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 | |
|---|---|---|---|---|---|---|
|
1
Microsoft
MSFT
$3.59T
| $1.16B | 1.43% |
8,333,454
+2,234,563
| +37% | +$307M |
|
2
Alibaba
BABA
$286B
| $1.06B | 1.3% |
6,333,099
+138,779
| +2% | +$23.8M |
|
3
Lowe's Companies
LOW
$121B
| $1.02B | 1.26% |
9,314,211
+1,764,260
| +23% | +$186M |
|
4
Johnson & Johnson
JNJ
$651B
| $965M | 1.19% |
7,459,694
+1,378,199
| +23% | +$182M |
|
5
ConocoPhillips
COP
$162B
| $850M | 1.05% |
14,909,056
+1,925,023
| +15% | +$110M |
|
|
6
PUT
Amazon
AMZN
$2.79T
| $767M | 0.94% |
8,840,000
+1,260,000
| +17% | +$117M |
|
7
Apple
AAPL
$4.51T
| $714M | 0.88% |
12,751,492
-1,235,348
| -9% | -$64.6M |
|
8
Biogen
BIIB
$32B
| $621M | 0.77% |
2,668,853
+95,877
| +4% | +$22.3M |
|
9
VeriSign
VRSN
$25.5B
| $609M | 0.75% |
3,227,511
+1,410
| +0% | +$290K |
|
10
Visa
V
$693B
| $549M | 0.68% |
3,191,357
+523,539
| +20% | +$93.2M |
|
|
11
Amazon
AMZN
$2.79T
| $537M | 0.66% |
6,183,040
-3,199,860
| -34% | -$297M |
|
12
NVIDIA
NVDA
$5.2T
| $469M | 0.58% |
107,878,720
-48,569,880
| -31% | -$204M |
|
|
13
Citigroup
C
$221B
| $468M | 0.58% |
6,780,594
+3,687,688
| +119% | +$251M |
|
|
CELG
14
DELISTED
Celgene Corp
CELG
| $460M | 0.57% |
4,627,564
+952,261
| +26% | +$90.5M |
|
15
Walmart Inc
WMT
$825B
| $459M | 0.57% |
11,602,632
+4,346,529
| +60% | +$164M |
|
16
Intel
INTC
$476B
| $442M | 0.54% |
8,569,808
+2,664,499
| +45% | +$131M |
|
17
McDonald's
MCD
$192B
| $425M | 0.52% |
1,979,951
+110,796
| +6% | +$23.8M |
|
|
18
PayPal
PYPL
$52.7B
| $409M | 0.5% |
3,950,902
+3,211,442
| +434% | +$354M |
|
19
Booking.com
BKNG
$158B
| $406M | 0.5% |
5,177,550
+662,600
| +15% | +$51.3M |
|
20
Meta Platforms (Facebook)
META
$1.4T
| $400M | 0.49% |
2,247,168
+360,496
| +19% | +$68.5M |
|
21
AbbVie
ABBV
$468B
| $399M | 0.49% |
5,271,490
-1,119,613
| -18% | -$76.8M |
|
22
Agilent Technologies
A
$44.9B
| $386M | 0.48% |
5,041,866
+131,071
| +3% | +$9.46M |
|
|
23
Automatic Data Processing
ADP
$112B
| $379M | 0.47% |
2,347,863
+1,607,929
| +217% | +$266M |
|
24
Starbucks
SBUX
$122B
| $363M | 0.45% |
4,109,094
-689,687
| -14% | -$63.9M |
|
25
PepsiCo
PEP
$196B
| $358M | 0.44% |
2,613,984
+647,850
| +33% | +$86.1M |
|
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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.