13F filer · CIK 1179392 ↗
Two Sigma
You are looking at Q2 2016. See the latest, Q2 2026 →
Reported value
$23.29B
+11% on the quarter before
Positions
2,860
788 new · 672 sold out
Top 10
7.4%
of the value
Est. gain
+$166.9M
on stocks held all quarter
Est. return
+1.4%
on those stocks since Q1 2016
Positions as of Jun 30, 2016, from Two Sigma's 13F filing with the SEC. A 13F lists a manager's US-listed stocks and options at a quarter end and is filed up to 45 days later, so the fund may hold something else today. It leaves out short positions, cash and holdings outside the US.
Portfolio at a glance
- New
- Added
- Cut
- Same
- Options
The 24 largest positions, 16% of the reported value, each sized by its share, colored by what the fund did with it since Q1 2016. Striped tiles are options.
Largest buys
Since Q1 2016, by estimated size: the change in shares at the quarter-end price, since a 13F gives no trade prices. Percentages are the position's share of the portfolio, before and after.
- Nike Inc~$169.5MAdded · 0.0% → 0.7%+3,070,048 shares
- Kroger Co~$150.8MNew · 0.0% → 0.6%+4,100,027 shares
- Electronic Arts Inc~$128.8MAdded · 0.0% → 0.6%+1,699,921 shares
- Charter Communications Inc N~$117.8MNew · 0.0% → 0.5%+515,053 shares
- Abbott Labs~$117.5MNew · 0.0% → 0.5%+2,989,264 shares
- Anthem Inc~$116.7MAdded · 0.2% → 0.7%+888,462 shares
- Wells Fargo & Co New~$103.4MAdded · 0.3% → 0.7%+2,184,881 shares
- Linkedin Corp~$103.0MNew · 0.0% → 0.4%+544,469 shares
- Meta~$101.4MAdded · 0.3% → 0.7%+887,347 shares
- SPDR S&P 500 ETF TrPUT~$98.9MAdded · 0.3% → 0.7%+472,200 underlying
Largest sells
Since Q1 2016, by estimated size: the change in shares at the quarter-end price, since a 13F gives no trade prices. Percentages are the position's share of the portfolio, before and after.
- Time Warner Cable Inc~$181.5MSold out · 0.9% → 0.0%−886,856 shares
- Charter Communications Inc D~$156.3MSold out · 0.7% → 0.0%−772,185 shares
- Pfizer Inc~$152.1MCut · 0.8% → 0.2%−4,319,449 shares
- Halliburton Co~$131.8MSold out · 0.6% → 0.0%−3,689,005 shares
- Allergan Plc~$124.0MCut · 0.8% → 0.1%−536,603 shares
- Autozone Inc~$117.3MSold out · 0.6% → 0.0%−147,279 shares
- Jarden Corp~$106.7MSold out · 0.5% → 0.0%−1,809,313 shares
- Crown Castle Intl Corp New~$103.9MCut · 0.5% → 0.1%−1,024,135 shares
- Dominos Pizza Inc~$99.7MSold out · 0.5% → 0.0%−756,206 shares
- Motorola Solutions Inc~$95.4MCut · 0.5% → 0.0%−1,447,065 shares
Holdings
As of Jun 30, 2016. Changes are in shares against Mar 31, 2016, so a price move alone never reads as a buy or a sale.
