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
|
+$446M |
| 2 |
SLB Ltd
SLB
|
+$276M |
| 3 |
Apple
AAPL
|
+$267M |
| 4 |
Johnson & Johnson
JNJ
|
+$244M |
| 5 |
TJX Companies
TJX
|
+$216M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Walt Disney
DIS
|
+$304M |
| 2 |
Amazon
AMZN
|
+$289M |
| 3 |
YHOO
Yahoo Inc
YHOO
|
+$274M |
| 4 |
Alphabet (Google) Class A
GOOGL
|
+$204M |
| 5 |
Bristol-Myers Squibb
BMY
|
+$196M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 14.94% |
| 2 | Healthcare | 11.06% |
| 3 | Financials | 9.65% |
| 4 | Consumer Discretionary | 9.31% |
| 5 | Communication Services | 8.79% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
101
CALL
Alibaba
BABA
$286B
| $119M | 0.21% |
1,100,800
+544,100
| +98% | +$55.4M |
|
102
Mondelez International
MDLZ
$82.3B
| $118M | 0.21% |
2,745,490
+2,324,008
| +551% | +$103M |
|
103
ConocoPhillips
COP
$162B
| $118M | 0.21% |
2,359,548
+1,481,006
| +169% | +$71.6M |
|
|
ESRX
104
DELISTED
Express Scripts Holding Company
ESRX
| $117M | 0.21% |
1,779,859
-161,677
| -8% | -$11.1M |
|
|
105
PUT
Alphabet (Google) Class C
GOOG
$4.18T
| $117M | 0.21% |
2,820,000
-1,398,000
| -33% | -$57.3M |
|
|
NLSN
106
DELISTED
Nielsen Holdings plc
NLSN
| $115M | 0.2% |
2,781,051
+1,860,717
| +202% | +$79.6M |
|
107
Moody's
MCO
$87.2B
| $113M | 0.2% |
1,009,600
+136,579
| +16% | +$14.6M |
|
|
MRSH
108
Marsh
MRSH
$91.6B
| $111M | 0.2% |
1,507,140
+214,120
| +17% | +$15.3M |
|
109
CALL
Wells Fargo
WFC
$254B
| $111M | 0.19% |
1,986,200
+130,600
| +7% | +$7.41M |
|
110
Kinder Morgan
KMI
$69B
| $110M | 0.19% |
5,048,950
-2,105,851
| -29% | -$46M |
|
|
SEE
111
DELISTED
Sealed Air
SEE
| $109M | 0.19% |
2,511,865
-874,659
| -26% | -$41.1M |
|
112
Air Products & Chemicals
APD
$67.9B
| $109M | 0.19% |
807,846
-187,340
| -19% | -$26.4M |
|
113
Analog Devices
ADI
$182B
| $109M | 0.19% |
1,327,854
-66,011
| -5% | -$5.18M |
|
114
CALL
AutoZone
AZO
$48.3B
| $108M | 0.19% |
148,700
-3,100
| -2% | -$2.3M |
|
115
Genpact
G
$6.24B
| $107M | 0.19% |
4,303,195
+1,194,931
| +38% | +$29.1M |
|
116
PUT
JPMorgan Chase
JPM
$935B
| $107M | 0.19% |
1,212,500
+666,600
| +122% | +$58.8M |
|
117
NextEra Energy
NEE
$174B
| $105M | 0.19% |
3,281,800
+673,296
| +26% | +$21.2M |
|
118
Humana
HUM
$45.5B
| $105M | 0.18% |
509,292
-635,841
| -56% | -$131M |
|
119
Verizon
VZ
$205B
| $105M | 0.18% |
2,152,134
+1,756,728
| +444% | +$88.1M |
|
|
CLVS
120
DELISTED
Clovis Oncology, Inc.
CLVS
| $104M | 0.18% |
1,634,472
+922,235
| +129% | +$56.1M |
|
121
Intuit
INTU
$100B
| $104M | 0.18% |
896,766
+413,377
| +86% | +$49.5M |
|
122
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.7B
| $104M | 0.18% |
910,919
+28,919
| +3% | +$3.26M |
|
123
Bank of America
BAC
$431B
| $103M | 0.18% |
4,360,311
+1,097,202
| +34% | +$26M |
|
124
Advance Auto Parts
AAP
$2.57B
| $102M | 0.18% |
688,021
+210,333
| +44% | +$33.8M |
|
|
RAI
125
DELISTED
Reynolds American Inc
RAI
| $101M | 0.18% |
1,596,945
+827,982
| +108% | +$49.7M |
|
Similar funds
David Shaw's Q1 2017 Portfolio in Review
As of Q1 2017, David Shaw held 3,844 positions worth $56.9B, down 3.4% from $58.9B the previous quarter. Its ten largest holdings account for 9.7% of the portfolio.
David Shaw withdrew a net $5.64B in Q1 2017, closing 599 positions and reducing 1,534 holdings. Its most notable exit was Dick's Sporting Goods, an estimated $62.3M position sold in full.
By sector, the portfolio is most concentrated in Technology at 15% of assets, up from 11% a quarter earlier, followed by Healthcare and Financials.
Against the trend, David Shaw opened a new position in C&J Energy Services, Inc. worth $131M.
- David Shaw's largest Q1 2017 buy was C&J Energy Services, Inc.: 3,857,413 shares worth $131M.
- David Shaw added most to State Street SPDR S&P 500 ETF Trust in Q1 2017, an estimated $446M increase.
- David Shaw's biggest Q1 2017 reduction was Walt Disney, cutting an estimated $304M.
- David Shaw fully exited Dick's Sporting Goods in Q1 2017, selling an estimated $62.3M.
- David Shaw's ten largest holdings make up 9.7% of its $56.9B portfolio in Q1 2017.
- David Shaw opened 437 new positions and closed 599 in Q1 2017.
- David Shaw's portfolio value fell 3.4% quarter-over-quarter to $56.9B.
Based on D.E. Shaw & Co's 13F filing for Q1 2017, filed 15 May 2017.