TWO SIGMA INVESTMENTS, LP Q2 2020 Filing

Filed August 14, 2020

Portfolio Value

$20.2B

Holdings

2,124

Report Date

Q2 2020

Filing Type

13F-HR

All Holdings (2,124 positions)

#StockSharesValue% PortfolioType
301
SYNLOGIC INC
347,202$705.0M3.49%
302
WABCWESTAMERICA BANCORPORATION
12,255$704.0M3.49%
303
EHTHEHEALTH INC
19,300$699.2M3.46%Put
304
WYWEYERHAEUSER CO MTN BE
31,039$697.0M3.45%Put
305
AYIACUITY BRANDS INC
7,270$696.0M3.45%
306
RETAIL VALUE INC
55,839$690.0M3.42%
307
IBCPINDEPENDENT BK CORP MICH
46,388$689.0M3.41%
308
USX1UNITED STATES STL CORP NEW
95,500$689.0M3.41%Put
309
XLNXEURXILINX INC
303,228$688.2M3.41%Put
310
FCFFIRST COMWLTH FINL CORP PA
83,035$688.0M3.41%
311
FFINFIRST FINL BANKSHARES
23,822$688.0M3.41%
312
CAPSTEAD MTG CORP
125,190$687.0M3.40%
313
NGVCNATURAL GROCERS BY VITAMIN C
46,166$687.0M3.40%
314
XRTSPDR SER TR
16,000$686.0M3.40%Put
315
DOXAMDOCS LTD
11,270$686.0M3.40%
316
REGNREGENERON PHARMACEUTICALS
1,100$686.0M3.40%Call
317
ATATLANTIC POWER CORP
342,619$685.0M3.39%
318
GRMNGARMIN LTD
7,000$683.0M3.38%Put
319
AKRACADIA RLTY TR
52,541$682.0M3.38%
320
BLFSBIOLIFE SOLUTIONS INC
41,687$682.0M3.38%
321
AXGNAXOGEN INC
73,800$682.0M3.38%
322
NPKNATIONAL PRESTO INDS INC
7,794$681.0M3.37%
323
AGYSAGILYSYS INC
37,875$679.0M3.36%
324
RHPRYMAN HOSPITALITY PPTYS INC
19,624$679.0M3.36%
325
JT5MUELLER WTR PRODS INC
71,940$678.0M3.36%
326
CFCF INDS HLDGS INC
688,828$677.7M3.36%Put
327
BENEFYTT TECHNOLOGIES INC
33,000$676.0M3.35%Put
328
HANHAWAIIAN HOLDINGS INC
48,046$675.0M3.34%
329
CLFCLEVELAND CLIFFS INC
122,000$673.0M3.33%Put
330
CERECOR INC
258,536$672.0M3.33%
331
LASRNLIGHT INC
30,171$672.0M3.33%
332
WPMWHEATON PRECIOUS METALS CORP
15,200$670.0M3.32%Put
333
GPOR1EURGULFPORT ENERGY CORP
614,759$670.0M3.32%
334
SITCUSDSITE CENTERS CORP
82,435$668.0M3.31%
335
PNCPNC FINL SVCS GROUP INC
37,249$666.3M3.30%Put
336
ITGARTNER INC
5,489$666.0M3.30%
337
NAGECHROMADEX CORP
144,818$665.0M3.29%
338
TRUTRANSUNION
7,644$665.0M3.29%
339
1S4HARBORONE BANCORP INC NEW
77,847$665.0M3.29%
340
APPLIED GENETIC TECHNOLOGIES
119,799$664.0M3.29%
341
SKYSKYLINE CHAMPION CORPORATION
27,272$664.0M3.29%
342
FMNBFARMERS NATIONAL BANC CORP
56,006$664.0M3.29%
343
TEN1TENNECO INC
87,616$663.0M3.28%Put
344
CTSHCOGNIZANT TECHNOLOGY SOLUTIO
65,377$662.1M3.28%Put
345
HBTHBT FINL INC.
49,670$662.0M3.28%
346
WECWEC ENERGY GROUP INC
42,164$661.0M3.27%Put
347
CBCHUBB LIMITED
15,600$659.3M3.27%Put
348
CASA1EURCASA SYS INC
158,360$659.0M3.26%
349
FNKOFUNKO INC
