TWO SIGMA INVESTMENTS, LP Q4 2016 Filing
Filed February 14, 2017
Portfolio Value
$26.1T
Holdings
2,265
Report Date
Q4 2016
Filing Type
13F-HR
All Holdings (2,265 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | —AETNA INC NEW | 1,517,734 | $188.2B | 0.72% | Put |
| 2 | CSCOCISCO SYS INC | 6,182,572 | $186.8B | 0.72% | Put |
| 3 | —DOW CHEM CO | 3,225,752 | $184.6B | 0.71% | Put |
| 4 | GILDGILEAD SCIENCES INC | 2,548,012 | $182.5B | 0.70% | Put |
| 5 | —DU PONT E I DE NEMOURS & CO | 2,421,881 | $177.8B | 0.68% | |
| 6 | HUMHUMANA INC | 868,378 | $177.2B | 0.68% | |
| 7 | MDTMEDTRONIC PLC | 2,440,198 | $173.8B | 0.67% | Put |
| 8 | MUMICRON TECHNOLOGY INC | 7,892,663 | $173.0B | 0.66% | Put |
| 9 | ELVANTHEM INC | 1,150,458 | $165.4B | 0.63% | |
| 10 | BIIBBIOGEN INC | 566,390 | $160.6B | 0.62% | Put |
| 11 | BAXBAXTER INTL INC | 3,606,220 | $159.9B | 0.61% | Put |
| 12 | —MONSANTO CO NEW | 1,515,643 | $159.5B | 0.61% | |
| 13 | ABTABBOTT LABS | 4,144,054 | $159.2B | 0.61% | Put |
| 14 | HPEHEWLETT PACKARD ENTERPRISE C | 6,866,797 | $158.9B | 0.61% | Put |
| 15 | LMTLOCKHEED MARTIN CORP | 631,479 | $157.8B | 0.61% | Put |
| 16 | CLCOLGATE PALMOLIVE CO | 2,341,961 | $153.3B | 0.59% | |
| 17 | CICIGNA CORPORATION | 1,148,581 | $153.2B | 0.59% | |
| 18 | NFLXNETFLIX INC | 1,228,915 | $152.1B | 0.58% | Put |
| 19 | EXPEEXPEDIA INC DEL | 1,324,239 | $150.0B | 0.58% | Put |
| 20 | HDHOME DEPOT INC | 1,116,125 | $149.7B | 0.57% | Put |
| 21 | LOWLOWES COS INC | 2,096,625 | $149.1B | 0.57% | Put |
| 22 | SPYSPDR S&P 500 ETF TR | 664,840 | $148.6B | 0.57% | Put |
| 23 | TEVATEVA PHARMACEUTICAL INDS LTD | 3,931,945 | $142.5B | 0.55% | Call |
| 24 | —ST JUDE MED INC | 1,767,107 | $141.7B | 0.54% | |
| 25 | VMWEURVMWARE INC | 1,775,317 | $139.8B | 0.54% | |
| 26 | KMBKIMBERLY CLARK CORP | 1,223,041 | $139.6B | 0.54% | Put |
| 27 | KLACKLA-TENCOR CORP | 1,758,196 | $138.3B | 0.53% | |
| 28 | —YAHOO INC | 3,527,896 | $136.4B | 0.52% | |
| 29 | AEPAMERICAN ELEC PWR INC | 2,032,761 | $128.0B | 0.49% | Put |
| 30 | AZOAUTOZONE INC | 161,047 | $127.2B | 0.49% | Put |
| 31 | SBUXSTARBUCKS CORP | 2,266,841 | $125.9B | 0.48% | Put |
| 32 | SPGIS&P GLOBAL INC | 1,106,596 | $119.0B | 0.46% | |
| 33 | —RITE AID CORP | 14,378,645 | $118.5B | 0.45% | |
| 34 | STZCONSTELLATION BRANDS INC | 759,865 | $116.5B | 0.45% | Call |
| 35 | SESPECTRA ENERGY CORP | 2,798,535 | $115.0B | 0.44% | |
| 36 | USX1UNITED STATES STL CORP NEW | 3,464,257 | $114.4B | 0.44% | Put |
| 37 | APDAIR PRODS & CHEMS INC | 794,959 | $114.3B | 0.44% | Put |
| 38 | GSKGLAXOSMITHKLINE PLC | 2,960,534 | $114.0B | 0.44% | |
| 39 | 7HPHP INC | 7,643,903 | $113.4B | 0.43% | |
| 40 | BSXBOSTON SCIENTIFIC CORP | 5,162,912 | $111.7B | 0.43% | Put |
| 41 | VODVODAFONE GROUP PLC NEW | 4,485,519 | $109.6B | 0.42% | |
| 42 | ABBVABBVIE INC | 1,743,424 | $109.2B | 0.42% | Put |
| 43 | WMWASTE MGMT INC DEL | 1,523,052 | $108.0B | 0.41% | Put |
| 44 | CVXCHEVRON CORP NEW | 901,068 | $106.1B | 0.41% | Put |
| 45 | —LEVEL 3 COMMUNICATIONS INC | 1,867,131 | $105.2B | 0.40% | |
| 46 | ORCLORACLE CORP | 2,719,561 | $104.6B | 0.40% | Put |
| 47 | —GREAT PLAINS ENERGY INC | 3,797,319 | $103.9B | 0.40% | |
| 48 | STXSEAGATE TECHNOLOGY PLC | 2,703,388 | $103.2B | 0.40% | |
| 49 | EMREMERSON ELEC CO | 1,841,076 | $102.6B | 0.39% | Put |
