Two Sigma Investments

Latest statistics and disclosures from Two Sigma Investments's latest quarterly 13F-HR filing:

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Portfolio Holdings for Two Sigma Investments

Companies in the Two Sigma Investments portfolio as of the September 2021 quarterly 13F filing

Two Sigma Investments has 2796 total positions. Only the first 250 positions are shown.

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Spdr S&p 500 Etf Tr Tr Unit Call Option (SPY) 1.3 $573M +46% 1.3M 429.14
Invesco Qqq Tr Unit Ser 1 Call Option (QQQ) 1.2 $524M +100% 1.5M 357.96
Lam Research Corporation Call Option (LRCX) 0.8 $343M +237% 602k 569.16
Intel Corporation (INTC) 0.7 $328M +29% 6.2M 53.28
Alphabet Cap Stk Cl A Call Option (GOOGL) 0.7 $314M -25% 117k 2673.55
Paypal Holdings (PYPL) 0.7 $302M +149% 1.2M 260.21
International Business Machines Call Option (IBM) 0.7 $294M +29% 2.1M 138.93
Boeing Company (BA) 0.6 $290M +36% 1.3M 219.94
Microsoft Corporation (MSFT) 0.6 $287M -8% 1.0M 281.92
Amgen (AMGN) 0.6 $272M +29% 1.3M 212.65
Citigroup Com New Call Option (C) 0.6 $271M +22% 3.9M 70.18
Visa Com Cl A (V) 0.6 $253M -9% 1.1M 222.75
Airbnb Com Cl A (ABNB) 0.6 $251M 1.5M 167.75
Moderna Call Option (MRNA) 0.6 $249M -38% 646k 384.86
Upstart Hldgs Call Option (UPST) 0.6 $247M NEW 780k 316.44
Booking Holdings Call Option (BKNG) 0.5 $243M +8% 103k 2374.00
Gilead Sciences Call Option (GILD) 0.5 $243M +200% 3.5M 69.85
Caterpillar (CAT) 0.5 $242M +91% 1.3M 191.97
Mastercard Incorporated Cl A (MA) 0.5 $240M +369% 691k 347.68
Cisco Systems Call Option (CSCO) 0.5 $240M +1481% 4.4M 54.43
Merck & Co Call Option (MRK) 0.5 $239M -7% 3.2M 75.11
Qualcomm (QCOM) 0.5 $238M -20% 1.8M 128.98
Chevron Corporation Call Option (CVX) 0.5 $236M +1760% 2.3M 101.46
Eli Lilly & Co. Call Option (LLY) 0.5 $232M +5356% 1.0M 231.00
Amazon Call Option (AMZN) 0.5 $231M +25% 70k 3285.03
Charter Communications Inc N Cl A (CHTR) 0.5 $230M +142% 317k 727.56
Mondelez Intl Cl A (MDLZ) 0.5 $227M +51% 3.9M 58.18
Viacomcbs CL B Call Option (PARA) 0.5 $227M +60% 5.7M 39.51
Coca-Cola Company (KO) 0.5 $226M -7% 4.3M 52.47
American Airls (AAL) 0.5 $222M +6% 11M 20.52
Bristol Myers Squibb Call Option (BMY) 0.5 $221M -3% 3.7M 59.14
S&p Global (SPGI) 0.5 $219M +80% 516k 424.89
Philip Morris International Put Option (PM) 0.5 $218M +410% 2.3M 94.81
Verizon Communications Call Option (VZ) 0.5 $217M +321% 4.0M 54.01
Honeywell International Call Option (HON) 0.5 $217M +11% 1.0M 212.33
