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 |
SIAL
SIGMA - ALDRICH CORP
SIAL
|
+$237M |
| 2 |
AbbVie
ABBV
|
+$190M |
| 3 |
FedEx
FDX
|
+$149M |
| 4 |
Sysco
SYY
|
+$133M |
| 5 |
Coca-Cola
KO
|
+$125M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Microsoft
MSFT
|
+$306M |
| 2 |
Apple
AAPL
|
+$215M |
| 3 |
Union Pacific
UNP
|
+$193M |
| 4 |
Walmart Inc
WMT
|
+$185M |
| 5 |
Alibaba
BABA
|
+$177M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Healthcare | 14.06% |
| 2 | Technology | 12.3% |
| 3 | Financials | 12.13% |
| 4 | Consumer Staples | 10.53% |
| 5 | Industrials | 9.86% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
1
Colgate-Palmolive
CL
$76B
| $726M | 1.73% |
11,437,700
-1,153,100
| -9% | -$75.3M |
2013 Q2
9 quarters
|
|
2
Novo Nordisk
NVO
$176B
| $714M | 1.7% |
26,342,000
-1,832,000
| -7% | -$51.9M |
2013 Q2
9 quarters
|
|
3
Alaska Air
ALK
$3.99B
| $438M | 1.05% |
5,514,721
-530,479
| -9% | -$40.5M |
2013 Q2
9 quarters
|
|
4
VeriSign
VRSN
$27.6B
| $354M | 0.84% |
5,014,076
-35,300
| -0.7% | -$2.4M |
2013 Q2
9 quarters
|
|
5
Chipotle Mexican Grill
CMG
$40.3B
| $345M | 0.82% |
23,970,000
+8,295,000
| +53% | +$118M |
2013 Q2
9 quarters
|
|
6
Alphabet (Google) Class C
GOOG
$3.42T
| $336M | 0.8% |
10,794,160
+1,429,740
| +15% | +$43.9M |
2014 Q3
4 quarters
|
|
|
SIAL
7
DELISTED
SIGMA - ALDRICH CORP
SIAL
| $330M | 0.79% |
2,374,400
+1,696,468
| +250% | +$237M |
2013 Q2
9 quarters
|
|
8
NetEase
NTES
$72.8B
| $311M | 0.74% |
12,926,500
+609,500
| +5% | +$15.7M |
2013 Q2
9 quarters
|
|
|
LLTC
9
DELISTED
Linear Technology Corp
LLTC
| $309M | 0.74% |
7,662,200
-432,300
| -5% | -$17.7M |
2013 Q2
9 quarters
|
|
10
Domino's
DPZ
$10.3B
| $304M | 0.73% |
2,820,400
-515,784
| -15% | -$57.3M |
2013 Q2
9 quarters
|
|
11
Cboe Global Markets
CBOE
$35B
| $283M | 0.68% |
4,223,700
+225,300
| +6% | +$14.2M |
2013 Q2
9 quarters
|
|
12
Allegiant Air
ALGT
$1.95B
| $271M | 0.65% |
1,251,200
+37,300
| +3% | +$7.83M |
2013 Q2
9 quarters
|
|
13
Ryanair
RYAAY
$27.8B
| $261M | 0.62% |
8,137,911
+44,202
| +0.5% | +$1.37M |
2013 Q2
9 quarters
|
|
14
Mastercard
MA
$556B
| $254M | 0.61% |
2,815,600
+430,300
| +18% | +$40.4M |
2013 Q2
9 quarters
|
|
15
Hershey
HSY
$33.3B
| $231M | 0.55% |
2,515,400
-659,200
| -21% | -$60.1M |
2013 Q2
9 quarters
|
|
16
Duke Energy
DUK
$99.3B
| $220M | 0.53% |
3,064,467
+916,100
| +43% | +$66.3M |
2014 Q1
6 quarters
|
|
17
Amgen
AMGN
$252B
| $216M | 0.52% |
1,564,345
-205,900
| -12% | -$32.5M |
2013 Q2
9 quarters
|
|
18
Becton Dickinson
BDX
$53.9B
| $215M | 0.51% |
1,661,542
-213,558
| -11% | -$29.8M |
2013 Q3
8 quarters
|
|
19
Clorox
CLX
$10.6B
| $211M | 0.5% |
1,828,900
+690,200
| +61% | +$77.5M |
2013 Q2
9 quarters
|
|
|
MJN
20
DELISTED
Mead Johnson Nutrition Company
MJN
| $209M | 0.5% |
2,963,300
+855,300
| +41% | +$70.4M |
2013 Q2
9 quarters
|
|
21
Ventas
VTR
$44.8B
| $177M | 0.42% |
3,161,519
+359,540
| +13% | +$23.6M |
2014 Q2
5 quarters
|
|
22
AstraZeneca
AZN
$289B
| $174M | 0.41% |
2,726,450
-1,208,150
| -31% | -$79.5M |
2013 Q2
9 quarters
|
|
23
Sempra
SRE
$56.3B
| $168M | 0.4% |
3,477,600
+508,800
| +17% | +$25M |
2014 Q3
4 quarters
|
|
|
BCR
24
DELISTED
CR Bard Inc.
BCR
| $166M | 0.4% |
890,900
-66,600
| -7% | -$12.6M |
2013 Q2
9 quarters
|
|
25
Teva Pharmaceutical Industries Limited
TEVA
$49.1B
| $163M | 0.39% |
2,878,763
+803,000
| +39% | +$52.1M |
2014 Q2
5 quarters
|
|
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Renaissance Technologies's Q3 2015 Portfolio in Review
As of Q3 2015, Renaissance Technologies held 3,649 positions worth $41.9B, down 4.5% from $43.9B the previous quarter. Its ten largest holdings account for 9.9% of the portfolio.
Renaissance Technologies deployed $1.51B of net new capital in Q3 2015, opening 453 new positions and adding to 1,731 existing holdings. Its largest new stake was FedEx: 936,400 shares worth $135M.
By sector, the portfolio is most concentrated in Healthcare at 14% of assets, down from 14% a quarter earlier, followed by Technology and Financials.
On the sell side, the largest reduction was Walmart Inc, an estimated $185M trimmed.
- Renaissance Technologies's largest Q3 2015 buy was FedEx: 936,400 shares worth $135M.
- Renaissance Technologies added most to SIGMA - ALDRICH CORP in Q3 2015, an estimated $237M increase.
- Renaissance Technologies's biggest Q3 2015 reduction was Walmart Inc, cutting an estimated $185M.
- Renaissance Technologies fully exited Microsoft in Q3 2015, selling an estimated $306M.
- Renaissance Technologies's ten largest holdings make up 9.9% of its $41.9B portfolio in Q3 2015.
- Renaissance Technologies opened 453 new positions and closed 519 in Q3 2015.
- Renaissance Technologies's portfolio value fell 4.5% quarter-over-quarter to $41.9B.
Based on Renaissance Technologies's 13F filing for Q3 2015, filed 12 Nov 2015.