| 50 | OXYOCCIDENTAL PETE CORP DEL | 1,432,050 | $102.0B | 0.39% | Put |
| 51 | AKAMAKAMAI TECHNOLOGIES INC | 1,466,773 | $97.8B | 0.38% | Put |
| 52 | NXPINXP SEMICONDUCTORS N V | 987,764 | $96.8B | 0.37% | |
| 53 | BACVERIZON COMMUNICATIONS INC | 1,807,533 | $96.5B | 0.37% | Put |
| 54 | FFORD MTR CO DEL | 7,865,486 | $95.4B | 0.37% | Put |
| 55 | TAT&T INC | 2,232,404 | $94.9B | 0.36% | Put |
| 56 | MGMMGM RESORTS INTERNATIONAL | 3,269,282 | $94.3B | 0.36% | Put |
| 57 | YUMYUM BRANDS INC | 1,445,381 | $91.5B | 0.35% | Put |
| 58 | LRCXEURLAM RESEARCH CORP | 849,017 | $89.8B | 0.34% | Put |
| 59 | IRINGERSOLL-RAND PLC | 1,192,411 | $89.5B | 0.34% | |
| 60 | —TWENTY FIRST CENTY FOX INC | 3,188,526 | $89.4B | 0.34% | |
| 61 | METAFACEBOOK INC | 775,600 | $89.2B | 0.34% | Put |
| 62 | ADIANALOG DEVICES INC | 1,221,188 | $88.7B | 0.34% | |
| 63 | BCEBCE INC | 2,004,493 | $86.6B | 0.33% | |
| 64 | 4I1PHILIP MORRIS INTL INC | 935,701 | $85.6B | 0.33% | Put |
| 65 | AMTAMERICAN TOWER CORP NEW | 809,410 | $85.5B | 0.33% | Put |
| 66 | VVISA INC | 1,092,647 | $85.2B | 0.33% | Put |
| 67 | GMGENERAL MTRS CO | 2,427,582 | $84.6B | 0.32% | Put |
| 68 | TMOTHERMO FISHER SCIENTIFIC INC | 598,948 | $84.5B | 0.32% | Put |
| 69 | SBACSBA COMMUNICATIONS CORP | 804,410 | $83.1B | 0.32% | Put |
| 70 | FEFIRSTENERGY CORP | 2,672,489 | $82.8B | 0.32% | Put |
| 71 | GOOGLALPHABET INC | 104,000 | $82.4B | 0.32% | Put |
| 72 | CMICUMMINS INC | 596,480 | $81.5B | 0.31% | Call |
| 73 | DISDISNEY WALT CO | 769,501 | $80.2B | 0.31% | Put |
| 74 | RIGTRANSOCEAN LTD | 5,434,989 | $80.1B | 0.31% | Put |
| 75 | PGPROCTER AND GAMBLE CO | 945,197 | $79.5B | 0.30% | Put |
| 76 | AAPLAPPLE INC | 673,200 | $78.0B | 0.30% | Put |
| 77 | ETNEATON CORP PLC | 1,154,670 | $77.5B | 0.30% | |
| 78 | MXIMMAXIM INTEGRATED PRODS INC | 1,993,346 | $76.9B | 0.29% | Put |
| 79 | WRUSDWESTAR ENERGY INC | 1,356,796 | $76.5B | 0.29% | |
| 80 | AMGNAMGEN INC | 519,004 | $75.9B | 0.29% | Put |
| 81 | ZAYOEURZAYO GROUP HLDGS INC | 2,308,845 | $75.9B | 0.29% | |
| 82 | VRTXVERTEX PHARMACEUTICALS INC | 1,026,855 | $75.6B | 0.29% | |
| 83 | PEOEXELON CORP | 2,084,254 | $74.0B | 0.28% | Put |
| 84 | SRCLSTERICYCLE INC | 954,560 | $73.5B | 0.28% | Put |
| 85 | CVSCVS HEALTH CORP | 919,016 | $72.5B | 0.28% | Put |
| 86 | NSCNORFOLK SOUTHERN CORP | 668,624 | $72.3B | 0.28% | Put |
| 87 | EMNEASTMAN CHEM CO | 947,290 | $71.2B | 0.27% | |
| 88 | ENBENBRIDGE INC | 1,680,829 | $70.8B | 0.27% | Put |
| 89 | BERYEURBERRY PLASTICS GROUP INC | 1,443,947 | $70.4B | 0.27% | Put |
| 90 | —MEAD JOHNSON NUTRITION CO | 991,797 | $70.2B | 0.27% | |
| 91 | PPLPPL CORP | 2,047,075 | $69.7B | 0.27% | Put |
| 92 | CTLEURCENTURYLINK INC | 2,926,871 | $69.6B | 0.27% | Put |
| 93 | —NEWFIELD EXPL CO | 1,705,736 | $69.1B | 0.26% | Put |
| 94 | EX9EXELIXIS INC | 4,557,738 | $68.0B | 0.26% | |
| 95 | LBTYBLIBERTY GLOBAL PLC | 2,210,330 | $67.6B | 0.26% | Put |
| 96 | ETRENTERGY CORP NEW | 919,160 | $67.5B | 0.26% | Put |
| 97 | AWNADVANCE AUTO PARTS INC | 396,984 | $67.1B | 0.26% | Put |
| 98 | CNPCENTERPOINT ENERGY INC | 2,689,493 | $66.3B | 0.25% | Put |
| 99 | BURLBURLINGTON STORES INC | 768,753 | $65.2B | 0.25% | |
| 100 | CECELANESE CORP DEL | 818,422 | $64.4B | 0.25% |
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