Atlassian Corp Cl A (TEAM) 0.5 $213M +59% 545k 391.42
Facebook Cl A (FB) 0.5 $212M +211% 623k 339.39
Illumina Call Option (ILMN) 0.5 $209M +540% 515k 406.00
Boston Scientific Corporation (BSX) 0.5 $202M +4% 4.7M 43.39
Baxter International Put Option (BAX) 0.4 $200M +20% 2.5M 80.48
Etsy (ETSY) 0.4 $197M +137% 947k 207.96
General Electric Com New Call Option (GE) 0.4 $196M NEW 1.9M 103.04
Danaher Corporation Call Option (DHR) 0.4 $190M NEW 625k 304.50
Fortinet (FTNT) 0.4 $189M +2640% 647k 292.04
Analog Devices (ADI) 0.4 $188M +34% 1.1M 167.48
Costco Wholesale Corporation Call Option (COST) 0.4 $187M -44% 417k 449.35
Twitter Call Option (TWTR) 0.4 $186M +438% 3.1M 60.39
Walgreen Boots Alliance (WBA) 0.4 $185M +327% 3.9M 47.05
Altria Call Option (MO) 0.4 $183M +4521% 4.0M 45.52
At&t Call Option (T) 0.4 $183M +84% 6.8M 27.01
Intuit (INTU) 0.4 $183M +11198% 339k 539.51
Agilent Technologies Inc C ommon Call Option (A) 0.4 $183M NEW 1.2M 157.50
Medtronic SHS Call Option (MDT) 0.4 $183M -26% 1.5M 125.35
BP Sponsored Adr (BP) 0.4 $179M +7% 6.5M 27.33
Square Cl A Call Option (SQ) 0.4 $176M -56% 733k 239.84
Vertex Pharmaceuticals Incorporated (VRTX) 0.4 $174M NEW 960k 181.39
Palo Alto Networks Call Option (PANW) 0.4 $171M -14% 357k 479.04
Automatic Data Processing Call Option (ADP) 0.4 $170M +477% 852k 199.91
Snap Cl A Call Option (SNAP) 0.4 $170M -48% 2.3M 73.87
Royal Dutch Shell Spons Adr A Call Option 0.4 $166M -2% 3.7M 44.58
Freeport-mcmoran CL B Call Option (FCX) 0.4 $166M +69% 5.1M 32.56
Crocs Call Option (CROX) 0.4 $164M +2% 1.1M 143.48
CSX Corporation (CSX) 0.4 $161M -28% 5.4M 29.74
Clorox Company (CLX) 0.4 $160M +790% 968k 165.61
Datadog Cl A Com Call Option (DDOG) 0.4 $159M +967% 1.1M 141.34
Ihs Markit SHS 0.4 $158M +15% 1.4M 116.62
Edwards Lifesciences Call Option (EW) 0.4 $157M +12% 1.4M 113.20
Exxon Mobil Corporation (XOM) 0.3 $152M +4127% 2.6M 58.82
Chipotle Mexican Grill (CMG) 0.3 $149M +1544% 82k 1817.52
Union Pacific Corporation Call Option (UNP) 0.3 $148M +55% 755k 196.00
Wal-Mart Stores Call Option (WMT) 0.3 $146M +31% 1.0M 139.38
Dick's Sporting Goods Call Option (DKS) 0.3 $145M +8% 1.2M 119.78
Carnival Corp Unit 99/99/9999 (CCL) 0.3 $145M +332% 5.8M 25.01
Ecolab Call Option (ECL) 0.3 $145M +185% 696k 208.18
Shopify Cl A Call Option (SHOP) 0.3 $145M +26% 107k 1355.77
Newmont Mining Corporation Call Option (NEM) 0.3 $145M NEW 2.7M 54.30
O'reilly Automotive (ORLY) 0.3 $144M -24% 236k 611.06
Novartis Sponsored Adr (NVS) 0.3 $144M +12% 1.8M 81.78
