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 | |
|---|---|---|---|---|---|---|
|
MLNX
1601
CALL
DELISTED
Mellanox Technologies, Ltd.
MLNX
| $4.99M | 0.01% |
45,500
-2,400
| -5% | -$265K |
|
1602
CALL
Realty Income
O
$58.9B
| $4.98M | 0.01% |
67,080
| – | – |
|
|
BIG
1603
PUT
DELISTED
Big Lots, Inc.
BIG
| $4.97M | 0.01% |
202,800
+128,500
| +173% | +$3.06M |
|
|
EGRX
1604
DELISTED
Eagle Pharmaceuticals, Inc.
EGRX
| $4.96M | 0.01% |
87,776
-29,984
| -25% | -$1.69M |
|
1605
CALL
Toronto Dominion Bank
TD
$197B
| $4.96M | 0.01% |
+85,200
| New | +$4.84M |
|
1606
Kratos Defense & Security Solutions
KTOS
$9.94B
| $4.96M | 0.01% |
266,747
-418,620
| -61% | -$8.79M |
|
1607
Performance Food Group
PFGC
$16.1B
| $4.96M | 0.01% |
107,799
-91,268
| -46% | -$4.06M |
|
1608
Frontline
FRO
$9.17B
| $4.94M | 0.01% |
542,967
-11,874
| -2% | -$95.8K |
|
|
LTXB
1609
DELISTED
LegacyTexas Financial Group Inc
LTXB
| $4.94M | 0.01% |
113,427
-11,411
| -9% | -$474K |
|
1610
PUT
Ball Corp
BALL
$17B
| $4.92M | 0.01% |
67,600
+52,400
| +345% | +$3.9M |
|
|
OMN
1611
DELISTED
OMNOVA Solutions Inc.
OMN
| $4.91M | 0.01% |
487,933
-150,761
| -24% | -$1.5M |
|
1612
CVB Financial
CVBF
$3.94B
| $4.91M | 0.01% |
235,176
+3,679
| +2% | +$76.9K |
|
1613
CALL
Autodesk
ADSK
$53.8B
| $4.9M | 0.01% |
33,200
+3,800
| +13% | +$591K |
|
1614
PUT
S&P Global
SPGI
$129B
| $4.9M | 0.01% |
+20,000
| New | +$5M |
|
1615
CALL
Global Payments
GPN
$24.6B
| $4.9M | 0.01% |
+30,800
| New | +$5.03M |
|
|
UCB
1616
United Community Banks
UCB
$4.25B
| $4.9M | 0.01% |
172,747
-45,877
| -21% | -$1.26M |
|
1617
CALL
Expedia Group
EXPE
$40B
| $4.89M | 0.01% |
36,400
+32,200
| +767% | +$4.25M |
|
|
RTN
1618
PUT
DELISTED
Raytheon Company
RTN
| $4.88M | 0.01% |
24,900
-31,400
| -56% | -$5.82M |
|
|
ZGNX
1619
DELISTED
Zogenix, Inc.
ZGNX
| $4.88M | 0.01% |
121,923
+53,747
| +79% | +$2.48M |
|
1620
PUT
Quanta Services
PWR
$92.7B
| $4.88M | 0.01% |
+129,100
| New | +$4.66M |
|
1621
PUT
The Mosaic Company
MOS
$7.68B
| $4.87M | 0.01% |
237,700
+105,400
| +80% | +$2.3M |
|
|
SHYF
1622
DELISTED
The Shyft Group
SHYF
| $4.87M | 0.01% |
354,932
-264,713
| -43% | -$3.23M |
|
|
AAMI
1623
Acadian Asset Management
AAMI
$3.39B
| $4.86M | 0.01% |
490,618
+294,944
| +151% | +$3M |
|
1624
Pultegroup
PHM
$24.8B
| $4.86M | 0.01% |
132,980
-385,091
| -74% | -$12.8M |
|
1625
PUT
PBF Energy
PBF
$8.27B
| $4.86M | 0.01% |
178,600
+108,600
| +155% | +$2.77M |
|
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.