WhaleCreep

D. E. Shaw & Co., Inc. 13F holdings, Q1 2016

Hedge fundSEC filingsCompare with another fundHoldings as of 2016-03-31, filed 2016-05-16

D. E. Shaw & Co., Inc. disclosed 2550 US equity positions worth $45.9bn in its Q1 2016 13F filing. Its largest position is YAHOO INC at 1.5% of the reported book, followed by BRK/B and ALLERGAN PLC. Versus Q4 2015 it opened 289 new positions, added to 1171, reduced 1026 and exited 341.

$45.9bn
Reported equity book
Sum of the long US equity positions in the filing, at the values filed. Options are excluded.
2,550
Positions
Distinct securities in the equity book with a reported value above zero. Options are excluded.
1.5%
Largest position
The largest single position as a share of the reported equity book.
11.5%
Top 10 weight
The ten largest positions together, as a share of the reported equity book.
267
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 Q4 2015: 289 new, 1171 added, 1026 reduced, 341 exited

50 of 2,550
YAHOO INC no ticker–1.5%$701m19.04m+134%added
BRK/B BERKSHIRE HATHAWAY INC DEL–1.5%$698m4.92m−21%reduced
ALLERGAN PLC no ticker–1.3%$614m2.29m+153%added
BIIB BIOGEN INCHealthcare1.3%$580m2.23m+6.5%added
PRICELINE GRP INC no ticker–1.0%$476m369,668+98%added
TWXCHF TIME WARNER INC–1.0%$464m6.40m+12%added
JAMES RIV GROUP LTD no ticker–1.0%$453m14.05m0.0%held
HUM HUMANA INCHealthcare1.0%$448m2.45m+7.9%added
AMGN AMGEN INCHealthcare1.0%$446m2.97m+18%added
C CITIGROUP INCFinancial Services0.9%$392m9.40m+195%added
CIGNA CORPORATION no ticker–0.8%$381m2.78m+23%added
GOOG ALPHABET INCCommunication Services0.8%$375m502,915−24%reduced
TIME WARNER CABLE INC no ticker–0.8%$369m1.80m−20%reduced
INTC INTEL CORPTechnology0.8%$355m10.99m+24%added
BAC BANK OF AMER CORPFinancial Services0.8%$350m25.86m+1198%added
PYPL PAYPAL HLDGS INCFinancial Services0.7%$341m8.82m−25%reduced
PFE PFIZER INCHealthcare0.7%$328m11.07m+34%added
GOOGL ALPHABET INCCommunication Services0.7%$319m418,759−22%reduced
VRSN VERISIGN INCTechnology0.7%$313m3.53m−5.4%reduced
TEVA TEVA PHARMACEUTICAL INDS LTDHealthcare0.7%$310m5.80m+45%added
LLY ELI LILLY & COHealthcare0.7%$304m4.23m+48%added
WMT WALMART INCConsumer Defensive0.7%$299m4.37m−3.5%reduced
MPC Marathon Petroleum CorpEnergy0.6%$298m8.01m−35%reduced
KO COCA COLA COConsumer Defensive0.6%$297m6.40m+80%added
CMCSA COMCAST CORP NEWCommunication Services0.6%$296m4.84m−7.9%reduced
ABBV ABBVIE INCHealthcare0.6%$269m4.70m−26%reduced
SLB SLB LIMITEDEnergy0.6%$260m3.52m−44%reduced
AAPL APPLE INCTechnology0.6%$259m2.38m−57%reduced
AXP AMERICAN EXPRESS COFinancial Services0.6%$255m4.15m+709%added
LIBERTY MEDIA CORP DELAWARE no ticker–0.6%$255m6.69m−11%reduced
E M C CORP MASS no ticker–0.5%$249m9.33m+20%added
KHC KRAFT HEINZ COConsumer Defensive0.5%$247m3.15m+4.4%added
APD AIR PRODUCTS AND CHEMICALS IBasic Materials0.5%$240m1.67m−7.9%reduced
TESORO CORP no ticker–0.5%$240m2.79m−31%reduced
LIBERTY GLOBAL PLC no ticker–0.5%$234m6.23m−23%reduced
ALSN ALLISON TRANSMISSION HLDGS IConsumer Cyclical0.5%$230m8.54m−13%reduced
WFC WELLS FARGO & COFinancial Services0.5%$228m4.71m+96%added
JNJ JOHNSON & JOHNSONHealthcare0.5%$225m2.08m+35%added
ADM ARCHER DANIELS MIDLAND COConsumer Defensive0.5%$223m6.13m−2.5%reduced
AMZN AMAZON COM INCConsumer Cyclical0.5%$223m374,877+63%added
CF CF Industries Holdings IncBasic Materials0.5%$218m6.97m−17%reduced
DVA DAVITA INCHealthcare0.5%$207m2.83m−1.9%reduced
BUNGE LIMITED no ticker–0.4%$206m3.63m+57%added
HLF HERBALIFE LTDConsumer Defensive0.4%$206m3.34m+449%added
KMI KINDER MORGAN INC DELEnergy0.4%$205m11.47m−4.7%reduced
CHARTER COMMUNICATIONS INC D no ticker–0.4%$205m1.01m+237%added
APC3EUR ANADARKO PETE CORP–0.4%$204m4.39m+82%added
LIBERTY INTERACTIVE CORP no ticker–0.4%$202m5.17m−13%reduced
S9Q SPIRIT AEROSYSTEMS HLDGS INC–0.4%$201m4.42m−5.1%reduced
A AGILENT TECHNOLOGIES INCHealthcare0.4%$195m4.90m−0.4%held

