13F filer · CIK 1179392 ↗
Two Sigma
You are looking at Q2 2017. See the latest, Q2 2026 →
Reported value
$27.64B
−6.9% on the quarter before
Positions
2,900
744 new · 673 sold out
Top 10
6.6%
of the value
Est. gain
+$504.0M
on stocks held all quarter
Est. return
+3.5%
on those stocks since Q1 2017
Positions as of Jun 30, 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, 15% of the reported value, each sized by its share, colored by what the fund did with it since Q1 2017. Striped tiles are options.
Largest buys
Since Q1 2017, 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.
- Wells Fargo Co New~$178.3MAdded · 0.0% → 0.7%+3,216,976 shares
- Us Bancorp Del~$169.1MAdded · 0.0% → 0.6%+3,257,555 shares
- Select Sector SPDR Tr~$153.2MAdded · 0.0% → 0.6%+6,208,306 shares
- Cisco~$151.4MAdded · 0.1% → 0.6%+4,836,960 shares
- Mckesson Corp~$149.7MNew · 0.0% → 0.5%+909,545 shares
- Electronic Arts Inc~$148.1MAdded · 0.1% → 0.6%+1,401,109 shares
- United Technologies Corp~$139.1MAdded · 0.1% → 0.6%+1,139,376 shares
- Delta Air Lines Inc Del~$131.6MAdded · 0.0% → 0.5%+2,448,149 shares
- Meta~$129.9MAdded · 0.1% → 0.6%+860,184 shares
- Priceline Grp Inc~$123.0MAdded · 0.0% → 0.5%+65,777 shares
Largest sells
Since Q1 2017, 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~$172.3MSold out · 0.6% → 0.0%−194,324 shares
- Mead Johnson Nutrition Co~$162.7MSold out · 0.5% → 0.0%−1,826,958 shares
- Ebay Inc~$140.5MCut · 0.5% → 0.0%−4,022,646 shares
- Micron~$135.0MCut · 0.5% → 0.1%−4,522,499 shares
- Netflix~$120.5MCut · 0.5% → 0.1%−806,799 shares
- Merck & Co Inc~$108.7MCut · 0.4% → 0.0%−1,695,388 shares
- Target Corp~$104.0MCut · 0.5% → 0.1%−1,988,966 shares
- SPDR S&P 500 ETF TrPUT~$103.5MCut · 0.5% → 0.2%−428,200 underlying
- Netease Inc~$103.2MCut · 0.4% → 0.1%−343,343 shares
- S&P Global Inc~$102.4MCut · 0.5% → 0.2%−701,438 shares
Holdings
As of Jun 30, 2017. Changes are in shares against Mar 31, 2017, so a price move alone never reads as a buy or a sale.
| Holding | Value | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Mcdonalds CorpCOM · shares −11% · price +18.2% | 0.71% | $195.2M | +$30.0M | ||||||||
| Lowes Cos IncCOM · shares +9.8% · price −5.7% | 0.69% | $192.0M | −$10.6M | ||||||||
| Wells Fargo Co NewCOM · shares +2,028% · price −0.4% | 0.68% | $187.0M | −$39,594 | ||||||||
| Dow Chem CoCOM · shares +4.1% · price −0.7% | 0.67% | $185.5M | −$1.3M | ||||||||
| Home Depot IncCOM · shares −1.3% · price +4.5% | 0.66% | $182.2M | +$7.8M | ||||||||
| Du Pont E I De Nemours & CoCOM · shares −1.6% · price +0.5% | 0.65% | $179.6M | +$846,020 | ||||||||
| Citigroup IncCOM NEW · shares +11% · price +11.8% | 0.64% | $177.7M | +$16.9M | ||||||||
| MetaCL A · shares +277% · price +6.3% | 0.64% | $176.8M | +$2.8M | ||||||||
| Gilead Sciences IncCOM · shares +61% · price +4.2% | 0.62% | $170.6M | +$4.3M | ||||||||
| CiscoCOM · shares +796% · price −7.4% | 0.62% | $170.4M | −$1.5M | ||||||||
| Electronic Arts IncCOM · shares +686% · price +18.1% | 0.61% | $169.7M | +$3.3M | ||||||||
| Us Bancorp DelCOM NEW · shares +39,447% · price +0.9% | 0.61% | $169.6M | +$3,755 | ||||||||
| Boeing CoCOM · shares +54% · price +11.8% | 0.60% | $166.1M | +$11.4M | ||||||||
| United Technologies CorpCOM · shares +536% · price +8.8% | 0.60% | $165.1M | +$2.1M | ||||||||
| Chevron Corp NewCOM · shares +2.7% · price −2.8% | 0.59% | $163.2M | −$4.6M | ||||||||
| Time Warner IncCOM NEW · shares +5.2% · price +2.8% | 0.59% | $162.5M | +$4.2M | ||||||||
| SPDR S&P 500 ETF TrTR UNIT · shares −0.7% · price +2.6% | 0.58% | $160.7M | +$4.0M | ||||||||
| Philip Morris Intl IncCOM · shares −12% · price +4.0% | 0.56% | $156.1M | +$6.0M | ||||||||
| Select Sector SPDR TrSBI INT-FINL · shares +7,400% · price +4.0% | 0.56% | $155.2M | +$78,817 | ||||||||
| Hp IncCOM · shares +4.1% · price −2.2% | 0.56% | $153.7M | −$3.4M | ||||||||
| Union Pac CorpCOM · shares +84% · price +2.8% | 0.54% | $150.3M | +$2.2M | ||||||||
| Mckesson CorpCOM · shares New | 0.54% | $149.7M | — | ||||||||
| Delta Air Lines Inc DelCOM NEW · shares +836% · price +16.9% | 0.53% | $147.3M | +$2.3M | ||||||||
| Nxp Semiconductors N VCOM · shares +7.8% · price +5.7% | 0.53% | $146.4M | +$7.4M | ||||||||
| Baxter Intl IncCOM · shares −32% · price +16.7% | 0.53% | $146.1M | +$21.0M | ||||||||
| Total · 2,900 positions | 100% | $27.64B | +$504.0M |
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 2017 to Q2 2017: 1,552 stocks held throughout, up $504.0M (+3.5%).
- Mcdonalds Corp+$30.0M+18%
- Baxter Intl Inc+$21.0M+17%
- Yum Brands Inc+$19.2M+15%
- Block+$18.3M+36%
- Citigroup Inc+$16.9M+12%
- Transocean Ltd−$12.4M−34%
- Seagate Technology Plc−$15.9M−16%
- Ddr Corp−$17.3M−28%
- Rite Aid Corp−$18.0M−31%
- Tractor Supply Co−$25.6M−21%
Estimated as in the holdings table: shares held at both quarter ends times the change in price; options left out, 2 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 ↗ |