WhaleCreep

D. E. Shaw & Co., Inc. 13F holdings, Q2 2015

Hedge fundSEC filingsCompare with another fundHoldings as of 2015-06-30, filed 2015-08-14

D. E. Shaw & Co., Inc. disclosed 2597 US equity positions worth $52.4bn in its Q2 2015 13F filing. Its largest position is PSX at 1.8% of the reported book, followed by MPC and BRK/B. Versus Q1 2015 it opened 371 new positions, added to 1203, reduced 977 and exited 264.

$52.4bn
Reported equity book
Sum of the long US equity positions in the filing, at the values filed. Options are excluded.
2,597
Positions
Distinct securities in the equity book with a reported value above zero. Options are excluded.
1.8%
Largest position
The largest single position as a share of the reported equity book.
13.3%
Top 10 weight
The ten largest positions together, as a share of the reported equity book.
252
Effective positions
1 / HHI of portfolio weights: the number of equal-weight positions the book behaves like.
52
Quarters on file since Q3 2013
Quarters for which this manager's 13F holdings are on record.

Holdings

Against Q1 2015: 371 new, 1203 added, 977 reduced, 264 exited

50 of 2,597
PSX PHILLIPS 66Energy1.8%$933m11.58m−7.5%reduced
MPC Marathon Petroleum CorpEnergy1.7%$880m16.82m+118%added
BRK/B BERKSHIRE HATHAWAY INC DEL–1.5%$807m5.93m+24%added
DIRECTV no ticker–1.5%$778m8.39m+101%added
VLO VALERO ENERGY CORPEnergy1.4%$726m11.60m+23%added
AMZN AMAZON COM INCConsumer Cyclical1.4%$713m1.64m+17%added
TESORO CORP no ticker–1.1%$563m6.67m+30%added
LIBERTY GLOBAL PLC no ticker–1.0%$537m10.61m−2.1%reduced
GILD GILEAD SCIENCES INCHealthcare1.0%$514m4.39m+585%added
WMB WILLIAMS COS INCEnergy1.0%$508m8.86m+191%added
DOW CHEM CO no ticker–0.9%$472m9.22m+4.4%added
CF CF Industries Holdings IncBasic Materials0.8%$444m6.91m+341%added
KO COCA COLA COConsumer Defensive0.8%$429m10.93m+4.1%added
EBAY EBAY INC.Consumer Cyclical0.8%$395m6.56m−11%reduced
VALEANT PHARMACEUTICALS INTL no ticker–0.7%$388m1.75m−43%reduced
CVX CHEVRON CORPORATIONEnergy0.7%$382m3.96m+2664%added
AAPL APPLE INCTechnology0.7%$364m2.91m−37%reduced
JAMES RIV GROUP LTD no ticker–0.7%$363m14.05m0.0%held
SLB SLB LIMITEDEnergy0.7%$360m4.17m+244%added
LYONDELLBASELL INDUSTRIES NV no ticker–0.7%$343m3.31m−33%reduced
LNG CHENIERE ENERGY INCEnergy0.6%$330m4.77m+48%added
EXMOC EXXON MOBIL CORP–0.6%$321m3.86m+292%added
S9Q SPIRIT AEROSYSTEMS HLDGS INC–0.6%$309m5.61m+0.8%added
MRK MERCK & CO. INCHealthcare0.6%$309m5.42m−13%reduced
MONSANTO CO NEW no ticker–0.6%$308m2.89m−11%reduced
VRSN VERISIGN INCTechnology0.5%$287m4.65m−2.5%reduced
BKR BAKER HUGHES INCEnergy0.5%$287m4.65m+57%added
LIBERTY MEDIA CORP DELAWARE no ticker–0.5%$282m7.84m−5.9%reduced
ALSN ALLISON TRANSMISSION HLDGS IConsumer Cyclical0.5%$268m9.15m−2.6%reduced
WMT WALMART INCConsumer Defensive0.5%$247m3.49m+54%added
TWXCHF TIME WARNER INC–0.5%$246m2.81m+120%added
TIME WARNER CABLE INC no ticker–0.5%$242m1.36m−25%reduced
KRAFT FOODS GROUP INC no ticker–0.5%$240m2.82m+102%added
HFCUSD HOLLYFRONTIER CORP–0.4%$232m5.43m−6.3%reduced
GLD SPDR GOLD TRUST–0.4%$230m2.05m+0.8%added
IP INTERNATIONAL PAPER COConsumer Cyclical0.4%$228m4.80m−11%reduced
APD AIR PRODUCTS AND CHEMICALS IBasic Materials0.4%$228m1.67m+75%added
STZ CONSTELLATION BRANDS INCConsumer Defensive0.4%$226m1.95m+11%added
MSFT MICROSOFT CORPTechnology0.4%$223m5.05m+13%added
MCGRAW HILL FINL INC no ticker–0.4%$221m2.20m−1.8%reduced
YAHOO INC no ticker–0.4%$215m5.48m−56%reduced
EA ELECTRONIC ARTS INCCommunication Services0.4%$212m3.19m−16%reduced
AIG American International GroupFinancial Services0.4%$211m3.42m−57%reduced
MCO MOODYS CORPFinancial Services0.4%$209m1.94m−2.1%reduced
GD GENERAL DYNAMICS CORPIndustrials0.4%$208m1.47m−19%reduced
DRCEUR DRESSER-RAND GROUP INC–0.4%$206m2.42m−23%reduced
AVGO BROADCOM CORPTechnology0.4%$205m3.98m+140%added
VOYA VOYA FINANCIAL INCFinancial Services0.4%$204m4.39m+6.1%added
WESTERN REFNG INC no ticker–0.4%$196m4.49m+4.6%added
LIBERTY INTERACTIVE CORP no ticker–0.4%$193m4.91m+19%added