Accenture Plc Ireland Shs Class A (ACN) 0.3 $144M +12% 449k 319.92
Iqvia Holdings Call Option (IQV) 0.3 $143M -7% 597k 240.00
Intuitive Surgical Com New (ISRG) 0.3 $142M -4% 143k 994.15
American Express Company Call Option (AXP) 0.3 $142M +23% 846k 167.50
Crowdstrike Hldgs Cl A (CRWD) 0.3 $141M -34% 575k 245.78
Canadian Pacific Railway (CP) 0.3 $138M 2.1M 65.07
Macy's Call Option (M) 0.3 $137M -7% 6.0M 22.60
Johnson & Johnson Call Option (JNJ) 0.3 $133M -52% 825k 161.67
Glaxosmithkline Sponsored Adr (GSK) 0.3 $132M +4645% 3.5M 38.21
Kimberly-Clark Corporation (KMB) 0.3 $129M -43% 975k 132.44
Select Sector Spdr Tr Sbi Healthcare (XLV) 0.3 $126M -4% 989k 127.30
Select Sector Spdr Tr Sbi Cons Stpls (XLP) 0.3 $126M 1.8M 68.84
Spdr Dow Jones Indl Average Ut Ser 1 (DIA) 0.3 $126M +18% 372k 338.29
Ishares Tr Core S&p500 Etf (IVV) 0.3 $126M +113% 292k 430.82
Microchip Technology Call Option (MCHP) 0.3 $125M +470% 812k 153.49
Select Sector Spdr Tr Technology (XLK) 0.3 $124M +72% 830k 149.32
Morgan Stanley Com New Call Option (MS) 0.3 $123M +471% 1.3M 97.31
Cme (CME) 0.3 $122M +714% 629k 193.38
Spotify Technology S A SHS (SPOT) 0.3 $121M +1154% 537k 225.34
Pure Storage Cl A Call Option (PSTG) 0.3 $120M +42% 4.8M 25.14
Stryker Corporation Call Option (SYK) 0.3 $119M +40% 450k 263.67
Apple (AAPL) 0.3 $117M -75% 830k 141.50
Boston Beer Cl A Call Option (SAM) 0.3 $117M +1319% 230k 509.76
Baidu Spon Adr Rep A (BIDU) 0.3 $116M -27% 757k 153.75
Manulife Finl Corp (MFC) 0.3 $116M -11% 6.0M 19.24
Vmware Cl A Com (VMW) 0.3 $114M -42% 767k 148.70
Linde SHS (LIN) 0.3 $114M +20% 388k 293.38
Norfolk Southern Call Option (NSC) 0.3 $113M -35% 473k 239.33
Zscaler Incorporated Call Option (ZS) 0.3 $113M -15% 431k 262.25
Zoominfo Technologies Com Cl A Call Option (ZI) 0.3 $113M +593% 1.8M 61.20
Sea Note 2.375%12/0 (Principal) 0.2 $111M +140% 31M 3.55
C3 Ai Cl A Call Option (AI) 0.2 $110M NEW 2.4M 46.34
Abbvie Call Option (ABBV) 0.2 $109M -58% 1.0M 107.87
Asana Cl A (ASAN) 0.2 $108M +61% 1.0M 103.84
Emerson Electric (EMR) 0.2 $107M +423% 1.1M 94.20
Zoetis Cl A Call Option (ZTS) 0.2 $106M +128% 548k 194.14
Ishares Tr Ishares Biotech (IBB) 0.2 $106M +42% 655k 161.68
Valero Energy Corporation Call Option (VLO) 0.2 $105M +268% 1.5M 70.57
Dropbox Cl A Call Option (DBX) 0.2 $103M +6% 3.5M 29.24
Tencent Music Entmt Group Spon Ads (TME) 0.2 $102M +6381% 14M 7.25
Nio Spon Ads (NIO) 0.2 $99M +47% 2.8M 35.63
Synopsys Call Option (SNPS) 0.2 $99M +670% 330k 299.00
Discovery Com Ser A (DISCA) 0.2 $97M -5% 3.8M 25.38
