WhaleCreep

D. E. Shaw & Co., Inc. 13F holdings, Q3 2016

Hedge fundSEC filingsCompare with another fundHoldings as of 2016-09-30, filed 2016-11-14

D. E. Shaw & Co., Inc. disclosed 2462 US equity positions worth $43.5bn in its Q3 2016 13F filing. Its largest position is AMZN at 2.1% of the reported book, followed by AAPL and CVS. Versus Q2 2016 it opened 309 new positions, added to 899, reduced 1191 and exited 350.

$43.5bn
Reported equity book
Sum of the long US equity positions in the filing, at the values filed. Options are excluded.
2,462
Positions
Distinct securities in the equity book with a reported value above zero. Options are excluded.
2.1%
Largest position
The largest single position as a share of the reported equity book.
13.1%
Top 10 weight
The ten largest positions together, as a share of the reported equity book.
250
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 2016: 309 new, 899 added, 1191 reduced, 350 exited

50 of 2,462
AMZN AMAZON COM INCConsumer Cyclical2.1%$905m1.08m−8.9%reduced
AAPL APPLE INCTechnology1.7%$756m6.68m+178%added
CVS CVS HEALTH CORPHealthcare1.4%$617m6.93m+28%added
MCD MCDONALDS CORPConsumer Cyclical1.3%$546m4.73m+12%added
JAMES RIV GROUP LTD no ticker–1.2%$509m14.05m0.0%held
BIIB BIOGEN INCHealthcare1.2%$504m1.61m−0.3%held
V VISA INCFinancial Services1.2%$503m6.08m+35%added
WMT WALMART INCConsumer Defensive1.1%$498m6.90m+3.7%added
HUM HUMANA INCHealthcare1.0%$433m2.45m+16%added
DIS DISNEY WALT COCommunication Services1.0%$413m4.45m+2569%added
BMY BRISTOL-MYERS SQUIBB COHealthcare0.9%$393m7.28m+474%added
VMWEUR VMWARE INC–0.8%$358m4.89m+4.7%added
YAHOO INC no ticker–0.8%$352m8.17m+16%added
AMAT APPLIED MATLS INCTechnology0.8%$336m11.13m−15%reduced
BRK/B BERKSHIRE HATHAWAY INC DEL–0.8%$336m2.32m−11%reduced
UTXZ UNITED TECHNOLOGIES CORP–0.7%$325m3.20m+96%added
LINKEDIN CORP no ticker–0.7%$323m1.69m+84%added
GOOG ALPHABET INCCommunication Services0.7%$321m413,192+109%added
WFC WELLS FARGO & COFinancial Services0.7%$293m6.62m+28%added
GOOGL ALPHABET INCCommunication Services0.7%$291m361,482+146%added
VRSN VERISIGN INCTechnology0.7%$284m3.63m+7.4%added
EXPRESS SCRIPTS HLDG CO no ticker–0.6%$279m3.95m+93%added
HD HOME DEPOT INCConsumer Cyclical0.6%$257m2.00m−20%reduced
CMCSA COMCAST CORP NEWCommunication Services0.6%$247m3.73m−6.1%reduced
LLY ELI LILLY & COHealthcare0.6%$239m2.98m−33%reduced
PFE PFIZER INCHealthcare0.5%$238m7.03m+15%added
TWENTY FIRST CENTY FOX INC no ticker–0.5%$236m9.74m+27%added
TWXCHF TIME WARNER INC–0.5%$229m2.87m−45%reduced
SYF SYNCHRONY FINANCIALFinancial Services0.5%$225m8.05m−9.3%reduced
HYG ISHARES TR–0.5%$223m2.55m+26%added
GE GENERAL ELECTRIC COIndustrials0.5%$221m7.47m+541%added
TEVA TEVA PHARMACEUTICAL INDS LTDHealthcare0.5%$220m4.79m+1.1%added
C CITIGROUP INCFinancial Services0.5%$218m4.61m−40%reduced
KHC KRAFT HEINZ COConsumer Defensive0.5%$214m2.39m+64%added
LIBERTY MEDIA CORP DEL no ticker–0.5%$213m6.38m−0.7%reduced
APC3EUR ANADARKO PETE CORP–0.5%$210m3.32m−23%reduced
QCOM QUALCOMM INCTechnology0.5%$209m3.05m+113%added
APD AIR PRODUCTS AND CHEMICALS IBasic Materials0.5%$200m1.33m−13%reduced
META META PLATFORMS INCCommunication Services0.4%$194m1.51m−67%reduced
KO COCA COLA COConsumer Defensive0.4%$193m4.56m−4.0%reduced
SPGI S&P GLOBAL INCFinancial Services0.4%$186m1.47m+28%added
DELL DELL TECHNOLOGIES INCTechnology0.4%$185m3.88m–new
LIBERTY INTERACTIVE CORP no ticker–0.4%$179m4.49m−9.7%reduced
LIBERTY GLOBAL PLC no ticker–0.4%$178m5.39m−6.4%reduced
PEP PEPSICO INCConsumer Defensive0.4%$177m1.63m+27%added
AVGO BROADCOM LTDTechnology0.4%$176m1.02m−21%reduced
FMC TECHNOLOGIES INC no ticker–0.4%$175m5.89m+13%added
NVIDIA CORP no ticker–0.4%$173m50.80m0.0%held
ALSN ALLISON TRANSMISSION HLDGS IConsumer Cyclical0.4%$165m5.76m−20%reduced
CIGNA CORPORATION no ticker–0.4%$165m1.26m−40%reduced

