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 | |
|---|---|---|---|---|---|---|
1701
PUT
M&T Bank
MTB
$34.6B
| $4.41M | 0.01% |
27,900
+17,900
| +179% | +$2.82M |
|
1702
PUT
Chemours
CC
$2.35B
| $4.38M | 0.01% |
293,300
+101,200
| +53% | +$1.65M |
|
1703
PUT
Olin
OLN
$1.95B
| $4.38M | 0.01% |
233,700
+119,500
| +105% | +$2.25M |
|
1704
CALL
Eastman Chemical
EMN
$8.26B
| $4.37M | 0.01% |
+59,200
| New | +$4.25M |
|
1705
CALL
Cintas
CTAS
$81.5B
| $4.37M | 0.01% |
+65,200
| New | +$4.17M |
|
1706
Arcosa
ACA
$7.14B
| $4.35M | 0.01% |
127,261
+7,431
| +6% | +$257K |
|
1707
SiteOne Landscape Supply
SITE
$4.15B
| $4.34M | 0.01% |
+58,642
| New | +$4.31M |
|
1708
PUT
MSCI
MSCI
$41.6B
| $4.33M | 0.01% |
19,900
+3,000
| +18% | +$695K |
|
1709
Materion
MTRN
$5.06B
| $4.33M | 0.01% |
70,500
-13,841
| -16% | -$859K |
|
|
DNKN
1710
CALL
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $4.33M | 0.01% |
54,500
+29,500
| +118% | +$2.4M |
|
1711
CALL
S&P Global
SPGI
$131B
| $4.31M | 0.01% |
17,600
+16,000
| +1,000% | +$4M |
|
|
NVMI
1712
Nova
NVMI
$11.8B
| $4.31M | 0.01% |
135,626
+33,126
| +32% | +$941K |
|
|
RDS.A
1713
PUT
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $4.3M | 0.01% |
73,000
-24,400
| -25% | -$1.45M |
|
|
BIG
1714
DELISTED
Big Lots, Inc.
BIG
| $4.29M | 0.01% |
175,264
+40,323
| +30% | +$960K |
|
1715
CALL
Alcoa
AA
$13.2B
| $4.29M | 0.01% |
213,900
+4,100
| +2% | +$85.2K |
|
1716
SK Telecom
SKM
$15.1B
| $4.29M | 0.01% |
117,221
+27,898
| +31% | +$1.04M |
|
|
TLND
1717
DELISTED
Talend S.A. American Depositary Shares
TLND
| $4.28M | 0.01% |
125,856
-91,868
| -42% | -$3.41M |
|
1718
Nomura Holdings
NMR
$29.6B
| $4.27M | 0.01% |
1,004,851
-215,800
| -18% | -$820K |
|
1719
CALL
HF Sinclair
DINO
$17.2B
| $4.26M | 0.01% |
79,400
+22,900
| +41% | +$1.11M |
|
1720
Federated Hermes
FHI
$4.86B
| $4.25M | 0.01% |
131,280
+101,538
| +341% | +$3.34M |
|
1721
CALL
Markel Group
MKL
$22.4B
| $4.25M | 0.01% |
+3,600
| New | +$4.09M |
|
1722
PUT
United Therapeutics
UTHR
$22B
| $4.25M | 0.01% |
53,300
| – | – |
|
1723
Deere & Co
DE
$167B
| $4.25M | 0.01% |
25,184
+21,404
| +566% | +$3.42M |
|
1724
PUT
Union Pacific
UNP
$183B
| $4.23M | 0.01% |
26,100
-53,900
| -67% | -$9.06M |
|
|
HPP
1725
Hudson Pacific Properties
HPP
$768M
| $4.22M | 0.01% |
18,037
+7,488
| +71% | +$1.79M |
|
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 withdrew a net $3.14B in Q3 2019, closing 422 positions and reducing 1,391 holdings. Its most notable exit was Anadarko Petroleum, an estimated $567M position sold in full.
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.
Against the trend, David Shaw opened a new position in iShares iBoxx $ High Yield Corporate Bond ETF worth $310M.
- 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.