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 |
Apple
AAPL
|
+$437M |
| 2 |
Verizon
VZ
|
+$215M |
| 3 |
Comcast
CMCSA
|
+$137M |
| 4 |
Vodafone
VOD
|
+$137M |
| 5 |
Kinder Morgan
KMI
|
+$133M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Johnson & Johnson
JNJ
|
+$263M |
| 2 |
LIFE TECHNOLOGIES CORP COM STK (DE)
LIFE
|
+$246M |
| 3 |
Walmart Inc
WMT
|
+$229M |
| 4 |
Pfizer
PFE
|
+$221M |
| 5 |
Costco
COST
|
+$184M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 15.6% |
| 2 | Consumer Discretionary | 13.63% |
| 3 | Healthcare | 12.3% |
| 4 | Industrials | 11.07% |
| 5 | Consumer Staples | 9.29% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
1
McDonald's
MCD
$196B
| $835M | 2% |
8,521,387
+950,687
| +13% | +$90.9M |
2013 Q2
3 quarters
|
|
2
Novo Nordisk
NVO
$178B
| $734M | 1.76% |
32,159,600
-477,400
| -1% | -$10.2M |
2013 Q2
3 quarters
|
|
|
LLTC
3
DELISTED
Linear Technology Corp
LLTC
| $550M | 1.32% |
11,295,500
+418,000
| +4% | +$19.3M |
2013 Q2
3 quarters
|
|
4
TSMC
TSM
$1.95T
| $506M | 1.21% |
25,289,551
-3,769,120
| -13% | -$67.5M |
2013 Q2
3 quarters
|
|
|
5
Verizon
VZ
$189B
| $493M | 1.18% |
10,356,855
+4,554,538
| +78% | +$215M |
2013 Q2
3 quarters
|
|
6
Colgate-Palmolive
CL
$76.8B
| $477M | 1.14% |
7,346,400
-2,000
| -0% | -$126K |
2013 Q2
3 quarters
|
|
7
Hershey
HSY
$35.8B
| $470M | 1.13% |
4,498,674
+164,674
| +4% | +$16.8M |
2013 Q2
3 quarters
|
|
|
8
Apple
AAPL
$4.98T
| $441M | 1.06% |
+22,998,136
| New | +$437M |
2014 Q1
0 quarters
|
|
9
Alaska Air
ALK
$4.35B
| $438M | 1.05% |
9,378,602
+177,002
| +2% | +$7.34M |
2013 Q2
3 quarters
|
|
10
GSK
GSK
$101B
| $375M | 0.9% |
5,607,840
+467,840
| +9% | +$31.6M |
2013 Q2
3 quarters
|
|
11
Intel
INTC
$299B
| $362M | 0.87% |
14,007,700
+2,637,000
| +23% | +$65.8M |
2013 Q2
3 quarters
|
|
12
Home Depot
HD
$343B
| $310M | 0.74% |
3,913,300
+923,400
| +31% | +$73.4M |
2013 Q2
3 quarters
|
|
13
Eli Lilly
LLY
$1.21T
| $309M | 0.74% |
5,256,105
-1,805,595
| -26% | -$101M |
2013 Q2
3 quarters
|
|
|
TWTC
14
DELISTED
TW TELECOM INC CL A COM
TWTC
| $279M | 0.67% |
8,936,100
+469,900
| +6% | +$14.2M |
2013 Q2
3 quarters
|
|
|
15
Johnson & Johnson
JNJ
$665B
| $261M | 0.63% |
2,659,200
-2,839,200
| -52% | -$263M |
2013 Q2
3 quarters
|
|
16
Philip Morris
PM
$308B
| $251M | 0.6% |
3,065,493
+87,793
| +3% | +$7.09M |
2013 Q2
3 quarters
|
|
17
VeriSign
VRSN
$27.7B
| $251M | 0.6% |
4,649,900
+24,124
| +0.5% | +$1.37M |
2013 Q2
3 quarters
|
|
18
Domino's
DPZ
$11B
| $249M | 0.6% |
3,232,600
+399,800
| +14% | +$29.5M |
2013 Q2
3 quarters
|
|
19
Qualcomm
QCOM
$177B
| $231M | 0.55% |
2,925,400
+8,840
| +0.3% | +$666K |
2013 Q2
3 quarters
|
|
|
CELG
20
DELISTED
Celgene Corp
CELG
| $224M | 0.54% |
3,213,660
+402,722
| +14% | +$31.9M |
2013 Q2
3 quarters
|
|
21
TJX Companies
TJX
$149B
| $215M | 0.52% |
7,081,400
-1,222,400
| -15% | -$37M |
2013 Q2
3 quarters
|
|
22
NetEase
NTES
$82.9B
| $200M | 0.48% |
14,854,500
-1,057,500
| -7% | -$15.3M |
2013 Q2
3 quarters
|
|
23
Ryanair
RYAAY
$30.7B
| $190M | 0.46% |
7,862,156
-345,467
| -4% | -$7.56M |
2013 Q2
3 quarters
|
|
|
WFM
24
DELISTED
Whole Foods Market Inc
WFM
| $189M | 0.45% |
3,719,100
-1,235,500
| -25% | -$65.8M |
2013 Q2
3 quarters
|
|
25
Cboe Global Markets
CBOE
$36.9B
| $174M | 0.42% |
3,070,900
+340,800
| +12% | +$18.3M |
2013 Q2
3 quarters
|
|
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Renaissance Technologies's Q1 2014 Portfolio in Review
As of Q1 2014, Renaissance Technologies held 3,290 positions worth $41.7B, down 0.16% from $41.8B the previous quarter. Its ten largest holdings account for 13% of the portfolio.
Renaissance Technologies's Q1 2014 filing shows 474 new, 1,340 increased, 960 reduced and 495 closed positions. Its largest new stake was Apple: 22,998,136 shares worth $441M. The largest sale was Johnson & Johnson, an estimated $263M.
By sector, the portfolio is most concentrated in Technology at 16% of assets, up from 15% a quarter earlier, followed by Consumer Discretionary and Healthcare.
- Renaissance Technologies's largest Q1 2014 buy was Apple: 22,998,136 shares worth $441M.
- Renaissance Technologies added most to Verizon in Q1 2014, an estimated $215M increase.
- Renaissance Technologies's biggest Q1 2014 reduction was Johnson & Johnson, cutting an estimated $263M.
- Renaissance Technologies fully exited LIFE TECHNOLOGIES CORP COM STK (DE) in Q1 2014, selling an estimated $246M.
- Renaissance Technologies's ten largest holdings make up 13% of its $41.7B portfolio in Q1 2014.
- Renaissance Technologies opened 474 new positions and closed 495 in Q1 2014.
- Renaissance Technologies's portfolio value fell 0.16% quarter-over-quarter to $41.7B.
Based on Renaissance Technologies's 13F filing for Q1 2014, filed 14 May 2014.