TWO SIGMA INVESTMENTS, LP Q4 2017 Filing
Filed February 14, 2018
Portfolio Value
$30.7T
Holdings
2,300
Report Date
Q4 2017
Filing Type
13F-HR
All Holdings (2,300 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S&P 500 ETF TR | 1,630,589 | $435.1B | 1.42% | Put |
| 2 | NFLXNETFLIX INC | 1,181,477 | $226.8B | 0.74% | Put |
| 3 | HDHOME DEPOT INC | 1,108,064 | $210.0B | 0.68% | Put |
| 4 | GEGENERAL ELECTRIC CO | 11,577,569 | $202.0B | 0.66% | Put |
| 5 | PFEPFIZER INC | 5,482,699 | $198.6B | 0.65% | Put |
| 6 | MCDMCDONALDS CORP | 1,130,190 | $194.5B | 0.63% | Put |
| 7 | LOWLOWES COS INC | 2,007,229 | $186.6B | 0.61% | Put |
| 8 | CVXCHEVRON CORP NEW | 1,487,351 | $186.2B | 0.61% | Put |
| 9 | MARMARRIOTT INTL INC NEW | 1,364,979 | $185.3B | 0.60% | |
| 10 | HALHALLIBURTON CO | 3,769,054 | $184.2B | 0.60% | Put |
| 11 | PCGPG&E CORP | 3,893,700 | $174.6B | 0.57% | |
| 12 | SLBSCHLUMBERGER LTD | 2,559,481 | $172.5B | 0.56% | Put |
| 13 | USBUS BANCORP DEL | 3,175,115 | $170.1B | 0.55% | Put |
| 14 | XLYSELECT SECTOR SPDR TR | 1,669,147 | $164.7B | 0.54% | |
| 15 | QCOMQUALCOMM INC | 2,557,362 | $163.7B | 0.53% | Put |
| 16 | MUMICRON TECHNOLOGY INC | 3,944,899 | $162.2B | 0.53% | Put |
| 17 | BDXBECTON DICKINSON & CO | 737,546 | $157.9B | 0.51% | Put |
| 18 | XLFISELECT SECTOR SPDR TR | 2,708,962 | $154.1B | 0.50% | |
| 19 | XLUSELECT SECTOR SPDR TR | 2,897,113 | $152.6B | 0.50% | Put |
| 20 | DONSPDR DOW JONES INDL AVRG ETF | 614,830 | $152.1B | 0.50% | |
| 21 | XLVSELECT SECTOR SPDR TR | 1,818,218 | $150.3B | 0.49% | |
| 22 | SBACSBA COMMUNICATIONS CORP NEW | 901,525 | $147.3B | 0.48% | Put |
| 23 | XOMEXXON MOBIL CORP | 1,731,134 | $144.8B | 0.47% | Put |
| 24 | IBMINTERNATIONAL BUSINESS MACHS | 936,632 | $143.7B | 0.47% | |
| 25 | CCLCARNIVAL CORP | 2,128,703 | $141.3B | 0.46% | Put |
| 26 | PANWPALO ALTO NETWORKS INC | 972,268 | $140.9B | 0.46% | Put |
| 27 | BAXBAXTER INTL INC | 2,172,145 | $140.4B | 0.46% | |
| 28 | BACBANK AMER CORP | 4,739,619 | $139.9B | 0.46% | Put |
| 29 | WBAWALGREENS BOOTS ALLIANCE INC | 1,917,449 | $139.2B | 0.45% | Put |
| 30 | IYRISHARES TR | 1,706,361 | $138.2B | 0.45% | |
| 31 | CELGCELGENE CORP | 1,315,658 | $137.3B | 0.45% | |
| 32 | VRTXVERTEX PHARMACEUTICALS INC | 912,724 | $136.8B | 0.45% | |
| 33 | DUKDUKE ENERGY CORP NEW | 1,620,831 | $136.3B | 0.44% | Put |
| 34 | MDLZMONDELEZ INTL INC | 3,127,160 | $133.8B | 0.44% | Put |
| 35 | REGNREGENERON PHARMACEUTICALS | 355,472 | $133.6B | 0.44% | Put |
| 36 | XLESELECT SECTOR SPDR TR | 1,806,810 | $130.6B | 0.43% | Put |
| 37 | WDCWESTERN DIGITAL CORP | 1,582,516 | $125.9B | 0.41% | |
| 38 | ADBEADOBE SYS INC | 704,969 | $123.5B | 0.40% | Put |
| 39 | INTCINTEL CORP | 2,666,946 | $123.1B | 0.40% | Put |
| 40 | YUMYUM BRANDS INC | 1,493,059 | $121.8B | 0.40% | |
| 41 | 7HPHP INC | 5,794,043 | $121.7B | 0.40% | Put |
| 42 | ALSALLSTATE CORP | 1,157,336 | $121.2B | 0.39% | Put |
| 43 | APDAIR PRODS & CHEMS INC | 717,694 | $117.8B | 0.38% | Put |
| 44 | HUNHUNTSMAN CORP | 3,534,199 | $117.7B | 0.38% | |
| 45 | DEDEERE & CO | 747,899 | $117.1B | 0.38% | Put |
| 46 | FFORD MTR CO DEL | 9,344,116 | $116.7B | 0.38% | Call |
| 47 | —MONSANTO CO NEW | 999,033 | $116.7B | 0.38% | |
| 48 | TSMTAIWAN SEMICONDUCTOR MFG LTD | 2,833,897 | $112.4B | 0.37% | |