Cerner Corporation Call Option (CERN) 0.2 $97M -15% 1.4M 70.51
Abbott Laboratories (ABT) 0.2 $96M -62% 816k 118.13
Fastly Cl A Call Option (FSLY) 0.2 $96M +406% 2.4M 40.44
Avis Budget Call Option (CAR) 0.2 $95M +72% 816k 116.60
Draftkings Com Cl A (DKNG) 0.2 $95M +6609% 2.0M 48.16
Ke Hldgs Sponsored Ads (BEKE) 0.2 $94M +13988% 5.1M 18.26
ON Semiconductor (ON) 0.2 $93M +88% 2.0M 45.77
Alcoa Call Option (AA) 0.2 $92M -50% 1.9M 48.95
Peloton Interactive Cl A Com Call Option (PTON) 0.2 $91M +157% 1.0M 87.05
Comcast Corp Cl A (CMCSA) 0.2 $91M +13025% 1.6M 55.93
Lockheed Martin Corporation Call Option (LMT) 0.2 $90M -54% 261k 345.10
AutoZone Call Option (AZO) 0.2 $90M +213% 53k 1698.00
Home Depot Call Option (HD) 0.2 $88M +251% 269k 328.26
Hca Holdings (HCA) 0.2 $87M +400% 359k 242.72
Nordstrom Call Option (JWN) 0.2 $86M +12% 3.2M 26.45
Lemonade Call Option (LMND) 0.2 $85M +512% 1.3M 67.01
Micron Technology Call Option (MU) 0.2 $83M -34% 1.2M 70.98
Duke Energy Corp Com New (DUK) 0.2 $82M +986% 839k 97.59
Ishares Tr Msci Usa Min Vol (USMV) 0.2 $81M +27% 1.1M 73.50
Rockwell Automation (ROK) 0.2 $81M +5207% 276k 294.04
Aon Shs Cl A Put Option (AON) 0.2 $81M -38% 283k 285.75
Bank Of Montreal Cadcom Put Option (BMO) 0.2 $80M -16% 800k 99.70
Republic Services Put Option (RSG) 0.2 $80M -22% 664k 120.00
Oracle Corporation Call Option (ORCL) 0.2 $79M +463% 905k 87.13
Hollyfrontier Corp 0.2 $77M -12% 2.3M 33.13
Occidental Petroleum Corporation Call Option (OXY) 0.2 $77M -16% 2.6M 29.57
Tapestry (TPR) 0.2 $77M +668% 2.1M 37.02
Omni Call Option (OMC) 0.2 $76M +34864% 1.0M 72.42
Virgin Galactic Holdings Inc virgin galactic holdings (SPCE) 0.2 $75M +1690% 3.0M 25.30
Novo-nordisk A S Adr (NVO) 0.2 $74M +68% 775k 96.01
Arista Networks Call Option (ANET) 0.2 $74M +1751% 217k 343.70
Ishares Tr Rus 1000 Grw Etf (IWF) 0.2 $74M +1676% 270k 274.04
Check Point Software Tech Lt Ord Call Option (CHKP) 0.2 $72M -36% 637k 113.00
Roku Com Cl A Call Option (ROKU) 0.2 $71M -64% 225k 313.35
Norwegian Cruise Line Hldg L SHS Call Option (NCLH) 0.2 $70M +87% 2.6M 26.71
Inmode SHS Call Option (INMD) 0.2 $70M -24% 436k 159.47
United States Steel Corporation Call Option (X) 0.2 $70M -29% 3.2M 21.97
Avantor (AVTR) 0.2 $69M +257% 1.7M 40.90
Pg&e Corp Unit 99/99/9999 (PCGU) 0.2 $69M +24% 723k 95.60
Raytheon Technologies Corp Call Option (RTX) 0.2 $68M -11% 785k 85.95
Taiwan Semiconductor Mfg Sponsored Ads Call Option (TSM) 0.2 $67M +12% 603k 111.65
Prologis (PLD) 0.1 $67M +163% 535k 125.43
