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 | |
|---|---|---|---|---|---|---|
926
CALL
Dillards
DDS
$10B
| $10.4M | 0.02% |
76,300
-48,500
| -39% | -$6.05M |
|
|
EBIX
927
DELISTED
Ebix Inc
EBIX
| $10.4M | 0.02% |
342,573
+247,197
| +259% | +$6.21M |
|
928
CALL
Caterpillar
CAT
$373B
| $10.4M | 0.02% |
130,000
-50,300
| -28% | -$4.18M |
|
929
CALL
AbbVie
ABBV
$467B
| $10.4M | 0.02% |
177,600
-364,700
| -67% | -$22M |
|
|
VG
930
DELISTED
Vonage Holdings Corporation
VG
| $10.4M | 0.02% |
2,113,531
+265,747
| +14% | +$1.19M |
|
|
MXIM
931
DELISTED
Maxim Integrated Products
MXIM
| $10.4M | 0.02% |
297,546
+168,679
| +131% | +$5.76M |
|
932
Popular Inc
BPOP
$10.7B
| $10.4M | 0.02% |
301,161
+202,814
| +206% | +$6.71M |
|
933
CALL
Under Armour
UAA
$2.31B
| $10.3M | 0.02% |
256,200
-449,200
| -64% | -$16.5M |
|
934
Viasat
VSAT
$9.96B
| $10.3M | 0.02% |
173,454
+113,721
| +190% | +$6.9M |
|
935
Ford
F
$55.5B
| $10.3M | 0.02% |
640,021
-1,173,493
| -65% | -$18.5M |
|
936
American Electric Power
AEP
$66.4B
| $10.3M | 0.02% |
183,479
+2,979
| +2% | +$177K |
|
937
TC Energy
TRP
$64.7B
| $10.3M | 0.02% |
241,000
+213,500
| +776% | +$9.53M |
|
|
UTEK
938
DELISTED
Ultratech Inc.
UTEK
| $10.3M | 0.02% |
591,958
+38,678
| +7% | +$678K |
|
|
PCYC
939
CALL
DELISTED
PHARMACYCLICS INC
PCYC
| $10.2M | 0.02% |
40,000
-40,800
| -50% | -$7.88M |
|
940
CALL
Humana
HUM
$46.4B
| $10.2M | 0.02% |
57,500
-93,500
| -62% | -$14.8M |
|
941
Nice
NICE
$5.87B
| $10.2M | 0.02% |
167,971
+18,462
| +12% | +$1.02M |
|
942
RPC Inc
RES
$1.37B
| $10.2M | 0.02% |
798,669
-117,646
| -13% | -$1.48M |
|
943
National Bank Holdings
NBHC
$1.86B
| $10.2M | 0.02% |
542,929
-98,674
| -15% | -$1.83M |
|
944
Broadridge
BR
$21.1B
| $10.1M | 0.02% |
184,407
-151,350
| -45% | -$7.69M |
|
945
CALL
American Express
AXP
$228B
| $10.1M | 0.02% |
129,500
-188,200
| -59% | -$15.6M |
|
946
CALL
Allegiant Air
ALGT
$2.23B
| $10.1M | 0.02% |
52,500
+41,400
| +373% | +$7.42M |
|
947
CALL
Marathon Petroleum
MPC
$102B
| $10.1M | 0.02% |
197,000
+72,600
| +58% | +$3.49M |
|
948
PUT
Viatris
VTRS
$19B
| $10M | 0.02% |
169,300
-256,100
| -60% | -$14.6M |
|
|
TBI
949
Trueblue
TBI
$325M
| $10M | 0.02% |
410,944
+36,211
| +10% | +$814K |
|
950
CALL
Yelp
YELP
$1.29B
| $9.99M | 0.02% |
211,000
-93,900
| -31% | -$4.65M |
|
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.