Exited since Q1 2015

264 rows
ACTAVIS PLC no ticker0.4%$195m
TRW AUTOMOTIVE HLDGS CORP no ticker0.3%$164m
MICRON TECHNOLOGY INC no ticker0.2%$86.9m
AOL INC no ticker0.2%$83.9m
INTERNATIONAL GAME TECHNOLOG no ticker0.2%$83.6m
ZG ZILLOW GROUP INC0.1%$71.3m
CEMEX SAB DE CV no ticker0.1%$56.2m
EXELIS INC no ticker0.1%$52.0m
LORILLARD INC no ticker0.10%$49.0m
SALIX PHARMACEUTICALS INC no ticker0.09%$44.7m
CADENCE DESIGN SYSTEM INC no ticker0.08%$38.8m
ARUBA NETWORKS INC no ticker0.07%$35.6m
HCP INC no ticker0.05%$25.6m
PHARMACYCLICS INC no ticker0.05%$23.8m
GREENBRIER COS INC no ticker0.05%$23.6m
STELLUS CAP INVT CORP no ticker0.04%$22.6m
MEDIA GEN INC NEW no ticker0.03%$17.9m
MNST MONSTER BEVERAGE CORP0.03%$15.7m
JD JD.COM INC0.03%$14.9m
THS TREEHOUSE FOODS INC0.03%$14.9m
WU WESTERN UN CO0.03%$13.6m
SUPERIOR ENERGY SVCS INC no ticker0.02%$12.4m
AFFYMETRIX INC no ticker0.02%$11.8m
BLACKHAWK NETWORK HLDGS INC no ticker0.02%$11.3m
TIDEWATER INC no ticker0.02%$10.9m
CHENIERE ENERGY INC no ticker0.02%$10.8m
LIFE TIME FITNESS INC no ticker0.02%$9.5m
TSCO TRACTOR SUPPLY CO0.02%$9.4m
ANN INC no ticker0.02%$9.3m
CHIMERA INVT CORP no ticker0.02%$8.8m
GENCORP INC no ticker0.02%$8.7m
MLM MARTIN MARIETTA MATLS INC0.02%$8.1m
HYPERION THERAPEUTICS INC no ticker0.02%$8.1m
SM SM ENERGY COMPANY0.02%$7.7m
HMC HONDA MOTOR CO LTD0.01%$5.9m
KOFAX LTD no ticker0.01%$5.8m
BALL BALL CORP0.01%$5.8m
EMULEX CORP no ticker0.01%$5.3m
SYNAGEVA BIOPHARMA CORP no ticker0.01%$4.9m
MAR MARRIOTT INTL INC NEW0.01%$4.8m
STT STATE STR CORP0.01%$4.5m
UTI WORLDWIDE INC no ticker0.01%$4.5m
ACM AECOM0.01%$4.3m
PHH CORP no ticker0.01%$4.0m
PCRX PACIRA BIOSCIENCES INC0.01%$3.7m
STE STERIS CORP0.01%$3.7m
RALLY SOFTWARE DEV CORP no ticker0.01%$3.6m
MEDICINES CO no ticker0.01%$3.6m
WELLS FARGO & CO NEW no ticker0.01%$3.5m
UNILEVER PLC no ticker0.01%$3.4m

