WhaleCreep

Renaissance Technologies LLC 13F holdings, Q3 2015

Hedge fundSEC filingsCompare with another fundHoldings as of 2015-09-30, filed 2015-11-12

Renaissance Technologies LLC disclosed 3125 US equity positions worth $41.9bn in its Q3 2015 13F filing. Its largest position is CL at 1.7% of the reported book, followed by NVO and ALK. Versus Q2 2015 it opened 475 new positions, added to 1686, reduced 887 and exited 541.

$41.9bn
Reported equity book
Sum of the long US equity positions in the filing, at the values filed. Options are excluded.
3,125
Positions
Distinct securities in the equity book with a reported value above zero. Options are excluded.
1.7%
Largest position
The largest single position as a share of the reported equity book.
9.8%
Top 10 weight
The ten largest positions together, as a share of the reported equity book.
418
Effective positions
1 / HHI of portfolio weights: the number of equal-weight positions the book behaves like.
53
Quarters on file since Q2 2013
Quarters for which this manager's 13F holdings are on record.

Holdings

Against Q2 2015: 475 new, 1686 added, 887 reduced, 541 exited

50 of 3,125
CL COLGATE PALMOLIVE COConsumer Defensive1.7%$726m11.44m−9.2%reduced
NVO NOVO-NORDISK A SHealthcare1.7%$714m13.17m−6.5%reduced
ALK ALASKA AIR GROUP INCIndustrials1.0%$438m5.51m−8.8%reduced
VRSN VERISIGN INCTechnology0.8%$354m5.01m−0.7%reduced
CMG CHIPOTLE MEXICAN GRILL INCConsumer Cyclical0.8%$345m479,400+53%added
SIGMA ALDRICH CORP no ticker–0.8%$330m2.37m+250%added
NTES NETEASE COM INCCommunication Services0.7%$311m2.59m+4.9%added
LINEAR TECHNOLOGY CORP no ticker–0.7%$309m7.66m−5.3%reduced
DPZ DOMINOS PIZZA INCConsumer Cyclical0.7%$304m2.82m−15%reduced
CBOE CBOE GLOBAL MARKETS INCFinancial Services0.7%$283m4.22m+5.6%added
ALGT ALLEGIANT TRAVEL COIndustrials0.6%$271m1.25m+3.1%added
RYANAIR HLDGS PLC no ticker–0.6%$261m3.34m+0.5%added
MA MASTERCARD INCFinancial Services0.6%$254m2.82m+18%added
HSY HERSHEY COConsumer Defensive0.6%$231m2.52m−21%reduced
DUK DUKE ENERGY CORP NEWUtilities0.5%$220m3.06m+43%added
AMGN AMGEN INCHealthcare0.5%$216m1.56m−12%reduced
BDX BECTON DICKINSON & COHealthcare0.5%$215m1.62m−11%reduced
CLX CLOROX CO DELConsumer Defensive0.5%$211m1.83m+61%added
MEAD JOHNSON NUTRITION CO no ticker–0.5%$209m2.96m+41%added
VTR VENTAS INCReal Estate0.4%$177m3.16m−1.2%reduced
AZN ASTRAZENECA PLCHealthcare0.4%$174m5.45m+39%added
GOOGLE INC no ticker–0.4%$172m282,060−32%reduced
SRE SEMPRAUtilities0.4%$168m1.74m+17%added
BCRUSD BARD C R INC–0.4%$166m890,900−7.0%reduced
GOOGLE INC no ticker–0.4%$164m257,648+371%added
TEVA TEVA PHARMACEUTICAL INDS LTDHealthcare0.4%$163m2.88m+39%added
ETR ENTERGY CORP NEWUtilities0.4%$161m2.47m+70%added
ABBV ABBVIE INCHealthcare0.4%$160m2.93m+35678%added
HII HUNTINGTON INGALLS INDS INCIndustrials0.4%$158m1.47m−6.7%reduced
NVS NOVARTIS AGHealthcare0.4%$155m1.68m+42%added
PEP PEPSICO INCConsumer Defensive0.4%$153m1.62m+38%added
AVBC AVALONBAY CMNTYS INCFinancial Services0.4%$150m860,414+91%added
WELL WELLTOWER INCReal Estate0.4%$149m2.21m–new
V VISA INCFinancial Services0.4%$147m2.11m+21%added
DOX AMDOCS LTDTechnology0.3%$138m2.42m−10%reduced
JCPCHF PENNEY J C INC–0.3%$136m14.67m+33%added
SYY SYSCO CORPConsumer Defensive0.3%$136m3.49m–new
FDX FEDEX CORPIndustrials0.3%$135m936,400–new
SOVRAN SELF STORAGE INC no ticker–0.3%$134m1.42m+5.5%added
MANH MANHATTAN ASSOCIATES INCTechnology0.3%$132m2.13m−11%reduced
KO COCA COLA COConsumer Defensive0.3%$132m3.30m+1892%added
VGREUR VECTOR GROUP LTD–0.3%$131m5.79m+4.1%added
CYBERONICS INC no ticker–0.3%$129m2.12m−3.7%reduced
BTUSD BT GROUP PLC–0.3%$120m1.87m+7.2%added
NATIONAL GRID PLC no ticker–0.3%$118m1.70m+14%added
P5Y BRF SA–0.3%$118m6.63m+48%added
SHW SHERWIN WILLIAMS COBasic Materials0.3%$116m520,500+458%added
BBBYEUR BED BATH & BEYOND INC–0.3%$116m2.03m+180%added
ABX BARRICK GOLD CORPFinancial Services0.3%$115m18.09m+29%added
UTHR UNITED THERAPEUTICS CORP DELHealthcare0.3%$114m866,778+6.8%added

