TWO SIGMA INVESTMENTS, LP Q1 2020 Filing

Filed May 15, 2020

Portfolio Value

$12.3B

Holdings

2,039

Report Date

Q1 2020

Filing Type

13F-HR

All Holdings (2,039 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	XLESELECT SECTOR SPDR TR	80,488	$2.3B	19.05%	Put
2	XLKSELECT SECTOR SPDR TR	28,641	$2.3B	18.75%	Put
3	LBEURL BRANDS INC	195,900	$2.3B	18.45%	Put
4	DECKDECKERS OUTDOOR CORP	16,335	$2.2B	17.83%	Put
5	GWREGUIDEWIRE SOFTWARE INC	27,161	$2.2B	17.54%	Put
6	CPRICAPRI HOLDINGS LIMITED	195,171	$2.1B	17.15%	Put
7	PAGSPAGSEGURO DIGITAL LTD	100,200	$1.9B	15.78%	Put
8	CVNACARVANA CO	34,700	$1.9B	15.57%	Put
9	AAALCOA CORP	3,910,582	$1.9B	15.43%	Put
10	BIGGQBIG LOTS INC	132,195	$1.9B	15.31%	Put
11	PVHPVH CORPORATION	49,669	$1.9B	15.23%	Put
12	CAGCONAGRA BRANDS INC	63,700	$1.9B	15.22%	Put
13	ETNEATON CORP PLC	37,847	$1.9B	15.09%	Put
14	GWWGRAINGER W W INC	35,897	$1.8B	15.03%	Put
15	ORLYO REILLY AUTOMOTIVE INC NEW	9,810	$1.8B	14.96%	Put
16	WATWATERS CORP	9,913	$1.8B	14.69%	Put
17	CTRACABOT OIL & GAS CORP	104,622	$1.8B	14.64%	Put
18	ABTABBOTT LABS	22,767	$1.8B	14.64%	Put
19	UTHUNITED THERAPEUTICS CORP DEL	293,692	$1.8B	14.35%	Put
20	DOCHEALTHPEAK PROPERTIES INC	73,743	$1.8B	14.32%	Put
21	KLACKLA CORPORATION	12,200	$1.8B	14.28%	Put
22	JBHTHUNT J B TRANS SVCS INC	77,640	$1.7B	14.17%	Put
23	PETSPETMED EXPRESS INC	60,354	$1.7B	14.15%	Put
24	DEDEERE & CO	12,500	$1.7B	14.07%	Put
25	GDXJVANECK VECTORS ETF TR	104,820	$1.7B	13.93%	Put
26	XLYSELECT SECTOR SPDR TR	288,252	$1.7B	13.88%	Put
27	CFCF INDS HLDGS INC	419,281	$1.7B	13.48%	Put
28	DFSEURDISCOVER FINL SVCS	249,364	$1.6B	13.30%	Put
29	COHRII VI INC	57,300	$1.6B	13.30%	Put
30	IDXXIDEXX LABS INC	11,793	$1.6B	13.22%	Put
31	DOWDOW INC	203,690	$1.6B	13.11%	Put
32	LHXL3HARRIS TECHNOLOGIES INC	8,900	$1.6B	13.06%	Put
33	0VVBVIACOMCBS INC	1,388,795	$1.6B	13.01%	Put
34	HESHESS CORP	77,543	$1.6B	12.88%	Put
35	ESSESSEX PPTY TR INC	116,242	$1.6B	12.75%	Put
36	GDDYGODADDY INC	442,395	$1.6B	12.71%	Put
37	—BENEFYTT TECHNOLOGIES INC	69,600	$1.6B	12.69%	Put
38	ALBALBEMARLE CORP	27,000	$1.5B	12.40%	Put
39	HASHASBRO INC	92,075	$1.5B	12.34%	Put
40	EQREQUITY RESIDENTIAL	24,181	$1.5B	12.15%	Put
41	LENLENNAR CORP	66,100	$1.5B	12.08%	Put
42	PZZAPAPA JOHNS INTL INC	200,631	$1.5B	12.07%	Put
43	VSTVISTRA ENERGY CORP	92,506	$1.5B	12.03%	Put
44	NEENEXTERA ENERGY INC	12,319	$1.5B	11.97%	Put
45	CACCCREDIT ACCEP CORP MICH	5,737	$1.5B	11.95%	Put
46	—BUNGE LIMITED	35,600	$1.5B	11.89%	Put
47	FDSFACTSET RESH SYS INC	5,600	$1.5B	11.88%	Put
48	CMCSACOMCAST CORP NEW	852,482	$1.5B	11.85%	Put
