WhaleCreep

D. E. Shaw & Co., Inc. 13F holdings, Q4 2015

Hedge fundSEC filingsCompare with another fundHoldings as of 2015-12-31, filed 2016-02-16

D. E. Shaw & Co., Inc. disclosed 2602 US equity positions worth $50.0bn in its Q4 2015 13F filing. Its largest position is BRK/B at 1.6% of the reported book, followed by BIIB and MPC. Versus Q3 2015 it opened 386 new positions, added to 1116, reduced 1042 and exited 307.

$50.0bn
Reported equity book
Sum of the long US equity positions in the filing, at the values filed. Options are excluded.
2,602
Positions
Distinct securities in the equity book with a reported value above zero. Options are excluded.
1.6%
Largest position
The largest single position as a share of the reported equity book.
11.3%
Top 10 weight
The ten largest positions together, as a share of the reported equity book.
264
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 Q3 2015: 386 new, 1116 added, 1042 reduced, 307 exited

50 of 2,602
BRK/B BERKSHIRE HATHAWAY INC DEL–1.6%$823m6.23m+9.4%added
BIIB BIOGEN INCHealthcare1.3%$641m2.09m+250%added
MPC Marathon Petroleum CorpEnergy1.3%$638m12.31m−42%reduced
PRECISION CASTPARTS CORP no ticker–1.3%$637m2.75m+15%added
AAPL APPLE INCTechnology1.2%$588m5.59m+311%added
GOOG ALPHABET INCCommunication Services1.0%$505m665,744–new
JAMES RIV GROUP LTD no ticker–0.9%$471m14.05m0.0%held
GILD GILEAD SCIENCES INCHealthcare0.9%$457m4.52m−27%reduced
SLB SLB LIMITEDEnergy0.9%$439m6.29m−16%reduced
TESORO CORP no ticker–0.9%$426m4.04m−41%reduced
PYPL PAYPAL HLDGS INCFinancial Services0.8%$424m11.70m−2.5%reduced
TIME WARNER CABLE INC no ticker–0.8%$420m2.26m+13%added
GOOGL ALPHABET INCCommunication Services0.8%$417m536,194–new
AMGN AMGEN INCHealthcare0.8%$410m2.53m+77%added
HUM HUMANA INCHealthcare0.8%$405m2.27m+67%added
AVGO BROADCOM CORPTechnology0.8%$397m6.87m+8.2%added
PSX PHILLIPS 66Energy0.8%$392m4.80m−52%reduced
ABBV ABBVIE INCHealthcare0.8%$375m6.33m+57%added
TWXCHF TIME WARNER INC–0.7%$369m5.70m+44%added
WMB WILLIAMS COS INCEnergy0.7%$347m13.49m−6.9%reduced
LINKEDIN CORP no ticker–0.7%$343m1.52m+252%added
CF CF Industries Holdings IncBasic Materials0.7%$342m8.38m−27%reduced
CIGNA CORPORATION no ticker–0.7%$331m2.26m+26%added
LIBERTY GLOBAL PLC no ticker–0.7%$329m8.07m−28%reduced
VRSN VERISIGN INCTechnology0.7%$326m3.73m−4.9%reduced
T AT&T INCCommunication Services0.6%$315m9.16m+187%added
INTC INTEL CORPTechnology0.6%$305m8.86m+163%added
CMCSA COMCAST CORP NEWCommunication Services0.6%$297m5.26m−18%reduced
LIBERTY MEDIA CORP DELAWARE no ticker–0.6%$287m7.54m−5.5%reduced
ALLERGAN PLC no ticker–0.6%$283m904,988−11%reduced
WMT WALMART INCConsumer Defensive0.6%$278m4.53m+75%added
YAHOO INC no ticker–0.5%$270m8.12m−22%reduced
LIBERTY INTERACTIVE CORP no ticker–0.5%$267m5.92m−3.7%reduced
PFE PFIZER INCHealthcare0.5%$267m8.26m−20%reduced
TEVA TEVA PHARMACEUTICAL INDS LTDHealthcare0.5%$263m4.01m−9.5%reduced
UNP UNION PACIFIC CORPIndustrials0.5%$254m3.25m+668%added
ALSN ALLISON TRANSMISSION HLDGS IConsumer Cyclical0.5%$254m9.79m−3.5%reduced
LLY ELI LILLY & COHealthcare0.5%$241m2.86m+59%added
BKR BAKER HUGHES INCEnergy0.5%$240m5.19m−2.3%reduced
PRICELINE GRP INC no ticker–0.5%$238m186,813+25%added
APD AIR PRODUCTS AND CHEMICALS IBasic Materials0.5%$236m1.81m+18%added
S9Q SPIRIT AEROSYSTEMS HLDGS INC–0.5%$233m4.66m−13%reduced
QCOM QUALCOMM INCTechnology0.5%$233m4.66m−1.3%reduced
ADM ARCHER DANIELS MIDLAND COConsumer Defensive0.5%$231m6.29m+80%added
DOW CHEM CO no ticker–0.4%$222m4.32m−67%reduced
KHC KRAFT HEINZ COConsumer Defensive0.4%$219m3.02m−29%reduced
EBAY EBAY INC.Consumer Cyclical0.4%$211m7.69m+295%added
GD GENERAL DYNAMICS CORPIndustrials0.4%$210m1.53m+14%added
A AGILENT TECHNOLOGIES INCHealthcare0.4%$206m4.92m+28%added
LNG CHENIERE ENERGY INCEnergy0.4%$203m5.46m−33%reduced