Exited since Q2 2015

541 rows
MSFT MICROSOFT CORP0.7%$306m
AAPL APPLE INC0.5%$215m
UNP UNION PACIFIC CORP0.4%$193m
BABA ALIBABA GROUP HLDG LTD0.4%$177m
HEALTH CARE REIT INC no ticker0.3%$135m
ADVENT SOFTWARE INC no ticker0.2%$87.6m
BAC BANK OF AMER CORP0.2%$85.6m
KRAFT FOODS GROUP INC no ticker0.2%$81.4m
CHARTER COMMUNICATIONS INC D no ticker0.2%$79.8m
LBEUR L BRANDS INC0.2%$73.9m
PFE PFIZER INC0.2%$69.8m
TRV TRAVELERS COMPANIES INC0.2%$66.5m
COP CONOCOPHILLIPS0.2%$66.4m
ATVIEUR ACTIVISION BLIZZARD INC0.1%$59.8m
QCOM QUALCOMM INC0.1%$58.8m
CVX CHEVRON CORPORATION0.1%$54.0m
CATAMARAN CORP no ticker0.1%$53.6m
DIRECTV no ticker0.1%$51.4m
EXMOC EXXON MOBIL CORP0.1%$51.0m
BSX BOSTON SCIENTIFIC CORP0.1%$50.4m
ENR ENERGIZER HLDGS INC NEW0.1%$47.5m
MSI MOTOROLA SOLUTIONS INC0.1%$47.3m
ALL ALLSTATE CORP0.1%$46.6m
GS GOLDMAN SACHS GROUP INC0.1%$44.0m
EA ELECTRONIC ARTS INC0.10%$42.1m
SWKS SKYWORKS SOLUTIONS INC0.10%$41.7m
DHR DANAHER CORP DEL0.09%$41.6m
KEURIG GREEN MTN INC no ticker0.09%$41.1m
KSUEUR KANSAS CITY SOUTHERN0.09%$38.5m
POLYPORE INTL INC no ticker0.09%$38.0m
CHRW C H ROBINSON WORLDWIDE INC0.09%$37.8m
RRC RANGE RES CORP0.08%$36.2m
EOG EOG Resources Inc0.08%$36.0m
JD JD.COM INC0.08%$35.7m
AMZN AMAZON COM INC0.08%$34.0m
L-3 COMMUNICATIONS HLDGS INC no ticker0.08%$33.8m
EBAY EBAY INC.0.08%$33.4m
LIBERTY GLOBAL PLC no ticker0.07%$32.4m
SINA CORP no ticker0.07%$32.0m
PLD PROLOGIS INC.0.07%$31.9m
LIBERTY GLOBAL PLC no ticker0.07%$31.5m
UTXZ UNITED TECHNOLOGIES CORP0.07%$31.1m
A AGILENT TECHNOLOGIES INC0.07%$30.9m
OPK OPKO HEALTH INC0.07%$30.7m
OMNIVISION TECHNOLOGIES INC no ticker0.07%$30.4m
MEADWESTVACO CORP no ticker0.07%$30.2m
SCANA CORP NEW no ticker0.07%$29.2m
AIRGAS INC no ticker0.07%$29.1m
FAMILY DLR STORES INC no ticker0.07%$29.0m
LIONS GATE ENTMNT CORP no ticker0.07%$28.8m