| 49 | STXSEAGATE TECHNOLOGY PLC | 2,656,843 | $111.2B | 0.36% | Put |
| 50 | QSRRESTAURANT BRANDS INTL INC | 1,778,337 | $109.4B | 0.36% | Put |
| 51 | TRVCCITIGROUP INC | 1,435,376 | $106.8B | 0.35% | Put |
| 52 | CMCSACOMCAST CORP NEW | 2,565,041 | $102.7B | 0.33% | Put |
| 53 | AMGNAMGEN INC | 589,683 | $102.5B | 0.33% | Put |
| 54 | SPLKCHFSPLUNK INC | 1,205,331 | $99.8B | 0.33% | |
| 55 | LMTLOCKHEED MARTIN CORP | 309,369 | $99.3B | 0.32% | Put |
| 56 | EBAEBAY INC | 2,628,839 | $99.2B | 0.32% | Put |
| 57 | ETNEATON CORP PLC | 1,251,872 | $98.9B | 0.32% | Put |
| 58 | GLWCORNING INC | 3,083,493 | $98.6B | 0.32% | Put |
| 59 | JDJD COM INC | 2,375,014 | $98.4B | 0.32% | Put |
| 60 | GDGENERAL DYNAMICS CORP | 482,813 | $98.2B | 0.32% | |
| 61 | AAALCOA CORP | 1,819,209 | $98.0B | 0.32% | Put |
| 62 | LYBLYONDELLBASELL INDUSTRIES N | 887,295 | $97.9B | 0.32% | Put |
| 63 | BABAALIBABA GROUP HLDG LTD | 561,250 | $96.8B | 0.32% | Put |
| 64 | SNISCRIPPS NETWORKS INTERACT IN | 1,132,314 | $96.7B | 0.31% | |
| 65 | TMUST MOBILE US INC | 1,516,229 | $96.3B | 0.31% | |
| 66 | AZOAUTOZONE INC | 133,976 | $95.3B | 0.31% | Put |
| 67 | MLCOMELCO RESORT ENTERTAINMENT L | 3,259,925 | $94.7B | 0.31% | |
| 68 | PEOEXELON CORP | 2,389,114 | $94.2B | 0.31% | Put |
| 69 | PRUPRUDENTIAL FINL INC | 812,807 | $93.5B | 0.30% | |
| 70 | MRKMERCK & CO INC | 1,648,406 | $92.8B | 0.30% | Put |
| 71 | BSXBOSTON SCIENTIFIC CORP | 3,702,539 | $91.8B | 0.30% | |
| 72 | RDS/AROYAL DUTCH SHELL PLC | 1,335,938 | $89.1B | 0.29% | Put |
| 73 | MDTMEDTRONIC PLC | 1,099,527 | $88.8B | 0.29% | Call |
| 74 | MRVLMARVELL TECHNOLOGY GROUP LTD | 4,104,346 | $88.1B | 0.29% | |
| 75 | BPBP PLC | 2,091,316 | $87.9B | 0.29% | |
| 76 | MPCMARATHON PETE CORP | 1,323,970 | $87.4B | 0.28% | Put |
| 77 | MNSTMONSTER BEVERAGE CORP NEW | 1,379,076 | $87.3B | 0.28% | |
| 78 | VNQVANGUARD INDEX FDS | 1,051,600 | $87.3B | 0.28% | |
| 79 | —GREAT PLAINS ENERGY INC | 2,705,937 | $87.2B | 0.28% | |
| 80 | RIGTRANSOCEAN LTD | 7,984,243 | $85.3B | 0.28% | Put |
| 81 | RYROYAL BK CDA MONTREAL QUE | 1,039,612 | $85.1B | 0.28% | |
| 82 | TECK/BTECK RESOURCES LTD | 3,241,887 | $84.9B | 0.28% | Put |
| 83 | GSKGLAXOSMITHKLINE PLC | 2,388,168 | $84.7B | 0.28% | |
| 84 | SUSUNCOR ENERGY INC NEW | 2,302,173 | $84.6B | 0.28% | |
| 85 | AGNCAGNC INVT CORP | 4,183,884 | $84.5B | 0.27% | Put |
| 86 | DELLDELL TECHNOLOGIES INC | 1,039,256 | $84.5B | 0.27% | |
| 87 | CAGCONAGRA BRANDS INC | 2,234,210 | $84.2B | 0.27% | Put |
| 88 | BKNGPRICELINE GRP INC | 48,410 | $84.1B | 0.27% | |
| 89 | ADPAUTOMATIC DATA PROCESSING IN | 710,609 | $83.3B | 0.27% | Put |
| 90 | VMWEURVMWARE INC | 661,859 | $82.9B | 0.27% | |
| 91 | DHRDANAHER CORP DEL | 888,730 | $82.5B | 0.27% | |
| 92 | ANETEURARISTA NETWORKS INC | 349,954 | $82.4B | 0.27% | Put |
| 93 | USFDUS FOODS HLDG CORP | 2,573,812 | $82.2B | 0.27% | |
| 94 | LRCXEURLAM RESEARCH CORP | 445,705 | $82.0B | 0.27% | Put |
| 95 | CLCOLGATE PALMOLIVE CO | 1,084,556 | $81.8B | 0.27% | |
| 96 | KMBKIMBERLY CLARK CORP | 669,375 | $80.8B | 0.26% | |
| 97 | IRINGERSOLL-RAND PLC | 904,411 | $80.7B | 0.26% | Put |
| 98 | EWEDWARDS LIFESCIENCES CORP | 708,644 | $79.9B | 0.26% | |
| 99 | PPLPPL CORP | 2,574,322 | $79.7B | 0.26% | Put |
| 100 | —ALLERGAN PLC | 484,232 | $79.2B | 0.26% | Put |
Page 1 of 23Next