RNR β€” RENAISSANCERE HOLDINGS LTD COM

Ownership history in TWO SIGMA ADVISERS, LP  Β·  32 quarters on record

This page tracks every 13F SEC filing in which TWO SIGMA ADVISERS, LP reported a position in RENAISSANCERE HOLDINGS LTD COM (RNR). Data includes quarterly share count, position size as % of portfolio, estimated market value, and end-of-quarter stock price β€” sourced directly from SEC EDGAR 13F filings.

πŸ” Peak position
0.11% (2012 Q2)
πŸ“Š Avg. % of fund
0.02%
πŸ“… First filed
2011 Q4
πŸ“… Last filed
2025 Q3
⏱ Quarters held
32

Position Intelligence

TWO SIGMA ADVISERS, LP Γ— RNR AI Analytics

πŸ“‰ TWO SIGMA ADVISERS, LP underperformed the S&P 500 by –12.2% annually on this RNR position. Timing score: 67% (20/30 decisions correct). Average cost basis: $142.78. Maximum drawdown during holding period: –27.8%.

πŸ“ˆ Position Alpha vs SPY
-12.2%
annualised excess return

❌ Significantly underperformed the S&P 500 by 12.2% ann.
8 quarters analyzed

⏱️ Timing Score
67%

βœ… Decent timing β€” more right than wrong on entries and exits.
20 of 30 add/trim decisions correct

πŸ’° Entry Quality
$142.78
+77.6% vs current ($253.57)

Best entry: $67.04 (2012 Q2)  Β·  Worst: $247.24 (2024 Q4)

πŸ›‘οΈ Drawdown Resilience
–27.8%
max drawdown while held

πŸ’ͺ Held through 1 major drawdown (>20%). Strong conviction under pressure.

πŸ’ͺ Fund Conviction
41%
buy-side decisions

13 adds Β· 19 trims. Bought during 5 of 14 down-price quarters. πŸ“‰ Predominantly trimming β€” distribution phase.

πŸ“‘ Position Trajectory
β†’ Stable
last 4–5 quarters trend

βš–οΈ Portfolio weight has remained relatively stable β€” conviction maintained.
Currently 0.0% of portfolio

⚠ Based on quarterly 13F SEC filings and end-of-quarter closing prices. Timing score = accuracy of add/trim decisions vs next-quarter price direction. Alpha = mean quarterly excess return Γ— 4 (annualised). Not investment advice.

% of Fund (quarterly)    RNR price (monthly, adj. close)
πŸ“‹ Quarterly Holdings History 10 quarters  β–Ύ
Quarter Action Shares Change Chg % % of Fund Mkt Value Price (EOQ)
2025 Q3 REDUCED 3,609 -8,991 -71.4% 0.00% $916K $253.57
2024 Q4 ADDED 12,600 +1,600 +14.5% 0.01% $3.1M $247.24
2024 Q3 REDUCED 11,000 -1,100 -9.1% 0.01% $3.0M $270.28
2024 Q2 REDUCED 12,100 -4,200 -25.8% 0.01% $2.7M $221.43
2024 Q1 REDUCED 16,300 -4,600 -22.0% 0.01% $3.8M $232.44
2023 Q4 REDUCED 20,900 -2,000 -8.7% 0.01% $4.1M $193.52
2023 Q3 REDUCED 22,900 -19,409 -45.9% 0.01% $4.5M $195.04
2023 Q2 ADDED 42,309 +20,409 +93.2% 0.02% $7.9M $183.46
2023 Q1 ADDED 21,900 +14,000 +177.2% 0.01% $4.4M $196.66
2022 Q4 REDUCED 7,900 -1,400 -15.1% 0.00% $1.5M $180.48
22 older quarters hidden  β€”  Sign in free or upgrade to Premium to see full history
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