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 | Miscellaneous | 26.5% |
| 2 | Technology | 15.15% |
| 3 | Consumer Discretionary | 12.74% |
| 4 | Healthcare | 11.89% |
| 5 | Financials | 8.05% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
2226
Luxfer Holdings
LXFR
$459M
| $2.17M | ﹤0.01% |
139,249
+80,984
| +139% | +$1.49M |
|
2227
Nektar Therapeutics
NKTR
$2.54B
| $2.17M | ﹤0.01% |
7,932
-14,429
| -65% | -$5.29M |
|
2228
WaFd
WAFD
$2.66B
| $2.17M | ﹤0.01% |
58,562
+39,862
| +213% | +$1.42M |
|
|
TTM
2229
PUT
DELISTED
Tata Motors Limited
TTM
| $2.17M | ﹤0.01% |
258,000
+88,000
| +52% | +$833K |
|
2230
Inogen
INGN
$148M
| $2.16M | ﹤0.01% |
45,150
+25,136
| +126% | +$1.31M |
|
2231
Martin Marietta Materials
MLM
$37.7B
| $2.16M | ﹤0.01% |
7,877
+5,255
| +200% | +$1.3M |
|
2232
Alnylam Pharmaceuticals
ALNY
$31.2B
| $2.15M | ﹤0.01% |
26,797
+13,040
| +95% | +$1.03M |
|
2233
HealthEquity
HQY
$7.56B
| $2.15M | ﹤0.01% |
37,696
-438,505
| -92% | -$29.1M |
|
2234
PJT Partners
PJT
$4.58B
| $2.15M | ﹤0.01% |
52,943
-786
| -1% | -$31.6K |
|
2235
Ternium
TX
$10.9B
| $2.15M | ﹤0.01% |
112,289
-27,268
| -20% | -$543K |
|
|
SBBP
2236
DELISTED
Strongbridge Biopharma plc.
SBBP
| $2.15M | ﹤0.01% |
899,233
-50,848
| -5% | -$137K |
|
2237
CALL
XPO
XPO
$22.4B
| $2.15M | ﹤0.01% |
86,742
| – | – |
|
2238
Helix Energy Solutions
HLX
$1.45B
| $2.14M | ﹤0.01% |
265,625
+58,350
| +28% | +$471K |
|
|
2239
PUT
Alnylam Pharmaceuticals
ALNY
$31.2B
| $2.14M | ﹤0.01% |
26,600
-7,700
| -22% | -$609K |
|
2240
PUT
Kimberly-Clark
KMB
$36.6B
| $2.13M | ﹤0.01% |
15,000
| – | – |
|
2241
CALL
Armstrong World Industries
AWI
$7.46B
| $2.13M | ﹤0.01% |
22,000
+9,200
| +72% | +$886K |
|
|
DSPG
2242
DELISTED
DSP Group Inc
DSPG
| $2.13M | ﹤0.01% |
151,046
-76,527
| -34% | -$1.1M |
|
|
BLD
2243
DELISTED
TopBuild
BLD
| $2.12M | ﹤0.01% |
22,022
+13,027
| +145% | +$1.15M |
|
|
AAWW
2244
PUT
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
| $2.12M | ﹤0.01% |
84,200
+48,500
| +136% | +$1.58M |
|
2245
CALL
Cooper-Standard Automotive
CPS
$475M
| $2.12M | ﹤0.01% |
51,900
+28,500
| +122% | +$1.19M |
|
2246
PUT
BOK Financial
BOKF
$8.37B
| $2.12M | ﹤0.01% |
26,800
+14,400
| +116% | +$1.13M |
|
2247
PUT
Canadian Solar
CSIQ
$942M
| $2.12M | ﹤0.01% |
112,200
-19,500
| -15% | -$424K |
|
2248
PUT
Huntington Ingalls Industries
HII
$11.7B
| $2.12M | ﹤0.01% |
+10,000
| New | +$2.18M |
|
2249
CALL
The Mosaic Company
MOS
$7.5B
| $2.11M | ﹤0.01% |
103,100
+89,900
| +681% | +$1.96M |
|
2250
CALL
CME Group
CME
$101B
| $2.11M | ﹤0.01% |
10,000
| – | – |
|
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 Miscellaneous at 26% of assets, up from 21% a quarter earlier, followed by Technology and Consumer Discretionary.
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.