Filing Flows › 13F managers › Two Sigma Investments, LP
Two Sigma Investments, LP: 13F portfolio Q2 2026 and what copying it returned
Two Sigma Investments, LP's 13F for the quarter ended 2026-06-30 (filed Aug 14, 2026): 400 common-share positions, $138.1B reported. Copying each 13F the day after it was filed returned +25.0% from May 19, 2025 to Nov 6, 2026, against +23.7% for SPY.
Copying the 13F
Each 13F bought at the close of the first trading day after it was filed and held, drifting, until the next one; value-weighted over the common-share positions with a price (93.0% of the portfolio on average); 6 filings since May 15, 2025. Price returns for the clone and SPY alike (no dividends, no costs). A 13F lists only US long positions at quarter end, reported up to 45 days later.
Largest holdings (2026-06-30)
| Ticker | Company | Weight | Value | Change in the quarter |
|---|---|---|---|---|
| AMZN | Amazon.com | 1.0% | $1.4B | -9.8% |
| NVDA | NVIDIA | 0.9% | $1.3B | -44.1% |
| AAPL | Apple | 0.9% | $1.2B | -29.7% |
| TSLA | Tesla | 0.9% | $1.2B | -1.8% |
| BRK-B | Berkshire Hathaway | 0.8% | $1.1B | +40.3% |
| JPM | JPMorgan Chase | 0.7% | $968M | unchanged |
| MA | Mastercard | 0.7% | $946M | +9.9% |
| COST | Costco Wholesale | 0.7% | $941M | +15.0% |
| AMD | Advanced Micro Devices | 0.6% | $880M | +10.5% |
| C | Citigroup | 0.6% | $831M | +38.0% |
| BSX | Boston Scientific | 0.6% | $826M | +105.7% |
| GOOGL | Alphabet | 0.6% | $803M | -49.3% |
| LMT | Lockheed Martin | 0.6% | $800M | unchanged |
| ISRG | Intuitive Surgical | 0.6% | $787M | +40.8% |
| SCHW | Schwab Charles | 0.6% | $777M | +57.2% |
| KMB | Kimberly Clark | 0.6% | $774M | +36.3% |
| GS | Goldman Sachs Group | 0.5% | $762M | +106.0% |
| TJX | TJX Companies | 0.5% | $756M | -4.8% |
| TMUS | T-Mobile US | 0.5% | $745M | +14.2% |
| ABT | Abbott Laboratories | 0.5% | $737M | +27.2% |
| RBLX | Roblox | 0.5% | $731M | +11.7% |
| IBKR | Interactive Brokers Group | 0.5% | $726M | +0.3% |
| MS | Morgan Stanley | 0.5% | $716M | -8.5% |
| MSFT | Microsoft | 0.5% | $682M | +32.5% |
Biggest adds
- INTU new
- XLE new
- SPCX new
- ICE new
- FTV new
- XLY new
- SPYM new
- CMCSA new
- USMV new
Biggest cuts
- XLF exit
- XBI exit
- KRE exit
- XLK exit
- XOP exit
- XLRE exit
- IYR exit
- CHTR exit
Track record
Of 670 position changes scored in 670 separate decisions, 44.6% were on the right side of SPY over the next three months (Disclosures → Smart money).
Open in Disclosures → every quarter, the clone month by month, the smart-money record
Source: SEC Form 13F-HR, filer CIK 1179392. Not investment advice.