TWO SIGMA INVESTMENTS, LP Q3 2017 Filing
Filed November 14, 2017
Portfolio Value
$28.2T
Holdings
2,038
Report Date
Q3 2017
Filing Type
13F-HR
All Holdings (2,038 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S&P 500 ETF TR | 1,005,098 | $252.5B | 0.89% | Put |
| 2 | TRVCCITIGROUP INC | 3,172,767 | $230.8B | 0.82% | Put |
| 3 | WFCWELLS FARGO CO NEW | 4,138,019 | $228.2B | 0.81% | Put |
| 4 | OXYOCCIDENTAL PETE CORP DEL | 3,414,937 | $219.3B | 0.78% | Put |
| 5 | HDHOME DEPOT INC | 1,326,553 | $217.0B | 0.77% | Put |
| 6 | MUMICRON TECHNOLOGY INC | 5,394,384 | $212.2B | 0.75% | Put |
| 7 | LOWLOWES COS INC | 2,575,757 | $205.9B | 0.73% | Put |
| 8 | MCDMCDONALDS CORP | 1,295,525 | $203.0B | 0.72% | Put |
| 9 | CVXCHEVRON CORP NEW | 1,659,795 | $195.0B | 0.69% | Put |
| 10 | HALHALLIBURTON CO | 4,091,948 | $188.4B | 0.67% | Put |
| 11 | BABOEING CO | 723,505 | $183.9B | 0.65% | Put |
| 12 | MDLZMONDELEZ INTL INC | 4,384,718 | $178.3B | 0.63% | |
| 13 | DYHTARGET CORP | 3,004,730 | $177.3B | 0.63% | Put |
| 14 | CATCATERPILLAR INC DEL | 1,417,696 | $176.8B | 0.63% | Put |
| 15 | KRKROGER CO | 8,710,226 | $174.7B | 0.62% | |
| 16 | LMTLOCKHEED MARTIN CORP | 557,054 | $172.8B | 0.61% | Put |
| 17 | DONSPDR DOW JONES INDL AVRG ETF | 752,400 | $168.4B | 0.60% | |
| 18 | APDAIR PRODS & CHEMS INC | 1,096,333 | $165.8B | 0.59% | |
| 19 | TWXCHFTIME WARNER INC | 1,592,974 | $163.2B | 0.58% | |
| 20 | USBUS BANCORP DEL | 3,026,587 | $162.2B | 0.57% | Put |
| 21 | UNPUNION PAC CORP | 1,377,315 | $159.7B | 0.57% | |
| 22 | 4I1PHILIP MORRIS INTL INC | 1,421,489 | $157.8B | 0.56% | Put |
| 23 | NFLXNETFLIX INC | 869,785 | $157.7B | 0.56% | Put |
| 24 | CSCOCISCO SYS INC | 4,662,701 | $156.8B | 0.56% | Put |
| 25 | —DOWDUPONT INC | 2,238,466 | $155.0B | 0.55% | |
| 26 | WBWEIBO CORP | 1,564,955 | $154.8B | 0.55% | Put |
| 27 | XLFISELECT SECTOR SPDR TR | 2,860,703 | $154.4B | 0.55% | |
| 28 | XLUSELECT SECTOR SPDR TR | 2,870,071 | $152.3B | 0.54% | |
| 29 | AMTAMERICAN TOWER CORP NEW | 1,099,112 | $150.2B | 0.53% | Put |
| 30 | PANWPALO ALTO NETWORKS INC | 1,033,989 | $149.0B | 0.53% | Put |
| 31 | XLVSELECT SECTOR SPDR TR | 1,818,550 | $148.6B | 0.53% | |
| 32 | GOOGLALPHABET INC | 152,390 | $148.4B | 0.53% | Put |
| 33 | PFEPFIZER INC | 4,148,209 | $148.1B | 0.52% | Put |
| 34 | HONHONEYWELL INTL INC | 1,043,278 | $147.9B | 0.52% | |
| 35 | MRKMERCK & CO INC | 2,219,455 | $142.1B | 0.50% | |
| 36 | RHT1EURRED HAT INC | 1,281,110 | $142.0B | 0.50% | Put |
| 37 | 7HPHP INC | 7,101,755 | $141.8B | 0.50% | |
| 38 | SNISCRIPPS NETWORKS INTERACT IN | 1,645,813 | $141.4B | 0.50% | |
| 39 | MOALTRIA GROUP INC | 2,228,880 | $141.4B | 0.50% | Put |
| 40 | DGDOLLAR GEN CORP NEW | 1,716,156 | $139.1B | 0.49% | Put |
| 41 | VMWEURVMWARE INC | 1,270,632 | $138.7B | 0.49% | |
| 42 | CHTRCHARTER COMMUNICATIONS INC N | 380,556 | $138.3B | 0.49% | |
| 43 | BAXBAXTER INTL INC | 2,197,366 | $137.9B | 0.49% | |
| 44 | UPSUNITED PARCEL SERVICE INC | 1,120,435 | $134.6B | 0.48% | Put |
| 45 | AZOAUTOZONE INC | 216,251 | $128.7B | 0.46% | Put |
| 46 | XLYSELECT SECTOR SPDR TR | 1,390,604 | $125.3B | 0.44% | |
| 47 | NXPINXP SEMICONDUCTORS N V | 1,106,902 | $125.2B | 0.44% | |
| 48 | RDS/AROYAL DUTCH SHELL PLC | 2,029,486 | $122.9B | 0.44% | Put |
