TWO SIGMA INVESTMENTS, LP Q3 2020 Filing

Filed November 16, 2020

Portfolio Value

$28.2T

Holdings

2,055

Report Date

Q3 2020

Filing Type

13F-HR

All Holdings (2,055 positions)

#StockSharesValue% PortfolioType
1
SPYSPDR S&P 500 ETF TR
1,380,286$462.2B1.64%Put
2
HDHOME DEPOT INC
1,101,020$305.8B1.09%Put
3
DYHTARGET CORP
1,824,205$287.2B1.02%Put
4
LOWLOWES COS INC
1,690,661$280.4B1.00%Put
5
ABBVABBVIE INC
3,174,355$278.0B0.99%Put
6
MRKMERCK & CO. INC
3,323,265$275.7B0.98%Put
7
MSFTMICROSOFT CORP
1,309,426$275.4B0.98%Put
8
CRWDCROWDSTRIKE HLDGS INC
2,005,137$275.3B0.98%Put
9
COSTCOSTCO WHSL CORP NEW
740,988$263.1B0.93%Put
10
MCDMCDONALDS CORP
1,175,839$258.1B0.92%Put
11
PYPLPAYPAL HLDGS INC
1,309,151$257.9B0.92%Put
12
BACVERIZON COMMUNICATIONS INC
4,251,329$252.9B0.90%Put
13
PFEPFIZER INC
6,872,113$252.2B0.90%Put
14
CSCOCISCO SYS INC
6,235,779$245.6B0.87%Put
15
PEPPEPSICO INC
1,753,365$243.0B0.86%Put
16
ZMZOOM VIDEO COMMUNICATIONS IN
491,085$230.9B0.82%Put
17
CVXCHEVRON CORP NEW
3,193,192$229.9B0.82%Put
18
WMTWALMART INC
1,629,389$228.0B0.81%Put
19
WWAYFAIR INC
737,177$214.5B0.76%Put
20
ORCLORACLE CORP
3,512,219$209.7B0.74%Put
21
WFCWELLS FARGO CO NEW
8,654,771$203.5B0.72%Put
22
DISDISNEY WALT CO
1,624,473$201.6B0.72%Put
23
BBYBEST BUY INC
1,804,799$200.9B0.71%Put
24
ETSYETSY INC
1,586,660$193.0B0.69%Put
25
CLXCLOROX CO DEL
890,269$187.1B0.66%Put
26
DHRDANAHER CORPORATION
867,742$186.9B0.66%
27
BABOEING CO
1,128,566$186.5B0.66%Put
28
TSCOTRACTOR SUPPLY CO
1,272,909$182.5B0.65%Put
29
VVISA INC
898,138$179.6B0.64%Put
30
KMBKIMBERLY CLARK CORP
1,199,838$177.2B0.63%Put
31
ORLYOREILLY AUTOMOTIVE INC
377,005$173.8B0.62%
32
DONSPDR DOW JONES INDL AVERAGE
623,952$173.1B0.61%Put
33
ADPAUTOMATIC DATA PROCESSING IN
1,238,900$172.8B0.61%Put
34
XLFISELECT SECTOR SPDR TR
2,682,859$172.0B0.61%
35
XLYSELECT SECTOR SPDR TR
1,159,100$170.4B0.60%
36
ELVANTHEM INC
596,345$160.2B0.57%Put
37
AONAON PLC
766,725$158.2B0.56%
38
NDQINVESCO QQQ TR
563,419$156.5B0.56%Put
39
KMIKINDER MORGAN INC DEL
12,688,021$156.4B0.56%Put
40
XYZSQUARE INC
949,983$154.4B0.55%Put
41
EBAEBAY INC.
2,894,326$150.8B0.54%Put
42
SHOPSHOPIFY INC
143,803$147.1B0.52%Put
43
BACBK OF AMERICA CORP
5,977,595$144.0B0.51%Put
44
RTXRAYTHEON TECHNOLOGIES CORP
2,304,811$132.6B0.47%Put
45
DPZDOMINOS PIZZA INC
306,758$130.5B0.46%Put
46
DUKDUKE ENERGY CORP NEW
1,467,927$130.0B0.46%Put
47
COPCONOCOPHILLIPS
3,902,525$128.2B0.45%Put
48
AZOAUTOZONE INC
