WhaleCreep

Renaissance Technologies LLC 13F holdings, Q4 2015

Hedge fundSEC filingsCompare with another fundHoldings as of 2015-12-31, filed 2016-02-11

Renaissance Technologies LLC disclosed 3248 US equity positions worth $45.9bn in its Q4 2015 13F filing. Its largest position is NVO at 1.6% of the reported book, followed by CL and AAPL. Versus Q3 2015 it opened 533 new positions, added to 1823, reduced 816 and exited 410.

$45.9bn
Reported equity book
Sum of the long US equity positions in the filing, at the values filed. Options are excluded.
3,248
Positions
Distinct securities in the equity book with a reported value above zero. Options are excluded.
1.6%
Largest position
The largest single position as a share of the reported equity book.
9.3%
Top 10 weight
The ten largest positions together, as a share of the reported equity book.
447
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 Q3 2015: 533 new, 1823 added, 816 reduced, 410 exited

50 of 3,248
NVO NOVO-NORDISK A SHealthcare1.6%$749m12.90m−2.1%reduced
CL COLGATE PALMOLIVE COConsumer Defensive1.5%$670m10.06m−12%reduced
AAPL APPLE INCTechnology1.0%$470m4.46m–new
VRSN VERISIGN INCTechnology0.9%$426m4.88m−2.7%reduced
ALK ALASKA AIR GROUP INCIndustrials0.8%$386m4.80m−13%reduced
NTES NETEASE COM INCCommunication Services0.8%$362m2.00m−23%reduced
LINEAR TECHNOLOGY CORP no ticker–0.7%$326m7.68m+0.2%held
RYAAY RYANAIR HOLDINGS PLCIndustrials0.7%$308m3.56m–new
MA MASTERCARD INCFinancial Services0.6%$294m3.02m+7.3%added
DPZ DOMINOS PIZZA INCConsumer Cyclical0.6%$294m2.64m−6.4%reduced
CBOE CBOE GLOBAL MARKETS INCFinancial Services0.6%$286m4.40m+4.2%added
NVS NOVARTIS AGHealthcare0.6%$266m3.09m+84%added
PFE PFIZER INCHealthcare0.6%$258m7.99m–new
PANW PALO ALTO NETWORKS INCTechnology0.5%$239m1.36m+115%added
GILD GILEAD SCIENCES INCHealthcare0.5%$235m2.32m+727%added
DUK DUKE ENERGY CORP NEWUtilities0.5%$229m3.21m+4.7%added
KO COCA COLA COConsumer Defensive0.5%$217m5.05m+53%added
ALGT ALLEGIANT TRAVEL COIndustrials0.5%$212m1.26m+1.0%added
AVBC AVALONBAY CMNTYS INCFinancial Services0.5%$210m1.14m+32%added
BCRUSD BARD C R INC–0.5%$208m1.10m+23%added
HSY HERSHEY COConsumer Defensive0.4%$198m2.22m−12%reduced
ABX BARRICK GOLD CORPFinancial Services0.4%$190m25.71m+42%added
HII HUNTINGTON INGALLS INDS INCIndustrials0.4%$189m1.49m+1.0%added
META META PLATFORMS INCCommunication Services0.4%$188m1.79m–new
CLX CLOROX CO DELConsumer Defensive0.4%$187m1.47m−19%reduced
BDX BECTON DICKINSON & COHealthcare0.4%$186m1.21m−26%reduced
PREJF PARTNERRE LTDFinancial Services0.4%$186m1.33m+86%added
CMCSA COMCAST CORP NEWCommunication Services0.4%$179m3.17m–new
PEP PEPSICO INCConsumer Defensive0.4%$179m1.79m+10%added
SRE SEMPRAUtilities0.4%$178m1.89m+8.8%added
AZN ASTRAZENECA PLCHealthcare0.4%$168m4.96m−9.0%reduced
SOVRAN SELF STORAGE INC no ticker–0.3%$158m1.48m+3.9%added
MANH MANHATTAN ASSOCIATES INCTechnology0.3%$156m2.36m+11%added
VTR VENTAS INCReal Estate0.3%$153m2.71m−14%reduced
ETR ENTERGY CORP NEWUtilities0.3%$153m2.23m−9.5%reduced
CVCEUR CABLEVISION SYS CORP–0.3%$149m4.66m+511%added
CMG CHIPOTLE MEXICAN GRILL INCConsumer Cyclical0.3%$147m305,800−36%reduced
COR CENCORA INCHealthcare0.3%$146m1.41m+81%added
VGREUR VECTOR GROUP LTD–0.3%$142m6.03m+4.2%added
WELL WELLTOWER INCReal Estate0.3%$142m2.08m−5.5%reduced
NATIONAL GRID PLC no ticker–0.3%$134m1.93m+14%added
BTUSD BT GROUP PLC–0.3%$128m3.71m+98%added
LIVN LIVANOVA PLCHealthcare0.3%$128m2.16m–new
JNP JUNIPER NETWORKS INC–0.3%$126m4.58m+200%added
ACCENTURE PLC IRELAND no ticker–0.3%$125m1.19m–new
BB BLACKBERRY LTDTechnology0.3%$122m13.19m+7.5%added
VLO VALERO ENERGY CORPEnergy0.3%$122m1.73m+148%added
NOK NOKIA CORPTechnology0.3%$120m17.03m+9.7%added
JCPCHF PENNEY J C INC–0.3%$119m17.93m+22%added
SYY SYSCO CORPConsumer Defensive0.3%$118m2.88m−17%reduced

