TWO SIGMA INVESTMENTS, LP Q3 2019 Filing

Filed November 14, 2019

Portfolio Value

$29.7M

Holdings

2,203

Report Date

Q3 2019

Filing Type

13F-HR

All Holdings (2,203 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	CCOCAMECO CORP	313,712	$2.0M	6.60%	Put
2	CASYCASEYS GEN STORES INC	12,000	$1.9M	6.51%	Put
3	AWMSKYWORKS SOLUTIONS INC	193,291	$1.9M	6.31%	Put
4	SIXEURSIX FLAGS ENTMT CORP NEW	979,593	$1.9M	6.24%	Put
5	ALXNALEXION PHARMACEUTICALS INC	18,916	$1.9M	6.23%	Put
6	AG8AGILENT TECHNOLOGIES INC	545,835	$1.8M	6.22%	Put
7	CCCHEMOURS CO	435,648	$1.8M	6.17%	Put
8	FCXFREEPORT-MCMORAN INC	316,774	$1.8M	6.15%	Put
9	DINDINE BRANDS GLOBAL INC	24,000	$1.8M	6.13%	Put
10	EBAEBAY INC	4,840,020	$1.8M	6.11%	Put
11	DBXDROPBOX INC	435,213	$1.8M	6.02%	Put
12	AXPAMERICAN EXPRESS CO	85,900	$1.8M	6.00%	Put
13	MOSMOSAIC CO NEW	86,400	$1.8M	5.96%	Put
14	ETRAE TRADE FINANCIAL CORP	40,527	$1.8M	5.96%	Put
15	BSXBOSTON SCIENTIFIC CORP	42,800	$1.7M	5.86%	Put
16	MIC2EURMACQUARIE INFRASTRUCTURE COR	104,195	$1.7M	5.85%	Put
17	ILMNILLUMINA INC	5,700	$1.7M	5.83%	Put
18	ALSALLSTATE CORP	646,695	$1.7M	5.83%	Put
19	TPDTEMPUR SEALY INTL INC	325,114	$1.7M	5.71%	Put
20	STLDSTEEL DYNAMICS INC	400,574	$1.7M	5.63%	Put
21	FTCHQFARFETCH LTD	193,200	$1.7M	5.62%	Put
22	BERYEURBERRY GLOBAL GROUP INC	42,100	$1.7M	5.56%	Put
23	SYFSYNCHRONY FINL	2,326,128	$1.6M	5.55%	Put
24	FLRFLUOR CORP NEW	1,514,800	$1.6M	5.54%	Put
25	FASTFASTENAL CO	49,100	$1.6M	5.40%	Put
26	XHBSPDR SERIES TRUST	36,220	$1.6M	5.37%	Put
27	DISHDISH NETWORK CORP	46,844	$1.6M	5.37%	Put
28	MATMATTEL INC	140,000	$1.6M	5.37%	Put
29	SNAPSNAP INC	5,159,019	$1.6M	5.33%	Put
30	ZGZILLOW GROUP INC	53,400	$1.6M	5.31%	Put
31	XRTSPDR SERIES TRUST	71,912	$1.6M	5.27%	Put
32	ANFABERCROMBIE & FITCH CO	314,250	$1.5M	5.19%	Put
33	AKAMAKAMAI TECHNOLOGIES INC	367,101	$1.5M	5.18%	Put
34	WHWYNDHAM HOTELS & RESORTS INC	29,700	$1.5M	5.17%	Put
35	—WHITING PETE CORP NEW	189,400	$1.5M	5.11%	Put
36	LEALEAR CORP	12,800	$1.5M	5.08%	Put
37	PAYXPAYCHEX INC	802,807	$1.5M	5.06%	Put
38	USCRU S CONCRETE INC	27,200	$1.5M	5.06%	Put
39	TOLTOLL BROTHERS INC	36,500	$1.5M	5.04%	Put
40	VMCVULCAN MATLS CO	9,900	$1.5M	5.04%	Put
41	MIDDMIDDLEBY CORP	12,700	$1.5M	5.00%	Put
42	DVNDEVON ENERGY CORP NEW	681,312	$1.5M	4.98%	Put
43	HCAHCA HEALTHCARE INC	28,668	$1.5M	4.95%	Put
44	RRYDER SYS INC	102,118	$1.4M	4.84%	Put
45	RYROYAL BK CDA MONTREAL QUE	1,008,382	$1.4M	4.83%	Put
46	GAPGAP INC	365,932	$1.4M	4.79%	Put
47	MXIMMAXIM INTEGRATED PRODS INC	582,166	$1.4M	4.79%	Put
48	LYVLIVE NATION ENTERTAINMENT IN	47,224	$1.4M	4.78%	Put
49	PAGSPAGSEGURO DIGITAL LTD	30,642	$1.4M	4.77%	Put
