WhaleCreep

Renaissance Technologies LLC 13F holdings, Q1 2016

Hedge fundSEC filingsCompare with another fundHoldings as of 2016-03-31, filed 2016-05-13

Renaissance Technologies LLC disclosed 3346 US equity positions worth $52.6bn in its Q1 2016 13F filing. Its largest position is CL at 1.3% of the reported book, followed by NVO and PEP. Versus Q4 2015 it opened 517 new positions, added to 1988, reduced 778 and exited 419.

$52.6bn
Reported equity book
Sum of the long US equity positions in the filing, at the values filed. Options are excluded.
3,346
Positions
Distinct securities in the equity book with a reported value above zero. Options are excluded.
1.3%
Largest position
The largest single position as a share of the reported equity book.
7.9%
Top 10 weight
The ten largest positions together, as a share of the reported equity book.
524
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 Q4 2015: 517 new, 1988 added, 778 reduced, 419 exited

50 of 3,346
CL COLGATE PALMOLIVE COConsumer Defensive1.3%$698m9.88m−1.8%reduced
NVO NOVO-NORDISK A SHealthcare1.3%$692m12.78m−1.0%reduced
PEP PEPSICO INCConsumer Defensive0.7%$382m3.73m+108%added
VRSN VERISIGN INCTechnology0.7%$369m4.16m−15%reduced
ABX BARRICK GOLD CORPFinancial Services0.7%$360m26.50m+3.1%added
LINEAR TECHNOLOGY CORP no ticker–0.6%$336m7.55m−1.8%reduced
MA MASTERCARD INCFinancial Services0.6%$331m3.50m+16%added
ALK ALASKA AIR GROUP INCIndustrials0.6%$330m4.02m−16%reduced
DUK DUKE ENERGY CORP NEWUtilities0.6%$324m4.02m+25%added
NTES NETEASE COM INCCommunication Services0.6%$314m2.19m+9.6%added
RYAAY RYANAIR HOLDINGS PLCIndustrials0.6%$311m3.62m+1.5%added
DPZ DOMINOS PIZZA INCConsumer Cyclical0.6%$307m2.33m−12%reduced
CBOE CBOE GLOBAL MARKETS INCFinancial Services0.6%$290m4.44m+0.8%added
META META PLATFORMS INCCommunication Services0.5%$280m2.45m+37%added
BCRUSD BARD C R INC–0.5%$275m1.36m+23%added
JNJ JOHNSON & JOHNSONHealthcare0.5%$258m2.38m+263%added
AVBC AVALONBAY CMNTYS INCFinancial Services0.5%$257m1.35m+19%added
KO COCA COLA COConsumer Defensive0.5%$244m5.26m+4.1%added
NVS NOVARTIS AGHealthcare0.4%$236m3.26m+5.6%added
ALGT ALLEGIANT TRAVEL COIndustrials0.4%$230m1.29m+2.2%added
HSY HERSHEY COConsumer Defensive0.4%$230m2.49m+13%added
SRE SEMPRAUtilities0.4%$218m2.10m+11%added
ETR ENTERGY CORP NEWUtilities0.4%$199m2.51m+12%added
E M C CORP MASS no ticker–0.4%$187m7.00m–new
TIME WARNER CABLE INC no ticker–0.4%$185m904,547+209%added
NATIONAL GRID PLC no ticker–0.3%$184m2.57m+33%added
CVCEUR CABLEVISION SYS CORP–0.3%$183m5.55m+19%added
SOVRAN SELF STORAGE INC no ticker–0.3%$183m1.55m+4.9%added
SO SOUTHERN COUtilities0.3%$180m3.47m+40%added
CCI CROWN CASTLE INCReal Estate0.3%$179m2.07m+168%added
COST COSTCO WHOLESALE CORPORATIONConsumer Defensive0.3%$175m1.11m+86%added
HII HUNTINGTON INGALLS INDS INCIndustrials0.3%$174m1.27m−15%reduced
HLF HERBALIFE LTDConsumer Defensive0.3%$172m2.79m+204%added
WELL WELLTOWER INCReal Estate0.3%$171m2.47m+18%added
JCPCHF PENNEY J C INC–0.3%$165m14.92m−17%reduced
CB CHUBB LIMITEDFinancial Services0.3%$161m1.35m+207%added
KGC KINROSS GOLD CORPBasic Materials0.3%$160m47.15m+43%added
AZN ASTRAZENECA PLCHealthcare0.3%$160m5.68m+15%added
VTR VENTAS INCReal Estate0.3%$160m2.54m−6.2%reduced
LLY ELI LILLY & COHealthcare0.3%$159m2.21m+565%added
AEP AMERICAN ELEC PWR CO INCUtilities0.3%$155m2.33m+64%added
PANW PALO ALTO NETWORKS INCTechnology0.3%$152m931,300−31%reduced
TGT TARGET CORPConsumer Defensive0.3%$151m1.84m+420%added
NYCBEUR NEW YORK CMNTY BANCORP INC–0.3%$149m9.40m+120%added
VGREUR VECTOR GROUP LTD–0.3%$148m6.49m+7.6%added
EW EDWARDS LIFESCIENCES CORPHealthcare0.3%$147m1.67m+51%added
CLX CLOROX CO DELConsumer Defensive0.3%$145m1.15m−22%reduced
NLYEUR ANNALY CAPITAL MANAGEMENT IN–0.3%$141m13.77m+90%added
FE FIRSTENERGY CORPUtilities0.3%$137m3.80m+4.2%added
NEE NEXTERA ENERGY INCUtilities0.3%$137m1.16m+60%added

