TWO SIGMA INVESTMENTS, LP Q3 2018 Filing

Filed November 14, 2018

Portfolio Value

$36.7T

Holdings

2,181

Report Date

Q3 2018

Filing Type

13F-HR

All Holdings (2,181 positions)

#StockSharesValue% PortfolioType
1
GOOGLALPHABET INC
261,003$315.1B0.86%Put
2
SPYSPDR S&P 500 ETF TR
961,695$279.6B0.76%Put
3
MSFTMICROSOFT CORP
2,334,653$267.0B0.73%Put
4
AMZNAMAZON COM INC
131,080$262.6B0.72%Put
5
CVXCHEVRON CORP NEW
2,056,916$251.5B0.69%Put
6
NFLXNETFLIX INC
622,040$232.7B0.63%Put
7
INTCINTEL CORP
4,431,820$209.6B0.57%Put
8
HDHOME DEPOT INC
997,966$206.7B0.56%Put
9
PGPROCTER AND GAMBLE CO
2,468,673$205.5B0.56%Put
10
DYHTARGET CORP
2,312,661$204.0B0.56%Put
11
LMTLOCKHEED MARTIN CORP
585,868$202.7B0.55%Put
12
JPMJPMORGAN CHASE & CO
1,764,545$199.1B0.54%Put
13
CSCOCISCO SYS INC
3,944,467$191.9B0.52%Put
14
DISDISNEY WALT CO
1,623,631$189.9B0.52%Put
15
CELGCELGENE CORP
2,099,994$187.9B0.51%Put
16
BABOEING CO
503,145$187.1B0.51%Put
17
QCOMQUALCOMM INC
2,541,001$183.0B0.50%Put
18
MPCMARATHON PETE CORP
2,266,645$181.3B0.49%Put
19
TJXTJX COS INC NEW
1,609,076$180.2B0.49%
20
ELVANTHEM INC
654,837$179.5B0.49%
21
CMGCHIPOTLE MEXICAN GRILL INC
385,260$175.1B0.48%Put
22
CCLCARNIVAL CORP
2,737,536$174.6B0.48%Put
23
VFCV F CORP
1,858,085$173.6B0.47%
24
UPSUNITED PARCEL SERVICE INC
1,481,239$172.9B0.47%Put
25
UNPUNION PAC CORP
1,045,044$170.2B0.46%Put
26
XLYSELECT SECTOR SPDR TR
1,438,108$168.6B0.46%
27
PEPPEPSICO INC
1,478,218$165.3B0.45%Put
28
LULULULULEMON ATHLETICA INC
1,015,610$165.0B0.45%
29
PANWPALO ALTO NETWORKS INC
728,414$164.1B0.45%Put
30
PXDEURPIONEER NAT RES CO
920,456$160.3B0.44%Put
31
XLUSELECT SECTOR SPDR TR
3,036,281$159.9B0.44%Put
32
LVSLAS VEGAS SANDS CORP
2,688,331$159.5B0.43%Call
33
NKENIKE INC
1,878,276$159.1B0.43%
34
CSXCSX CORP
2,143,428$158.7B0.43%Call
35
PGRPROGRESSIVE CORP OHIO
2,199,396$156.2B0.43%Put
36
WFCWELLS FARGO CO NEW
2,959,066$155.5B0.42%Put
37
TWENTY FIRST CENTY FOX INC
3,348,735$155.1B0.42%Put
38
ORLYO REILLY AUTOMOTIVE INC NEW
446,155$155.0B0.42%Put
39
HONHONEYWELL INTL INC
923,281$153.6B0.42%
40
CLCOLGATE PALMOLIVE CO
2,286,525$153.1B0.42%
41
LOWLOWES COS INC
1,331,984$152.9B0.42%Put
42
WMWASTE MGMT INC DEL
1,686,865$152.4B0.42%Put
43
JNJJOHNSON & JOHNSON
1,092,124$150.9B0.41%Put
44
PSXPHILLIPS 66
1,333,080$150.3B0.41%Put
45
IBMINTERNATIONAL BUSINESS MACHS
987,186$149.3B0.41%Put
46
KOCOCA COLA CO
3,207,942$148.2B0.40%Put
47
CICIGNA CORPORATION
706,295$147.1B0.40%Put
48
DUKDUKE ENERGY CORP NEW
1,830,188$146.5B0.40%Put
49
