TWO SIGMA INVESTMENTS, LP Q3 2020 Filing

Filed November 16, 2020

Portfolio Value

$28.2B

Holdings

2,055

Report Date

Q3 2020

Filing Type

13F-HR

All Holdings (2,055 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	DINDINE BRANDS GLOBAL INC	44,700	$2.4B	8.66%	Put
2	XLKSELECT SECTOR SPDR TR	16,581	$1.9B	6.87%	Put
3	ORCLORACLE CORP	3,512,219	$1.9B	6.78%	Put
4	TREXTREX CO INC	26,600	$1.9B	6.76%	Put
5	DKSDICKS SPORTING GOODS INC	1,381,825	$1.9B	6.69%	Put
6	FEFIRSTENERGY CORP	1,113,455	$1.8B	6.49%	Put
7	GDXVANECK VECTORS ETF TR	93,600	$1.8B	6.39%	Put
8	VNOVORNADO RLTY TR	52,900	$1.8B	6.33%	Put
9	RDFNREDFIN CORP	35,426	$1.8B	6.28%	Put
10	PLUNPLUG POWER INC	609,759	$1.8B	6.25%	Put
11	AVLRUSDAVALARA INC	236,096	$1.7B	6.11%	Put
12	PEGPUBLIC SVC ENTERPRISE GRP IN	70,367	$1.7B	6.11%	Put
13	MSGSMADISON SQUARE GRDN SPRT COR	11,400	$1.7B	6.09%	Put
14	SIXEURSIX FLAGS ENTMT CORP NEW	84,300	$1.7B	6.07%	Put
15	LVSLAS VEGAS SANDS CORP	36,400	$1.7B	6.03%	Put
16	CSGPCOSTAR GROUP INC	2,000	$1.7B	6.03%	Put
17	CLRUSDCONTINENTAL RES INC	262,090	$1.7B	6.02%	Put
18	HASHASBRO INC	20,500	$1.7B	6.02%	Put
19	BEBLOOM ENERGY CORP	93,300	$1.7B	5.95%	Put
20	PXDEURPIONEER NAT RES CO	912,681	$1.7B	5.95%	Put
21	DAYCERIDIAN HCM HLDG INC	313,591	$1.7B	5.93%	Put
22	WMBWILLIAMS COS INC	84,901	$1.7B	5.92%	Put
23	FSLRFIRST SOLAR INC	92,131	$1.7B	5.87%	Put
24	NTNXNUTANIX INC	73,443	$1.6B	5.79%	Put
25	PODDINSULET CORP	6,800	$1.6B	5.71%	Put
26	WENWENDYS CO	4,326,739	$1.6B	5.69%	Put
27	EWJISHARES INC	27,100	$1.6B	5.68%	Put
28	ALKALASKA AIR GROUP INC	257,578	$1.6B	5.58%	Put
29	AAALCOA CORP	2,389,516	$1.6B	5.56%	Put
30	HBC2HSBC HLDGS PLC	223,954	$1.6B	5.54%	Put
31	GOOSCANADA GOOSE HLDGS INC	48,400	$1.6B	5.53%	Put
32	ILMNILLUMINA INC	5,020	$1.6B	5.51%	Put
33	SKAASKECHERS U S A INC	51,100	$1.5B	5.48%	Put
34	XOPSPDR SER TR	363,988	$1.5B	5.42%	Put
35	TEVATEVA PHARMACEUTICAL INDS LTD	169,548	$1.5B	5.42%	Put
36	VSTVISTRA CORP	80,000	$1.5B	5.36%	Put
37	FOXAFOX CORP	54,100	$1.5B	5.35%	Put
38	DFSEURDISCOVER FINL SVCS	331,617	$1.5B	5.31%	Put
39	WECWEC ENERGY GROUP INC	15,400	$1.5B	5.30%	Put
40	RLRALPH LAUREN CORP	444,549	$1.5B	5.29%	Put
41	ASMLASML HOLDING N V	16,432	$1.5B	5.26%	Put
42	CICIGNA CORP NEW	51,115	$1.5B	5.26%	Put
43	USFDUS FOODS HLDG CORP	1,001,106	$1.5B	5.18%	Put
44	METMETLIFE INC	420,537	$1.4B	5.13%	Put
45	7HPHP INC	75,900	$1.4B	5.12%	Put
46	ZGZILLOW GROUP INC	152,117	$1.4B	5.10%	Put
47	SMGSCOTTS MIRACLE GRO CO	20,229	$1.4B	5.00%	Put
48	LWLAMB WESTON HLDGS INC	21,200	$1.4B	4.99%	Put
