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 |
Amazon
AMZN
|
+$405M |
| 2 |
Gilead Sciences
GILD
|
+$314M |
| 3 |
Union Pacific
UNP
|
+$229M |
| 4 |
Intel
INTC
|
+$224M |
| 5 |
Meta Platforms (Facebook)
META
|
+$207M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
McDonald's
MCD
|
+$342M |
| 2 |
SWY
SAFEWAY INC
SWY
|
+$210M |
| 3 |
TSMC
TSM
|
+$174M |
| 4 |
GSK
GSK
|
+$156M |
| 5 |
Johnson & Johnson
JNJ
|
+$149M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Healthcare | 14.02% |
| 2 | Technology | 12.83% |
| 3 | Consumer Discretionary | 11.4% |
| 4 | Industrials | 11.11% |
| 5 | Consumer Staples | 10.04% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
1
Colgate-Palmolive
CL
$76.8B
| $884M | 1.88% |
12,743,100
+167,700
| +1% | +$11.6M |
2013 Q2
7 quarters
|
|
2
Novo Nordisk
NVO
$178B
| $775M | 1.65% |
29,027,200
-2,202,000
| -7% | -$50.7M |
2013 Q2
7 quarters
|
|
3
Alaska Air
ALK
$4.35B
| $452M | 0.96% |
6,823,300
-988,300
| -13% | -$64.1M |
2013 Q2
7 quarters
|
|
|
4
Amazon
AMZN
$2.8T
| $429M | 0.91% |
+23,057,100
| New | +$405M |
2015 Q1
0 quarters
|
|
|
LLTC
5
DELISTED
Linear Technology Corp
LLTC
| $417M | 0.89% |
8,910,600
-1,075,100
| -11% | -$50.3M |
2013 Q2
7 quarters
|
|
|
6
Gilead Sciences
GILD
$207B
| $396M | 0.84% |
4,032,048
+3,090,648
| +328% | +$314M |
2014 Q4
1 quarter
|
|
7
Domino's
DPZ
$11B
| $347M | 0.74% |
3,448,900
-158,900
| -4% | -$16M |
2013 Q2
7 quarters
|
|
8
Hershey
HSY
$35.8B
| $334M | 0.71% |
3,311,700
-994,900
| -23% | -$104M |
2013 Q2
7 quarters
|
|
9
VeriSign
VRSN
$27.7B
| $327M | 0.7% |
4,881,176
+316,600
| +7% | +$19.2M |
2013 Q2
7 quarters
|
|
10
Becton Dickinson
BDX
$57.7B
| $281M | 0.6% |
2,002,508
-712,410
| -26% | -$100M |
2013 Q3
6 quarters
|
|
11
Visa
V
$789B
| $280M | 0.6% |
4,281,900
+2,782,700
| +186% | +$184M |
2013 Q3
6 quarters
|
|
12
Apple
AAPL
$4.98T
| $276M | 0.59% |
8,875,732
+1,857,200
| +26% | +$56.1M |
2014 Q4
1 quarter
|
|
13
NetEase
NTES
$82.9B
| $271M | 0.58% |
12,886,000
-342,000
| -3% | -$7.23M |
2013 Q2
7 quarters
|
|
14
Allegiant Air
ALGT
$2.51B
| $244M | 0.52% |
1,269,900
-103,600
| -8% | -$18.6M |
2013 Q2
7 quarters
|
|
15
Amgen
AMGN
$249B
| $244M | 0.52% |
1,524,045
+1,053,600
| +224% | +$166M |
2013 Q2
7 quarters
|
|
16
Huntington Ingalls Industries
HII
$11.4B
| $237M | 0.5% |
1,688,500
+36,400
| +2% | +$4.69M |
2013 Q2
7 quarters
|
|
17
Ryanair
RYAAY
$30.7B
| $234M | 0.5% |
8,535,352
-93,876
| -1% | -$2.51M |
2013 Q2
7 quarters
|
|
|
LVLT
18
DELISTED
Level 3 Communications Inc
LVLT
| $226M | 0.48% |
4,203,353
-927
| -0% | -$48.3K |
2013 Q4
5 quarters
|
|
19
Cboe Global Markets
CBOE
$36.9B
| $221M | 0.47% |
3,847,600
+99,200
| +3% | +$6.18M |
2013 Q2
7 quarters
|
|
20
PepsiCo
PEP
$193B
| $220M | 0.47% |
2,302,462
-148,500
| -6% | -$14.4M |
2013 Q2
7 quarters
|
|
|
21
Meta Platforms (Facebook)
META
$1.56T
| $218M | 0.46% |
+2,646,695
| New | +$207M |
2015 Q1
0 quarters
|
|
22
AstraZeneca
AZN
$289B
| $216M | 0.46% |
3,154,400
+866,500
| +38% | +$60.2M |
2013 Q2
7 quarters
|
|
|
23
Intel
INTC
$299B
| $215M | 0.46% |
6,871,594
+6,624,500
| +2,681% | +$224M |
2013 Q2
7 quarters
|
|
|
24
Union Pacific
UNP
$172B
| $211M | 0.45% |
+1,947,332
| New | +$229M |
2015 Q1
0 quarters
|
|
25
Coca-Cola
KO
$412B
| $204M | 0.43% |
5,035,500
+3,087,201
| +158% | +$129M |
2014 Q3
2 quarters
|
|
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Renaissance Technologies's Q1 2015 Portfolio in Review
As of Q1 2015, Renaissance Technologies held 3,575 positions worth $47B, up 13% from $41.4B the previous quarter. Its ten largest holdings account for 9.9% of the portfolio.
Renaissance Technologies deployed $4.24B of net new capital in Q1 2015, opening 632 new positions and adding to 1,636 existing holdings. Its largest new stake was Amazon: 23,057,100 shares worth $429M.
By sector, the portfolio is most concentrated in Healthcare at 14% of assets, up from 13% a quarter earlier, followed by Technology and Consumer Discretionary.
On the sell side, the largest reduction was McDonald's, an estimated $342M trimmed.
- Renaissance Technologies's largest Q1 2015 buy was Amazon: 23,057,100 shares worth $429M.
- Renaissance Technologies added most to Gilead Sciences in Q1 2015, an estimated $314M increase.
- Renaissance Technologies's biggest Q1 2015 reduction was McDonald's, cutting an estimated $342M.
- Renaissance Technologies fully exited SAFEWAY INC in Q1 2015, selling an estimated $210M.
- Renaissance Technologies's ten largest holdings make up 9.9% of its $47B portfolio in Q1 2015.
- Renaissance Technologies opened 632 new positions and closed 438 in Q1 2015.
- Renaissance Technologies's portfolio value rose 13% quarter-over-quarter to $47B.
Based on Renaissance Technologies's 13F filing for Q1 2015, filed 13 May 2015.