113,516$658.0M3.26%
350
CINFCINCINNATI FINL CORP
67,348$656.7M3.25%Put
351
AORTCRYOLIFE INC
34,204$656.0M3.25%
352
STNSTANTEC INC
21,248$656.0M3.25%
353
BKBANK NEW YORK MELLON CORP
252,980$654.1M3.24%Put
354
DXPEDXP ENTERPRISES INC NEW
32,839$654.0M3.24%
355
WSMWILLIAMS SONOMA INC
572,054$653.3M3.24%Put
356
KRNYKEARNY FINL CORP MD
79,823$653.0M3.23%
357
SL2SLEEP NUMBER CORP
15,700$653.0M3.23%Put
358
DDDUPONT DE NEMOURS INC
404,643$652.9M3.23%Put
359
CCNECNB FINL CORP PA
36,383$652.0M3.23%
360
SENEASENECA FOODS CORP NEW
19,246$651.0M3.22%
361
ADURO BIOTECH INC
281,413$650.0M3.22%
362
PAYCPAYCOM SOFTWARE INC
2,100$650.0M3.22%
363
PVHPVH CORPORATION
13,500$649.0M3.21%Put
364
KAMNUSDKAMAN CORP
15,608$649.0M3.21%
365
TEXTEREX CORP NEW
34,522$648.0M3.21%
366
PARATEK PHARMACEUTICALS INC
124,213$648.0M3.21%
367
VISNCOMMSCOPE HLDG CO INC
77,652$647.0M3.20%
368
ARCCARES CAPITAL CORP
434,589$645.6M3.20%Put
369
ZGZILLOW GROUP INC
244,407$645.4M3.20%Put
370
LNCLINCOLN NATL CORP IND
642,157$645.0M3.19%Put
371
ACACIA COMMUNICATIONS INC
9,600$645.0M3.19%
372
RESTORBIO INC
299,701$644.0M3.19%
373
CAHCARDINAL HEALTH INC
133,267$643.3M3.19%Put
374
NVRIHARSCO CORP
47,426$641.0M3.17%
375
MRVLMARVELL TECHNOLOGY GROUP LTD
18,200$638.0M3.16%Put
376
TPBTURNING PT BRANDS INC
25,598$638.0M3.16%
377
EXICURE INC
259,713$634.0M3.14%
378
LYDALL INC DEL
46,594$632.0M3.13%
379
ANGOANGIODYNAMICS INC
61,951$630.0M3.12%
380
CLCOLGATE PALMOLIVE CO
170,993$626.9M3.11%Put
381
SYNASYNAPTICS INC
31,729$626.3M3.10%Put
382
STCSTEWART INFORMATION SVCS COR
19,249$626.0M3.10%
383
UNVREURUNIVAR SOLUTIONS INC
37,066$625.0M3.10%
384
HOMBHOME BANCSHARES INC
40,651$625.0M3.10%
385
EXPEAGLE MATERIALS INC
8,880$624.0M3.09%
386
BDXBECTON DICKINSON & CO
110,537$623.9M3.09%Put
387
CTRECARETRUST REIT INC
36,197$621.0M3.08%
388
VREXVAREX IMAGING CORP
40,864$619.0M3.07%
389
HSTMHEALTHSTREAM INC
27,934$618.0M3.06%
390
AZOAUTOZONE INC
47,488$617.0M3.06%Put
391
BMRNBIOMARIN PHARMACEUTICAL INC
5,000$617.0M3.06%Put
392
BXMTBLACKSTONE MTG TR INC
25,619$617.0M3.06%
393
DPZDOMINOS PIZZA INC
70,216$616.4M3.05%Put
394
EXPDEXPEDITORS INTL WASH INC
55,632$611.6M3.03%Put
395
LHXL3HARRIS TECHNOLOGIES INC
102,736$610.8M3.03%Put
396
ENDURANCE INTL GROUP HLDGS I
150,734$607.0M3.01%
397
PSAPUBLIC STORAGE
154,132$605.0M3.00%Put
398
APOEURAPOLLO GLOBAL MGMT INC
12,130$605.0M3.00%Put
399
SSRMSSR MNG INC
353,299$604.9M3.00%Put
400
CNSLEURCONSOLIDATED COMM HLDGS INC
89,281$604.0M2.99%
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