WhaleCreep

Renaissance Technologies LLC 13F holdings, Q2 2017

Hedge fundSEC filingsCompare with another fundHoldings as of 2017-06-30, filed 2017-08-11

Renaissance Technologies LLC disclosed 3161 US equity positions worth $78.4bn in its Q2 2017 13F filing. Its largest position is NTES at 1.0% of the reported book, followed by JNJ and BMY. Versus Q1 2017 it opened 418 new positions, added to 1604, reduced 1054 and exited 442.

$78.4bn
Reported equity book
Sum of the long US equity positions in the filing, at the values filed. Options are excluded.
3,161
Positions
Distinct securities in the equity book with a reported value above zero. Options are excluded.
1.0%
Largest position
The largest single position as a share of the reported equity book.
9.0%
Top 10 weight
The ten largest positions together, as a share of the reported equity book.
449
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 2017: 418 new, 1604 added, 1054 reduced, 442 exited

50 of 3,161
NTES NETEASE COM INCCommunication Services1.0%$820m2.73m+20%added
JNJ JOHNSON & JOHNSONHealthcare1.0%$811m6.13m−14%reduced
BMY BRISTOL-MYERS SQUIBB COHealthcare1.0%$752m13.49m+109%added
GILD GILEAD SCIENCES INCHealthcare0.9%$737m10.41m+35%added
CL COLGATE PALMOLIVE COConsumer Defensive0.9%$723m9.75m+42%added
NVDA NVIDIA CORPORATIONTechnology0.9%$688m4.76m+19%added
HUM HUMANA INCHealthcare0.8%$657m2.73m+1.5%added
PEP PEPSICO INCConsumer Defensive0.8%$652m5.64m+30%added
DPZ DOMINOS PIZZA INCConsumer Cyclical0.8%$647m3.06m+44%added
AMGN AMGEN INCHealthcare0.7%$586m3.40m+41%added
NVO NOVO-NORDISK A SHealthcare0.7%$580m13.53m−18%reduced
MA MASTERCARD INCFinancial Services0.7%$535m4.40m−16%reduced
CCI CROWN CASTLE INCReal Estate0.6%$488m4.88m+22%added
VRSN VERISIGN INCTechnology0.6%$469m5.05m+23%added
LLY ELI LILLY & COHealthcare0.6%$469m5.69m+91%added
IBM INTERNATIONAL BUSINESS MACHSTechnology0.5%$418m2.72m+34%added
BCRUSD BARD C R INC–0.5%$410m1.30m+35%added
GSK PLC no ticker–0.5%$403m9.34m+112%added
CBOE CBOE GLOBAL MARKETS INCFinancial Services0.5%$399m4.37m−2.2%reduced
WMT WALMART INCConsumer Defensive0.5%$383m5.06m+0.4%held
PM PHILIP MORRIS INTL INCConsumer Defensive0.5%$360m3.07m+59%added
CB CHUBB LIMITEDFinancial Services0.4%$350m2.40m+23%added
AEP AMERICAN ELEC PWR CO INCUtilities0.4%$332m4.78m+9.0%added
NOC NORTHROP GRUMMAN CORPIndustrials0.4%$320m1.25m+26%added
TWXCHF TIME WARNER INC–0.4%$313m3.12m+16%added
GOOGL ALPHABET INCCommunication Services0.4%$309m331,948−3.9%reduced
MRK MERCK & CO. INCHealthcare0.4%$294m4.59m−38%reduced
AMZN AMAZON COM INCConsumer Cyclical0.4%$290m299,555−9.0%reduced
HD HOME DEPOT INCConsumer Cyclical0.4%$288m1.88m+51%added
PANW PALO ALTO NETWORKS INCTechnology0.4%$287m2.15m−0.3%held
ISRG INTUITIVE SURGICAL INCHealthcare0.4%$287m307,100+58%added
WM WASTE MGMT INC DELIndustrials0.4%$277m3.78m−2.1%reduced
EA ELECTRONIC ARTS INCCommunication Services0.3%$273m2.59m+928%added
CAT CATERPILLAR INCIndustrials0.3%$269m2.50m+62%added
PFE PFIZER INCHealthcare0.3%$268m7.99m–new
RYAAY RYANAIR HOLDINGS PLCIndustrials0.3%$258m2.40m+5.6%added
COST COSTCO WHOLESALE CORPORATIONConsumer Defensive0.3%$255m1.59m−16%reduced
AVBC AVALONBAY CMNTYS INCFinancial Services0.3%$245m1.28m+19%added
REYNOLDS AMERICAN INC no ticker–0.3%$245m3.76m−32%reduced
NXPI NXP SEMICONDUCTORS N VTechnology0.3%$242m2.21m−17%reduced
ALGN ALIGN TECHNOLOGY INCHealthcare0.3%$238m1.59m+11%added
ABBV ABBVIE INCHealthcare0.3%$234m3.22m+54%added
SBUX STARBUCKS CORPConsumer Cyclical0.3%$229m3.92m+539%added
INTU INTUITTechnology0.3%$224m1.69m+30%added
DUK DUKE ENERGY CORP NEWUtilities0.3%$224m2.68m−15%reduced
FFIV F5 INCTechnology0.3%$221m1.74m+5.8%added
IDXX IDEXX LABS INCHealthcare0.3%$218m1.35m+39%added
MO ALTRIA GROUP INCConsumer Defensive0.3%$214m2.87m−23%reduced
RTN1USD RAYTHEON CO–0.3%$213m1.32m+2.5%added
XYZ BLOCK INCTechnology0.3%$213m9.08m+5.8%added

