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 | |
|---|---|---|---|---|---|---|
401
PUT
Applied Materials
AMAT
$388B
| $45.2M | 0.06% |
906,500
-517,100
| -36% | -$25M |
|
402
CALL
Chevron
CVX
$399B
| $45.2M | 0.06% |
381,200
+85,300
| +29% | +$10.4M |
|
403
Insmed
INSM
$27.1B
| $45.2M | 0.06% |
2,561,306
+342,359
| +15% | +$6.61M |
|
404
Estee Lauder
EL
$37.5B
| $45.2M | 0.06% |
227,068
+129,729
| +133% | +$24.8M |
|
|
P
405
Everpure Inc
P
$33.7B
| $45.1M | 0.06% |
2,662,950
-763,780
| -22% | -$12M |
|
406
PUT
UnitedHealth
UNH
$356B
| $44.9M | 0.06% |
206,500
+51,000
| +33% | +$12.3M |
|
407
M&T Bank
MTB
$34.9B
| $44.7M | 0.06% |
283,134
-35,078
| -11% | -$5.52M |
|
408
PUT
Salesforce
CRM
$172B
| $44.7M | 0.06% |
301,200
+257,700
| +592% | +$39.2M |
|
|
CTLT
409
DELISTED
CATALENT, INC.
CTLT
| $44.5M | 0.05% |
933,253
+265,946
| +40% | +$14.3M |
|
410
Autohome
ATHM
$2.5B
| $44.5M | 0.05% |
534,734
-17,112
| -3% | -$1.47M |
|
411
CALL
Texas Instruments
TXN
$238B
| $44.2M | 0.05% |
341,700
+291,700
| +583% | +$35.9M |
|
412
Ashland
ASH
$3.37B
| $44.1M | 0.05% |
573,001
+166,284
| +41% | +$12.6M |
|
413
PUT
Constellation Brands
STZ
$23.6B
| $44.1M | 0.05% |
212,600
+26,300
| +14% | +$5.28M |
|
414
Commault Systems
CVLT
$5.41B
| $44.1M | 0.05% |
985,352
+21,402
| +2% | +$980K |
|
415
CALL
Comcast
CMCSA
$96.2B
| $44M | 0.05% |
976,100
+199,300
| +26% | +$8.83M |
|
416
Sinclair Inc
SBGI
$1.06B
| $43.9M | 0.05% |
1,026,641
+428,050
| +72% | +$20.7M |
|
417
Clear Channel Outdoor Holdings
CCO
$1.2B
| $43.8M | 0.05% |
17,399,368
+10,301,009
| +145% | +$32.3M |
|
|
LBRDK
418
DELISTED
Liberty Broadband Class C
LBRDK
| $43.8M | 0.05% |
418,887
-5,049
| -1% | -$527K |
|
419
CME Group
CME
$100B
| $43.5M | 0.05% |
205,795
-36,671
| -15% | -$7.66M |
|
420
Tractor Supply
TSCO
$18.5B
| $43.5M | 0.05% |
2,403,235
+2,332,740
| +3,309% | +$48.3M |
|
421
MGM Resorts International
MGM
$11B
| $43.3M | 0.05% |
1,562,924
+1,511,794
| +2,957% | +$43.4M |
|
|
UNIT
422
Uniti Group
UNIT
$2.41B
| $43.3M | 0.05% |
5,578,840
+705,316
| +14% | +$5.86M |
|
423
NCR Voyix
VYX
$1.09B
| $43.3M | 0.05% |
2,237,159
+836,842
| +60% | +$16.2M |
|
424
CALL
Tesla
TSLA
$1.4T
| $42.9M | 0.05% |
2,670,000
| – | – |
|
425
Newmont
NEM
$138B
| $42.9M | 0.05% |
1,132,049
+172,071
| +18% | +$6.69M |
|
Similar funds
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.