| 49 | RYROYAL BK CDA MONTREAL QUE | 1,577,458 | $122.1B | 0.43% | |
| 50 | WBAWALGREENS BOOTS ALLIANCE INC | 1,551,649 | $119.8B | 0.42% | |
| 51 | KMBKIMBERLY CLARK CORP | 1,011,863 | $119.1B | 0.42% | |
| 52 | GMGENERAL MTRS CO | 2,940,780 | $118.7B | 0.42% | Call |
| 53 | ISRGINTUITIVE SURGICAL INC | 113,539 | $118.7B | 0.42% | |
| 54 | PBRPETROLEO BRASILEIRO SA PETRO | 11,714,298 | $117.6B | 0.42% | Put |
| 55 | BACVERIZON COMMUNICATIONS INC | 2,346,168 | $116.1B | 0.41% | Put |
| 56 | WDAYWORKDAY INC | 1,088,133 | $114.7B | 0.41% | Call |
| 57 | NKENIKE INC | 2,211,693 | $114.7B | 0.41% | Put |
| 58 | DPZDOMINOS PIZZA INC | 570,747 | $113.3B | 0.40% | Put |
| 59 | TAT&T INC | 2,803,192 | $109.8B | 0.39% | Put |
| 60 | NOWSERVICENOW INC | 932,881 | $109.6B | 0.39% | Put |
| 61 | BMYBRISTOL MYERS SQUIBB CO | 1,713,107 | $109.2B | 0.39% | |
| 62 | AAALCOA CORP | 2,342,178 | $109.2B | 0.39% | Put |
| 63 | WMTWAL-MART STORES INC | 1,371,500 | $107.2B | 0.38% | |
| 64 | CP.TOCANADIAN PAC RY LTD | 637,408 | $107.1B | 0.38% | Put |
| 65 | CAGCONAGRA BRANDS INC | 3,157,737 | $106.5B | 0.38% | |
| 66 | MDTMEDTRONIC PLC | 1,357,162 | $105.5B | 0.37% | |
| 67 | —SINA CORP | 910,514 | $104.4B | 0.37% | |
| 68 | DHRDANAHER CORP DEL | 1,208,354 | $103.7B | 0.37% | |
| 69 | YUMYUM BRANDS INC | 1,343,202 | $98.9B | 0.35% | Put |
| 70 | RIGTRANSOCEAN LTD | 9,124,550 | $98.2B | 0.35% | Put |
| 71 | AMGNAMGEN INC | 519,445 | $96.9B | 0.34% | Put |
| 72 | CELGCELGENE CORP | 663,981 | $96.8B | 0.34% | Put |
| 73 | —GREAT PLAINS ENERGY INC | 3,194,586 | $96.8B | 0.34% | |
| 74 | CCCHEMOURS CO | 1,783,121 | $90.2B | 0.32% | Put |
| 75 | GEGENERAL ELECTRIC CO | 3,703,074 | $89.5B | 0.32% | Put |
| 76 | BLKCHFBLACKROCK INC | 198,049 | $88.5B | 0.31% | Put |
| 77 | EAELECTRONIC ARTS INC | 747,392 | $88.2B | 0.31% | Put |
| 78 | MLCOMELCO RESORT ENTERTAINMENT L | 3,551,477 | $85.7B | 0.30% | Put |
| 79 | —LEVEL 3 COMMUNICATIONS INC | 1,606,460 | $85.6B | 0.30% | |
| 80 | AGNCAGNC INVT CORP | 3,944,271 | $85.5B | 0.30% | |
| 81 | VALEVALE S A | 8,451,139 | $85.1B | 0.30% | |
| 82 | BACBANK AMER CORP | 3,299,102 | $83.6B | 0.30% | Put |
| 83 | MPCMARATHON PETE CORP | 1,486,558 | $83.4B | 0.30% | Put |
| 84 | STXSEAGATE TECHNOLOGY PLC | 2,511,526 | $83.3B | 0.30% | |
| 85 | XYZSQUARE INC | 2,879,708 | $83.0B | 0.29% | |
| 86 | BPBP PLC | 2,140,891 | $82.3B | 0.29% | |
| 87 | AEPAMERICAN ELEC PWR INC | 1,168,499 | $82.1B | 0.29% | |
| 88 | YUMCYUM CHINA HLDGS INC | 2,048,672 | $81.9B | 0.29% | |
| 89 | PEOEXELON CORP | 2,136,608 | $80.5B | 0.29% | |
| 90 | VVISA INC | 757,049 | $79.7B | 0.28% | Call |
| 91 | BURLBURLINGTON STORES INC | 833,825 | $79.6B | 0.28% | Put |
| 92 | SCHWSCHWAB CHARLES CORP NEW | 1,805,883 | $79.0B | 0.28% | Put |
| 93 | POT1EURPOTASH CORP SASK INC | 4,104,833 | $79.0B | 0.28% | |
| 94 | GSKGLAXOSMITHKLINE PLC | 1,930,892 | $78.4B | 0.28% | |
| 95 | PEGPUBLIC SVC ENTERPRISE GROUP | 1,667,654 | $77.1B | 0.27% | |
| 96 | FDCFIRST DATA CORP NEW | 4,267,260 | $77.0B | 0.27% | |
| 97 | EIXEDISON INTL | 996,150 | $76.9B | 0.27% | |
| 98 | ADMARCHER DANIELS MIDLAND CO | 1,801,078 | $76.6B | 0.27% | |
| 99 | EQTEQT CORP | 1,168,580 | $76.2B | 0.27% | Put |
| 100 | —VANTIV INC | 1,074,301 | $75.7B | 0.27% |
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