TWO SIGMA INVESTMENTS, LP Q2 2020 Filing

Filed August 14, 2020

Portfolio Value

$20.2B

Holdings

2,124

Report Date

Q2 2020

Filing Type

13F-HR

All Holdings (2,124 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	KELKELLOGG CO	43,710	$2.9B	14.30%	Put
2	FTCHQFARFETCH LTD	147,127	$2.5B	12.59%	Put
3	UIUBIQUITI INC	11,788	$2.1B	10.19%	Put
4	YETIYETI HLDGS INC	47,049	$2.0B	9.96%	Put
5	LVSLAS VEGAS SANDS CORP	43,495	$2.0B	9.81%	Put
6	IRBTQIROBOT CORP	228,274	$1.9B	9.60%	Put
7	VEEVVEEVA SYS INC	8,200	$1.9B	9.52%	Put
8	—2U INC	856,452	$1.9B	9.52%	Put
9	OLEDUNIVERSAL DISPLAY CORP	12,590	$1.9B	9.33%	Put
10	KSSKOHLS CORP	1,317,991	$1.8B	8.87%	Put
11	MOHMOLINA HEALTHCARE INC	21,313	$1.7B	8.65%	Put
12	PODDINSULET CORP	61,548	$1.7B	8.42%	Put
13	PETSPETMED EXPRESS INC	116,714	$1.7B	8.29%	Put
14	FANGDIAMONDBACK ENERGY INC	39,845	$1.7B	8.26%	Put
15	FASTFASTENAL CO	254,860	$1.6B	8.11%	Put
16	TSNTYSON FOODS INC	67,204	$1.6B	8.06%	Put
17	GDXVANECK VECTORS ETF TR	43,560	$1.6B	7.91%	Put
18	KBHKB HOME	51,800	$1.6B	7.87%	Put
19	PLNTPLANET FITNESS INC	25,700	$1.6B	7.71%	Put
20	KHCKRAFT HEINZ CO	95,483	$1.6B	7.70%	Put
21	XLESELECT SECTOR SPDR TR	78,938	$1.6B	7.68%	Put
22	NTNXNUTANIX INC	587,183	$1.5B	7.67%	Put
23	CPBCAMPBELL SOUP CO	54,166	$1.5B	7.50%	Put
24	INTUINTUIT	27,185	$1.5B	7.37%	Put
25	MTNVAIL RESORTS INC	8,160	$1.5B	7.36%	Put
26	TERTERADYNE INC	17,500	$1.5B	7.33%	Put
27	SJMSMUCKER J M CO	575,332	$1.4B	7.16%	Put
28	HBC2HSBC HLDGS PLC	60,800	$1.4B	7.02%	Put
29	SIGSIGNET JEWELERS LIMITED	137,705	$1.4B	7.01%	Put
30	ANFABERCROMBIE & FITCH CO	132,528	$1.4B	6.98%	Put
31	METMETLIFE INC	898,767	$1.4B	6.92%	Put
32	HESHESS CORP	26,900	$1.4B	6.90%	Put
33	AFWALIGN TECHNOLOGY INC	5,000	$1.4B	6.80%	Put
34	9990302DAPACHE CORP	763,066	$1.4B	6.71%	Put
35	TOLTOLL BROTHERS INC	107,785	$1.3B	6.65%	Put
36	PAYXPAYCHEX INC	239,633	$1.3B	6.65%	Put
37	OLNOLIN CORP	116,445	$1.3B	6.63%	Put
38	AKAMAKAMAI TECHNOLOGIES INC	73,637	$1.3B	6.56%	Put
39	ABTABBOTT LABS	554,795	$1.3B	6.54%	Put
40	CICIGNA CORP NEW	44,915	$1.3B	6.54%	Put
41	RVLVREVOLVE GROUP INC	88,778	$1.3B	6.53%	Put
42	LLYLILLY ELI & CO	7,938	$1.3B	6.45%	Put
43	LRCXEURLAM RESEARCH CORP	4,000	$1.3B	6.41%	Put
44	TPRTAPESTRY INC	441,282	$1.3B	6.39%	Put
45	WBWEIBO CORP	162,108	$1.3B	6.26%	Put
46	AG8AGILENT TECHNOLOGIES INC	14,100	$1.2B	6.17%	Put
47	STNESTONECO LTD	68,334	$1.2B	6.17%	Put
48	TRVTRAVELERS COMPANIES INC	10,900	$1.2B	6.16%	Put
49	ESTCELASTIC N V	13,444	$1.2B	6.14%	Put
50	MSGSMADISON SQUARE GRDN SPRT COR	8,400	$1.2B	6.11%	Put
