WhaleCreep

Renaissance Technologies LLC 13F holdings, Q3 2016

Hedge fundSEC filingsCompare with another fundHoldings as of 2016-09-30, filed 2016-11-14

Renaissance Technologies LLC disclosed 3291 US equity positions worth $56.6bn in its Q3 2016 13F filing. Its largest position is NVO at 1.1% of the reported book, followed by MA and LINEAR TECHNOLOGY CORP. Versus Q2 2016 it opened 445 new positions, added to 1781, reduced 999 and exited 450.

$56.6bn
Reported equity book
Sum of the long US equity positions in the filing, at the values filed. Options are excluded.
3,291
Positions
Distinct securities in the equity book with a reported value above zero. Options are excluded.
1.1%
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.
538
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 2016: 445 new, 1781 added, 999 reduced, 450 exited

50 of 3,291
NVO NOVO-NORDISK A SHealthcare1.1%$609m14.65m+13%added
MA MASTERCARD INCFinancial Services1.0%$574m5.64m+4.8%added
LINEAR TECHNOLOGY CORP no ticker–0.9%$517m8.71m+18%added
CL COLGATE PALMOLIVE COConsumer Defensive0.9%$508m6.85m−12%reduced
NTES NETEASE COM INCCommunication Services0.8%$480m1.99m−17%reduced
GOOGL ALPHABET INCCommunication Services0.7%$421m524,048+1006%added
VRSN VERISIGN INCTechnology0.7%$369m4.71m+15%added
MSFT MICROSOFT CORPTechnology0.6%$351m6.10m+189%added
COST COSTCO WHOLESALE CORPORATIONConsumer Defensive0.6%$318m2.09m+518%added
AMGN AMGEN INCHealthcare0.6%$316m1.90m+61%added
PFE PFIZER INCHealthcare0.5%$290m8.57m+391%added
CBOE CBOE GLOBAL MARKETS INCFinancial Services0.5%$290m4.47m−0.9%reduced
DUK DUKE ENERGY CORP NEWUtilities0.5%$263m3.28m+23%added
HD HOME DEPOT INCConsumer Cyclical0.5%$257m1.99m−2.7%reduced
BMY BRISTOL-MYERS SQUIBB COHealthcare0.5%$256m4.74m+783%added
ETR ENTERGY CORP NEWUtilities0.4%$247m3.22m+14%added
DIS DISNEY WALT COCommunication Services0.4%$246m2.65m+253%added
PANW PALO ALTO NETWORKS INCTechnology0.4%$236m1.48m+31%added
NVDA NVIDIA CORPORATIONTechnology0.4%$219m3.20m−22%reduced
DPZ DOMINOS PIZZA INCConsumer Cyclical0.4%$216m1.42m−14%reduced
CB CHUBB LIMITEDFinancial Services0.4%$215m1.71m+65%added
AEP AMERICAN ELEC PWR CO INCUtilities0.4%$214m3.33m+60%added
SIRI SIRIUS XM HOLDINGS INCCommunication Services0.4%$213m51.04m+77%added
GOOG ALPHABET INCCommunication Services0.4%$205m263,485+179%added
WMT WALMART INCConsumer Defensive0.4%$202m2.79m+301%added
ABX BARRICK GOLD CORPFinancial Services0.4%$201m11.34m−35%reduced
NVS NOVARTIS AGHealthcare0.4%$199m2.52m+11%added
SYY SYSCO CORPConsumer Defensive0.3%$189m3.86m+253%added
FFIV F5 INCTechnology0.3%$189m1.52m+11%added
FE FIRSTENERGY CORPUtilities0.3%$189m5.71m+42%added
AZN ASTRAZENECA PLCHealthcare0.3%$187m5.70m−4.4%reduced
NKE NIKE INCConsumer Cyclical0.3%$187m3.56m−30%reduced
SRE SEMPRAUtilities0.3%$183m1.71m−13%reduced
MO ALTRIA GROUP INCConsumer Defensive0.3%$182m2.88m+279%added
EBAY EBAY INC.Consumer Cyclical0.3%$180m5.47m+82%added
BCRUSD BARD C R INC–0.3%$179m797,200−25%reduced
HLF HERBALIFE LTDConsumer Defensive0.3%$178m2.88m−8.8%reduced
EW EDWARDS LIFESCIENCES CORPHealthcare0.3%$178m1.48m−33%reduced
KR KROGER COConsumer Defensive0.3%$177m5.96m+187%added
JNJ JOHNSON & JOHNSONHealthcare0.3%$174m1.48m+136%added
NATIONAL GRID PLC no ticker–0.3%$174m2.44m+5.0%added
CCI CROWN CASTLE INCReal Estate0.3%$172m1.83m+119%added
RYAAY RYANAIR HOLDINGS PLCIndustrials0.3%$171m2.28m−10%reduced
DVN DEVON ENERGY CORP NEWEnergy0.3%$170m3.84m+9.1%added
HUM HUMANA INCHealthcare0.3%$162m913,704+29%added
ALK ALASKA AIR GROUP INCIndustrials0.3%$160m2.44m−23%reduced
ALGT ALLEGIANT TRAVEL COIndustrials0.3%$157m1.19m+2.4%added
WELL WELLTOWER INCReal Estate0.3%$154m2.06m+0.1%held
GILD GILEAD SCIENCES INCHealthcare0.3%$154m1.95m+80%added
ORCL ORACLE CORPTechnology0.3%$153m3.88m+115%added