Exited since Q3 2015

307 rows
GOOGLE INC no ticker1.1%$594m
GOOGLE INC no ticker0.7%$364m
ALTERA CORP no ticker0.5%$236m
HEWLETT PACKARD CO no ticker0.2%$130m
MADISON SQUARE GARDEN CO no ticker0.2%$104m
CYTEC INDS INC no ticker0.2%$88.4m
VOD VODAFONE GROUP PLC NEW0.1%$57.1m
AZO AUTOZONE INC0.09%$46.7m
DEALERTRACK TECHNOLOGIES INC no ticker0.08%$44.0m
FREESCALE SEMICONDUCTOR LTD no ticker0.07%$37.3m
GPN GLOBAL PMTS INC0.06%$32.2m
EXTERRAN HLDGS INC no ticker0.05%$28.2m
KYTHERA BIOPHARMACEUTICALS I no ticker0.05%$24.6m
GENESEE & WYO INC no ticker0.04%$20.8m
THC TENET HEALTHCARE CORP0.04%$20.6m
IYT ISHARES TR0.04%$18.6m
REYNOLDS AMERICAN INC no ticker0.03%$16.2m
FLS FLOWSERVE CORP0.03%$14.4m
DXCM DEXCOM INC0.03%$13.6m
HOMEAWAY INC no ticker0.02%$11.1m
THORATEC CORP no ticker0.02%$11.0m
DFSEUR DISCOVER FINL SVCS0.02%$10.9m
GLOBE SPECIALTY METALS INC no ticker0.02%$10.7m
JBL JABIL INC0.02%$10.6m
PRICELINE GRP INC no ticker0.02%$10.5m
TORNIER N V no ticker0.02%$9.8m
DEALERTRACK TECHNOLOGIES INC no ticker0.02%$9.4m
MENTOR GRAPHICS CORP no ticker0.02%$9.1m
HD HOME DEPOT INC0.02%$9.0m
BIOMED REALTY TRUST INC no ticker0.02%$8.6m
MKC MCCORMICK & CO INC0.02%$8.6m
WRIGHT MED GROUP INC no ticker0.02%$8.4m
RYANAIR HLDGS PLC no ticker0.02%$8.1m
OM GROUP INC no ticker0.02%$8.0m
AMN AMN HEALTHCARE SERVICES INC0.01%$7.0m
9990302D APACHE CORP0.01%$6.7m
2U INC no ticker0.01%$6.4m
LINEAR TECHNOLOGY CORP no ticker0.01%$6.0m
HES HESS CORP0.01%$5.9m
ADPTEUR ADEPTUS HEALTH INC0.01%$5.7m
MMEUR MILLENNIAL MEDIA INC0.01%$5.4m
T86 TRI POINTE HOMES INC0.01%$5.2m
LEA LEAR CORP0.01%$4.7m
BUD ANHEUSER BUSCH INBEV SA NV0.01%$4.7m
EIX EDISON INTL0.01%$4.5m
DLTR DOLLAR TREE INC0.01%$4.4m
PEPCO HOLDINGS INC no ticker0.01%$4.3m
CUBE CUBESMART0.01%$4.2m
CAVM CAVIUM INC0.01%$3.9m
PLUM CREEK TIMBER CO INC no ticker0.01%$3.6m

Sector mix

  • Unclassified41.6%
  • Healthcare12.0%
  • Technology9.2%
  • Energy7.0%
  • Consumer Cyclical6.5%
  • Financial Services6.2%
  • Industrials4.9%
  • Communication Services4.8%
  • Consumer Defensive3.7%
  • Basic Materials2.2%
  • Real Estate1.4%
  • 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