WhaleCreep

D. E. Shaw & Co., Inc. 13F holdings, Q2 2017

Hedge fundSEC filingsCompare with another fundHoldings as of 2017-06-30, filed 2017-08-14

D. E. Shaw & Co., Inc. disclosed 2382 US equity positions worth $49.6bn in its Q2 2017 13F filing. Its largest position is AAPL at 2.3% of the reported book, followed by SPY and TJX. Versus Q1 2017 it opened 313 new positions, added to 923, reduced 1067 and exited 319.

$49.6bn
Reported equity book
Sum of the long US equity positions in the filing, at the values filed. Options are excluded.
2,382
Positions
Distinct securities in the equity book with a reported value above zero. Options are excluded.
2.3%
Largest position
The largest single position as a share of the reported equity book.
11.9%
Top 10 weight
The ten largest positions together, as a share of the reported equity book.
261
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 2017: 313 new, 923 added, 1067 reduced, 319 exited

50 of 2,382
AAPL APPLE INCTechnology2.3%$1.2bn8.01m+19%added
SPY SPDR S&P 500 ETF Trust–1.4%$677m2.80m+24%added
TJX TJX COS INC NEWConsumer Cyclical1.2%$589m8.16m+70%added
NXPI NXP SEMICONDUCTORS N VTechnology1.2%$571m5.22m+27%added
GILD GILEAD SCIENCES INCHealthcare1.1%$522m7.38m+16%added
GOOG ALPHABET INCCommunication Services1.1%$522m574,129+44%added
SPGI S&P GLOBAL INCFinancial Services1.0%$503m3.44m+10%added
JNJ JOHNSON & JOHNSONHealthcare1.0%$484m3.66m+2.8%added
PYPL PAYPAL HLDGS INCFinancial Services0.9%$462m8.60m+98%added
GOOGL ALPHABET INCCommunication Services0.9%$447m480,324+63%added
MCD MCDONALDS CORPConsumer Cyclical0.9%$441m2.88m−47%reduced
AMGN AMGEN INCHealthcare0.9%$433m2.51m+45%added
VRSN VERISIGN INCTechnology0.8%$421m4.53m+9.2%added
DELL DELL TECHNOLOGIES INCTechnology0.8%$415m6.80m−4.8%reduced
VZ VERIZON COMMUNICATIONS INCCommunication Services0.8%$405m9.07m+321%added
TWXCHF TIME WARNER INC–0.7%$370m3.68m−34%reduced
MRK MERCK & CO. INCHealthcare0.7%$365m5.69m+110%added
BIIB BIOGEN INCHealthcare0.7%$354m1.31m−16%reduced
NFLX NETFLIX INC.Communication Services0.7%$334m2.24m−39%reduced
V VISA INCFinancial Services0.7%$325m3.46m−17%reduced
YUM YUM BRANDS INCConsumer Cyclical0.6%$303m4.11m+0.3%held
DIS DISNEY WALT COCommunication Services0.6%$298m2.80m−5.7%reduced
SLB SLB LIMITEDEnergy0.6%$293m4.46m+28%added
AMAT APPLIED MATLS INCTechnology0.6%$293m7.10m+25%added
AABAUSD ALTABA INC–0.6%$288m5.28m–new
LIBERTY MEDIA CORP DEL no ticker–0.5%$267m6.41m−3.9%reduced
TMUS T-MOBILE US INCCommunication Services0.5%$266m4.39m−11%reduced
JAMES RIV GROUP LTD no ticker–0.5%$252m6.35m−40%reduced
CMCSA COMCAST CORP NEWCommunication Services0.5%$245m6.28m−23%reduced
APC3EUR ANADARKO PETE CORP–0.5%$238m5.25m+20%added
GS GOLDMAN SACHS GROUP INCFinancial Services0.5%$236m1.07m+82%added
T AT&T INCCommunication Services0.5%$235m6.23m−15%reduced
CELG CELGENE CORP–0.5%$234m1.80m+275%added
WBA WALGREENS BOOTS ALLIANCE INC–0.5%$230m2.94m+24%added
PVH PVH CORPORATIONConsumer Cyclical0.5%$230m2.01m+13%added
NVDA NVIDIA CORPORATIONTechnology0.5%$227m1.57m+250%added
ABBV ABBVIE INCHealthcare0.5%$225m3.10m−9.2%reduced
T MOBILE US INC no ticker–0.4%$222m2.25m+4.6%added
HSY HERSHEY COConsumer Defensive0.4%$222m2.07m+294%added
LIBERTY MEDIA CORP DEL no ticker–0.4%$220m6.02m+23517%added
DAL DELTA AIR LINES INCIndustrials0.4%$216m4.01m+5.4%added
RTN1USD RAYTHEON CO–0.4%$215m1.33m+44%added
UNP UNION PACIFIC CORPIndustrials0.4%$209m1.92m+239%added
WMT WALMART INCConsumer Defensive0.4%$205m2.71m−29%reduced
BMY BRISTOL-MYERS SQUIBB COHealthcare0.4%$203m3.64m+327%added
A AGILENT TECHNOLOGIES INCHealthcare0.4%$202m3.41m−2.0%reduced
MPC Marathon Petroleum CorpEnergy0.4%$200m3.82m+62%added
LLY ELI LILLY & COHealthcare0.4%$200m2.43m+37%added
PEP PEPSICO INCConsumer Defensive0.4%$199m1.72m+7.6%added
HPE HEWLETT PACKARD ENTERPRISE CTechnology0.4%$198m11.95m−20%reduced