Exited since Q2 2016

450 rows
E M C CORP MASS no ticker0.4%$228m
AGL RES INC no ticker0.4%$216m
TECO ENERGY INC no ticker0.3%$136m
SOVRAN SELF STORAGE INC no ticker0.3%$133m
PYPL PAYPAL HLDGS INC0.2%$123m
GD GENERAL DYNAMICS CORP0.2%$119m
PHILIPPINE LONG DISTANCE TEL no ticker0.2%$110m
AAPL APPLE INC0.2%$105m
CVX CHEVRON CORPORATION0.2%$104m
SLB SLB LIMITED0.2%$93.0m
TJX TJX COS INC NEW0.2%$83.7m
COLUMBIA PIPELINE GROUP INC no ticker0.1%$76.9m
REGN REGENERON PHARMACEUTICALS0.1%$73.6m
HERTZ GLOBAL HOLDINGS INC no ticker0.1%$66.6m
IPG INTERPUBLIC GROUP COS INC0.1%$63.6m
AAP ADVANCE AUTO PARTS INC0.1%$63.5m
WBA WALGREENS BOOTS ALLIANCE INC0.1%$63.2m
NSC NORFOLK SOUTHERN CORP0.1%$59.7m
TWTRUSD TWITTER INC0.1%$53.5m
DREAMWORKS ANIMATION SKG INC no ticker0.1%$53.3m
BP BP PLC0.10%$52.4m
OMC OMNICOM GROUP INC0.10%$52.3m
CIGNA CORPORATION no ticker0.10%$51.4m
MEDIVATION INC no ticker0.10%$51.4m
HAL HALLIBURTON CO0.10%$50.2m
STARWOOD HOTELS&RESORTS WRLD no ticker0.09%$49.7m
WMB WILLIAMS COS INC0.09%$48.3m
FIRST NIAGARA FINL GP INC no ticker0.09%$46.6m
DELHAIZE GROUP no ticker0.08%$42.6m
OXY OCCIDENTAL PETE CORP0.08%$41.5m
ROP ROPER TECHNOLOGIES INC0.08%$41.4m
ARCPEUR VEREIT INC0.08%$41.2m
TESORO CORP no ticker0.08%$40.7m
RITE AID CORP no ticker0.08%$39.7m
AVGO BROADCOM LTD0.07%$38.4m
SPGI S&P GLOBAL INC0.07%$38.4m
KRISPY KREME DOUGHNUTS INC no ticker0.07%$37.6m
JPM JPMORGAN CHASE & CO0.07%$37.4m
ATVIEUR ACTIVISION BLIZZARD INC0.07%$36.6m
LBEUR L BRANDS INC0.07%$36.0m
BF/B BROWN FORMAN CORP0.07%$35.3m
WSM WILLIAMS SONOMA INC0.07%$35.3m
MMM 3M CO0.07%$34.5m
TMUS T-MOBILE US INC0.06%$33.9m
QUESTAR CORP no ticker0.06%$33.7m
MDLZ MONDELEZ INTL INC0.06%$33.3m
LMT LOCKHEED MARTIN CORP0.06%$31.7m
MRO* MARATHON OIL CORP0.06%$31.7m
AXIALL CORP no ticker0.06%$31.2m
HRL HORMEL FOODS CORP0.06%$30.0m

Sector mix

  • Unclassified33.1%
  • Technology10.0%
  • Healthcare9.8%
  • Financial Services9.0%
  • Consumer Defensive7.6%
  • Industrials6.6%
  • Consumer Cyclical6.0%
  • Communication Services5.8%
  • Utilities4.2%
  • Basic Materials3.2%
  • Real Estate3.2%
  • Energy1.5%

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