TWO SIGMA INVESTMENTS, LP Q2 2019 Filing

Filed August 14, 2019

Portfolio Value

$29.9M

Holdings

2,261

Report Date

Q2 2019

Filing Type

13F-HR

All Holdings (2,261 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	XMESPDR SERIES TRUST	73,970	$2.1M	7.02%	Put
2	TSCOTRACTOR SUPPLY CO	472,269	$1.9M	6.50%	Put
3	SBACSBA COMMUNICATIONS CORP NEW	637,316	$1.9M	6.34%	Put
4	IBBISHARES TR	190,849	$1.9M	6.27%	Put
5	ADMARCHER DANIELS MIDLAND CO	2,111,558	$1.9M	6.26%	Put
6	SIXEURSIX FLAGS ENTMT CORP NEW	605,480	$1.9M	6.26%	Put
7	DGDOLLAR GEN CORP NEW	624,776	$1.8M	6.11%	Put
8	SF9SANDERSON FARMS INC	21,631	$1.8M	6.09%	Put
9	TOLTOLL BROTHERS INC	49,511	$1.8M	6.07%	Put
10	FQIDIGITAL RLTY TR INC	30,108	$1.8M	5.96%	Put
11	COFCAPITAL ONE FINL CORP	170,050	$1.8M	5.91%	Put
12	CTRACABOT OIL & GAS CORP	4,259,497	$1.8M	5.88%	Put
13	TXTTEXTRON INC	33,100	$1.8M	5.87%	Put
14	EWJISHARES INC	55,065	$1.8M	5.86%	Put
15	PTCPTC INC	19,200	$1.7M	5.77%	Put
16	EMNEASTMAN CHEMICAL CO	129,796	$1.7M	5.75%	Put
17	—HEALTH INS INNOVATIONS INC	66,300	$1.7M	5.75%	Put
18	TEAMATLASSIAN CORP PLC	238,304	$1.7M	5.74%	Put
19	PLCECHILDRENS PL INC	18,000	$1.7M	5.74%	Put
20	FTNTFORTINET INC	180,709	$1.7M	5.72%	Put
21	AFLAFLAC INC	31,200	$1.7M	5.72%	Put
22	BZUNBAOZUN INC	34,300	$1.7M	5.72%	Put
23	UBNTEURUBIQUITI NETWORKS INC	13,000	$1.7M	5.72%	Put
24	BDXBECTON DICKINSON & CO	11,530	$1.7M	5.68%	Put
25	FEYECHFFIREEYE INC	2,325,871	$1.7M	5.67%	Put
26	TJXTJX COS INC NEW	55,311	$1.7M	5.66%	Put
27	HUNHUNTSMAN CORP	2,313,821	$1.7M	5.64%	Put
28	WPCW P CAREY INC	20,700	$1.7M	5.62%	Put
29	PZZAPAPA JOHNS INTL INC	37,500	$1.7M	5.61%	Put
30	MTCHEURMATCH GROUP INC	791,219	$1.7M	5.57%	Put
31	BAXBAXTER INTL INC	807,495	$1.7M	5.56%	Put
32	NTNXNUTANIX INC	359,943	$1.7M	5.55%	Put
33	STTSTATE STR CORP	2,197,609	$1.7M	5.54%	Put
34	ADNTADIENT PLC	533,499	$1.7M	5.53%	Put
35	RTN1USDRAYTHEON CO	517,291	$1.7M	5.53%	Put
36	BSXBOSTON SCIENTIFIC CORP	38,300	$1.6M	5.51%	Put
37	PAYXPAYCHEX INC	20,000	$1.6M	5.51%	Put
38	PBCTEURPEOPLES UTD FINL INC	577,539	$1.6M	5.48%	Put
39	ABGAMERISOURCEBERGEN CORP	73,284	$1.6M	5.43%	Put
40	THOTHOR INDS INC	27,700	$1.6M	5.42%	Put
41	HAINHAIN CELESTIAL GROUP INC	73,900	$1.6M	5.41%	Put
42	DHRDANAHER CORPORATION	11,300	$1.6M	5.40%	Put
43	COUPEURCOUPA SOFTWARE INC	12,700	$1.6M	5.38%	Put
44	AWIARMSTRONG WORLD INDS INC NEW	16,400	$1.6M	5.33%	Put
45	FEFIRSTENERGY CORP	1,874,354	$1.6M	5.30%	Put
46	STXSEAGATE TECHNOLOGY PLC	1,066,169	$1.6M	5.30%	Put
47	DCHAMERICAN AXLE & MFG HLDGS IN	124,100	$1.6M	5.30%	Put
48	DKDELEK US HLDGS INC NEW	38,900	$1.6M	5.27%	Put
