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 | |
|---|---|---|---|---|---|---|
|
LSXMK
76
DELISTED
Liberty Media Corporation Series C Liberty SiriusXM Common Stock
LSXMK
| $186M | 0.23% |
5,819,446
-130,088
| -2% | -$4.04M |
|
|
NVRO
77
DELISTED
NEVRO CORP.
NVRO
| $181M | 0.22% |
2,104,394
+36,994
| +2% | +$2.8M |
|
78
PUT
Bank of America
BAC
$431B
| $180M | 0.22% |
6,173,900
+951,600
| +18% | +$27.4M |
|
79
PUT
CVS Health
CVS
$119B
| $179M | 0.22% |
2,841,000
+380,100
| +15% | +$22.5M |
|
|
BKI
80
DELISTED
Black Knight, Inc. Common Stock
BKI
| $178M | 0.22% |
2,912,218
-106,275
| -4% | -$6.59M |
|
|
AGN
81
DELISTED
Allergan plc
AGN
| $177M | 0.22% |
1,049,950
-121,396
| -10% | -$19.8M |
|
82
PUT
Meta Platforms (Facebook)
META
$1.4T
| $174M | 0.21% |
977,900
+639,400
| +189% | +$122M |
|
|
EA
83
DELISTED
Electronic Arts
EA
| $173M | 0.21% |
1,771,108
-1,633,065
| -48% | -$153M |
|
84
Shopify
SHOP
$192B
| $172M | 0.21% |
5,518,870
+736,350
| +15% | +$25.2M |
|
85
Snap
SNAP
$8.86B
| $170M | 0.21% |
10,778,346
+6,323,754
| +142% | +$101M |
|
86
Baidu
BIDU
$31.6B
| $170M | 0.21% |
1,653,069
+76,495
| +5% | +$8.22M |
|
87
Steel Dynamics
STLD
$32.8B
| $168M | 0.21% |
5,645,305
+623,409
| +12% | +$18.4M |
|
88
Veeva Systems
VEEV
$40.3B
| $167M | 0.21% |
1,095,493
-11,072
| -1% | -$1.78M |
|
89
Allison Transmission
ALSN
$11B
| $165M | 0.2% |
3,501,296
+145,992
| +4% | +$6.62M |
|
90
EOG Resources
EOG
$80.3B
| $165M | 0.2% |
2,219,495
+1,172,401
| +112% | +$95M |
|
91
Mondelez International
MDLZ
$82.3B
| $164M | 0.2% |
2,973,099
-800,770
| -21% | -$43.8M |
|
92
JPMorgan Chase
JPM
$935B
| $163M | 0.2% |
1,384,323
+939,829
| +211% | +$106M |
|
93
Boeing
BA
$169B
| $162M | 0.2% |
425,396
+340,541
| +401% | +$122M |
|
94
PUT
Micron Technology
MU
$1.09T
| $161M | 0.2% |
3,767,300
-681,800
| -15% | -$30.8M |
|
95
CALL
Apple
AAPL
$4.51T
| $160M | 0.2% |
2,864,800
+1,304,400
| +84% | +$68.2M |
|
|
ALXN
96
DELISTED
Alexion Pharmaceuticals
ALXN
| $160M | 0.2% |
1,636,801
+1,372,387
| +519% | +$155M |
|
|
97
CALL
Citigroup
C
$221B
| $160M | 0.2% |
2,314,300
+556,900
| +32% | +$37.9M |
|
|
COUP
98
DELISTED
Coupa Software Incorporated
COUP
| $160M | 0.2% |
1,231,892
+519,030
| +73% | +$71.9M |
|
99
CALL
Alphabet (Google) Class A
GOOGL
$4.22T
| $159M | 0.2% |
2,606,000
+1,000,000
| +62% | +$59.2M |
|
100
State Street SPDR S&P 500 ETF Trust
SPY
$809B
| $159M | 0.2% |
535,139
+158,303
| +42% | +$46.8M |
|
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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.