TWO SIGMA INVESTMENTS, LP Q2 2020 Filing
Filed August 14, 2020
Portfolio Value
$20.2T
Holdings
2,124
Report Date
Q2 2020
Filing Type
13F-HR
All Holdings (2,124 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S&P 500 ETF TR | 1,344,191 | $414.5B | 2.05% | Put |
| 2 | AMZNAMAZON COM INC | 103,224 | $284.8B | 1.41% | Put |
| 3 | DYHTARGET CORP | 2,221,987 | $266.5B | 1.32% | Put |
| 4 | HDHOME DEPOT INC | 1,054,346 | $264.1B | 1.31% | Put |
| 5 | LOWLOWES COS INC | 1,931,783 | $261.0B | 1.29% | Put |
| 6 | TSLATESLA INC | 231,305 | $249.8B | 1.24% | Put |
| 7 | PGPROCTER AND GAMBLE CO | 2,023,885 | $242.0B | 1.20% | Put |
| 8 | PFEPFIZER INC | 7,312,493 | $239.1B | 1.18% | Put |
| 9 | ETSYETSY INC | 2,187,900 | $232.4B | 1.15% | Put |
| 10 | CHTRCHARTER COMMUNICATIONS INC N | 446,914 | $227.9B | 1.13% | Put |
| 11 | INTCINTEL CORP | 3,805,514 | $227.7B | 1.13% | Put |
| 12 | QCOMQUALCOMM INC | 2,462,103 | $224.6B | 1.11% | Put |
| 13 | PEPPEPSICO INC | 1,519,441 | $201.0B | 1.00% | Put |
| 14 | BACVERIZON COMMUNICATIONS INC | 3,621,570 | $199.7B | 0.99% | Put |
| 15 | CRWDCROWDSTRIKE HLDGS INC | 1,944,638 | $195.0B | 0.97% | Put |
| 16 | METAFACEBOOK INC | 847,195 | $192.4B | 0.95% | Put |
| 17 | ABBVABBVIE INC | 1,893,855 | $185.9B | 0.92% | Put |
| 18 | VVISA INC | 902,272 | $174.3B | 0.86% | Put |
| 19 | MRKMERCK & CO. INC | 2,153,674 | $166.5B | 0.82% | Put |
| 20 | GOOGLALPHABET INC | 117,313 | $166.4B | 0.82% | Put |
| 21 | NDQINVESCO QQQ TR | 627,873 | $155.5B | 0.77% | Put |
| 22 | NKENIKE INC | 1,515,689 | $148.6B | 0.74% | Put |
| 23 | WWAYFAIR INC | 746,275 | $147.5B | 0.73% | Put |
| 24 | LMTLOCKHEED MARTIN CORP | 372,227 | $135.8B | 0.67% | Put |
| 25 | KRKROGER CO | 3,973,795 | $134.5B | 0.67% | Put |
| 26 | ORLYOREILLY AUTOMOTIVE INC | 316,255 | $133.4B | 0.66% | Put |
| 27 | DGDOLLAR GEN CORP NEW | 689,882 | $131.4B | 0.65% | Put |
| 28 | AAPLAPPLE INC | 352,838 | $128.7B | 0.64% | Put |
| 29 | UNHUNITEDHEALTH GROUP INC | 406,418 | $119.9B | 0.59% | Put |
| 30 | MOALTRIA GROUP INC | 3,012,097 | $118.2B | 0.59% | Put |
| 31 | BAXBAXTER INTL INC | 1,350,557 | $116.3B | 0.58% | |
| 32 | XLFISELECT SECTOR SPDR TR | 1,914,009 | $112.2B | 0.56% | Call |
| 33 | BABAALIBABA GROUP HLDG LTD | 513,952 | $110.9B | 0.55% | Put |
| 34 | XLYSELECT SECTOR SPDR TR | 866,900 | $110.7B | 0.55% | |
| 35 | SHOPSHOPIFY INC | 111,234 | $105.6B | 0.52% | Put |
| 36 | XLVSELECT SECTOR SPDR TR | 1,052,471 | $105.3B | 0.52% | Put |
| 37 | DONSPDR DOW JONES INDL AVERAGE | 403,400 | $104.0B | 0.52% | Put |
| 38 | MDTMEDTRONIC PLC | 1,095,972 | $100.5B | 0.50% | |
| 39 | HONHONEYWELL INTL INC | 691,878 | $100.0B | 0.50% | Put |
| 40 | TSCOTRACTOR SUPPLY CO | 756,144 | $99.7B | 0.49% | Put |
| 41 | KOCOCA COLA CO | 2,211,950 | $98.8B | 0.49% | Put |
| 42 | ELVANTHEM INC | 368,098 | $96.8B | 0.48% | Put |
| 43 | CMECME GROUP INC | 589,761 | $95.9B | 0.47% | Call |
| 44 | BACBK OF AMERICA CORP | 3,956,714 | $94.0B | 0.47% | Put |
| 45 | FISVFISERV INC | 931,849 | $91.0B | 0.45% | |
| 46 | —GRUBHUB INC | 1,255,331 | $88.3B | 0.44% | Put |
| 47 | FTNTFORTINET INC | 630,003 | $86.5B | 0.43% | |
| 48 | NFLXNETFLIX INC | 183,774 | $83.6B | 0.41% | Put |
