Renaissance Technologies Portfolio holdings
Renaissance Technologies is a hedge fund firm that trades with computer models built on mathematics and statistics. It began in 1978 as Monemetrics, founded by Jim Simons, a mathematician and former Cold War codebreaker, and took its current name in 1982. The firm launched its Medallion Fund in 1988 and staffs its research with mathematicians, statisticians, physicists, astronomers and computer scientists. Medallion trades over short time spans across many asset types, and it has been closed to outside investors since 1993, open only to current and past employees and their families.
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Eli Lilly
LLY
|
+$671M |
| 2 |
McDonald's
MCD
|
+$636M |
| 3 |
TSMC
TSM
|
+$515M |
| 4 |
Novo Nordisk
NVO
|
+$465M |
| 5 |
Colgate-Palmolive
CL
|
+$458M |
Top Sells
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 15.42% |
| 2 | Healthcare | 12.59% |
| 3 | Consumer Discretionary | 11.88% |
| 4 | Consumer Staples | 10.76% |
| 5 | Financials | 9.89% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
|
1
McDonald's
MCD
$183B
| $629M | 1.65% |
+6,354,900
| New | +$636M |
2013 Q2
0 quarters
|
|
|
2
Eli Lilly
LLY
$1.26T
| $605M | 1.59% |
+12,326,205
| New | +$671M |
2013 Q2
0 quarters
|
|
|
3
TSMC
TSM
$2.11T
| $512M | 1.34% |
+27,950,671
| New | +$515M |
2013 Q2
0 quarters
|
|
|
4
Colgate-Palmolive
CL
$76B
| $442M | 1.16% |
+7,707,800
| New | +$458M |
2013 Q2
0 quarters
|
|
|
5
Novo Nordisk
NVO
$176B
| $433M | 1.14% |
+27,946,000
| New | +$465M |
2013 Q2
0 quarters
|
|
6
Bristol-Myers Squibb
BMY
$128B
| $381M | 1% |
+8,530,800
| New | +$370M |
2013 Q2
0 quarters
|
|
|
LLTC
7
DELISTED
Linear Technology Corp
LLTC
| $367M | 0.96% |
+9,972,600
| New | +$366M |
2013 Q2
0 quarters
|
|
8
Hershey
HSY
$33.3B
| $345M | 0.9% |
+3,859,700
| New | +$341M |
2013 Q2
0 quarters
|
|
9
Intel
INTC
$348B
| $332M | 0.87% |
+13,701,200
| New | +$324M |
2013 Q2
0 quarters
|
|
10
Biogen
BIIB
$37.5B
| $300M | 0.79% |
+1,393,500
| New | +$298M |
2013 Q2
0 quarters
|
|
11
Apple
AAPL
$5.03T
| $283M | 0.74% |
+20,005,636
| New | +$308M |
2013 Q2
0 quarters
|
|
|
WFM
12
DELISTED
Whole Foods Market Inc
WFM
| $270M | 0.71% |
+5,239,948
| New | +$253M |
2013 Q2
0 quarters
|
|
13
Philip Morris
PM
$325B
| $267M | 0.7% |
+3,080,700
| New | +$286M |
2013 Q2
0 quarters
|
|
|
CELG
14
DELISTED
Celgene Corp
CELG
| $262M | 0.69% |
+4,478,538
| New | +$270M |
2013 Q2
0 quarters
|
|
15
Alaska Air
ALK
$3.99B
| $239M | 0.63% |
+9,180,200
| New | +$271M |
2013 Q2
0 quarters
|
|
16
Walmart Inc
WMT
$980B
| $236M | 0.62% |
+9,518,400
| New | +$244M |
2013 Q2
0 quarters
|
|
17
TJX Companies
TJX
$154B
| $232M | 0.61% |
+9,277,600
| New | +$229M |
2013 Q2
0 quarters
|
|
18
Mastercard
MA
$556B
| $222M | 0.58% |
+3,872,000
| New | +$215M |
2013 Q2
0 quarters
|
|
19
IBM
IBM
$244B
| $211M | 0.55% |
+1,154,889
| New | +$225M |
2013 Q2
0 quarters
|
|
20
Microsoft
MSFT
$3.88T
| $199M | 0.52% |
+5,760,284
| New | +$189M |
2013 Q2
0 quarters
|
|
|
DTV
21
DELISTED
DIRECTV COM STK (DE)
DTV
| $198M | 0.52% |
+3,218,992
| New | +$193M |
2013 Q2
0 quarters
|
|
22
CF Industries
CF
$18.7B
| $190M | 0.5% |
+5,552,750
| New | +$207M |
2013 Q2
0 quarters
|
|
23
Verizon
VZ
$185B
| $188M | 0.49% |
+3,744,017
| New | +$191M |
2013 Q2
0 quarters
|
|
24
DELISTED
Diamond Offshore Drilling
DO
| $188M | 0.49% |
+2,734,000
| New | +$188M |
2013 Q2
0 quarters
|
|
25
VeriSign
VRSN
$27.6B
| $184M | 0.48% |
+4,109,876
| New | +$190M |
2013 Q2
0 quarters
|
|
Similar funds
Renaissance Technologies's Q2 2013 Portfolio in Review
Q2 2013 is the first quarter with a 13F filing on record for Renaissance Technologies, which disclosed 2,756 positions worth $38.1B. Its ten largest holdings account for 11% of the portfolio.
Its largest position is Eli Lilly: 12,326,205 shares worth $605M.
By sector, the portfolio is most concentrated in Technology at 15% of assets, followed by Healthcare and Consumer Discretionary.
- Renaissance Technologies's largest Q2 2013 buy was Eli Lilly: 12,326,205 shares worth $605M.
- Renaissance Technologies's ten largest holdings make up 11% of its $38.1B portfolio in Q2 2013.
- Renaissance Technologies disclosed 2,756 positions in Q2 2013, its first 13F filing on record.
Based on Renaissance Technologies's 13F filing for Q2 2013, filed 12 Aug 2013.