Sector mix

  • Unclassified39.4%
  • Healthcare9.8%
  • Financial Services8.4%
  • Consumer Defensive7.7%
  • Technology6.7%
  • Industrials6.6%
  • Consumer Cyclical5.8%
  • Real Estate4.1%
  • Communication Services3.9%
  • Utilities3.6%
  • Basic Materials2.0%
  • Energy2.0%

Book over time

Every quarter on file (53)
QuarterPositionsEquity book
Q2 20263,136$72.6bn
Q1 20263,208$63.9bn
Q4 20253,180$64.5bn
Q3 20253,451$75.8bn
Q2 20253,516$75.2bn
Q1 20253,400$66.1bn
Q4 20243,527$67.6bn
Q3 20243,478$66.5bn
Q2 20243,438$59.0bn
Q1 20243,652$63.6bn
Q4 20233,677$64.6bn
Q3 20233,606$58.7bn
Q2 20233,859$69.4bn
Q1 20233,921$75.4bn
Q4 20224,068$73.1bn
Q3 20223,970$70.7bn
Q2 20224,168$84.5bn
Q1 20224,027$85.2bn
Q4 20213,856$80.4bn
Q3 20213,409$77.4bn
Q2 20213,400$80.1bn
Q1 20213,251$80.4bn
Q4 20203,336$92.1bn
Q3 20203,329$100bn
Q2 20203,382$116bn
Q1 20203,398$103bn
Q4 20193,463$130bn
Q3 20193,387$118bn
Q2 20193,505$114bn
Q1 20193,408$110bn
Q4 20183,338$91.3bn
Q3 20183,320$97.3bn
Q2 20183,223$91.7bn
Q1 20183,338$91.4bn
Q4 20173,301$90.7bn
Q3 20173,164$85.0bn
Q2 20173,161$78.4bn
Q1 20173,185$71.6bn
Q4 20163,215$63.2bn
Q3 20163,291$56.6bn
Q2 20163,296$52.5bn
Q1 20163,346$52.6bn
Q4 20153,248$45.9bn
Q3 20153,125$41.9bn
Q2 20153,191$43.9bn
Q1 20153,130$47.0bn
Q4 20142,937$41.4bn
Q3 20142,751$36.5bn
Q2 20142,749$42.9bn
Q1 20142,790$41.7bn
Q4 20132,812$41.8bn
Q3 20132,778$41.2bn
Q2 20132,754$38.1bn

Where Renaissance Technologies LLC was early

4 rows
CORT CORCEPT THERAPEUTICS INCQ1 20155 of 1090.0%1.1%46Held at last filing, Q2 2026+1453%
PDD PDD HOLDINGS INCQ2 201920 of 2050.05%1.4%25Exited by Q2 2026+395%
ZM ZOOM COMMUNICATIONS INCQ1 202022 of 2190.4%2.5%26Held at last filing, Q2 2026−41%
PLTR PALANTIR TECHNOLOGIES INCQ2 202117 of 2180.03%2.6%21Held at last filing, Q2 2026+343%

Concentration and tenure

2.0%
Median largest position, all quarters
The largest single position as a share of the reported equity book.
11.1%
Median top 10 weight, all quarters
The ten largest positions together, as a share of the reported equity book.
Diversified
Style, by median largest position
4
Median completed holding, quarters