Sector mix

  • Unclassified44.5%
  • Energy10.1%
  • Consumer Cyclical8.2%
  • Technology7.9%
  • Healthcare7.3%
  • Industrials5.4%
  • Financial Services5.3%
  • Consumer Defensive3.8%
  • Basic Materials3.0%
  • Communication Services2.0%
  • Real Estate1.9%
  • Utilities0.5%

Book over time

Every quarter on file (52)
QuarterPositionsEquity book
Q2 20263,428$162bn
Q1 20263,161$127bn
Q4 20253,127$132bn
Q3 20253,082$124bn
Q2 20253,031$100bn
Q1 20252,982$84.3bn
Q4 20242,930$90.9bn
Q3 20243,076$76.5bn
Q2 20243,111$71.3bn
Q1 20243,050$78.0bn
Q4 20233,021$69.3bn
Q3 20232,982$60.5bn
Q2 20233,022$64.1bn
Q1 20233,234$62.1bn
Q4 20223,536$59.1bn
Q3 20223,813$57.0bn
Q2 20224,060$61.5bn
Q1 20224,180$76.1bn
Q4 20213,904$82.0bn
Q3 20213,572$78.3bn
Q2 20213,485$86.9bn
Q1 20212,904$81.5bn
Q4 20202,677$83.0bn
Q3 20202,535$74.5bn
Q2 20202,587$66.6bn
Q1 20202,625$51.2bn
Q4 20192,609$64.8bn
Q3 20192,517$62.1bn
Q2 20192,564$65.0bn
Q1 20192,511$61.3bn
Q4 20182,531$55.2bn
Q3 20182,491$63.8bn
Q2 20182,540$60.9bn
Q1 20182,472$59.3bn
Q4 20172,490$56.0bn
Q3 20172,452$51.5bn
Q2 20172,382$49.6bn
Q1 20172,388$47.4bn
Q4 20162,457$44.3bn
Q3 20162,462$43.5bn
Q2 20162,503$43.2bn
Q1 20162,550$45.9bn
Q4 20152,602$50.0bn
Q3 20152,523$52.2bn
Q2 20152,597$52.4bn
Q1 20152,490$51.2bn
Q4 20142,458$51.5bn
Q3 20142,340$49.6bn
Q2 20142,315$49.1bn
Q1 20142,285$47.8bn
Q4 20132,428$43.3bn
Q3 20132,354$37.4bn

Where D. E. Shaw & Co., Inc. was early

1 row
SPGI S&P GLOBAL INCQ2 201623 of 2470.3%1.0%38Held at last filing, Q2 2026+280%

Concentration and tenure

2.3%
Median largest position, all quarters
The largest single position as a share of the reported equity book.
13.1%
Median top 10 weight, all quarters
The ten largest positions together, as a share of the reported equity book.
Diversified
Style, by median largest position
4
Median completed holding, quarters