Exited since Q4 2015

341 rows
PRECISION CASTPARTS CORP no ticker1.3%$637m
DYAX CORP no ticker0.4%$177m
SOLERA HOLDINGS INC no ticker0.3%$162m
SOLARWINDS INC no ticker0.2%$92.1m
HEALTH NET INC no ticker0.2%$79.8m
GLD SPDR GOLD TRUST0.2%$78.1m
WILLIS GROUP HOLDINGS PUBLIC no ticker0.1%$73.2m
DHR DANAHER CORP DEL0.1%$62.8m
DISCAUSD DISCOVERY INC0.1%$61.2m
PKG PACKAGING CORP AMER0.1%$56.4m
AVAGO TECHNOLOGIES LTD no ticker0.07%$35.9m
INTU INTUIT0.07%$35.7m
FOREST CITY ENTERPRISES INC no ticker0.07%$35.5m
DISCKUSD DISCOVERY INC0.07%$34.0m
TOWERS WATSON & CO no ticker0.06%$27.6m
MINDRAY MEDICAL INTL LTD no ticker0.05%$25.9m
INTERDIGITAL INC no ticker0.05%$25.7m
OIH MARKET VECTORS ETF TR0.05%$25.4m
CCOI COGENT COMMUNICATIONS HLDGS0.05%$24.5m
ARCELORMITTAL SA LUXEMBOURG no ticker0.05%$24.1m
XLV SELECT SECTOR SPDR TR0.04%$21.6m
HPQ HP INC0.04%$21.2m
SYK STRYKER CORPORATION0.04%$19.7m
DATA TABLEAU SOFTWARE INC0.04%$18.8m
HFCUSD HOLLYFRONTIER CORP0.04%$18.1m
CONSTANT CONTACT INC no ticker0.03%$16.9m
MEOH METHANEX CORP0.03%$16.6m
ON SEMICONDUCTOR CORP no ticker0.03%$15.7m
ARRIS GROUP INC NEW no ticker0.03%$14.2m
XLI SELECT SECTOR SPDR TR0.03%$13.1m
KING DIGITAL ENTMT PLC no ticker0.03%$12.9m
SYMETRA FINL CORP no ticker0.02%$12.0m
VANTIV INC no ticker0.02%$11.5m
SGENEUR SEATTLE GENETICS INC0.02%$10.9m
NUVASIVE INC no ticker0.02%$10.7m
JNP JUNIPER NETWORKS INC0.02%$9.6m
ES EVERSOURCE ENERGY0.02%$9.3m
CXOEUR CONCHO RES INC0.02%$9.2m
CNQ CANADIAN NAT RES LTD MED TER0.02%$9.1m
PCRX PACIRA BIOSCIENCES INC0.02%$8.2m
CLRUSD CONTINENTAL RES INC0.02%$7.9m
KEURIG GREEN MTN INC no ticker0.02%$7.9m
MTSI MACOM TECH SOLUTIONS HLDGS I0.02%$7.8m
CC CHEMOURS CO0.02%$7.7m
COACH INC no ticker0.02%$7.7m
ECHO GLOBAL LOGISTICS INC no ticker0.01%$7.5m
BC BRUNSWICK CORP0.01%$7.1m
STARWOOD WAYPOINT RESIDENTL no ticker0.01%$6.9m
RARE ULTRAGENYX PHARMACEUTICAL IN0.01%$6.6m
MEDIA GEN INC NEW no ticker0.01%$6.6m

Sector mix

  • Unclassified41.1%
  • Healthcare11.4%
  • Technology9.7%
  • Financial Services8.2%
  • Consumer Cyclical6.8%
  • Consumer Defensive5.5%
  • Energy4.6%
  • Industrials4.5%
  • Communication Services3.7%
  • Basic Materials2.2%
  • Real Estate1.6%
  • Utilities0.7%

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