51	TEVATEVA PHARMACEUTICAL INDS LTD	915,599	$1.2B	6.10%	Put
52	PRUPRUDENTIAL FINL INC	846,716	$1.2B	6.10%	Put
53	ULTAULTA BEAUTY INC	6,000	$1.2B	6.05%	Put
54	FSLRFIRST SOLAR INC	59,497	$1.2B	6.04%	Put
55	HN9HANESBRANDS INC	107,200	$1.2B	6.00%	Put
56	BBYBEST BUY INC	521,968	$1.2B	5.88%	Put
57	KLACKLA CORP	6,100	$1.2B	5.87%	Put
58	NCLHNORWEGIAN CRUISE LINE HLDG L	71,300	$1.2B	5.80%	Put
59	GMGENERAL MTRS CO	1,634,194	$1.2B	5.78%	Put
60	XLKSELECT SECTOR SPDR TR	28,371	$1.2B	5.70%	Put
61	MNSTMONSTER BEVERAGE CORP NEW	41,424	$1.1B	5.67%	Put
62	RMERESMED INC	5,900	$1.1B	5.61%	Put
63	ABGAMERISOURCEBERGEN CORP	22,573	$1.1B	5.58%	Put
64	ILMNILLUMINA INC	3,000	$1.1B	5.50%	Put
65	GWWGRAINGER W W INC	26,946	$1.1B	5.48%	Put
66	WHRWHIRLPOOL CORP	8,400	$1.1B	5.39%	Put
67	TMOTHERMO FISHER SCIENTIFIC INC	3,000	$1.1B	5.38%	Put
68	SAVESPIRIT AIRLS INC	60,900	$1.1B	5.37%	Put
69	TAPMOLSON COORS BEVERAGE CO	31,461	$1.1B	5.35%	Call
70	COPCONOCOPHILLIPS	25,606	$1.1B	5.33%	Call
71	IACIEURIAC INTERACTIVECORP	7,098	$1.1B	5.29%	Put
72	BBBYEURBED BATH & BEYOND INC	100,700	$1.1B	5.28%	Put
73	PANWPALO ALTO NETWORKS INC	241,922	$1.1B	5.28%	Put
74	HOGHARLEY DAVIDSON INC	44,400	$1.1B	5.23%	Put
75	FNVFRANCO NEV CORP	7,500	$1.0B	5.19%	Put
76	WGOWINNEBAGO INDS INC	15,700	$1.0B	5.18%	Put
77	TPDTEMPUR SEALY INTL INC	38,709	$1.0B	5.18%	Put
78	WMWASTE MGMT INC DEL	562,065	$1.0B	5.17%	Put
79	PFEPFIZER INC	7,312,493	$1.0B	5.15%	Put
80	NVROEURNEVRO CORP	85,846	$1.0B	5.13%	Put
81	AXONAXON ENTERPRISE INC	87,844	$1.0B	5.09%	Put
82	SMARGBPSMARTSHEET INC	20,000	$1.0B	5.04%	Put
83	ELVANTHEM INC	368,098	$1.0B	5.03%	Put
84	CBOECBOE GLOBAL MARKETS INC	145,378	$1.0B	5.01%	Put
85	UNHUNITEDHEALTH GROUP INC	406,418	$1.0B	4.97%	Put
86	CATCATERPILLAR INC DEL	16,700	$1.0B	4.95%	Put
87	PAHUSDELEMENT SOLUTIONS INC	91,908	$997.0M	4.94%
88	RUNSUNRUN INC	256,690	$996.1M	4.93%	Put
89	CSGPCOSTAR GROUP INC	1,400	$995.0M	4.93%	Put
90	VMIVALMONT INDS INC	8,748	$994.0M	4.92%
91	MTNBEURMATINAS BIOPHARMA HLDGS INC	1,282,506	$991.0M	4.91%
92	BGCPEURBGC PARTNERS INC	361,132	$990.0M	4.90%
93	XPOXPO LOGISTICS INC	12,800	$989.0M	4.90%	Put
94	SBSISOUTHSIDE BANCSHARES INC	35,614	$987.0M	4.89%
95	CAGCONAGRA BRANDS INC	979,791	$986.5M	4.89%	Put
96	CIENCIENA CORP	429,664	$986.3M	4.89%	Put
97	CERSCERUS CORP	149,314	$985.0M	4.88%
98	CARSCARS COM INC	171,049	$985.0M	4.88%
99	WHWYNDHAM HOTELS & RESORTS INC	23,105	$985.0M	4.88%
100	DGXQUEST DIAGNOSTICS INC	452,454	$984.6M	4.88%	Put

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