49	ABGAMERISOURCEBERGEN CORP	14,500	$1.4B	4.99%	Put
50	URIUNITED RENTALS INC	8,000	$1.4B	4.96%	Put
51	WKHSEURWORKHORSE GROUP INC	96,808	$1.4B	4.95%	Put
52	DONSPDR DOW JONES INDL AVERAGE	623,952	$1.4B	4.95%	Put
53	STXSEAGATE TECHNOLOGY PLC	27,600	$1.4B	4.83%	Put
54	—MYLAN NV	91,500	$1.4B	4.82%	Put
55	IBBISHARES TR	9,945	$1.3B	4.78%	Put
56	HALHALLIBURTON CO	2,754,819	$1.3B	4.73%	Put
57	CAKECHEESECAKE FACTORY INC	145,126	$1.3B	4.73%	Put
58	FNDFLOOR & DECOR HLDGS INC	308,600	$1.3B	4.64%	Put
59	QRVOQORVO INC	28,860	$1.3B	4.63%	Put
60	NRANRG ENERGY INC	42,100	$1.3B	4.59%	Put
61	PAGSPAGSEGURO DIGITAL LTD	34,300	$1.3B	4.59%	Put
62	HN9HANESBRANDS INC	81,200	$1.3B	4.54%	Put
63	REALTHE REALREAL INC	87,800	$1.3B	4.51%	Put
64	CCOCAMECO CORP	125,200	$1.3B	4.49%	Put
65	SEDGSOLAREDGE TECHNOLOGIES INC	12,279	$1.3B	4.47%	Put
66	SPWRQSUNPOWER CORP	100,547	$1.3B	4.47%	Put
67	CPRICAPRI HOLDINGS LIMITED	69,900	$1.3B	4.47%	Put
68	WW6WW INTL INC	66,582	$1.3B	4.46%	Put
69	PSAPUBLIC STORAGE	26,269	$1.3B	4.44%	Put
70	HFCUSDHOLLYFRONTIER CORP	1,120,959	$1.2B	4.43%	Put
71	FXIISHARES TR	29,700	$1.2B	4.43%	Put
72	ANETEURARISTA NETWORKS INC	25,917	$1.2B	4.42%	Put
73	SL2SLEEP NUMBER CORP	46,743	$1.2B	4.42%	Put
74	IIPRINNOVATIVE INDL PPTYS INC	22,129	$1.2B	4.41%	Put
75	NEWREURNEW RELIC INC	695,029	$1.2B	4.39%	Put
76	FISFIDELITY NATL INFORMATION SV	8,405	$1.2B	4.39%	Put
77	REGIEURRENEWABLE ENERGY GROUP INC	23,124	$1.2B	4.39%	Put
78	DYHTARGET CORP	1,824,205	$1.2B	4.37%	Put
79	KELKELLOGG CO	40,280	$1.2B	4.34%	Put
80	HELEHELEN OF TROY LTD	6,305	$1.2B	4.33%	Put
81	TOLTOLL BROTHERS INC	25,000	$1.2B	4.32%	Put
82	BILLBILL COM HLDGS INC	37,590	$1.2B	4.32%	Put
83	INMDINMODE LTD	33,500	$1.2B	4.31%	Put
84	HSICHENRY SCHEIN INC	20,600	$1.2B	4.30%	Put
85	HLFHERBALIFE NUTRITION LTD	25,849	$1.2B	4.28%	Call
86	FICOFAIR ISAAC CORP	23,119	$1.2B	4.26%	Put
87	CSIQCANADIAN SOLAR INC	268,663	$1.2B	4.20%	Put
88	LVGOLIVONGO HEALTH INC	19,534	$1.2B	4.20%	Put
89	EGHT8X8 INC NEW	578,759	$1.2B	4.20%	Put
90	CLCOLGATE PALMOLIVE CO	220,471	$1.2B	4.19%	Put
91	BLMNBLOOMIN BRANDS INC	752,584	$1.2B	4.19%	Put
92	TRGPTARGA RES CORP	2,176,018	$1.2B	4.15%	Put
93	GLUUGLU MOBILE INC	2,472,910	$1.2B	4.11%	Put
94	MTZMASTEC INC	82,433	$1.1B	4.05%	Put
95	WMWASTE MGMT INC DEL	942,293	$1.1B	4.03%	Put
96	SMARGBPSMARTSHEET INC	22,900	$1.1B	4.02%	Put
97	VACMARRIOTT VACTINS WORLDWID CO	12,400	$1.1B	4.00%	Put
98	HIIHUNTINGTON INGALLS INDS INC	192,818	$1.1B	3.99%	Put
99	CLXCLOROX CO DEL	890,269	$1.1B	3.94%	Put
100	HEIHEICO CORP NEW	10,576	$1.1B	3.93%	Put

Page 1 of 21Next