49	GDDYGODADDY INC	806,300	$1.5M	5.13%	Put
50	GGALGRUPO FINANCIERO GALICIA S A	155,841	$1.5M	5.12%	Put
51	PHMPULTE GROUP INC	47,700	$1.5M	5.05%	Put
52	MCKMCKESSON CORP	11,200	$1.5M	5.03%	Put
53	7HPHP INC	2,860,939	$1.5M	5.01%	Put
54	CUCAAVIS BUDGET GROUP INC	165,574	$1.5M	4.99%	Put
55	STLDSTEEL DYNAMICS INC	524,771	$1.5M	4.98%	Put
56	BHFBRIGHTHOUSE FINL INC	267,869	$1.5M	4.97%	Put
57	CBCHUBB LIMITED	10,000	$1.5M	4.92%	Put
58	DNKNDUNKIN BRANDS GROUP INC	861,983	$1.5M	4.89%	Put
59	GPCGENUINE PARTS CO	14,100	$1.5M	4.88%	Put
60	ZIONZIONS BANCORPORATION N A	91,607	$1.5M	4.88%	Put
61	FNVFRANCO NEVADA CORP	17,000	$1.4M	4.83%	Put
62	HIIHUNTINGTON INGALLS INDS INC	6,400	$1.4M	4.81%	Put
63	AVBAVALONBAY CMNTYS INC	7,000	$1.4M	4.76%	Put
64	LYVLIVE NATION ENTERTAINMENT IN	320,624	$1.4M	4.72%	Put
65	LINLINDE PLC	7,000	$1.4M	4.70%	Put
66	STNESTONECO LTD	47,500	$1.4M	4.70%	Put
67	WINGWINGSTOP INC	539,302	$1.4M	4.67%	Put
68	ANFABERCROMBIE & FITCH CO	86,400	$1.4M	4.64%	Put
69	ACNACCENTURE PLC IRELAND	7,453	$1.4M	4.61%	Put
70	ONON SEMICONDUCTOR CORP	68,000	$1.4M	4.60%	Put
71	NVROEURNEVRO CORP	21,137	$1.4M	4.59%	Put
72	SMARGBPSMARTSHEET INC	388,136	$1.4M	4.56%	Put
73	AMCXAMC NETWORKS INC	25,000	$1.4M	4.56%	Put
74	RDS/AROYAL DUTCH SHELL PLC	1,111,614	$1.4M	4.55%	Put
75	PHPARKER HANNIFIN CORP	8,000	$1.4M	4.55%	Put
76	—INTELSAT S A	69,861	$1.4M	4.55%	Put
77	XLISELECT SECTOR SPDR TR	882,735	$1.4M	4.52%	Put
78	SHWSHERWIN WILLIAMS CO	2,900	$1.3M	4.45%	Put
79	SNASNAP ON INC	8,000	$1.3M	4.43%	Put
80	TROWPRICE T ROWE GROUP INC	34,900	$1.3M	4.41%	Put
81	W3UWESTERN UN CO	65,732	$1.3M	4.37%	Put
82	VCVISTEON CORP	72,614	$1.3M	4.36%	Put
83	MEDMEDIFAST INC	10,099	$1.3M	4.33%	Put
84	SNAPSNAP INC	2,138,349	$1.3M	4.33%	Put
85	NOCNORTHROP GRUMMAN CORP	4,000	$1.3M	4.32%	Put
86	WECWEC ENERGY GROUP INC	15,300	$1.3M	4.26%	Put
87	PLNTPLANET FITNESS INC	529,552	$1.3M	4.24%	Put
88	AU3EURANGLOGOLD ASHANTI LTD	71,033	$1.3M	4.23%	Put
89	WELLWELLTOWER INC	15,500	$1.3M	4.23%	Put
90	—PARSLEY ENERGY INC	627,592	$1.3M	4.22%	Put
91	OVEROVERSTOCK COM INC DEL	92,500	$1.3M	4.21%	Put
92	TTWOTAKE-TWO INTERACTIVE SOFTWAR	11,000	$1.2M	4.18%	Put
93	IPGPIPG PHOTONICS CORP	87,018	$1.2M	4.17%	Put
94	DHID R HORTON INC	232,970	$1.2M	4.16%	Put
95	PLAYDAVE & BUSTERS ENTMT INC	30,600	$1.2M	4.14%	Put
96	YUMYUM BRANDS INC	1,755,989	$1.2M	4.09%	Put
97	FITBFIFTH THIRD BANCORP	1,076,849	$1.2M	4.08%	Put
98	KBHKB HOME	47,200	$1.2M	4.06%	Put
99	UAAUNDER ARMOUR INC	744,393	$1.2M	4.05%	Put
100	NMI1EURKIRKLAND LAKE GOLD LTD	645,844	$1.2M	3.99%	Put

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