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 |
PayPal
PYPL
|
+$354M |
| 2 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
+$309M |
| 3 |
Microsoft
MSFT
|
+$307M |
| 4 |
Automatic Data Processing
ADP
|
+$266M |
| 5 |
Citigroup
C
|
+$251M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
APC
Anadarko Petroleum
APC
|
+$567M |
| 2 |
Fidelity National Information Services
FIS
|
+$410M |
| 3 |
Medtronic
MDT
|
+$359M |
| 4 |
Amazon
AMZN
|
+$297M |
| 5 |
ATVI
Activision Blizzard
ATVI
|
+$272M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 15.15% |
| 2 | Consumer Discretionary | 12.74% |
| 3 | Healthcare | 11.89% |
| 4 | Financials | 8.05% |
| 5 | Industrials | 6.43% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
BGFV
3051
DELISTED
Big 5 Sporting Goods
BGFV
| $619K | ﹤0.01% |
297,826
-8,336
| -3% | -$16.5K |
|
|
WLH
3052
DELISTED
WILLIAM LYON HOMES
WLH
| $618K | ﹤0.01% |
30,352
-34,589
| -53% | -$647K |
|
3053
CALL
Impinj
PI
$5.08B
| $617K | ﹤0.01% |
+20,000
| New | +$698K |
|
3054
PUT
Dycom Industries
DY
$10.6B
| $613K | ﹤0.01% |
12,000
+7,400
| +161% | +$373K |
|
3055
PUT
Williams-Sonoma
WSM
$27.6B
| $612K | ﹤0.01% |
18,000
| – | – |
|
3056
NACCO Industries
NC
$313M
| $611K | ﹤0.01% |
9,557
+1,926
| +25% | +$101K |
|
|
SOHU
3057
CALL
Sohu.com
SOHU
$374M
| $610K | ﹤0.01% |
60,000
| – | – |
|
3058
CALL
TTM Technologies
TTMI
$11.8B
| $610K | ﹤0.01% |
50,000
| – | – |
|
3059
Banco Santander Chile
BSAC
$17B
| $608K | ﹤0.01% |
21,706
-66,162
| -75% | -$1.91M |
|
3060
MYR Group
MYRG
$4.61B
| $608K | ﹤0.01% |
19,437
-2,187
| -10% | -$70.4K |
|
3061
Petrobras
PBR
$115B
| $607K | ﹤0.01% |
41,975
-4,965,982
| -99% | -$72.9M |
|
3062
Kopin
KOPN
$898M
| $606K | ﹤0.01% |
892,674
+775,536
| +662% | +$774K |
|
3063
CALL
iQIYI
IQ
$994M
| $605K | ﹤0.01% |
37,500
-17,800
| -32% | -$327K |
|
3064
PUT
Pricesmart
PSMT
$5.47B
| $604K | ﹤0.01% |
8,500
| – | – |
|
3065
PUT
Tidewater
TDW
$4.59B
| $604K | ﹤0.01% |
+40,000
| New | +$754K |
|
|
HSKA
3066
DELISTED
Heska Corp
HSKA
| $604K | ﹤0.01% |
8,526
-232
| -3% | -$17.4K |
|
3067
Blackrock
BLK
$182B
| $603K | ﹤0.01% |
1,352
-9,671
| -88% | -$4.31M |
|
3068
Hackett Group
HCKT
$278M
| $603K | ﹤0.01% |
36,620
+3,264
| +10% | +$53.7K |
|
3069
Phibro Animal Health
PAHC
$1.46B
| $603K | ﹤0.01% |
28,289
-24,036
| -46% | -$658K |
|
3070
PUT
Enanta Pharmaceuticals
ENTA
$410M
| $601K | ﹤0.01% |
+10,000
| New | +$743K |
|
3071
Globe Life
GL
$13.2B
| $601K | ﹤0.01% |
6,272
+2,321
| +59% | +$211K |
|
3072
STMicroelectronics
STM
$44.1B
| $601K | ﹤0.01% |
31,083
+15,827
| +104% | +$290K |
|
3073
State Street SPDR S&P Pharmaceuticals ETF
XPH
$570M
| $601K | ﹤0.01% |
16,900
| – | – |
|
|
PE
3074
PUT
DELISTED
PARSLEY ENERGY INC
PE
| $601K | ﹤0.01% |
35,800
+2,800
| +8% | +$48.1K |
|
|
KSU
3075
PUT
DELISTED
Kansas City Southern
KSU
| $599K | ﹤0.01% |
4,500
| – | – |
|
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David Shaw's Q3 2019 Portfolio in Review
As of Q3 2019, David Shaw held 4,189 positions worth $81.2B, up 1.3% from $80.2B the previous quarter. Its ten largest holdings account for 10% of the portfolio.
David Shaw's Q3 2019 filing shows 550 new, 1,503 increased, 1,391 reduced and 422 closed positions. Its largest new stake was iShares iBoxx $ High Yield Corporate Bond ETF: 3,554,658 shares worth $310M. The largest sale was Anadarko Petroleum, an estimated $567M.
By sector, the portfolio is most concentrated in Technology at 15% of assets, down from 16% a quarter earlier, followed by Consumer Discretionary and Healthcare.
- David Shaw's largest Q3 2019 buy was iShares iBoxx $ High Yield Corporate Bond ETF: 3,554,658 shares worth $310M.
- David Shaw added most to PayPal in Q3 2019, an estimated $354M increase.
- David Shaw's biggest Q3 2019 reduction was Fidelity National Information Services, cutting an estimated $410M.
- David Shaw fully exited Anadarko Petroleum in Q3 2019, selling an estimated $567M.
- David Shaw's ten largest holdings make up 10% of its $81.2B portfolio in Q3 2019.
- David Shaw opened 550 new positions and closed 422 in Q3 2019.
- David Shaw's portfolio value rose 1.3% quarter-over-quarter to $81.2B.
Based on D.E. Shaw & Co's 13F filing for Q3 2019, filed 14 Nov 2019.