Exited since Q1 2017

319 rows
YAHOO INC no ticker0.5%$215m
REYNOLDS AMERICAN INC no ticker0.2%$101m
MEAD JOHNSON NUTRITION CO no ticker0.2%$89.9m
BAX BAXTER INTL INC0.1%$64.2m
PRIVATEBANCORP INC no ticker0.1%$62.8m
JOY GLOBAL INC no ticker0.1%$58.6m
CEMEX SAB DE CV no ticker0.1%$57.8m
SNAP SNAP INC0.10%$45.9m
DOMINION RES INC VA NEW no ticker0.09%$44.2m
TESLA INC no ticker0.06%$28.7m
CST BRANDS INC no ticker0.06%$27.1m
KEL KELLANOVA0.06%$26.3m
PANDORA MEDIA INC no ticker0.05%$26.1m
SYTUSD SYNGENTA AG0.05%$21.4m
NATIONAL GRID PLC no ticker0.04%$20.8m
XILINX INC no ticker0.04%$20.5m
ENVISION HEALTHCARE CORP no ticker0.04%$20.2m
DEVRY ED GROUP INC no ticker0.04%$19.8m
ULTRATECH INC no ticker0.04%$19.3m
WESTERN REFNG INC no ticker0.04%$19.1m
DK DELEK US HLDGS INC0.04%$18.4m
ATVIEUR ACTIVISION BLIZZARD INC0.04%$18.3m
MNST MONSTER BEVERAGE CORP NEW0.04%$17.1m
CONYERS PK ACQUISITION no ticker0.04%$16.8m
PTEN PATTERSON-UTI ENERGY INC0.04%$16.6m
HOG HARLEY DAVIDSON INC0.03%$16.5m
JAZZ JAZZ PHARMACEUTICALS PLC0.03%$15.9m
EFX EQUIFAX INC0.03%$14.4m
RETAILMENOT INC no ticker0.03%$13.8m
NTTYY NIPPON TELEG & TEL CORP0.03%$13.7m
TYSON FOODS INC no ticker0.03%$13.5m
CREDIT SUISSE GROUP no ticker0.03%$13.2m
DISH DISH NETWORK CORPORATION0.02%$11.7m
NVS NOVARTIS AG0.02%$11.3m
GPRE GREEN PLAINS INC0.02%$10.6m
VALSPAR CORP no ticker0.02%$10.5m
MOH MOLINA HEALTHCARE INC0.02%$10.2m
IXIA no ticker0.02%$9.0m
SKAA SKECHERS U S A INC0.02%$8.6m
WILLIAMS CLAYTON ENERGY INC no ticker0.02%$8.2m
HEADWATERS INC no ticker0.02%$8.2m
ERIC TELEFONAKTIEBOLAGET LM ERICS0.01%$6.9m
LAM RESEARCH CORP no ticker0.01%$6.9m
MDPUSD MEREDITH CORP0.01%$6.6m
PM PHILIP MORRIS INTL INC0.01%$6.5m
AUOUSD AU OPTRONICS CORP0.01%$6.5m
JLL JONES LANG LASALLE INC0.01%$6.3m
EVERBANK FINL CORP no ticker0.01%$6.2m
AIR METHODS CORP no ticker0.01%$6.1m
XHB SPDR SERIES TRUST0.01%$5.7m

Sector mix

  • Unclassified31.4%
  • Technology14.3%
  • Healthcare10.2%
  • Consumer Cyclical9.6%
  • Financial Services9.0%
  • Communication Services6.9%
  • Industrials5.7%
  • Consumer Defensive4.9%
  • Energy3.6%
  • Basic Materials2.4%
  • Real Estate1.2%
  • Utilities0.9%

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