WhaleCreep

D. E. Shaw & Co., Inc. 13F holdings, Q3 2015

Hedge fundSEC filingsCompare with another fundHoldings as of 2015-09-30, filed 2015-11-16

D. E. Shaw & Co., Inc. disclosed 2523 US equity positions worth $52.2bn in its Q3 2015 13F filing. Its largest position is MPC at 1.9% of the reported book, followed by PSX and BRK/B. Versus Q2 2015 it opened 312 new positions, added to 1061, reduced 1105 and exited 386.

$52.2bn
Reported equity book
Sum of the long US equity positions in the filing, at the values filed. Options are excluded.
2,523
Positions
Distinct securities in the equity book with a reported value above zero. Options are excluded.
1.9%
Largest position
The largest single position as a share of the reported equity book.
12.5%
Top 10 weight
The ten largest positions together, as a share of the reported equity book.
247
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 Q2 2015: 312 new, 1061 added, 1105 reduced, 386 exited

50 of 2,523
MPC Marathon Petroleum CorpEnergy1.9%$989m21.36m+27%added
PSX PHILLIPS 66Energy1.5%$764m9.94m−14%reduced
BRK/B BERKSHIRE HATHAWAY INC DEL–1.4%$743m5.70m−3.9%reduced
TESORO CORP no ticker–1.3%$660m6.79m+1.8%added
GILD GILEAD SCIENCES INCHealthcare1.2%$604m6.15m+40%added
GOOGLE INC no ticker–1.1%$594m976,691+2603%added
DOW CHEM CO no ticker–1.1%$555m13.08m+42%added
PRECISION CASTPARTS CORP no ticker–1.1%$549m2.39m+229%added
WMB WILLIAMS COS INCEnergy1.0%$534m14.48m+63%added
CF CF Industries Holdings IncBasic Materials1.0%$517m11.52m+67%added
SLB SLB LIMITEDEnergy1.0%$515m7.46m+79%added
VLO VALERO ENERGY CORPEnergy1.0%$496m8.26m−29%reduced
LIBERTY GLOBAL PLC no ticker–0.9%$457m11.13m+4.9%added
META META PLATFORMS INCCommunication Services0.8%$429m4.77m+269%added
AMZN AMAZON COM INCConsumer Cyclical0.8%$411m803,745−51%reduced
LNG CHENIERE ENERGY INCEnergy0.8%$393m8.13m+71%added
JAMES RIV GROUP LTD no ticker–0.7%$378m14.05m0.0%held
PYPL PAYPAL HLDGS INCFinancial Services0.7%$373m12.01m–new
CMCSA COMCAST CORP NEWCommunication Services0.7%$364m6.41m+100%added
GOOGLE INC no ticker–0.7%$364m570,108+328%added
TIME WARNER CABLE INC no ticker–0.7%$358m2.00m+47%added
LYONDELLBASELL INDUSTRIES NV no ticker–0.6%$338m4.06m+23%added
AVGO BROADCOM CORPTechnology0.6%$326m6.35m+59%added
PFE PFIZER INCHealthcare0.6%$326m10.38m+106%added
CVX CHEVRON CORPORATIONEnergy0.6%$304m3.86m−2.5%reduced
YAHOO INC no ticker–0.6%$302m10.44m+90%added
KHC KRAFT HEINZ COConsumer Defensive0.6%$298m4.23m–new
VALEANT PHARMACEUTICALS INTL no ticker–0.5%$278m1.56m−11%reduced
VRSN VERISIGN INCTechnology0.5%$277m3.92m−16%reduced
BKR BAKER HUGHES INCEnergy0.5%$277m5.31m+14%added
ALLERGAN PLC no ticker–0.5%$276m1.02m+72%added
NKE NIKE INCConsumer Cyclical0.5%$275m2.24m+331%added
LIBERTY MEDIA CORP DELAWARE no ticker–0.5%$275m7.98m+1.8%added
TWXCHF TIME WARNER INC–0.5%$273m3.97m+41%added
ALSN ALLISON TRANSMISSION HLDGS IConsumer Cyclical0.5%$271m10.15m+11%added
S9Q SPIRIT AEROSYSTEMS HLDGS INC–0.5%$259m5.36m−4.3%reduced
KO COCA COLA COConsumer Defensive0.5%$256m6.38m−42%reduced
QCOM QUALCOMM INCTechnology0.5%$254m4.72m+159%added
TEVA TEVA PHARMACEUTICAL INDS LTDHealthcare0.5%$250m4.43m+37%added
LIBERTY INTERACTIVE CORP no ticker–0.5%$248m6.15m+25%added
WDC WESTERN DIGITAL CORP.Technology0.5%$245m3.09m+181%added
HUM HUMANA INCHealthcare0.5%$243m1.36m+1344%added
CIGNA CORPORATION no ticker–0.5%$242m1.79m+2887%added
ALTERA CORP no ticker–0.5%$236m4.71m+151%added
HCA HCA HEALTHCARE INCHealthcare0.5%$235m3.04m+207%added
PRGO PERRIGO CO PLCHealthcare0.4%$233m1.48m+111%added
V VISA INCFinancial Services0.4%$229m3.29m+153%added
ABBV ABBVIE INCHealthcare0.4%$219m4.03m+87%added
MCK MCKESSON CORPHealthcare0.4%$219m1.18m+1095%added
GLD SPDR GOLD TRUST–0.4%$219m2.05m0.0%held