50	AIZASSURANT INC	11,000	$1.4M	4.66%	Put
51	MEDMEDIFAST INC	67,235	$1.4M	4.66%	Put
52	CAHCARDINAL HEALTH INC	443,808	$1.4M	4.64%	Put
53	GRMNGARMIN LTD	476,673	$1.4M	4.63%	Put
54	THCTENET HEALTHCARE CORP	62,059	$1.4M	4.62%	Put
55	MNSTMONSTER BEVERAGE CORP NEW	611,861	$1.4M	4.61%	Put
56	KTOSKRATOS DEFENSE & SEC SOLUTIO	73,265	$1.4M	4.58%	Put
57	IACIEURIAC INTERACTIVECORP	13,510	$1.4M	4.56%	Put
58	DHRB & G FOODS INC NEW	196,601	$1.3M	4.53%	Put
59	LMEURLEGG MASON INC	35,138	$1.3M	4.52%	Put
60	—PARSLEY ENERGY INC	721,903	$1.3M	4.51%	Put
61	TRVTRAVELERS COMPANIES INC	37,320	$1.3M	4.47%	Put
62	SKAASKECHERS U S A INC	785,258	$1.3M	4.45%	Put
63	AYIACUITY BRANDS INC	9,788	$1.3M	4.44%	Put
64	EATBRINKER INTL INC	30,800	$1.3M	4.42%	Put
65	—MEDIDATA SOLUTIONS INC	39,110	$1.3M	4.41%	Put
66	HB6HIBBETT SPORTS INC	56,900	$1.3M	4.38%	Put
67	MEDPMEDPACE HLDGS INC	15,400	$1.3M	4.35%	Put
68	IRINGERSOLL-RAND PLC	10,500	$1.3M	4.35%	Put
69	NYTNEW YORK TIMES CO	45,425	$1.3M	4.35%	Put
70	IGTINTERNATIONAL GAME TECHNOLOG	176,797	$1.3M	4.34%	Put
71	HQYHEALTHEQUITY INC	47,076	$1.3M	4.33%	Put
72	CBCHUBB LIMITED	14,362	$1.3M	4.33%	Put
73	CTSHCOGNIZANT TECHNOLOGY SOLUTIO	791,015	$1.3M	4.31%	Put
74	PLDPROLOGIS INC	139,991	$1.3M	4.31%	Put
75	DKSDICKS SPORTING GOODS INC	1,375,775	$1.3M	4.31%	Put
76	SRCLSTERICYCLE INC	25,100	$1.3M	4.30%	Put
77	URBNURBAN OUTFITTERS INC	45,400	$1.3M	4.29%	Put
78	VRSNVERISIGN INC	53,664	$1.3M	4.28%	Put
79	SYKSTRYKER CORP	180,096	$1.3M	4.28%	Put
80	EHTHEHEALTH INC	18,792	$1.3M	4.23%	Put
81	PEGPUBLIC SVC ENTERPRISE GRP IN	1,308,801	$1.3M	4.22%	Put
82	SLG2EURSL GREEN RLTY CORP	15,300	$1.3M	4.21%	Put
83	NDAQNASDAQ INC	159,940	$1.2M	4.19%	Put
84	XELXCEL ENERGY INC	19,100	$1.2M	4.17%	Put
85	—DELPHI TECHNOLOGIES PLC	92,355	$1.2M	4.17%	Put
86	PRAHPRA HEALTH SCIENCES INC	12,400	$1.2M	4.14%	Put
87	SUSUNCOR ENERGY INC NEW	4,691,591	$1.2M	4.14%	Put
88	JBHTHUNT J B TRANS SVCS INC	11,100	$1.2M	4.13%	Put
89	VICRVICOR CORP	41,568	$1.2M	4.13%	Put
90	ROSTROSS STORES INC	59,276	$1.2M	4.12%	Put
91	ALLEALLEGION PUB LTD CO	11,800	$1.2M	4.11%	Put
92	CRICARTERS INC	13,400	$1.2M	4.11%	Put
93	OLEDUNIVERSAL DISPLAY CORP	77,390	$1.2M	4.11%	Put
94	VNQVANGUARD INDEX FDS	28,741	$1.2M	4.09%	Put
95	—2U INC	74,256	$1.2M	4.07%	Call
96	BDXBECTON DICKINSON & CO	71,910	$1.2M	4.05%	Put
97	CHKPCHECK POINT SOFTWARE TECH LT	201,856	$1.2M	4.05%	Put
98	ICEINTERCONTINENTAL EXCHANGE IN	13,000	$1.2M	4.03%	Put
99	CSGPCOSTAR GROUP INC	117,598	$1.2M	4.03%	Put
100	JECUSDJACOBS ENGR GROUP INC	13,033	$1.2M	4.01%	Put

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