WhaleCreep

Renaissance Technologies LLC 13F holdings, Q2 2016

Hedge fundSEC filingsCompare with another fundHoldings as of 2016-06-30, filed 2016-08-12

Renaissance Technologies LLC disclosed 3296 US equity positions worth $52.5bn in its Q2 2016 13F filing. Its largest position is NVO at 1.3% of the reported book, followed by CL and MA. Versus Q1 2016 it opened 457 new positions, added to 1642, reduced 1129 and exited 507.

$52.5bn
Reported equity book
Sum of the long US equity positions in the filing, at the values filed. Options are excluded.
3,296
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.
8.0%
Top 10 weight
The ten largest positions together, as a share of the reported equity book.
550
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 Q1 2016: 457 new, 1642 added, 1129 reduced, 507 exited

50 of 3,296
NVO NOVO-NORDISK A SHealthcare1.3%$696m12.95m+1.4%added
CL COLGATE PALMOLIVE COConsumer Defensive1.1%$570m7.79m−21%reduced
MA MASTERCARD INCFinancial Services0.9%$474m5.38m+54%added
NTES NETEASE COM INCCommunication Services0.9%$462m2.39m+9.3%added
ABX BARRICK GOLD CORPFinancial Services0.7%$373m17.48m−34%reduced
CVS CVS HEALTH CORPHealthcare0.7%$368m3.84m+1869%added
VRSN VERISIGN INCTechnology0.7%$353m4.08m−2.0%reduced
LINEAR TECHNOLOGY CORP no ticker–0.7%$344m7.40m−2.0%reduced
CBOE CBOE GLOBAL MARKETS INCFinancial Services0.6%$300m4.51m+1.6%added
NKE NIKE INCConsumer Cyclical0.5%$280m5.07m–new
HD HOME DEPOT INCConsumer Cyclical0.5%$262m2.05m–new
BCRUSD BARD C R INC–0.5%$250m1.06m−22%reduced
ETR ENTERGY CORP NEWUtilities0.4%$231m2.83m+13%added
DUK DUKE ENERGY CORP NEWUtilities0.4%$230m2.68m−33%reduced
E M C CORP MASS no ticker–0.4%$228m8.38m+20%added
SRE SEMPRAUtilities0.4%$223m1.95m−6.9%reduced
EW EDWARDS LIFESCIENCES CORPHealthcare0.4%$221m2.21m+33%added
DPZ DOMINOS PIZZA INCConsumer Cyclical0.4%$218m1.66m−29%reduced
AGL RES INC no ticker–0.4%$216m3.28m+64%added
KGC KINROSS GOLD CORPBasic Materials0.4%$204m41.77m−11%reduced
NVDA NVIDIA CORPORATIONTechnology0.4%$193m4.11m+27%added
NVS NOVARTIS AGHealthcare0.4%$187m2.26m−31%reduced
HLF HERBALIFE LTDConsumer Defensive0.4%$185m3.16m+13%added
ALK ALASKA AIR GROUP INCIndustrials0.4%$184m3.16m−21%reduced
AZN ASTRAZENECA PLCHealthcare0.3%$180m5.97m+5.0%added
AMGN AMGEN INCHealthcare0.3%$179m1.18m+144%added
RYAAY RYANAIR HOLDINGS PLCIndustrials0.3%$177m2.55m−30%reduced
ALGT ALLEGIANT TRAVEL COIndustrials0.3%$176m1.16m−10%reduced
NATIONAL GRID PLC no ticker–0.3%$173m2.33m−9.4%reduced
HSY HERSHEY COConsumer Defensive0.3%$173m1.52m−39%reduced
LLY ELI LILLY & COHealthcare0.3%$173m2.19m−1.0%reduced
AMZN AMAZON COM INCConsumer Cyclical0.3%$170m238,055+5706%added
MRK MERCK & CO. INCHealthcare0.3%$169m2.93m+504%added
AVBC AVALONBAY CMNTYS INCFinancial Services0.3%$165m911,914−32%reduced
PEP PEPSICO INCConsumer Defensive0.3%$163m1.54m−59%reduced
ELV ELEVANCE HEALTH INCHealthcare0.3%$157m1.20m+194%added
WELL WELLTOWER INCReal Estate0.3%$157m2.06m−16%reduced
FFIV F5 INCTechnology0.3%$155m1.36m+25%added
AEP AMERICAN ELEC PWR CO INCUtilities0.3%$146m2.08m−11%reduced
HII HUNTINGTON INGALLS INDS INCIndustrials0.3%$145m865,200−32%reduced
CRM SALESFORCE INCTechnology0.3%$144m1.81m–new
FE FIRSTENERGY CORPUtilities0.3%$141m4.03m+5.9%added
PANW PALO ALTO NETWORKS INCTechnology0.3%$139m1.13m+22%added
P5Y BRF SA–0.3%$138m9.92m+6.3%added
EA ELECTRONIC ARTS INCCommunication Services0.3%$136m1.80m–new
TECO ENERGY INC no ticker–0.3%$136m4.90m−0.8%reduced
CB CHUBB LIMITEDFinancial Services0.3%$135m1.04m−23%reduced
VGREUR VECTOR GROUP LTD–0.3%$133m5.93m−8.6%reduced
SOVRAN SELF STORAGE INC no ticker–0.3%$133m1.26m−18%reduced
JCPCHF PENNEY J C INC–0.3%$132m14.85m−0.5%held