Exited since Q2 2015

386 rows
DIRECTV no ticker1.5%$778m
KRAFT FOODS GROUP INC no ticker0.5%$240m
DRCEUR DRESSER-RAND GROUP INC0.4%$206m
ROCK-TENN CO no ticker0.3%$183m
CATAMARAN CORP no ticker0.3%$148m
XLE SELECT SECTOR SPDR TR0.3%$133m
HOSPIRA INC no ticker0.2%$103m
INFORMATICA CORP no ticker0.2%$85.0m
MEADWESTVACO CORP no ticker0.1%$57.6m
BABCOCK & WILCOX CO NEW no ticker0.1%$55.1m
HEALTH CARE REIT INC no ticker0.07%$39.0m
ORBITZ WORLDWIDE INC no ticker0.05%$27.7m
OMNICARE INC no ticker0.05%$25.3m
TEKMIRA PHARMACEUTICALS CORP no ticker0.05%$23.9m
GME GAMESTOP CORP0.04%$21.5m
BRK/A BERKSHIRE HATHAWAY INC DEL0.04%$20.5m
RTI INTL METALS INC no ticker0.04%$20.3m
PALL CORP no ticker0.04%$18.5m
TAKE-TWO INTERACTIVE SOFTWAR no ticker0.03%$16.7m
DFODQ DEAN FOODS CO NEW0.03%$16.4m
IMPERVA INC no ticker0.03%$15.2m
GLOBAL CASH ACCESS HLDGS INC no ticker0.03%$14.2m
ARM HLDGS PLC no ticker0.03%$14.2m
RECEPTOS INC no ticker0.03%$13.5m
WUBAUSD 58 COM INC0.03%$13.1m
HRB BLOCK H & R INC0.02%$13.0m
PPL PPL CORP0.02%$12.3m
BIO-REFERENCE LABS INC no ticker0.02%$11.3m
IMAX IMAX CORP0.02%$11.2m
INGR INGREDION INC0.02%$11.0m
CHKEUR CHESAPEAKE ENERGY CORP0.02%$10.2m
FAMILY DLR STORES INC no ticker0.02%$10.2m
ICPTUSD INTERCEPT PHARMACEUTICALS IN0.02%$9.3m
AIR LEASE CORP no ticker0.02%$9.2m
ROSETTA RESOURCES INC no ticker0.02%$8.9m
SBAC SBA COMMUNICATIONS CORP0.02%$8.5m
BROOKFIELD PROPERTY PARTRS L no ticker0.02%$8.5m
ALB ALBEMARLE CORP0.02%$8.3m
ADVENT SOFTWARE INC no ticker0.02%$8.3m
KIM KIMCO RLTY CORP0.02%$8.1m
IBB ISHARES TR0.02%$8.0m
TSLA TESLA INC0.01%$7.8m
2663134D BITAUTO HLDGS LTD0.01%$7.6m
THOMSON REUTERS CORP no ticker0.01%$7.4m
AN AUTONATION INC0.01%$7.4m
AOS SMITH A O CORP0.01%$7.2m
FOREST CITY ENTERPRISES INC no ticker0.01%$7.0m
SPLKCHF SPLUNK INC0.01%$7.0m
CVEO CIVEO CORP0.01%$6.9m
DHI D R HORTON INC0.01%$6.7m

Sector mix

  • Unclassified42.2%
  • Energy10.5%
  • Healthcare9.6%
  • Technology7.8%
  • Consumer Cyclical7.2%
  • Financial Services6.2%
  • Industrials4.8%
  • Consumer Defensive3.9%
  • Communication Services3.2%
  • Basic Materials2.6%
  • Real Estate1.6%
  • Utilities0.6%

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