Renaissance Technologies Portfolio holdings
Renaissance Technologies LLC, founded in 1982 by mathematician James Simons as Monemetrics and headquartered in East Setauket, New York, is a legendary quantitative hedge fund managing around $65 billion in assets as of late 2024, renowned for its pioneering use of mathematical models and algorithms in trading. Starting with currency trading and evolving into a secretive powerhouse under its flagship Medallion Fund—launched in 1988—the firm employs PhDs, physicists, and computer scientists to analyze vast datasets, executing high-frequency trades across equities, futures, and derivatives with returns averaging over 66% annually before fees from 1988 to 2018. Simons, who stepped down as chairman in 2021, built a culture of intellectual rigor, limiting Medallion to employees and insiders since 1993 while offering institutional funds like the Renaissance Institutional Equities Fund (RIEF) to outsiders. Now led by Peter Brown and Robert Mercer’s successors, Renaissance remains a benchmark for quant investing, blending academic precision with a low-profile, extraordinarily profitable legacy despite occasional regulatory scrutiny.
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Alphabet (Google) Class A
GOOGL
|
+$373M |
| 2 |
Costco
COST
|
+$283M |
| 3 |
Bristol-Myers Squibb
BMY
|
+$270M |
| 4 |
Pfizer
PFE
|
+$240M |
| 5 |
Microsoft
MSFT
|
+$225M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
CVS Health
CVS
|
+$274M |
| 2 |
EMC CORPORATION
EMC
|
+$228M |
| 3 |
GAS
AGL Resources Inc
GAS
|
+$216M |
| 4 |
TECO ENERGY INC
TE
|
+$136M |
| 5 |
Charter Communications
CHTR
|
+$133M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 16.75% |
| 2 | Healthcare | 13.12% |
| 3 | Financials | 12.46% |
| 4 | Consumer Staples | 9.7% |
| 5 | Industrials | 9.54% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
|
CSLT
1876
DELISTED
CASTLIGHT HEALTH, INC.
CSLT
| $3.33M | 0.01% |
799,500
+283,600
| +55% | +$1.16M |
2015 Q2
5 quarters
|
|
|
GNC
1877
DELISTED
GNC Holdings, Inc.
GNC
| $3.33M | 0.01% |
+162,900
| New | +$3.57M |
2016 Q3
0 quarters
|
|
1878
Advanced Drainage Systems
WMS
$9.49B
| $3.33M | 0.01% |
138,200
+128,000
| +1,255% | +$3.26M |
2016 Q2
1 quarter
|
|
1879
Financial Institutions
FISI
$758M
| $3.32M | 0.01% |
122,600
+14,800
| +14% | +$396K |
2013 Q2
13 quarters
|
|
1880
Griffon
GFF
$4.1B
| $3.32M | 0.01% |
195,000
-17,000
| -8% | -$290K |
2014 Q3
8 quarters
|
|
1881
DELISTED
Craft Brew Alliance, Inc.
BREW
| $3.32M | 0.01% |
176,100
-60,700
| -26% | -$951K |
2013 Q2
13 quarters
|
|
1882
Community Healthcare Trust
CHCT
$390M
| $3.31M | 0.01% |
151,200
-96,700
| -39% | -$2.17M |
2015 Q4
3 quarters
|
|
1883
CarParts.com
PRTS
$66.4M
| $3.31M | 0.01% |
100,640
+15,000
| +18% | +$571K |
2013 Q2
13 quarters
|
|
1884
STRATTEC Security
STRT
$254M
| $3.3M | 0.01% |
93,465
+6,800
| +8% | +$287K |
2013 Q2
13 quarters
|
|
1885
DELISTED
Alum Corp of China Ltd
ACH
| $3.3M | 0.01% |
358,500
+92,800
| +35% | +$822K |
2014 Q4
7 quarters
|
|
1886
Vitamin Cottage Natural Grocers
NGVC
$684M
| $3.3M | 0.01% |
295,300
+86,700
| +42% | +$1.07M |
2015 Q2
5 quarters
|
|
1887
DELISTED
Investment Technology Group Inc
ITG
| $3.29M | 0.01% |
192,000
+108,200
| +129% | +$1.79M |
2014 Q3
8 quarters
|
|
1888
Ampco-Pittsburgh
AP
$191M
| $3.29M | 0.01% |
296,409
-76,291
| -20% | -$892K |
2013 Q2
13 quarters
|
|
|
TSC
1889
DELISTED
TriState Capital Holdings, Inc.
