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 | |
|---|---|---|---|---|---|---|
1626
CALL
Danaher
DHR
$151B
| $3.4M | 0.01% |
59,513
-356,485
| -86% | -$20.5M |
|
1627
PUT
Ulta Beauty
ULTA
$23.4B
| $3.39M | 0.01% |
22,500
| – | – |
|
|
SFS
1628
DELISTED
Smart & Final Stores, Inc.
SFS
| $3.39M | 0.01% |
192,532
+9,278
| +5% | +$147K |
|
|
JCP
1629
DELISTED
J.C. Penney Company, Inc.
JCP
| $3.38M | 0.01% |
402,212
-2,522,065
| -86% | -$19.6M |
|
|
GOLD
1630
PUT
DELISTED
Randgold Resources Ltd
GOLD
| $3.37M | 0.01% |
48,922
-313,567
| -87% | -$23.6M |
|
|
BTU
1631
DELISTED
PEABODY ENERGY CORP COM STK NEW (DE)
BTU
| $3.37M | 0.01% |
45,615
-301,562
| -87% | -$30.4M |
|
1632
A.O. Smith
AOS
$8.49B
| $3.37M | 0.01% |
+102,502
| New | +$3.12M |
|
|
BBBY
1633
CALL
DELISTED
Bed Bath & Beyond Inc
BBBY
| $3.35M | 0.01% |
43,600
-71,400
| -62% | -$5.42M |
|
|
EA
1634
CALL
DELISTED
Electronic Arts
EA
| $3.34M | 0.01% |
56,800
-300
| -0.5% | -$16.2K |
|
|
HIMX
1635
Himax Technologies
HIMX
$2.41B
| $3.34M | 0.01% |
527,761
-397,241
| -43% | -$3.03M |
|
1636
New York Times
NYT
$11B
| $3.34M | 0.01% |
242,417
+78,786
| +48% | +$1.06M |
|
|
SEMG
1637
DELISTED
SEMGROUP CORPORATION
SEMG
| $3.33M | 0.01% |
41,001
-119,201
| -74% | -$8.53M |
|
1638
Brown & Brown
BRO
$24.4B
| $3.33M | 0.01% |
201,222
+23,374
| +13% | +$377K |
|
1639
Altria Group
MO
$115B
| $3.33M | 0.01% |
66,560
-14,483
| -18% | -$769K |
|
1640
FormFactor
FORM
$8.44B
| $3.32M | 0.01% |
374,532
+123,882
| +49% | +$1.08M |
|
1641
PUT
Eaton
ETN
$163B
| $3.32M | 0.01% |
48,900
-57,600
| -54% | -$3.92M |
|
|
WLL
1642
CALL
DELISTED
Whiting Petroleum Corporation
WLL
| $3.32M | 0.01% |
358
-191
| -35% | -$1.93M |
|
|
EBSB
1643
DELISTED
Meridian Bancorp, Inc.
EBSB
| $3.31M | 0.01% |
251,715
+219,587
| +683% | +$2.67M |
|
1644
CALL
Ralph Lauren
RL
$21.6B
| $3.31M | 0.01% |
25,200
-13,700
| -35% | -$2.03M |
|
|
HR
1645
DELISTED
Healthcare Realty Trust Incorporated
HR
| $3.31M | 0.01% |
119,195
-56,739
| -32% | -$1.62M |
|
1646
Manchester United
MANU
$4.05B
| $3.31M | 0.01% |
207,914
+63,912
| +44% | +$1.03M |
|
1647
CALL
TJX Companies
TJX
$151B
| $3.31M | 0.01% |
94,400
-163,600
| -63% | -$5.57M |
|
|
AUTO
1648
DELISTED
AutoWeb, Inc. Common Stock
AUTO
| $3.31M | 0.01% |
223,780
+23,569
| +12% | +$275K |
|
1649
Pilgrim's Pride
PPC
$7.45B
| $3.29M | 0.01% |
145,801
-359,992
| -71% | -$10.2M |
|
|
ANSS
1650
DELISTED
Ansys
ANSS
| $3.29M | 0.01% |
37,319
+4,577
| +14% | +$387K |
|
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.