13F filer · CIK 1179392 ↗
Two Sigma
You are looking at Q1 2017. See the latest, Q2 2026 →
Reported value
$29.70B
+14% on the quarter before
Positions
2,829
621 new · 813 sold out
Top 10
6.0%
of the value
Est. gain
+$1.03B
on stocks held all quarter
Est. return
+8.1%
on those stocks since Q4 2016
Positions as of Mar 31, 2017, 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, 13% of the reported value, each sized by its share, colored by what the fund did with it since Q4 2016. Striped tiles are options.
Largest buys
Since Q4 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.
- Amazon~$172.3MNew · 0.0% → 0.6%+194,324 shares
- AT&T~$165.2MAdded · 0.0% → 0.6%+3,975,356 shares
- Comcast Corp New~$163.3MAdded · 0.0% → 0.6%+4,343,946 shares
- Chevron Corp New~$156.1MAdded · 0.0% → 0.6%+1,454,190 shares
- SPDR S&P 500 ETF Tr~$151.3MAdded · 0.0% → 0.5%+641,982 shares
- Citigroup Inc~$143.2MNew · 0.0% → 0.5%+2,393,320 shares
- Ebay Inc~$141.1MAdded · 0.0% → 0.5%+4,203,401 shares
- Target Corp~$140.4MAdded · 0.1% → 0.5%+2,543,239 shares
- Chipotle Mexican Grill Inc~$137.8MAdded · 0.0% → 0.5%+309,405 shares
- Lyondellbasell Industries N~$137.0MAdded · 0.1% → 0.5%+1,502,748 shares
Largest sells
Since Q4 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.
- Cisco~$168.2MCut · 0.6% → 0.1%−4,977,236 shares
- Anthem Inc~$165.4MSold out · 0.6% → 0.0%−1,150,458 shares
- Aetna Inc New~$158.2MCut · 0.7% → 0.1%−1,240,514 shares
- Abbott Labs~$157.5MCut · 0.5% → 0.0%−3,546,741 shares
- Medtronic Plc~$156.6MCut · 0.7% → 0.1%−1,943,892 shares
- Hewlett Packard Enterprise~$155.3MSold out · 0.6% → 0.0%−6,710,597 shares
- Biogen Inc~$152.6MCut · 0.6% → 0.0%−558,076 shares
- Kimberly Clark Corp~$147.2MCut · 0.5% → 0.0%−1,118,482 shares
- Lockheed Martin Corp~$143.1MCut · 0.6% → 0.1%−534,652 shares
- Colgate Palmolive Co~$142.9MCut · 0.6% → 0.1%−1,952,236 shares
Holdings
As of Mar 31, 2017. Changes are in shares against Dec 31, 2016, so a price move alone never reads as a buy or a sale.
| Holding | Value | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Lowes Cos IncCOM · shares +8.9% · price +15.6% | 0.62% | $185.5M | +$23.0M | ||||||||
| Mcdonalds CorpCOM · shares +241% · price +6.5% | 0.62% | $185.4M | +$3.3M | ||||||||
| Baxter Intl IncCOM · shares +4.4% · price +17.0% | 0.62% | $183.0M | +$25.4M | ||||||||
| Du Pont E I De Nemours & CoCOM · shares −6.7% · price +9.4% | 0.61% | $181.6M | +$15.7M | ||||||||
| Dow Chem CoCOM · shares −11% · price +11.0% | 0.60% | $179.5M | +$17.8M | ||||||||
| Home Depot IncCOM · shares +8.7% · price +9.5% | 0.59% | $176.6M | +$14.1M | ||||||||
| AmazonCOM · shares New | 0.58% | $172.3M | — | ||||||||
| Philip Morris Intl IncCOM · shares +77% · price +23.4% | 0.58% | $171.4M | +$18.3M | ||||||||
| American TowerCOM · shares +76% · price +15.0% | 0.57% | $170.4M | +$12.6M | ||||||||
| AT&TCOM · shares +9,743% · price −2.3% | 0.56% | $166.9M | −$39,598 | ||||||||
| Seagate Technology PlcSHS · shares +34% · price +20.3% | 0.56% | $166.4M | +$21.0M | ||||||||
| Comcast Corp NewCL A · shares +13,165% · price −45.6% | 0.55% | $164.5M | −$1.0M | ||||||||
| Chevron Corp NewCOM · shares +2,099% · price −8.8% | 0.55% | $163.6M | −$715,681 | ||||||||
| Mead Johnson Nutrition CoCOM · shares +84% · price +25.9% | 0.55% | $162.7M | +$18.2M | ||||||||
| MicronCOM · shares −25% · price +31.8% | 0.55% | $162.7M | +$39.3M | ||||||||
| Lyondellbasell Industries NSHS - A - · shares +571% · price +6.3% | 0.54% | $161.0M | +$1.4M | ||||||||
| SPDR S&P 500 ETF TrPUTTR UNIT · shares +28% | 0.54% | $160.3M | — | ||||||||
| NetflixCOM · shares −12% · price +19.4% | 0.53% | $158.3M | +$25.7M | ||||||||
| SPDR S&P 500 ETF TrTR UNIT · shares +2,348% · price +5.5% | 0.53% | $157.8M | +$334,133 | ||||||||
| Target CorpCOM · shares +1,111% · price −23.6% | 0.52% | $153.0M | −$3.9M | ||||||||
| Hp IncCOM · shares +11% · price +20.5% | 0.51% | $151.1M | +$23.2M | ||||||||
| Time Warner IncCOM NEW · shares +153% · price +1.2% | 0.51% | $150.3M | +$716,240 | ||||||||
| Citigroup IncCOM NEW · shares New | 0.48% | $143.2M | — | ||||||||
| S&P Global IncCOM · shares −1.3% · price +21.6% | 0.48% | $142.7M | +$25.3M | ||||||||
| Ebay IncCOM · shares +47,229% · price +13.2% | 0.48% | $141.4M | +$34,773 | ||||||||
| Total · 2,829 positions | 100% | $29.70B | +$1.03B |
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 Q4 2016 to Q1 2017: 1,619 stocks held throughout, up $1.03B (+8.1%).
- British Amern Tob Plc19:1 split+$53.7M+1,018%
- Micron+$39.3M+32%
- Chemours Co+$29.0M+74%
- Exelixis Inc+$26.1M+45%
- Netflix+$25.7M+19%
- Xerox Corp−$7.8M−16%
- Teva Pharmaceutical Inds Ltd−$8.4M−11%
- Ddr Corp−$9.5M−18%
- Integra Lifesciences Hldgs C−$9.9M−51%
- Rite Aid Corp−$57.4M−48%
Estimated as in the holdings table: shares held at both quarter ends times the change in price; options left out, 3 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 ↗ |