Exited since Q4 2015

419 rows
AAPL APPLE INC1.0%$470m
PREJF PARTNERRE LTD0.4%$186m
CMCSA COMCAST CORP NEW0.4%$179m
ACCENTURE PLC IRELAND no ticker0.3%$125m
VLO VALERO ENERGY CORP0.3%$122m
APD AIR PRODUCTS AND CHEMICALS I0.2%$111m
CSCO CISCO SYS INC0.2%$110m
KMI KINDER MORGAN INC DEL0.2%$106m
EXMOC EXXON MOBIL CORP0.2%$103m
PSX PHILLIPS 660.2%$95.9m
DIS DISNEY WALT CO0.2%$89.3m
LINKEDIN CORP no ticker0.2%$86.9m
NFLX NETFLIX INC.0.2%$71.8m
HEALTH NET INC no ticker0.2%$71.7m
KING DIGITAL ENTMT PLC no ticker0.2%$71.2m
PLUM CREEK TIMBER CO INC no ticker0.1%$66.9m
AVAGO TECHNOLOGIES LTD no ticker0.1%$65.6m
ENERGY TRANSFER PRTNRS L P no ticker0.1%$65.3m
ALLERGAN PLC no ticker0.1%$64.6m
ARRIS GROUP INC NEW no ticker0.1%$62.4m
CTSH COGNIZANT TECHNOLOGY SOLUTIO0.1%$57.2m
MCGRAW HILL FINL INC no ticker0.1%$52.3m
PEPCO HOLDINGS INC no ticker0.1%$51.3m
GM General Motors Corp0.1%$46.9m
COF CAPITAL ONE FINL CORP0.1%$46.5m
MINDRAY MEDICAL INTL LTD no ticker0.1%$46.2m
WMB WILLIAMS COS INC0.1%$46.1m
BR BROADRIDGE FINL SOLUTIONS IN0.09%$43.4m
MPC Marathon Petroleum Corp0.09%$43.4m
SWKS SKYWORKS SOLUTIONS INC0.08%$38.7m
ORBITAL ATK INC no ticker0.08%$38.4m
WAB WABTEC0.08%$37.4m
JWNUSD NORDSTROM INC0.08%$35.0m
UNP UNION PACIFIC CORP0.07%$34.3m
HD HOME DEPOT INC0.07%$33.4m
PCAR PACCAR INC0.07%$32.5m
AVGO BROADCOM CORP0.07%$32.5m
RDS/A ROYAL DUTCH SHELL PLC0.07%$31.7m
IP INTERNATIONAL PAPER CO0.07%$31.6m
CTAS CINTAS CORP0.07%$31.4m
LYONDELLBASELL INDUSTRIES NV no ticker0.07%$31.2m
PXDEUR PIONEER NAT RES CO0.07%$30.0m
COP CONOCOPHILLIPS0.06%$29.5m
F FORD MTR CO0.06%$29.0m
ROK ROCKWELL AUTOMATION INC0.06%$28.5m
DHI D R HORTON INC0.06%$28.3m
SOLARWINDS INC no ticker0.06%$27.4m
AYI ACUITY INC0.06%$27.0m
CTRPUSD CTRIP COM INTL LTD0.06%$26.8m
SIRONA DENTAL SYSTEMS INC no ticker0.06%$26.5m

Sector mix

  • Unclassified36.7%
  • Financial Services9.5%
  • Healthcare8.8%
  • Consumer Defensive8.0%
  • Industrials7.5%
  • Technology6.8%
  • Utilities5.2%
  • Consumer Cyclical4.9%
  • Communication Services4.4%
  • Real Estate4.4%
  • Basic Materials2.4%
  • Energy1.4%

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