| Holding | Value | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Du Pont E I De Nemours & CoCOM · shares −3.0% · price +2.3% | 0.81% | $189.7M | +$4.3M | ||||||||
| Home Depot IncCOM · shares +3.8% · price −4.3% | 0.76% | $177.6M | −$7.7M | ||||||||
| MetaCL A · shares +141% · price +0.2% | 0.74% | $173.5M | +$113,274 | ||||||||
| Wells Fargo & Co NewCOM · shares +148% · price −2.1% | 0.74% | $173.2M | −$1.5M | ||||||||
| Dow Chem CoCOM · shares −3.8% · price −2.3% | 0.74% | $173.0M | −$4.0M | ||||||||
| Nike IncCL B · shares +12,905% · price −10.2% | 0.73% | $170.8M | −$148,791 | ||||||||
| Baxter Intl IncCOM · shares +102% · price +10.1% | 0.73% | $170.5M | +$7.7M | ||||||||
| AmazonCOM · shares +68% · price +20.5% | 0.72% | $167.8M | +$17.0M | ||||||||
| Mcdonalds CorpCOM · shares +6.9% · price −4.2% | 0.72% | $166.7M | −$6.9M | ||||||||
| E M C Corp MassCOM · shares +22% · price +2.0% | 0.71% | $165.0M | +$2.6M | ||||||||
| SPDR S&P 500 ETF TrPUTTR UNIT · shares +170% | 0.67% | $157.1M | — | ||||||||
| Anthem IncCOM · shares +293% · price −5.5% | 0.67% | $156.6M | −$2.3M | ||||||||
| Starwood Hotels&Resorts WrldCOM · shares −5.3% · price −11.4% | 0.65% | $152.2M | −$19.5M | ||||||||
| AlphabetCAP STK CL A · shares +118% · price −7.8% | 0.65% | $152.0M | −$5.9M | ||||||||
| Kroger CoCOM · shares New | 0.65% | $150.8M | — | ||||||||
| General Dynamics CorpCOM · shares +39% · price +6.0% | 0.64% | $148.6M | +$6.1M | ||||||||
| Johnson Ctls IncCOM · shares +22% · price +13.6% | 0.62% | $144.4M | +$14.2M | ||||||||
| Lam ResearchCOM · shares +7.6% · price +1.8% | 0.62% | $143.4M | +$2.3M | ||||||||
| Constellation Brands IncCL A · shares +42% · price +9.5% | 0.61% | $143.2M | +$8.7M | ||||||||
| Pepsico IncCOM · shares −22% · price +3.4% | 0.58% | $135.3M | +$4.4M | ||||||||
| Cigna CorporationCOM · shares +25% · price −6.7% | 0.58% | $134.9M | −$7.8M | ||||||||
| QualcommCOM · shares +6.4% · price +4.8% | 0.56% | $130.9M | +$5.6M | ||||||||
| Electronic Arts IncCOM · shares +10,110% · price +14.6% | 0.56% | $130.1M | +$161,830 | ||||||||
| Symantec CorpCOM · shares +12% · price +11.8% | 0.55% | $127.4M | +$11.9M | ||||||||
| Humana IncCOM · shares +0.4% · price −1.7% | 0.54% | $125.5M | −$2.1M | ||||||||
| Total · 2,860 positions | 100% | $23.29B | +$166.9M |
Price is a stock's reported value over its shares at the quarter end. The estimated gain is the shares held at both quarter ends times the change in that price: shares bought or sold during the quarter add nothing, options are left out, and a stock split is read into the earlier share count and price.
What made money
From Q1 2016 to Q2 2016: 1,537 stocks held throughout, up $166.9M (+1.4%).
- St Jude Med Inc+$24.1M+42%
- Amazon+$17.0M+21%
- Johnson Ctls Inc+$14.2M+14%
- Symantec Corp+$11.9M+12%
- Applied Materials+$10.2M+13%
- Marriott Intl Inc New−$8.2M−7%
- L Brands Inc−$8.6M−24%
- Realogy Hldgs Corp−$9.9M−20%
- Delta Air Lines Inc Del−$13.0M−25%
- Starwood Hotels&Resorts Wrld−$19.5M−11%
Estimated as in the holdings table: shares held at both quarter ends times the change in price; options left out, 4 splits read into the share counts.
Reported value by quarter
The total value of each quarter's 13F at that quarter end. It moves with prices as well as with buying and selling. Pick a quarter to see what the fund held then.