Epam Systems (EPAM) 0.1 $66M +19271% 116k 570.48
Workday Cl A (WDAY) 0.1 $66M +336% 265k 249.89
MercadoLibre (MELI) 0.1 $66M +2% 39k 1679.38
International Game Technolog Shs Usd Call Option (IGT) 0.1 $66M +29% 2.5M 26.33
Domino's Pizza Call Option (DPZ) 0.1 $65M -29% 137k 476.96
Dynatrace Com New (DT) 0.1 $65M +935% 921k 70.97
ResMed Call Option (RMD) 0.1 $65M NEW 247k 264.00
Seaworld Entertainment (SEAS) 0.1 $65M 1.2M 55.32
Xilinx 0.1 $63M -35% 420k 150.99
Rogers Communications CL B (RCI) 0.1 $63M +32% 1.3M 46.64
Becton, Dickinson and Call Option (BDX) 0.1 $63M +68% 256k 246.00
Nutanix Cl A (NTNX) 0.1 $63M +16% 1.7M 37.70
Alteryx Com Cl A (AYX) 0.1 $63M +13% 858k 73.10
Phillips 66 (PSX) 0.1 $63M +1503% 893k 70.03
Equifax (EFX) 0.1 $62M +410% 246k 253.42
New Oriental Ed & Technology Spon Adr (EDU) 0.1 $62M +626% 30M 2.05
Servicenow Call Option (NOW) 0.1 $61M +496% 99k 622.33
Kellogg Company Call Option (K) 0.1 $61M +959% 946k 63.91
Vanguard Specialized Funds Div App Etf (VIG) 0.1 $60M +36% 393k 153.60
Otis Worldwide Corp (OTIS) 0.1 $60M +29% 729k 82.28
Toronto Dominion Bk Ont Com New Call Option (TD) 0.1 $60M -30% 905k 66.14
Beyond Meat Call Option (BYND) 0.1 $60M +278% 566k 105.26
Starbucks Corporation Call Option (SBUX) 0.1 $59M -77% 539k 110.33
Tractor Supply Company (TSCO) 0.1 $58M +9% 287k 202.61
Carvana Cl A Call Option (CVNA) 0.1 $57M +421% 190k 301.54
Dicks Sporting Goods Note 3.250% 4/1 (Principal) 0.1 $57M +93% 16M 3.67
Bce Com New (BCE) 0.1 $57M +8% 1.1M 50.06
Mimecast Ord Shs (MIME) 0.1 $57M +101% 889k 63.60
Paycom Software Put Option (PAYC) 0.1 $56M +40% 114k 496.00
NVIDIA Corporation Call Option (NVDA) 0.1 $56M +172% 271k 207.16
AES Corporation Call Option (AES) 0.1 $56M +273% 2.5M 22.80
Encana Corporation (OVV) 0.1 $56M -47% 1.7M 32.88
Paychex (PAYX) 0.1 $56M +643% 495k 112.45
Ambarella SHS (AMBA) 0.1 $56M +17% 357k 155.74
Silvergate Cap Corp Cl A Call Option (SI) 0.1 $55M -21% 478k 115.50
Technipfmc (FTI) 0.1 $55M -7% 7.3M 7.53
Pagerduty (PD) 0.1 $55M +10% 1.3M 41.42
Vanguard Index Fds Growth Etf (VUG) 0.1 $54M +2817% 187k 290.17
Ptc (PTC) 0.1 $54M NEW 452k 119.79
Microstrategy Cl A New Call Option (MSTR) 0.1 $53M +1436% 92k 578.36
Etsy Note 0.125%10/0 (Principal) 0.1 $53M +22% 22M 2.42
Antero Res Call Option (AR) 0.1 $53M +40% 2.8M 18.82
Generac Holdings (GNRC) 0.1 $52M +324% 128k 408.73
Lyondellbasell Industries N Shs - A - Call Option (LYB) 0.1 $52M +473% 558k 93.85
Verisk Analytics (VRSK) 0.1 $52M +641% 260k 200.27
