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 |
Bristol-Myers Squibb
BMY
|
+$382M |
| 2 |
Pfizer
PFE
|
+$266M |
| 3 |
Electronic Arts
EA
|
+$240M |
| 4 |
Eli Lilly
LLY
|
+$221M |
| 5 |
Colgate-Palmolive
CL
|
+$216M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Booking.com
BKNG
|
+$358M |
| 2 |
Comcast
CMCSA
|
+$263M |
| 3 |
Meta Platforms (Facebook)
META
|
+$258M |
| 4 |
AET
Aetna Inc
AET
|
+$257M |
| 5 |
Tesla
TSLA
|
+$189M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Healthcare | 17.2% |
| 2 | Technology | 14.19% |
| 3 | Financials | 12.33% |
| 4 | Consumer Staples | 10.22% |
| 5 | Industrials | 9.65% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
1
NetEase
NTES
$72.9B
| $820M | 1.05% |
13,630,000
+2,281,500
| +20% | +$131M |
2013 Q2
16 quarters
|
|
2
Johnson & Johnson
JNJ
$665B
| $811M | 1.04% |
6,132,200
-970,500
| -14% | -$124M |
2015 Q3
7 quarters
|
|
|
3
Bristol-Myers Squibb
BMY
$128B
| $752M | 0.96% |
13,488,200
+7,020,200
| +109% | +$382M |
2016 Q2
4 quarters
|
|
4
Gilead Sciences
GILD
$214B
| $737M | 0.94% |
10,407,848
+2,700,600
| +35% | +$180M |
2014 Q4
10 quarters
|
|
|
5
Colgate-Palmolive
CL
$76.9B
| $723M | 0.92% |
9,753,400
+2,903,800
| +42% | +$216M |
2013 Q2
16 quarters
|
|
6
NVIDIA
NVDA
$4.91T
| $688M | 0.88% |
190,351,720
+30,728,000
| +19% | +$97.6M |
2013 Q4
14 quarters
|
|
7
Humana
HUM
$49.4B
| $657M | 0.84% |
2,731,100
+39,400
| +1% | +$8.92M |
2015 Q2
8 quarters
|
|
8
PepsiCo
PEP
$189B
| $652M | 0.83% |
5,642,700
+1,298,900
| +30% | +$149M |
2013 Q2
16 quarters
|
|
9
Domino's
DPZ
$10.4B
| $647M | 0.83% |
3,060,900
+930,200
| +44% | +$184M |
2013 Q2
16 quarters
|
|
10
Amgen
AMGN
$254B
| $586M | 0.75% |
3,400,145
+986,700
| +41% | +$160M |
2013 Q2
16 quarters
|
|
11
Novo Nordisk
NVO
$176B
| $580M | 0.74% |
27,068,600
-5,749,800
| -18% | -$116M |
2013 Q2
16 quarters
|
|
12
Mastercard
MA
$557B
| $535M | 0.68% |
4,403,900
-848,800
| -16% | -$101M |
2013 Q2
16 quarters
|
|
13
Crown Castle
CCI
$38.3B
| $488M | 0.62% |
4,875,503
+876,900
| +22% | +$86.2M |
2015 Q1
9 quarters
|
|
14
VeriSign
VRSN
$27.8B
| $469M | 0.6% |
5,045,476
+941,100
| +23% | +$85M |
2013 Q2
16 quarters
|
|
|
15
Eli Lilly
LLY
$1.27T
| $469M | 0.6% |
5,694,905
+2,714,505
| +91% | +$221M |
2015 Q3
7 quarters
|
|
16
IBM
IBM
$243B
| $418M | 0.53% |
2,845,434
+728,644
| +34% | +$110M |
2017 Q1
1 quarter
|
|
|
BCR
17
DELISTED
CR Bard Inc.
BCR
| $410M | 0.52% |
1,295,600
+338,900
| +35% | +$101M |
2013 Q2
16 quarters
|
|
18
GSK
GSK
$100B
| $403M | 0.51% |
7,470,400
+3,948,720
| +112% | +$211M |
2013 Q2
16 quarters
|
|
19
Cboe Global Markets
CBOE
$35.4B
| $399M | 0.51% |
4,369,996
-97,304
| -2% | -$8.31M |
2013 Q2
16 quarters
|
|
20
Walmart Inc
WMT
$982B
| $383M | 0.49% |
15,189,300
+59,100
| +0.4% | +$1.5M |
2016 Q1
5 quarters
|
|
21
Philip Morris
PM
$326B
| $360M | 0.46% |
3,066,800
+1,139,900
| +59% | +$132M |
2016 Q3
3 quarters
|
|
22
Chubb
CB
$140B
| $350M | 0.45% |
2,404,461
+449,500
| +23% | +$63.3M |
2015 Q1
9 quarters
|
|
23
American Electric Power
AEP
$71.6B
| $332M | 0.42% |
4,778,600
+394,800
| +9% | +$27.4M |
2014 Q3
11 quarters
|
|
24
Northrop Grumman
NOC
$79.9B
| $320M | 0.41% |
1,245,400
+256,200
| +26% | +$64.1M |
2016 Q1
5 quarters
|
|
|
TWX
25
DELISTED
Time Warner Inc
TWX
| $313M | 0.4% |
3,117,334
+439,000
| +16% | +$43.5M |
2016 Q4
2 quarters
|
|
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Renaissance Technologies's Q2 2017 Portfolio in Review
As of Q2 2017, Renaissance Technologies held 3,586 positions worth $78.4B, up 9.5% from $71.6B the previous quarter. Its ten largest holdings account for 9% of the portfolio.
Renaissance Technologies deployed $4.59B of net new capital in Q2 2017, opening 398 new positions and adding to 1,648 existing holdings. Its largest new stake was Pfizer: 8,421,609 shares worth $268M.
By sector, the portfolio is most concentrated in Healthcare at 17% of assets, up from 16% a quarter earlier, followed by Technology and Financials.
On the sell side, the largest reduction was Comcast, an estimated $263M trimmed.
- Renaissance Technologies's largest Q2 2017 buy was Pfizer: 8,421,609 shares worth $268M.
- Renaissance Technologies added most to Bristol-Myers Squibb in Q2 2017, an estimated $382M increase.
- Renaissance Technologies's biggest Q2 2017 reduction was Comcast, cutting an estimated $263M.
- Renaissance Technologies fully exited Booking.com in Q2 2017, selling an estimated $358M.
- Renaissance Technologies's ten largest holdings make up 9% of its $78.4B portfolio in Q2 2017.
- Renaissance Technologies opened 398 new positions and closed 418 in Q2 2017.
- Renaissance Technologies's portfolio value rose 9.5% quarter-over-quarter to $78.4B.
Based on Renaissance Technologies's 13F filing for Q2 2017, filed 11 Aug 2017.