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 | |
|---|---|---|---|---|---|---|
851
Idacorp
IDA
$7.96B
| $16.5M | 0.02% |
146,423
+37,399
| +34% | +$3.99M |
|
852
CALL
Chegg
CHGG
$87.9M
| $16.5M | 0.02% |
550,000
| – | – |
|
853
CALL
MarketAxess Holdings
MKTX
$5.72B
| $16.4M | 0.02% |
50,100
+24,500
| +96% | +$8.77M |
|
|
LTRPA
854
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
| $16.4M | 0.02% |
1,742,886
+174,606
| +11% | +$1.82M |
|
855
Progress Software
PRGS
$1.78B
| $16.4M | 0.02% |
430,787
-164,393
| -28% | -$6.6M |
|
856
PUT
Walmart Inc
WMT
$839B
| $16.3M | 0.02% |
412,200
+52,200
| +15% | +$1.97M |
|
|
EVBG
857
DELISTED
Everbridge, Inc. Common Stock
EVBG
| $16.3M | 0.02% |
263,729
-167,699
| -39% | -$14.2M |
|
|
PE
858
DELISTED
PARSLEY ENERGY INC
PE
| $16.3M | 0.02% |
968,687
-126,104
| -12% | -$2.17M |
|
|
RTEC
859
DELISTED
Rudolph Technologies Inc
RTEC
| $16.2M | 0.02% |
615,606
-161,557
| -21% | -$4.09M |
|
860
Innoviva
INVA
$1.53B
| $16.2M | 0.02% |
1,537,431
-420,301
| -21% | -$5.03M |
|
861
Workiva
WK
$4.04B
| $16.2M | 0.02% |
369,002
-84,067
| -19% | -$4.43M |
|
862
NovoCure
NVCR
$2.05B
| $16.2M | 0.02% |
216,020
-331,355
| -61% | -$26.5M |
|
863
Darden Restaurants
DRI
$25B
| $16.2M | 0.02% |
136,637
+132,437
| +3,153% | +$16.2M |
|
864
Strategic Education
STRA
$1.91B
| $16M | 0.02% |
117,935
+111,794
| +1,820% | +$19.1M |
|
865
Qualcomm
QCOM
$169B
| $16M | 0.02% |
210,020
-86,480
| -29% | -$6.51M |
|
|
FTV.PRA
866
DELISTED
Fortive Corporation 5.00% Mandatory Convertible Preferred Stock, Series A
FTV.PRA
| $15.8M | 0.02% |
+17,500
| New | +$16.6M |
|
867
Black Hills Corp
BKH
$5.57B
| $15.8M | 0.02% |
205,623
+106,410
| +107% | +$8.28M |
|
868
Entegris
ENTG
$21.2B
| $15.8M | 0.02% |
335,056
+15,562
| +5% | +$657K |
|
869
CALL
MetLife
MET
$60.9B
| $15.7M | 0.02% |
333,500
+207,600
| +165% | +$9.9M |
|
|
GLDD
870
DELISTED
Great Lakes Dredge & Dock
GLDD
| $15.7M | 0.02% |
1,504,754
+15,705
| +1% | +$166K |
|
871
Invesco
IVZ
$14.4B
| $15.7M | 0.02% |
927,182
+610,374
| +193% | +$10.8M |
|
|
TWOU
872
DELISTED
2U Inc
TWOU
| $15.7M | 0.02% |
32,116
+29,154
| +984% | +$20.9M |
|
873
Ingersoll Rand
IR
$30.5B
| $15.7M | 0.02% |
554,338
+70,113
| +14% | +$2.17M |
|
|
VMW
874
CALL
DELISTED
VMware, Inc
VMW
| $15.7M | 0.02% |
104,300
| – | – |
|
875
Bankunited
BKU
$3.3B
| $15.6M | 0.02% |
464,616
+169,412
| +57% | +$5.53M |
|
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.