Nextera Energy (NEE) 0.1 $52M -9% 663k 78.52
Cree Call Option 0.1 $52M +502% 643k 80.74
Spirit Airlines (SAVE) 0.1 $51M -11% 2.0M 25.94
4068594 Enphase Energy (ENPH) 0.1 $51M +44% 340k 149.97
Ishares Tr Msci Usa Qlt Fct (QUAL) 0.1 $51M +51% 384k 131.73
Lendingclub Corp Com New (LC) 0.1 $50M +27% 1.8M 28.24
Marvell Technology Put Option (MRVL) 0.1 $50M +434% 827k 60.31
Rbc Cad Put Option (RY) 0.1 $50M +49% 499k 99.43
FleetCor Technologies Put Option (FLT) 0.1 $49M +6% 189k 261.50
eBay (EBAY) 0.1 $49M -8% 701k 69.67
Southwest Airls Note 1.250% 5/0 (Principal) 0.1 $49M +25% 33M 1.49
Hanesbrands (HBI) 0.1 $49M +236% 2.8M 17.16
Invesco Exch Traded Fd Tr Ii S&p500 Low Vol (SPLV) 0.1 $49M -20% 798k 60.84
Hldgs Call Option (UAL) 0.1 $49M -12% 1.0M 47.57
Biogen Idec Call Option (BIIB) 0.1 $48M +263% 169k 283.02
The Trade Desk Com Cl A Call Option (TTD) 0.1 $48M +220% 680k 70.30
Open Text Corp (OTEX) 0.1 $47M +39% 971k 48.74
Nextera Energy Unit 09/01/2022s (NEE.PO) 0.1 $47M +52% 800k 58.61
Transocean Reg Shs (RIG) 0.1 $47M 12M 3.79
Allegion Ord Shs (ALLE) 0.1 $47M -21% 352k 132.18
Align Technology (ALGN) 0.1 $46M +23% 69k 665.43
Bruker Corporation (BRKR) 0.1 $46M +169% 591k 78.10
Keysight Technologies (KEYS) 0.1 $46M NEW 280k 164.29
Vanguard Index Fds Total Stk Mkt (VTI) 0.1 $46M +465% 207k 222.06
salesforce (CRM) 0.1 $46M -54% 169k 271.22
MGM Resorts International. Call Option (MGM) 0.1 $45M -36% 1.1M 43.16
American Homes 4 Rent Cl A (AMH) 0.1 $45M +127% 1.2M 38.12
Docusign Call Option (DOCU) 0.1 $45M +30% 174k 257.43
Sun Communities (SUI) 0.1 $45M +48% 242k 185.10
Bank of America Corporation (BAC) 0.1 $44M -20% 1.0M 42.44
Netflix (NFLX) 0.1 $44M -64% 72k 610.37
Teradyne Call Option (TER) 0.1 $44M +548% 404k 109.14
Palo Alto Networks Note 0.750% 7/0 (Principal) 0.1 $44M +38% 24M 1.82
Bhp Group Sponsored Ads (BHP) 0.1 $44M NEW 818k 53.52
Kohl's Corporation (KSS) 0.1 $44M -70% 927k 47.09
Equity Lifestyle Properties (ELS) 0.1 $44M -18% 558k 78.10
Pinduoduo Sponsored Ads Call Option (PDD) 0.1 $44M +239% 479k 90.68
American Electric Power Company (AEP) 0.1 $43M 535k 81.18
Ss&c Technologies Holding Put Option (SSNC) 0.1 $43M +582% 623k 69.33
Seagate Technology Hldngs Pl Ord Shs Call Option (STX) 0.1 $43M +718% 520k 82.52
Southern Copper Corporation (SCCO) 0.1 $43M +1235% 763k 56.14
Applied Materials Call Option (AMAT) 0.1 $43M 333k 128.72

Past Filings by Two Sigma Investments

SEC 13F filings are viewable for Two Sigma Investments going back to 2010

View all past filings