Exited since Q3 2015

410 rows
SIGMA ALDRICH CORP no ticker0.8%$330m
RYANAIR HLDGS PLC no ticker0.6%$261m
GOOGLE INC no ticker0.4%$172m
GOOGLE INC no ticker0.4%$164m
FDX FEDEX CORP0.3%$135m
CYBERONICS INC no ticker0.3%$129m
ALXN ALEXION PHARMACEUTICALS INC0.3%$108m
MCK MCKESSON CORP0.2%$99.1m
CLECO CORP NEW no ticker0.2%$88.5m
CVS CVS HEALTH CORP0.2%$82.4m
YAHOO INC no ticker0.2%$80.5m
HEWLETT PACKARD CO no ticker0.2%$73.7m
ORCL ORACLE CORP0.2%$73.3m
CITY NATL CORP no ticker0.2%$72.5m
CBS CORP NEW no ticker0.2%$70.0m
MYLAN NV no ticker0.2%$69.1m
ZULILY INC no ticker0.2%$63.0m
BEN FRANKLIN RESOURCES INC0.1%$56.9m
BXP BXP INC0.1%$55.2m
MONSANTO CO NEW no ticker0.1%$55.1m
ABT ABBOTT LABORATORIES0.1%$54.2m
BLK BLACKROCK INC0.1%$52.8m
PH PARKER-HANNIFIN CORP0.1%$49.6m
CF CF Industries Holdings Inc0.1%$47.4m
ITUB ITAU UNIBANCO HLDG S A0.1%$45.0m
VFC V F CORP0.1%$43.6m
CELG CELGENE CORP0.10%$41.0m
CMA COMERICA INC0.09%$38.3m
IVZ INVESCO LTD0.09%$37.1m
ANACOR PHARMACEUTICALS INC no ticker0.09%$36.5m
WEP MAGELLAN MIDSTREAM PRTNRS LP0.09%$36.0m
MALLINCKRODT PUB LTD CO no ticker0.09%$35.7m
MDT Medtronic Plc0.08%$35.6m
MADISON SQUARE GARDEN CO no ticker0.08%$33.4m
DOT HILL SYS CORP no ticker0.08%$31.6m
DFSEUR DISCOVER FINL SVCS0.07%$31.1m
GAP GAP INC0.07%$30.9m
CSX CSX CORP0.07%$30.6m
DR PEPPER SNAPPLE GROUP INC no ticker0.07%$29.9m
MEDIVATION INC no ticker0.07%$29.5m
NSC NORFOLK SOUTHERN CORP0.07%$29.4m
COACH INC no ticker0.07%$29.3m
SCHW SCHWAB CHARLES CORP0.07%$29.2m
DG DOLLAR GEN CORP0.07%$28.7m
M Macy's, Inc0.07%$28.7m
BBD BANCO BRADESCO S A0.07%$27.7m
DU PONT E I DE NEMOURS & CO no ticker0.07%$27.6m
HOMEAWAY INC no ticker0.07%$27.3m
YUM YUM BRANDS INC0.06%$27.0m
ZION ZIONS BANCORPORATION NATL AS0.06%$26.7m

Sector mix

  • Unclassified35.8%
  • Healthcare9.7%
  • Technology9.2%
  • Financial Services8.0%
  • Consumer Defensive7.4%
  • Industrials7.1%
  • Consumer Cyclical5.8%
  • Communication Services5.0%
  • Real Estate3.9%
  • Utilities3.7%
  • Energy2.5%
  • Basic Materials2.0%

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