Exited since Q2 2016

350 rows
E M C CORP MASS no ticker0.6%$278m
STARWOOD HOTELS&RESORTS WRLD no ticker0.3%$150m
IHS INC no ticker0.2%$78.9m
TYCO INTL PLC no ticker0.1%$57.9m
EQR EQUITY RESIDENTIAL0.1%$52.9m
SHIRE PLC no ticker0.1%$50.3m
JOHNSON CTLS INC no ticker0.1%$45.8m
MEDIVATION INC no ticker0.1%$45.8m
SABR SABRE CORP0.1%$43.6m
NLYEUR ANNALY CAPITAL MANAGEMENT IN0.10%$41.5m
HERTZ GLOBAL HOLDINGS INC no ticker0.08%$35.9m
POLYCOM INC no ticker0.08%$32.9m
MARKIT LTD no ticker0.07%$31.3m
EW EDWARDS LIFESCIENCES CORP0.07%$28.8m
HOLOGIC INC no ticker0.06%$26.5m
TGT TARGET CORP0.06%$25.8m
HAL HALLIBURTON CO0.05%$23.5m
MEMORIAL RESOURCE DEV CORP no ticker0.04%$18.6m
BALL BALL CORP0.04%$16.2m
TIVO INC no ticker0.04%$16.0m
DIAMOND RESORTS INTL INC no ticker0.04%$15.4m
EXIDE TECHNOLOGIES no ticker0.04%$15.4m
JAZZ JAZZ PHARMACEUTICALS PLC0.03%$15.0m
AZN ASTRAZENECA PLC0.03%$14.7m
STT STATE STR CORP0.03%$14.4m
XL GROUP PLC no ticker0.03%$14.4m
ALB ALBEMARLE CORP0.03%$12.4m
WEATHERFORD INTL LTD no ticker0.03%$11.5m
MKC MCCORMICK & CO INC0.03%$10.9m
RCI ROGERS COMMUNICATIONS INC0.02%$10.7m
AJG GALLAGHER ARTHUR J & CO0.02%$9.6m
QLIK TECHNOLOGIES INC no ticker0.02%$9.6m
BGC PARTNERS INC no ticker0.02%$9.6m
XLY SELECT SECTOR SPDR TR0.02%$9.4m
NATIONAL GRID PLC no ticker0.02%$9.0m
DVY ISHARES TR0.02%$8.0m
FINISH LINE INC no ticker0.02%$7.8m
HCP INC no ticker0.02%$7.8m
QLOGIC CORP no ticker0.02%$7.6m
FIRST NIAGARA FINL GP INC no ticker0.02%$7.3m
TXRH TEXAS ROADHOUSE INC0.02%$7.2m
BLUE BUFFALO PET PRODS INC no ticker0.02%$7.0m
XENOPORT INC no ticker0.02%$6.9m
HRB BLOCK H & R INC0.02%$6.8m
FRCB FIRST REP BK SAN FRANCISCO C0.02%$6.7m
SHAK SHAKE SHACK INC0.02%$6.7m
XHB SPDR SERIES TRUST0.02%$6.7m
1885807D ATHENAHEALTH INC0.02%$6.7m
CERNCHF CERNER CORP0.02%$6.6m
WHITING PETE CORP NEW no ticker0.01%$6.4m

Sector mix

  • Unclassified35.4%
  • Healthcare11.0%
  • Technology10.9%
  • Consumer Cyclical10.0%
  • Financial Services9.3%
  • Consumer Defensive5.7%
  • Industrials5.7%
  • Communication Services5.0%
  • Energy2.4%
  • Basic Materials2.2%
  • Real Estate1.3%
  • Utilities1.1%

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