Exited since Q1 2017

442 rows
PRICELINE GRP INC no ticker0.5%$358m
TSLA TESLA INC0.3%$189m
YAHOO INC no ticker0.2%$178m
NATIONAL GRID PLC no ticker0.2%$167m
TEVA TEVA PHARMACEUTICAL INDS LTD0.2%$155m
AMD ADVANCED MICRO DEVICES INC0.2%$117m
CVS CVS HEALTH CORP0.2%$111m
MYLAN NV no ticker0.1%$97.0m
REGN REGENERON PHARMACEUTICALS0.1%$89.9m
TAP MOLSON COORS BEVERAGE CO0.1%$88.3m
EXPRESS SCRIPTS HLDG CO no ticker0.1%$86.2m
IHS MARKIT LTD no ticker0.1%$86.0m
XEROX CORP no ticker0.1%$85.9m
WHITEWAVE FOODS CO no ticker0.1%$82.8m
VALSPAR CORP no ticker0.1%$78.7m
EVERBANK FINL CORP no ticker0.1%$78.3m
BLK BLACKROCK INC0.1%$76.7m
AON AON PLC0.1%$76.1m
EMR Emerson Electric Inc.0.1%$75.2m
SILVER BAY RLTY TR CORP no ticker0.10%$69.8m
NIMBLE STORAGE INC no ticker0.09%$67.5m
XRAY DENTSPLY SIRONA INC0.09%$65.2m
ATVIEUR ACTIVISION BLIZZARD INC0.09%$64.3m
HPQ HP INC0.09%$62.8m
ALLY ALLY FINL INC0.09%$62.8m
TSM TAIWAN SEMICONDUCTOR MANUFAC0.08%$59.6m
ECL ECOLAB INC0.08%$59.4m
STX SEAGATE TECHNOLOGY PLC0.08%$59.4m
MHK MOHAWK INDS INC0.08%$59.1m
IR INGERSOLL-RAND PLC0.08%$56.8m
ISLE OF CAPRI CASINOS INC no ticker0.08%$55.6m
USX1 UNITED STATES STL CORP NEW0.08%$54.8m
ALLIED WRLD ASSUR COM HLDG A no ticker0.06%$46.0m
URI UNITED RENTALS INC0.06%$43.8m
EL LAUDER ESTEE COS INC0.06%$41.3m
HLT HILTON WORLDWIDE HLDGS INC0.06%$40.4m
IXIA no ticker0.06%$39.8m
ARCELORMITTAL SA LUXEMBOURG no ticker0.06%$39.8m
TIFEUR TIFFANY & CO NEW0.05%$39.2m
SEE1GBP SEALED AIR CORP NEW0.05%$39.2m
CST BRANDS INC no ticker0.05%$34.7m
CRM SALESFORCE INC0.05%$32.5m
HDB HDFC BANK LTD0.04%$31.8m
CYEUR CYPRESS SEMICONDUCTOR CORP0.04%$30.8m
CRI CARTERS INC0.04%$30.5m
A AGILENT TECHNOLOGIES INC0.04%$29.6m
RICEEUR RICE ENERGY INC0.04%$29.5m
WHITING PETE CORP NEW no ticker0.04%$29.4m
AAP ADVANCE AUTO PARTS INC0.04%$29.4m
AAOI APPLIED OPTOELECTRONICS INC0.04%$28.9m

Sector mix

  • Unclassified28.6%
  • Healthcare12.9%
  • Technology10.1%
  • Financial Services8.7%
  • Consumer Defensive7.9%
  • Consumer Cyclical6.8%
  • Industrials6.5%
  • Communication Services5.0%
  • Utilities4.4%
  • Real Estate4.2%
  • Basic Materials2.8%
  • 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