13F filer · CIK 1179392 ↗
Two Sigma
You are looking at Q3 2017. See the latest, Q2 2026 →
Reported value
$28.21B
+2.1% on the quarter before
Positions
2,681
617 new · 836 sold out
Top 10
6.5%
of the value
Est. gain
+$882.5M
on stocks held all quarter
Est. return
+6.2%
on those stocks since Q2 2017
Positions as of Sep 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, 14% of the reported value, each sized by its share, colored by what the fund did with it since Q2 2017. Striped tiles are options.
Largest buys
Since Q2 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.
- Kroger Co~$166.3MAdded · 0.0% → 0.6%+8,288,776 shares
- Dowdupont Inc~$155.0MNew · 0.0% → 0.5%+2,238,466 shares
- Occidental Pete Corp Del~$153.3MAdded · 0.0% → 0.6%+2,386,866 shares
- Micron~$149.4MAdded · 0.1% → 0.7%+3,799,663 shares
- Scripps Networks Interact In~$141.4MNew · 0.0% → 0.5%+1,645,813 shares
- Merck & Co Inc~$134.6MAdded · 0.0% → 0.5%+2,102,249 shares
- Charter Communications Inc N~$131.3MAdded · 0.0% → 0.5%+361,218 shares
- Select Sector SPDR Tr~$130.7MAdded · 0.1% → 0.5%+1,598,770 shares
- Lockheed Martin Corp~$129.8MAdded · 0.1% → 0.5%+418,227 shares
- Target Corp~$123.2MAdded · 0.1% → 0.6%+2,086,985 shares
Largest sells
Since Q2 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.
- Meta~$196.7MCut · 0.6% → 0.0%−1,151,246 shares
- Dow Chem Co~$185.5MSold out · 0.7% → 0.0%−2,940,912 shares
- Du Pont E I De Nemours & Co~$179.6MSold out · 0.6% → 0.0%−2,224,928 shares
- United Technologies Corp~$154.5MCut · 0.6% → 0.0%−1,331,523 shares
- Select Sector SPDR Tr~$154.1MCut · 0.6% → 0.0%−5,957,975 shares
- Ulta Beauty Inc~$144.4MSold out · 0.5% → 0.0%−502,604 shares
- Mgm Resorts International~$143.8MSold out · 0.5% → 0.0%−4,596,979 shares
- Mckesson Corp~$138.3MCut · 0.5% → 0.0%−900,605 shares
- Gilead Sciences Inc~$136.7MCut · 0.6% → 0.2%−1,687,716 shares
- Lyondellbasell Industries N~$133.3MCut · 0.5% → 0.1%−1,345,270 shares
Holdings
As of Sep 30, 2017. Changes are in shares against Jun 30, 2017, so a price move alone never reads as a buy or a sale.
| Holding | Value | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Home Depot IncCOM · shares +4.3% · price +6.6% | 0.72% | $202.5M | +$12.1M | ||||||||
| Lowes Cos IncCOM · shares +1.8% · price +3.1% | 0.71% | $201.6M | +$6.0M | ||||||||
| Mcdonalds CorpCOM · shares +0.6% · price +2.3% | 0.71% | $200.8M | +$4.5M | ||||||||
| MicronCOM · shares +343% · price +31.7% | 0.68% | $193.0M | +$10.5M | ||||||||
| Boeing CoCOM · shares −14% · price +28.6% | 0.65% | $183.2M | +$40.7M | ||||||||
| Mondelez Intl IncCL A · shares +47% · price −5.9% | 0.63% | $178.3M | −$7.6M | ||||||||
| Caterpillar Inc DelCOM · shares +82% · price +16.1% | 0.62% | $175.2M | +$13.3M | ||||||||
| Kroger CoCOM · shares +1,967% · price −14.0% | 0.62% | $174.7M | −$1.4M | ||||||||
| Target CorpCOM · shares +266% · price +12.9% | 0.60% | $169.4M | +$5.3M | ||||||||
| SPDR Dow Jones Indl Avrg ETFUT SER 1 · shares +135% · price +5.0% | 0.60% | $168.4M | +$3.4M | ||||||||
| Air Prods & Chems IncCOM · shares +94% · price +5.7% | 0.59% | $165.8M | +$4.6M | ||||||||
| Time Warner IncCOM NEW · shares −1.6% · price +2.0% | 0.58% | $163.2M | +$3.2M | ||||||||
| SPDR S&P 500 ETF TrTR UNIT · shares −2.5% · price +3.9% | 0.58% | $162.9M | +$6.1M | ||||||||
| Occidental Pete Corp DelCOM · shares +1,904% · price +7.2% | 0.57% | $161.3M | +$544,085 | ||||||||
| Union Pac CorpCOM · shares −0.2% · price +6.5% | 0.57% | $159.7M | +$9.7M | ||||||||
| Philip Morris Intl IncCOM · shares +5.6% · price −5.5% | 0.55% | $155.8M | −$8.6M | ||||||||
| Dowdupont IncCOM · shares New | 0.55% | $155.0M | — | ||||||||
| Select Sector SPDR TrSBI CONS STPLS · shares +168% · price −1.7% | 0.55% | $154.4M | −$1.0M | ||||||||
| Citigroup IncCOM NEW · shares −21% · price +8.8% | 0.54% | $153.5M | +$12.4M | ||||||||
| Select Sector SPDR TrSBI INT-UTILS · shares +148% · price +2.1% | 0.54% | $152.3M | +$1.3M | ||||||||
| Us Bancorp DelCOM NEW · shares −14% · price +3.2% | 0.53% | $150.1M | +$4.7M | ||||||||
| Lockheed Martin CorpCOM · shares +645% · price +11.8% | 0.53% | $149.9M | +$2.1M | ||||||||
| Wells Fargo Co NewCOM · shares −20% · price −0.5% | 0.53% | $148.9M | −$702,014 | ||||||||
| American TowerCOM · shares +15% · price +3.3% | 0.53% | $148.9M | +$4.1M | ||||||||
| Select Sector SPDR TrSBI HEALTHCARE · shares +727% · price +3.1% | 0.53% | $148.6M | +$547,608 | ||||||||
| Total · 2,681 positions | 100% | $28.21B | +$882.5M |
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 Q2 2017 to Q3 2017: 1,446 stocks held throughout, up $882.5M (+6.2%).
- Boeing Co+$40.7M+29%
- Alcoa Corp+$32.4M+43%
- Weibo Corp+$29.7M+49%
- Sina Corp+$27.0M+35%
- Take-Two Interactive Softwar+$19.1M+39%
- Philip Morris Intl Inc−$8.6M−5%
- Level 3 Communications Inc−$9.7M−10%
- Seagate Technology Plc−$12.3M−14%
- Nike Inc−$14.8M−12%
- Altria Group Inc−$15.8M−15%
Estimated as in the holdings table: shares held at both quarter ends times the change in price; options left out, 5 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 ↗ |