49	AGFIRST MAJESTIC SILVER CORP	233,119	$1.4B	11.76%	Put
50	SIGSIGNET JEWELERS LIMITED	223,587	$1.4B	11.74%	Put
51	JPXAEROVIRONMENT INC	23,300	$1.4B	11.57%	Put
52	SPGSIMON PPTY GROUP INC NEW	803,518	$1.4B	11.51%	Put
53	DVNDEVON ENERGY CORP NEW	203,957	$1.4B	11.47%	Put
54	EOGEOG RES INC	253,870	$1.4B	11.42%	Put
55	TRVTRAVELERS COMPANIES INC	58,079	$1.4B	11.20%	Put
56	KBHKB HOME	245,061	$1.4B	11.11%	Put
57	TMETENCENT MUSIC ENTMT GROUP	3,254,447	$1.4B	11.10%	Put
58	FTCHQFARFETCH LTD	171,053	$1.4B	11.01%	Put
59	RDS/AROYAL DUTCH SHELL PLC	38,399	$1.3B	10.91%	Put
60	SRESEMPRA ENERGY	11,808	$1.3B	10.86%	Put
61	BMRNBIOMARIN PHARMACEUTICAL INC	79,336	$1.3B	10.85%	Put
62	SJMSMUCKER J M CO	58,588	$1.3B	10.80%	Put
63	GGALGRUPO FINANCIERO GALICIA S.A	187,000	$1.3B	10.74%	Put
64	HDBHDFC BANK LTD	33,928	$1.3B	10.63%	Put
65	PEOEXELON CORP	1,506,228	$1.3B	10.57%	Put
66	AVLRUSDAVALARA INC	200,197	$1.3B	10.44%	Put
67	ROKROCKWELL AUTOMATION INC	15,701	$1.3B	10.34%	Put
68	ABXBARRICK GOLD CORPORATION	69,200	$1.3B	10.33%	Put
69	ZUOUSDZUORA INC	155,983	$1.3B	10.23%	Put
70	IPINTL PAPER CO	40,221	$1.3B	10.19%	Put
71	FQIDIGITAL RLTY TR INC	9,000	$1.3B	10.18%	Put
72	MOHMOLINA HEALTHCARE INC	8,900	$1.2B	10.13%	Put
73	AONAON PLC	7,499	$1.2B	10.07%	Put
74	SLVISHARES SILVER TRUST	94,400	$1.2B	10.03%	Put
75	FASTFASTENAL CO	72,377	$1.2B	9.94%	Put
76	EAELECTRONIC ARTS INC	622,498	$1.2B	9.88%	Put
77	BACVERIZON COMMUNICATIONS INC	1,571,301	$1.2B	9.82%	Put
78	EBAEBAY INC	518,317	$1.2B	9.79%	Put
79	METMETLIFE INC	254,241	$1.2B	9.77%	Put
80	NXPINXP SEMICONDUCTORS N V	14,400	$1.2B	9.73%	Put
81	LYBLYONDELLBASELL INDUSTRIES N	24,026	$1.2B	9.72%	Put
82	GDSGDS HLDGS LTD	20,500	$1.2B	9.68%	Put
83	PAASPAN AMERN SILVER CORP	296,115	$1.2B	9.65%	Put
84	HUMHUMANA INC	45,077	$1.2B	9.57%	Put
85	EDCONSOLIDATED EDISON INC	14,903	$1.2B	9.47%	Put
86	CICIGNA CORP NEW	6,500	$1.2B	9.37%	Put
87	LOWLOWES COS INC	193,884	$1.2B	9.37%	Put
88	W3UWESTERN UN CO	63,323	$1.1B	9.36%	Put
89	DKSDICKS SPORTING GOODS INC	372,920	$1.1B	9.34%	Put
90	FFIVF5 NETWORKS INC	22,206	$1.1B	9.31%	Put
91	EIXEDISON INTL	20,761	$1.1B	9.27%	Put
92	NWLNEWELL BRANDS INC	85,500	$1.1B	9.24%	Put
93	SONOSONOS INC	452,551	$1.1B	9.13%	Put
94	IFFINTERNATIONAL FLAVORS&FRAGRA	75,914	$1.1B	9.11%	Put
95	NXSTNEXSTAR MEDIA GROUP INC	19,300	$1.1B	9.08%	Put
96	MHKMOHAWK INDS INC	14,383	$1.1B	8.93%	Put
97	KMXCARMAX INC	106,006	$1.1B	8.85%	Put
98	GIIIG III APPAREL GROUP LTD	141,059	$1.1B	8.84%	Put
99	DISCAUSDDISCOVERY INC	55,447	$1.1B	8.78%	Put
100	QRVOQORVO INC	117,931	$1.1B	8.67%	Put

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