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 |
CVS Health
CVS
|
+$363M |
| 2 |
Nike
NKE
|
+$289M |
| 3 |
Home Depot
HD
|
+$271M |
| 4 |
Mastercard
MA
|
+$180M |
| 5 |
Amazon
AMZN
|
+$158M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
PepsiCo
PEP
|
+$226M |
| 2 |
Coca-Cola
KO
|
+$225M |
| 3 |
Meta Platforms (Facebook)
META
|
+$205M |
| 4 |
Johnson & Johnson
JNJ
|
+$199M |
| 5 |
TWC
TIME WARNER CABLE INC NEW COM STK
TWC
|
+$185M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 14.79% |
| 2 | Healthcare | 13.06% |
| 3 | Financials | 11.84% |
| 4 | Consumer Discretionary | 9.23% |
| 5 | Industrials | 9.17% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
1
Novo Nordisk
NVO
$176B
| $696M | 1.33% |
25,899,600
+348,200
| +1% | +$9.5M |
2013 Q2
12 quarters
|
|
2
Colgate-Palmolive
CL
$76B
| $570M | 1.09% |
7,792,900
-2,088,600
| -21% | -$149M |
2013 Q2
12 quarters
|
|
|
3
Mastercard
MA
$556B
| $474M | 0.9% |
5,384,700
+1,886,800
| +54% | +$180M |
2013 Q2
12 quarters
|
|
4
NetEase
NTES
$72.8B
| $462M | 0.88% |
11,958,500
+1,020,000
| +9% | +$31.7M |
2013 Q2
12 quarters
|
|
5
Barrick Mining
B
$60.9B
| $373M | 0.71% |
17,475,502
-9,021,000
| -34% | -$161M |
2014 Q2
8 quarters
|
|
|
6
CVS Health
CVS
$115B
| $368M | 0.7% |
3,842,105
+3,647,000
| +1,869% | +$363M |
2016 Q1
1 quarter
|
|
7
VeriSign
VRSN
$27.6B
| $353M | 0.67% |
4,081,176
-83,124
| -2% | -$7.17M |
2013 Q2
12 quarters
|
|
|
LLTC
8
DELISTED
Linear Technology Corp
LLTC
| $344M | 0.66% |
7,395,600
-149,500
| -2% | -$6.83M |
2013 Q2
12 quarters
|
|
9
Cboe Global Markets
CBOE
$35B
| $300M | 0.57% |
4,508,000
+71,300
| +2% | +$4.57M |
2013 Q2
12 quarters
|
|
|
10
Nike
NKE
$57.4B
| $280M | 0.53% |
+5,066,500
| New | +$289M |
2016 Q2
0 quarters
|
|
|
11
Home Depot
HD
$328B
| $262M | 0.5% |
+2,050,200
| New | +$271M |
2016 Q2
0 quarters
|
|
|
BCR
12
DELISTED
CR Bard Inc.
BCR
| $250M | 0.48% |
1,063,200
-292,100
| -22% | -$63.4M |
2013 Q2
12 quarters
|
|
13
Entergy
ETR
$52.6B
| $231M | 0.44% |
5,667,422
+651,622
| +13% | +$25M |
2014 Q3
7 quarters
|
|
14
Duke Energy
DUK
$99.3B
| $230M | 0.44% |
2,677,667
-1,339,300
| -33% | -$107M |
2014 Q1
9 quarters
|
|
15
DELISTED
EMC CORPORATION
EMC
| $228M | 0.43% |
8,380,900
+1,380,500
| +20% | +$37.3M |
2016 Q1
1 quarter
|
|
16
Sempra
SRE
$56.3B
| $223M | 0.42% |
3,907,000
-291,400
| -7% | -$15.4M |
2014 Q3
7 quarters
|
|
17
Edwards Lifesciences
EW
$53B
| $221M | 0.42% |
6,641,400
+1,644,000
| +33% | +$56.2M |
2014 Q2
8 quarters
|
|
18
Domino's
DPZ
$10.3B
| $218M | 0.41% |
1,658,400
-669,600
| -29% | -$85.1M |
2013 Q2
12 quarters
|
|
|
GAS
19
DELISTED
AGL Resources Inc
GAS
| $216M | 0.41% |
3,279,161
+1,278,100
| +64% | +$84M |
2014 Q1
9 quarters
|
|
20
Kinross Gold
KGC
$23.7B
| $204M | 0.39% |
41,769,572
-5,380,302
| -11% | -$25.7M |
2013 Q2
12 quarters
|
|
21
NVIDIA
NVDA
$4.94T
| $193M | 0.37% |
164,211,720
+34,636,000
| +27% | +$35.7M |
2013 Q4
10 quarters
|
|
22
Novartis
NVS
$304B
| $187M | 0.36% |
2,522,827
-1,120,353
| -31% | -$77.4M |
2013 Q3
11 quarters
|
|
23
Herbalife
HLF
$1.37B
| $185M | 0.35% |
6,312,000
+726,600
| +13% | +$21.7M |
2015 Q3
3 quarters
|
|
24
Alaska Air
ALK
$3.99B
| $184M | 0.35% |
3,156,900
-863,600
| -21% | -$59.7M |
2013 Q2
12 quarters
|
|
25
AstraZeneca
AZN
$289B
| $180M | 0.34% |
2,983,050
+141,650
| +5% | +$8.23M |
2013 Q2
12 quarters
|
|
Similar funds
Renaissance Technologies's Q2 2016 Portfolio in Review
As of Q2 2016, Renaissance Technologies held 3,774 positions worth $52.5B, down 0.13% from $52.6B the previous quarter. Its ten largest holdings account for 8% of the portfolio.
Renaissance Technologies withdrew a net $1.64B in Q2 2016, closing 474 positions and reducing 1,158 holdings. Its most notable exit was TIME WARNER CABLE INC NEW COM STK, an estimated $185M position sold in full.
By sector, the portfolio is most concentrated in Technology at 15% of assets, up from 12% a quarter earlier, followed by Healthcare and Financials.
Against the trend, Renaissance Technologies opened a new position in Nike worth $280M.
- Renaissance Technologies's largest Q2 2016 buy was Nike: 5,066,500 shares worth $280M.
- Renaissance Technologies added most to CVS Health in Q2 2016, an estimated $363M increase.
- Renaissance Technologies's biggest Q2 2016 reduction was PepsiCo, cutting an estimated $226M.
- Renaissance Technologies fully exited TIME WARNER CABLE INC NEW COM STK in Q2 2016, selling an estimated $185M.
- Renaissance Technologies's ten largest holdings make up 8% of its $52.5B portfolio in Q2 2016.
- Renaissance Technologies opened 423 new positions and closed 474 in Q2 2016.
- Renaissance Technologies's portfolio value fell 0.13% quarter-over-quarter to $52.5B.
Based on Renaissance Technologies's 13F filing for Q2 2016, filed 12 Aug 2016.