Exited since Q1 2016

507 rows
TIME WARNER CABLE INC no ticker0.4%$185m
CVCEUR CABLEVISION SYS CORP0.3%$183m
SNDK SANDISK CORP0.3%$135m
COR CENCORA INC0.2%$107m
CHARTER COMMUNICATIONS INC D no ticker0.2%$103m
PRICELINE GRP INC no ticker0.2%$99.1m
PROGRESSIVE WASTE SOLUTIONS no ticker0.2%$91.1m
AIG American International Group0.2%$88.4m
COCA COLA ENTERPRISES INC NE no ticker0.2%$83.8m
PM PHILIP MORRIS INTL INC0.2%$78.9m
SYF SYNCHRONY FINANCIAL0.1%$71.2m
PNC PNC FINL SVCS GROUP INC0.1%$67.5m
ED CONSOLIDATED EDISON INC0.1%$63.2m
BAXALTA INC no ticker0.1%$61.4m
INGR INGREDION INC0.1%$61.1m
UAA UNDER ARMOUR INC0.1%$60.5m
DAL DELTA AIR LINES INC0.1%$60.0m
HOMEINNS HOTEL GROUP no ticker0.1%$55.8m
ITW ILLINOIS TOOL WKS INC0.1%$55.0m
BFH BREAD FINANCIAL HOLDINGS INC0.1%$54.0m
SHIRE PLC no ticker0.1%$53.8m
SPG SIMON PPTY GROUP INC NEW0.1%$52.6m
MAT MATTEL INC0.10%$52.0m
HO1 HOLOGIC INC0.08%$43.7m
CERNCHF CERNER CORP0.08%$43.3m
EXPRESS SCRIPTS HLDG CO no ticker0.08%$43.1m
CAMERON INTERNATIONAL CORP no ticker0.08%$42.5m
TXN TEXAS INSTRS INC0.08%$42.5m
AFFYMETRIX INC no ticker0.08%$41.9m
YUM YUM BRANDS INC0.08%$41.8m
JOHNSON CTLS INC no ticker0.07%$39.4m
AMERICAN CAPITAL AGENCY CORP no ticker0.07%$38.7m
BXP BXP INC0.07%$37.8m
VOYA VOYA FINANCIAL INC0.07%$37.2m
EPD ENTERPRISE PRODS PARTNERS L0.07%$36.8m
SIG SIGNET JEWELERS LIMITED0.07%$36.3m
BNY BANK OF NY MELLON CORP0.07%$35.5m
SYTUSD SYNGENTA AG0.07%$34.5m
VIPS VIPSHOP HOLDINGS LIMITED0.07%$34.5m
PINNACLE ENTMT INC no ticker0.06%$34.0m
RESTORATION HARDWARE HLDGS I no ticker0.06%$33.9m
NATIONAL PENN BANCSHARES INC no ticker0.06%$33.0m
SBUX STARBUCKS CORP0.06%$32.5m
FSLR FIRST SOLAR INC0.06%$32.3m
NRG NRG ENERGY INC0.06%$32.1m
UPS UNITED PARCEL SERVICE INC0.06%$31.3m
UNILEVER N V no ticker0.06%$29.6m
TIFEUR TIFFANY & CO NEW0.05%$28.5m
JAHEUR JARDEN CORP0.05%$28.0m
STMP STAMPS COM INC0.05%$27.0m

Sector mix

  • Unclassified35.5%
  • Healthcare9.7%
  • Financial Services9.2%
  • Technology8.5%
  • Industrials6.5%
  • Consumer Cyclical6.2%
  • Consumer Defensive6.0%
  • Communication Services5.1%
  • Utilities3.8%
  • Basic Materials3.4%
  • Real Estate3.3%
  • Energy2.6%

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