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 |
PepsiCo
PEP
|
+$192M |
| 2 |
Johnson & Johnson
JNJ
|
+$179M |
| 3 |
EMC CORPORATION
EMC
|
+$177M |
| 4 |
Chubb
CB
|
+$153M |
| 5 |
Eli Lilly
LLY
|
+$142M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Apple
AAPL
|
+$470M |
| 2 |
PARTNERRE LTD
PRE
|
+$186M |
| 3 |
Comcast
CMCSA
|
+$179M |
| 4 |
Pfizer
PFE
|
+$168M |
| 5 |
Gilead Sciences
GILD
|
+$144M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Healthcare | 12.85% |
| 2 | Technology | 12.31% |
| 3 | Financials | 12.27% |
| 4 | Industrials | 10.64% |
| 5 | Consumer Staples | 10.39% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
1
Colgate-Palmolive
CL
$75.8B
| $698M | 1.33% |
9,881,500
-181,400
| -2% | -$12.1M |
2013 Q2
11 quarters
|
|
2
Novo Nordisk
NVO
$175B
| $692M | 1.32% |
25,551,400
-246,200
| -1% | -$6.6M |
2013 Q2
11 quarters
|
|
|
3
PepsiCo
PEP
$185B
| $382M | 0.73% |
3,729,062
+1,940,000
| +108% | +$192M |
2013 Q2
11 quarters
|
|
4
VeriSign
VRSN
$27.8B
| $369M | 0.7% |
4,164,300
-712,176
| -15% | -$58.2M |
2013 Q2
11 quarters
|
|
5
Barrick Mining
B
$60.5B
| $360M | 0.68% |
26,496,502
+789,976
| +3% | +$9.19M |
2014 Q2
7 quarters
|
|
|
LLTC
6
DELISTED
Linear Technology Corp
LLTC
| $336M | 0.64% |
7,545,100
-136,100
| -2% | -$5.75M |
2013 Q2
11 quarters
|
|
7
Mastercard
MA
$555B
| $331M | 0.63% |
3,497,900
+476,500
| +16% | +$42.1M |
2013 Q2
11 quarters
|
|
8
Alaska Air
ALK
$3.92B
| $330M | 0.63% |
4,020,500
-779,000
| -16% | -$57.6M |
2013 Q2
11 quarters
|
|
9
Duke Energy
DUK
$99.1B
| $324M | 0.62% |
4,016,967
+808,700
| +25% | +$61.2M |
2014 Q1
8 quarters
|
|
10
NetEase
NTES
$72.5B
| $314M | 0.6% |
10,938,500
+958,000
| +10% | +$28.7M |
2013 Q2
11 quarters
|
|
11
Ryanair
RYAAY
$27.4B
| $311M | 0.59% |
9,046,548
+134,750
| +2% | +$4.44M |
2013 Q2
11 quarters
|
|
12
Domino's
DPZ
$10.3B
| $307M | 0.58% |
2,328,000
-311,900
| -12% | -$37.2M |
2013 Q2
11 quarters
|
|
13
Cboe Global Markets
CBOE
$34.9B
| $290M | 0.55% |
4,436,700
+37,000
| +0.8% | +$2.36M |
2013 Q2
11 quarters
|
|
14
Meta Platforms (Facebook)
META
$1.61T
| $280M | 0.53% |
2,453,800
+661,600
| +37% | +$69.8M |
2015 Q4
1 quarter
|
|
|
BCR
15
DELISTED
CR Bard Inc.
BCR
| $275M | 0.52% |
1,355,300
+256,800
| +23% | +$48.5M |
2013 Q2
11 quarters
|
|
|
16
Johnson & Johnson
JNJ
$670B
| $258M | 0.49% |
2,380,600
+1,725,300
| +263% | +$179M |
2015 Q3
2 quarters
|
|
17
DELISTED
AvalonBay Communities
AVB
| $257M | 0.49% |
1,350,814
+212,300
| +19% | +$37.5M |
2014 Q3
6 quarters
|
|
18
Coca-Cola
KO
$406B
| $244M | 0.46% |
5,255,599
+206,200
| +4% | +$8.97M |
2014 Q3
6 quarters
|
|
19
Novartis
NVS
$307B
| $236M | 0.45% |
3,643,180
+193,403
| +6% | +$13.2M |
2013 Q3
10 quarters
|
|
20
Allegiant Air
ALGT
$1.94B
| $230M | 0.44% |
1,290,530
+27,430
| +2% | +$4.48M |
2013 Q2
11 quarters
|
|
21
Hershey
HSY
$32.8B
| $230M | 0.44% |
2,493,937
+277,637
| +13% | +$24.8M |
2013 Q2
11 quarters
|
|
22
Sempra
SRE
$56.4B
| $218M | 0.42% |
4,198,400
+415,000
| +11% | +$20M |
2014 Q3
6 quarters
|
|
23
Entergy
ETR
$52.5B
| $199M | 0.38% |
5,015,800
+547,400
| +12% | +$19.9M |
2014 Q3
6 quarters
|
|
|
24
DELISTED
EMC CORPORATION
EMC
| $187M | 0.35% |
+7,000,400
| New | +$177M |
2016 Q1
0 quarters
|
|
|
TWC
25
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
| $185M | 0.35% |
904,547
+612,000
| +209% | +$116M |
2015 Q1
4 quarters
|
|
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Renaissance Technologies's Q1 2016 Portfolio in Review
As of Q1 2016, Renaissance Technologies held 3,753 positions worth $52.6B, up 15% from $45.9B the previous quarter. Its ten largest holdings account for 7.9% of the portfolio.
Renaissance Technologies deployed $5.31B of net new capital in Q1 2016, opening 498 new positions and adding to 2,018 existing holdings. Its largest new stake was EMC CORPORATION: 7,000,400 shares worth $187M.
By sector, the portfolio is most concentrated in Healthcare at 13% of assets, down from 14% a quarter earlier, followed by Technology and Financials.
On the sell side, the largest reduction was Pfizer, an estimated $168M trimmed.
- Renaissance Technologies's largest Q1 2016 buy was EMC CORPORATION: 7,000,400 shares worth $187M.
- Renaissance Technologies added most to PepsiCo in Q1 2016, an estimated $192M increase.
- Renaissance Technologies's biggest Q1 2016 reduction was Pfizer, cutting an estimated $168M.
- Renaissance Technologies fully exited Apple in Q1 2016, selling an estimated $470M.
- Renaissance Technologies's ten largest holdings make up 7.9% of its $52.6B portfolio in Q1 2016.
- Renaissance Technologies opened 498 new positions and closed 403 in Q1 2016.
- Renaissance Technologies's portfolio value rose 15% quarter-over-quarter to $52.6B.
Based on Renaissance Technologies's 13F filing for Q1 2016, filed 13 May 2016.