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
|
+$510M |
| 2 |
Pfizer
PFE
|
+$265M |
| 3 |
Gilead Sciences
GILD
|
+$212M |
| 4 |
Comcast
CMCSA
|
+$191M |
| 5 |
Meta Platforms (Facebook)
META
|
+$184M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Alphabet (Google) Class C
GOOG
|
+$369M |
| 2 |
SIAL
SIGMA - ALDRICH CORP
SIAL
|
+$330M |
| 3 |
MJN
Mead Johnson Nutrition Company
MJN
|
+$230M |
| 4 |
Amgen
AMGN
|
+$223M |
| 5 |
Teva Pharmaceutical Industries Limited
TEVA
|
+$145M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 15.79% |
| 2 | Healthcare | 13.71% |
| 3 | Financials | 10.83% |
| 4 | Industrials | 9.88% |
| 5 | Consumer Staples | 9.61% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
1
Novo Nordisk
NVO
$177B
| $749M | 1.63% |
25,797,600
-544,400
| -2% | -$15.1M |
2013 Q2
10 quarters
|
|
2
Colgate-Palmolive
CL
$76B
| $670M | 1.46% |
10,062,900
-1,374,800
| -12% | -$91.5M |
2013 Q2
10 quarters
|
|
|
3
Apple
AAPL
$4.84T
| $470M | 1.02% |
+17,852,932
| New | +$510M |
2015 Q4
0 quarters
|
|
4
VeriSign
VRSN
$28.2B
| $426M | 0.93% |
4,876,476
-137,600
| -3% | -$11.5M |
2013 Q2
10 quarters
|
|
5
Alaska Air
ALK
$4.1B
| $386M | 0.84% |
4,799,500
-715,221
| -13% | -$56.6M |
2013 Q2
10 quarters
|
|
6
NetEase
NTES
$74.4B
| $362M | 0.79% |
9,980,500
-2,946,000
| -23% | -$91.7M |
2013 Q2
10 quarters
|
|
|
LLTC
7
DELISTED
Linear Technology Corp
LLTC
| $326M | 0.71% |
7,681,200
+19,000
| +0.2% | +$835K |
2013 Q2
10 quarters
|
|
8
Ryanair
RYAAY
$28.3B
| $308M | 0.67% |
8,911,798
+773,887
| +10% | +$25.3M |
2013 Q2
10 quarters
|
|
9
Mastercard
MA
$564B
| $294M | 0.64% |
3,021,400
+205,800
| +7% | +$20.2M |
2013 Q2
10 quarters
|
|
10
Domino's
DPZ
$10.6B
| $294M | 0.64% |
2,639,900
-180,500
| -6% | -$19.3M |
2013 Q2
10 quarters
|
|
11
Cboe Global Markets
CBOE
$35.9B
| $286M | 0.62% |
4,399,700
+176,000
| +4% | +$11.9M |
2013 Q2
10 quarters
|
|
12
Novartis
NVS
$301B
| $266M | 0.58% |
3,449,777
+1,572,221
| +84% | +$125M |
2013 Q3
9 quarters
|
|
|
13
Pfizer
PFE
$171B
| $258M | 0.56% |
+8,416,549
| New | +$265M |
2015 Q4
0 quarters
|
|
14
Palo Alto Networks
PANW
$287B
| $239M | 0.52% |
8,142,000
+4,361,400
| +115% | +$126M |
2015 Q2
2 quarters
|
|
|
15
Gilead Sciences
GILD
$208B
| $235M | 0.51% |
2,319,448
+2,039,148
| +727% | +$212M |
2014 Q4
4 quarters
|
|
16
Duke Energy
DUK
$98.6B
| $229M | 0.5% |
3,208,267
+143,800
| +5% | +$10.1M |
2014 Q1
7 quarters
|
|
17
Coca-Cola
KO
$408B
| $217M | 0.47% |
5,049,399
+1,753,300
| +53% | +$74.4M |
2014 Q3
5 quarters
|
|
18
Allegiant Air
ALGT
$2.04B
| $212M | 0.46% |
1,263,100
+11,900
| +1% | +$2.29M |
2013 Q2
10 quarters
|
|
19
DELISTED
AvalonBay Communities
AVB
| $210M | 0.46% |
1,138,514
+278,100
| +32% | +$49.8M |
2014 Q3
5 quarters
|
|
|
BCR
20
DELISTED
CR Bard Inc.
BCR
| $208M | 0.45% |
1,098,500
+207,600
| +23% | +$38.9M |
2013 Q2
10 quarters
|
|
21
Hershey
HSY
$33.7B
| $198M | 0.43% |
2,216,300
-299,100
| -12% | -$26.8M |
2013 Q2
10 quarters
|
|
22
Barrick Mining
B
$61B
| $190M | 0.41% |
25,706,526
+7,613,624
| +42% | +$56.8M |
2014 Q2
6 quarters
|
|
23
Huntington Ingalls Industries
HII
$12.5B
| $189M | 0.41% |
1,488,700
+14,800
| +1% | +$1.81M |
2013 Q2
10 quarters
|
|
|
24
Meta Platforms (Facebook)
META
$1.62T
| $188M | 0.41% |
+1,792,200
| New | +$184M |
2015 Q4
0 quarters
|
|
25
Clorox
CLX
$11.3B
| $187M | 0.41% |
1,473,800
-355,100
| -19% | -$44.1M |
2013 Q2
10 quarters
|
|
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Renaissance Technologies's Q4 2015 Portfolio in Review
As of Q4 2015, Renaissance Technologies held 3,639 positions worth $45.9B, up 9.5% from $41.9B the previous quarter. Its ten largest holdings account for 9.3% of the portfolio.
Renaissance Technologies deployed $3.07B of net new capital in Q4 2015, opening 509 new positions and adding to 1,872 existing holdings. Its largest new stake was Apple: 17,852,932 shares worth $470M.
By sector, the portfolio is most concentrated in Technology at 16% of assets, up from 12% a quarter earlier, followed by Healthcare and Financials.
On the sell side, the largest reduction was Alphabet (Google) Class C, an estimated $369M trimmed.
- Renaissance Technologies's largest Q4 2015 buy was Apple: 17,852,932 shares worth $470M.
- Renaissance Technologies added most to Gilead Sciences in Q4 2015, an estimated $212M increase.
- Renaissance Technologies's biggest Q4 2015 reduction was Alphabet (Google) Class C, cutting an estimated $369M.
- Renaissance Technologies fully exited SIGMA - ALDRICH CORP in Q4 2015, selling an estimated $330M.
- Renaissance Technologies's ten largest holdings make up 9.3% of its $45.9B portfolio in Q4 2015.
- Renaissance Technologies opened 509 new positions and closed 385 in Q4 2015.
- Renaissance Technologies's portfolio value rose 9.5% quarter-over-quarter to $45.9B.
Based on Renaissance Technologies's 13F filing for Q4 2015, filed 11 Feb 2016.