3.65M |
|
815
RTX Corp
RTX
$282B
| $12.8M | 0.02% |
173,079
-198,572
| -53% | -$14.8M |
|
|
OWW
816
DELISTED
ORBITZ WORLDWIDE, INC
OWW
| $12.7M | 0.02% |
1,092,648
-1,697,354
| -61% | -$17.9M |
|
|
PRMW
817
DELISTED
Primo Water Corporation
PRMW
| $12.7M | 0.02% |
1,357,395
+48,699
| +4% | +$410K |
|
818
PUT
Advance Auto Parts
AAP
$2.63B
| $12.7M | 0.02% |
84,900
-19,200
| -18% | -$2.96M |
|
819
CALL
Delta Air Lines
DAL
$54.2B
| $12.7M | 0.02% |
282,500
-687,900
| -71% | -$31.9M |
|
|
EGOV
820
DELISTED
NIC Inc
EGOV
| $12.7M | 0.02% |
717,772
+75,711
| +12% | +$1.29M |
|
821
Cardinal Health
CAH
$54B
| $12.7M | 0.02% |
140,346
-33,897
| -19% | -$2.92M |
|
|
ISBC
822
DELISTED
Investors Bancorp, Inc.
ISBC
| $12.6M | 0.02% |
1,075,037
-21,355
| -2% | -$242K |
|
|
MDR
823
DELISTED
McDermott International
MDR
| $12.6M | 0.02% |
1,093,592
-298,577
| -21% | -$2.56M |
|
|
VR
824
DELISTED
Validus Hold Ltd
VR
| $12.6M | 0.02% |
298,867
-156,083
| -34% | -$6.43M |
|
825
PUT
Adobe
ADBE
$110B
| $12.5M | 0.02% |
169,500
-158,100
| -48% | -$11.8M |
|
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.