Every quarter's filing
| Quarter | Reported value | Filing | |
|---|---|---|---|
| Q2 2026 | Aug 14, 2026 | $138.12B+11% | SEC ↗ |
| Q1 2026 | May 15, 2026 | $123.93B+75% | SEC ↗ |
| Q4 2025 | Feb 17, 2026 | $70.90B+6% | SEC ↗ |
| Q3 2025 | Nov 14, 2025 | $67.17B+19% | SEC ↗ |
| Q2 2025 | Aug 14, 2025 | $56.47B+21% | SEC ↗ |
| Q1 2025 | May 15, 2025 | $46.79B+2% | SEC ↗ |
| Q4 2024 | Feb 14, 2025 | $45.85B+0% | SEC ↗ |
| Q3 2024 | Nov 14, 2024 | $45.63B+4% | SEC ↗ |
| Q2 2024 | Aug 14, 2024 | $43.90B+3% | SEC ↗ |
| Q1 2024 | May 15, 2024 | $42.61B−2% | SEC ↗ |
| Q4 2023 | Feb 14, 2024 | $43.54B+17% | SEC ↗ |
| Q3 2023 | Nov 14, 2023 | $37.17B−7% | SEC ↗ |
| Q2 2023 | Aug 14, 2023 | $39.87B+14% | SEC ↗ |
| Q1 2023 | May 15, 2023 | $34.99B+10% | SEC ↗ |
| Q4 2022 | Feb 14, 2023 | $31.85B+8% | SEC ↗ |
| Q3 2022 | Nov 14, 2022 | $29.43B−3% | SEC ↗ |
| Q2 2022 | Aug 15, 2022 | $30.30B−11% | SEC ↗ |
| Q1 2022 | May 16, 2022 | $33.88B−28% | SEC ↗ |
| Q4 2021 | Feb 14, 2022 | $46.81B+5% | SEC ↗ |
| Q3 2021 | Nov 15, 2021 | $44.75B+1% | SEC ↗ |
| Q2 2021 | Aug 16, 2021 | $44.08B+15% | SEC ↗ |
| Q1 2021 | May 17, 2021 | $38.44B+10% | SEC ↗ |
| Q4 2020 | Feb 16, 2021 | $34.85B+24% | SEC ↗ |
| Q3 2020 | Nov 16, 2020 | $28.17B+40% | SEC ↗ |
| Q2 2020 | Aug 14, 2020 | $20.19B+64% | SEC ↗ |
| Q1 2020 | May 15, 2020 | $12.28B−63% | SEC ↗ |
| Q4 2019 | Feb 14, 2020 | $33.24B+12% | SEC ↗ |
| Q3 2019 | Nov 14, 2019 | $29.72B−1% | SEC ↗ |
| Q2 2019 | Aug 14, 2019 | $29.90B−3% | SEC ↗ |
| Q1 2019 | May 15, 2019 | $30.85B+21% | SEC ↗ |
| Q4 2018 | Feb 14, 2019 | $25.54B−30% | SEC ↗ |
| Q3 2018 | Nov 14, 2018 | $36.69B+9% | SEC ↗ |
| Q2 2018 | Aug 14, 2018 | $33.54B+12% | SEC ↗ |
| Q1 2018 | May 15, 2018 | $30.04B−2% | SEC ↗ |
| Q4 2017 | Feb 14, 2018 | $30.72B+9% | SEC ↗ |
| Q3 2017 | Nov 14, 2017 | $28.21B+2% | SEC ↗ |
| Q2 2017 | Aug 14, 2017 | $27.64B−7% | SEC ↗ |
| Q1 2017 | May 15, 2017 | $29.70B+14% | SEC ↗ |
| Q4 2016 | Feb 14, 2017 | $26.08B−5% | SEC ↗ |
| Q3 2016 | Nov 14, 2016 | $27.59B+18% | SEC ↗ |
| Q2 2016 | Aug 15, 2016 | $23.29B+11% | SEC ↗ |
| Q1 2016 | May 16, 2016 | $20.99B | SEC ↗ |