107,802$127.0B0.45%
49
STZCONSTELLATION BRANDS INC
654,921$124.1B0.44%Put
50
MOALTRIA GROUP INC
3,208,397$124.0B0.44%Put
51
INTUINTUIT
369,895$120.7B0.43%Put
52
GISGENERAL MLS INC
1,937,278$119.5B0.42%
53
MDTMEDTRONIC PLC
1,145,197$119.0B0.42%Put
54
USMVISHARES TR
1,821,100$116.1B0.41%
55
SLBSCHLUMBERGER LTD
7,391,845$115.0B0.41%Put
56
TSLATESLA INC
267,382$114.7B0.41%Put
57
WDAYWORKDAY INC
518,427$111.5B0.40%Put
58
WMWASTE MGMT INC DEL
942,293$106.6B0.38%Put
59
FSLYFASTLY INC
1,119,628$104.9B0.37%Put
60
UNHUNITEDHEALTH GROUP INC
335,273$104.5B0.37%Put
61
KOCOCA COLA CO
2,080,092$102.7B0.36%Put
62
XLUSELECT SECTOR SPDR TR
1,706,100$101.3B0.36%Put
63
CMECME GROUP INC
605,402$101.3B0.36%Put
64
LBEURL BRANDS INC
3,180,348$101.2B0.36%Put
65
GRUBHUB INC
1,368,398$99.0B0.35%
66
TAT&T INC
3,437,560$98.0B0.35%Put
67
WENWENDYS CO
4,326,739$96.5B0.34%Put
68
XLNXEURXILINX INC
924,992$96.4B0.34%Put
69
AMDADVANCED MICRO DEVICES INC
1,164,084$95.4B0.34%Put
70
RHRH
245,560$94.0B0.33%Put
71
MXIMMAXIM INTEGRATED PRODS INC
1,389,390$93.9B0.33%
72
EOGEOG RES INC
2,596,069$93.3B0.33%Put
73
HRLHORMEL FOODS CORP
1,820,573$89.0B0.32%Put
74
CP.TOCANADIAN PAC RY LTD
292,303$89.0B0.32%
75
WTWWILLIS TOWERS WATSON PLC LTD
419,356$87.6B0.31%
76
QCOMQUALCOMM INC
719,979$84.7B0.30%Put
77
ADIANALOG DEVICES INC
724,954$84.6B0.30%
78
GAPGAP INC
4,965,288$84.6B0.30%Put
79
LMTLOCKHEED MARTIN CORP
219,359$84.1B0.30%
80
MAMASTERCARD INCORPORATED
246,374$83.3B0.30%Put
81
OLLIOLLIES BARGAIN OUTLET HLDGS
941,300$82.2B0.29%Put
82
AMTAMERICAN TOWER CORP NEW
338,045$81.7B0.29%Put
83
XLVSELECT SECTOR SPDR TR
773,171$81.6B0.29%Put
84
ODFLOLD DOMINION FREIGHT LINE IN
448,781$81.2B0.29%
85
DLTRDOLLAR TREE INC
886,347$81.0B0.29%Put
86
DKSDICKS SPORTING GOODS INC
1,381,825$80.0B0.28%Put
87
SJMSMUCKER J M CO
690,126$79.7B0.28%Put
88
RIORIO TINTO PLC
1,317,827$79.6B0.28%
89
PEOEXELON CORP
2,195,084$78.5B0.28%Put
90
PXDEURPIONEER NAT RES CO
912,681$78.5B0.28%Put
91
FISVFISERV INC
747,359$77.0B0.27%Put
92
BAXBAXTER INTL INC
944,964$76.0B0.27%
93
BMYBRISTOL-MYERS SQUIBB CO
1,225,915$73.9B0.26%Put
94
VIGVANGUARD SPECIALIZED FUNDS
572,203$73.6B0.26%
95
BPBP PLC
4,216,241$73.6B0.26%
96
LRCXEURLAM RESEARCH CORP
221,786$73.6B0.26%Put
97
VLOVALERO ENERGY CORP
1,692,567$73.3B0.26%Put
98
NIONIO INC
3,411,560$72.4B0.26%
99
RSGREPUBLIC SVCS INC
761,932$71.1B0.25%
100
VMWEURVMWARE INC
484,202$69.6B0.25%Put
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