| 49 | DLTRDOLLAR TREE INC | 879,157 | $81.5B | 0.40% | Put |
| 50 | TAT&T INC | 2,683,290 | $81.1B | 0.40% | Put |
| 51 | DUKDUKE ENERGY CORP NEW | 1,013,007 | $80.9B | 0.40% | |
| 52 | YUMYUM BRANDS INC | 912,572 | $79.3B | 0.39% | |
| 53 | AMGNAMGEN INC | 336,050 | $79.3B | 0.39% | Put |
| 54 | SPGSIMON PPTY GROUP INC NEW | 1,143,081 | $78.2B | 0.39% | Put |
| 55 | ROKUROKU INC | 626,700 | $73.0B | 0.36% | Put |
| 56 | JPMJPMORGAN CHASE & CO | 754,286 | $70.9B | 0.35% | Put |
| 57 | SIRIEURSIRIUS XM HOLDINGS INC | 11,770,927 | $69.1B | 0.34% | |
| 58 | CMCSACOMCAST CORP NEW | 1,763,219 | $68.7B | 0.34% | Put |
| 59 | HCAHCA HEALTHCARE INC | 694,444 | $67.4B | 0.33% | |
| 60 | FEFIRSTENERGY CORP | 1,733,289 | $67.2B | 0.33% | |
| 61 | GISGENERAL MLS INC | 1,080,329 | $66.6B | 0.33% | |
| 62 | ADPAUTOMATIC DATA PROCESSING IN | 447,238 | $66.6B | 0.33% | Call |
| 63 | MSFTMICROSOFT CORP | 317,083 | $64.5B | 0.32% | Put |
| 64 | AMDADVANCED MICRO DEVICES INC | 1,220,800 | $64.2B | 0.32% | Put |
| 65 | BNSBANK NOVA SCOTIA B C | 1,556,595 | $64.2B | 0.32% | |
| 66 | BOXBOX INC | 3,052,496 | $63.4B | 0.31% | |
| 67 | MUMICRON TECHNOLOGY INC | 1,227,749 | $63.3B | 0.31% | Put |
| 68 | GSKGLAXOSMITHKLINE PLC | 1,547,927 | $63.1B | 0.31% | |
| 69 | TRVCCITIGROUP INC | 1,234,619 | $63.1B | 0.31% | Put |
| 70 | CVXCHEVRON CORP NEW | 702,492 | $62.7B | 0.31% | Put |
| 71 | ICEINTERCONTINENTAL EXCHANGE IN | 680,369 | $62.3B | 0.31% | |
| 72 | TSMTAIWAN SEMICONDUCTOR MFG LTD | 1,087,647 | $61.7B | 0.31% | Put |
| 73 | SJMSMUCKER J M CO | 575,332 | $60.9B | 0.30% | Put |
| 74 | 4I1PHILIP MORRIS INTL INC | 862,013 | $60.4B | 0.30% | Put |
| 75 | WMWASTE MGMT INC DEL | 562,065 | $59.5B | 0.29% | Put |
| 76 | RHRH | 235,626 | $58.6B | 0.29% | Put |
| 77 | CSCOCISCO SYS INC | 1,218,842 | $56.8B | 0.28% | Put |
| 78 | SCHWSCHWAB CHARLES CORP | 1,682,944 | $56.8B | 0.28% | |
| 79 | NEWREURNEW RELIC INC | 822,996 | $56.7B | 0.28% | |
| 80 | HUMHUMANA INC | 146,013 | $56.6B | 0.28% | Put |
| 81 | SHWSHERWIN WILLIAMS CO | 96,666 | $55.9B | 0.28% | |
| 82 | PANWPALO ALTO NETWORKS INC | 241,922 | $55.6B | 0.28% | Put |
| 83 | LQDISHARES TR | 400,050 | $53.8B | 0.27% | |
| 84 | AZOAUTOZONE INC | 47,488 | $53.6B | 0.27% | Put |
| 85 | HRLHORMEL FOODS CORP | 1,109,422 | $53.6B | 0.27% | Put |
| 86 | AVBAVALONBAY CMNTYS INC | 343,245 | $53.1B | 0.26% | |
| 87 | PRUPRUDENTIAL FINL INC | 846,716 | $51.6B | 0.26% | Put |
| 88 | DGXQUEST DIAGNOSTICS INC | 452,454 | $51.6B | 0.26% | Put |
| 89 | ABTABBOTT LABS | 554,795 | $50.7B | 0.25% | Put |
| 90 | VMWEURVMWARE INC | 318,966 | $49.4B | 0.24% | Put |
| 91 | AMTAMERICAN TOWER CORP NEW | 184,308 | $47.7B | 0.24% | |
| 92 | WSMWILLIAMS SONOMA INC | 572,054 | $46.9B | 0.23% | Put |
| 93 | OPTUALTICE USA INC | 2,022,136 | $45.6B | 0.23% | |
| 94 | BBYBEST BUY INC | 521,968 | $45.6B | 0.23% | Put |
| 95 | PZZAPAPA JOHNS INTL INC | 565,789 | $44.9B | 0.22% | Put |
| 96 | NVONOVO-NORDISK A S | 683,495 | $44.8B | 0.22% | |
| 97 | CHGGCHEGG INC | 656,606 | $44.2B | 0.22% | Put |
| 98 | DC4DEXCOM INC | 108,327 | $43.9B | 0.22% | Put |
| 99 | CVSCVS HEALTH CORP | 667,141 | $43.3B | 0.21% | Put |
| 100 | RSGREPUBLIC SVCS INC | 520,749 | $42.7B | 0.21% |
Page 1 of 22Next