TSC
| $3.27M | 0.01% |
202,700
-7,492
| -4% | -$111K |
2013 Q4
11 quarters
|
|
1890
Timberland Bancorp
TSBK
$349M
| $3.27M | 0.01% |
207,800
+23,600
| +13% | +$360K |
2013 Q2
13 quarters
|
|
|
CNCE
1891
DELISTED
Concert Pharmaceuticals, Inc.
CNCE
| $3.27M | 0.01% |
323,404
+162,104
| +100% | +$1.77M |
2015 Q4
3 quarters
|
|
|
SNC
1892
DELISTED
State National Companies, Inc.
SNC
| $3.26M | 0.01% |
293,000
+27,631
| +10% | +$295K |
2015 Q4
3 quarters
|
|
1893
DELISTED
The L.S. Starrett Company
SCX
| $3.25M | 0.01% |
331,500
+18,600
| +6% | +$211K |
2013 Q2
13 quarters
|
|
1894
DELISTED
G. Willi-Food International
WILC
| $3.25M | 0.01% |
603,600
+700
| +0.1% | +$3.5K |
2013 Q2
13 quarters
|
|
1895
DELISTED
Big 5 Sporting Goods
BGFV
| $3.24M | 0.01% |
238,000
-31,700
| -12% | -$389K |
2015 Q1
6 quarters
|
|
1896
Compañía de Minas Buenaventura
BVN
$8.24B
| $3.24M | 0.01% |
234,200
-479,800
| -67% | -$6.71M |
2016 Q1
2 quarters
|
|
|
JNS
1897
DELISTED
Janus Capital Group Inc
JNS
| $3.24M | 0.01% |
231,000
-132,100
| -36% | -$1.91M |
2016 Q1
2 quarters
|
|
|
GIG
1898
DELISTED
GigPeak, Inc.
GIG
| $3.23M | 0.01% |
1,376,800
-128,500
| -9% | -$266K |
2013 Q2
13 quarters
|
|
1899
DELISTED
Avanos Medical
AVNS
| $3.23M | 0.01% |
93,300
+68,200
| +272% | +$2.39M |
2016 Q2
1 quarter
|
|
1900
Timken Company
TKR
$8.05B
| $3.23M | 0.01% |
91,900
+54,300
| +144% | +$1.79M |
2015 Q3
4 quarters
|
|
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Renaissance Technologies's Q3 2016 Portfolio in Review
As of Q3 2016, Renaissance Technologies held 3,713 positions worth $56.6B, up 7.7% from $52.5B the previous quarter. Its ten largest holdings account for 7.9% of the portfolio.
Renaissance Technologies deployed $1.92B of net new capital in Q3 2016, opening 413 new positions and adding to 1,833 existing holdings. Its largest new stake was FedEx: 811,400 shares worth $142M.
By sector, the portfolio is most concentrated in Technology at 17% of assets, up from 15% a quarter earlier, followed by Healthcare and Financials.
On the sell side, the largest reduction was CVS Health, an estimated $274M trimmed.
- Renaissance Technologies's largest Q3 2016 buy was FedEx: 811,400 shares worth $142M.
- Renaissance Technologies added most to Alphabet (Google) Class A in Q3 2016, an estimated $373M increase.
- Renaissance Technologies's biggest Q3 2016 reduction was CVS Health, cutting an estimated $274M.
- Renaissance Technologies fully exited EMC CORPORATION in Q3 2016, selling an estimated $228M.
- Renaissance Technologies's ten largest holdings make up 7.9% of its $56.6B portfolio in Q3 2016.
- Renaissance Technologies opened 413 new positions and closed 416 in Q3 2016.
- Renaissance Technologies's portfolio value rose 7.7% quarter-over-quarter to $56.6B.
Based on Renaissance Technologies's 13F filing for Q3 2016, filed 14 Nov 2016.