DWDMORGAN STANLEY
3,117,870$145.2B0.40%Put
50
GRUBHUB INC
1,045,439$144.9B0.40%Put
51
NSCNORFOLK SOUTHERN CORP
801,681$144.7B0.39%
52
NDQINVESCO QQQ TR
776,811$144.3B0.39%Put
53
ALSALLSTATE CORP
1,439,222$142.1B0.39%Put
54
CMICUMMINS INC
970,544$141.8B0.39%Put
55
VLOVALERO ENERGY CORP NEW
1,241,965$141.3B0.39%Put
56
HCAHCA HEALTHCARE INC
1,013,340$141.0B0.38%
57
XLVSELECT SECTOR SPDR TR
1,457,821$138.7B0.38%
58
COPCONOCOPHILLIPS
1,766,810$136.8B0.37%Put
59
WWAYFAIR INC
914,624$135.1B0.37%Put
60
LLYLILLY ELI & CO
1,256,050$134.8B0.37%Put
61
DRIDARDEN RESTAURANTS INC
1,192,373$132.6B0.36%
62
XLFISELECT SECTOR SPDR TR
2,455,408$132.4B0.36%Put
63
RCLROYAL CARIBBEAN CRUISES LTD
1,016,870$132.1B0.36%Put
64
BLKCHFBLACKROCK INC
278,215$131.1B0.36%Put
65
ADPAUTOMATIC DATA PROCESSING IN
866,423$130.5B0.36%
66
SPLKCHFSPLUNK INC
1,075,862$130.1B0.35%Put
67
PNCPNC FINL SVCS GROUP INC
948,740$129.2B0.35%Put
68
FDO.FMACYS INC
3,651,313$126.8B0.35%Put
69
IACIEURIAC INTERACTIVECORP
584,079$126.6B0.35%Put
70
NVDANVIDIA CORP
448,944$126.2B0.34%Put
71
SYYSYSCO CORP
1,709,206$125.2B0.34%
72
MOHMOLINA HEALTHCARE INC
838,716$124.7B0.34%
73
SYMCEURSYMANTEC CORP
5,856,774$124.6B0.34%Put
74
TAT&T INC
3,587,715$120.5B0.33%Put
75
NOWSERVICENOW INC
610,263$119.4B0.33%Put
76
CAHCARDINAL HEALTH INC
2,202,831$119.0B0.32%Put
77
IWMISHARES TR
705,214$118.9B0.32%Put
78
NUENUCOR CORP
1,868,383$118.5B0.32%Put
79
INTUINTUIT
517,245$117.6B0.32%
80
ADBEADOBE SYS INC
435,165$117.5B0.32%Put
81
WMTWALMART INC
1,248,691$117.3B0.32%Put
82
ORCLORACLE CORP
2,262,683$116.7B0.32%Put
83
NLYEURANNALY CAP MGMT INC
11,268,635$115.3B0.31%
84
VEEVVEEVA SYS INC
1,057,712$115.2B0.31%Put
85
TWLOTWILIO INC
1,330,328$114.8B0.31%Put
86
YUMYUM BRANDS INC
1,254,434$114.0B0.31%Put
87
IYRISHARES TR
1,420,253$113.6B0.31%Put
88
FISFIDELITY NATL INFORMATION SV
1,041,107$113.6B0.31%
89
PEOEXELON CORP
2,590,410$113.1B0.31%Put
90
MDLZMONDELEZ INTL INC
2,606,566$112.0B0.31%Put
91
LUVSOUTHWEST AIRLS CO
1,788,955$111.7B0.30%Put
92
VRTXVERTEX PHARMACEUTICALS INC
578,583$111.5B0.30%
93
4I1PHILIP MORRIS INTL INC
1,361,235$111.0B0.30%Put
94
TRVCCITIGROUP INC
1,546,417$110.9B0.30%Put
95
BACBANK AMER CORP
3,728,920$109.9B0.30%Put
96
PLDPROLOGIS INC
1,595,254$108.1B0.29%Put
97
AEPAMERICAN ELEC PWR INC
1,520,528$107.8B0.29%Put
98
DELLDELL TECHNOLOGIES INC
1,106,134$107.4B0.29%
99
FIVEFIVE BELOW INC
819,483$106.6B0.29%Put
100
NCLHNORWEGIAN CRUISE LINE HLDG L
1,853,799$106.5B0.29%Put
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