TWO SIGMA INVESTMENTS, LP Q3 2021 Filing

Filed November 15, 2021

Portfolio Value

$44.7M

Holdings

2,796

Report Date

Q3 2021

Filing Type

13F-HR

All Holdings (2,796 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	PETSPETMED EXPRESS INC	94,819	$2.5M	5.69%	Put
2	BURLBURLINGTON STORES INC	7,312	$2.1M	4.64%	Put
3	NTGRNETGEAR INC	64,284	$2.1M	4.58%	Put
4	APOEURAPOLLO GLOBAL MGMT INC	31,578	$1.9M	4.34%	Put
5	MTHMERITAGE HOMES CORP	19,600	$1.9M	4.25%	Put
6	PLNTPLANET FITNESS INC	394,574	$1.9M	4.21%	Put
7	WATWATERS CORP	40,371	$1.9M	4.18%	Put
8	LLYLILLY ELI & CO	1,004,010	$1.9M	4.18%	Put
9	EHTHEHEALTH INC	44,800	$1.8M	4.06%	Put
10	GPCGENUINE PARTS CO	14,859	$1.8M	4.03%	Put
11	SPTSPROUT SOCIAL INC	187,027	$1.8M	4.03%	Put
12	—QUALTRICS INTL INC	184,621	$1.8M	3.93%	Put
13	ELANELANCO ANIMAL HEALTH INC	111,440	$1.7M	3.90%	Put
14	GDDYGODADDY INC	25,000	$1.7M	3.89%	Put
15	PGNYPROGYNY INC	112,581	$1.7M	3.83%	Put
16	G3VGREEN PLAINS INC	90,461	$1.7M	3.77%	Put
17	HZOMARINEMAX INC	34,700	$1.7M	3.76%	Put
18	VSTVISTRA CORP	98,101	$1.7M	3.75%	Put
19	WECWEC ENERGY GROUP INC	18,969	$1.7M	3.74%	Put
20	BMYBRISTOL-MYERS SQUIBB CO	3,729,489	$1.6M	3.68%	Put
21	ENBENBRIDGE INC	502,707	$1.6M	3.67%	Put
22	HANHAWAIIAN HOLDINGS INC	75,418	$1.6M	3.65%	Put
23	APDAIR PRODS & CHEMS INC	6,363	$1.6M	3.64%	Put
24	TRUPTRUPANION INC	20,909	$1.6M	3.63%	Put
25	EXPDEXPEDITORS INTL WASH INC	13,600	$1.6M	3.62%	Put
26	AYIACUITY BRANDS INC	28,212	$1.6M	3.61%	Put
27	PCTYPAYLOCITY HLDG CORP	56,500	$1.6M	3.60%	Put
28	MKSIMKS INSTRS INC	194,515	$1.6M	3.60%	Put
29	NOVAQSUNNOVA ENERGY INTL INC.	294,977	$1.6M	3.58%	Put
30	DKDELEK US HLDGS INC NEW	170,285	$1.6M	3.55%	Put
31	S7VSALLY BEAUTY HLDGS INC	453,031	$1.6M	3.54%	Put
32	RAMPLIVERAMP HLDGS INC	33,458	$1.6M	3.53%	Put
33	CAKECHEESECAKE FACTORY INC	193,749	$1.6M	3.53%	Put
34	PNWPINNACLE WEST CAP CORP	21,784	$1.6M	3.52%	Put
35	8CWCROWN CASTLE INTL CORP NEW	78,940	$1.6M	3.51%	Put
36	CHGGCHEGG INC	23,100	$1.6M	3.51%	Put
37	EAELECTRONIC ARTS INC	11,000	$1.6M	3.50%	Put
38	JKSJINKOSOLAR HLDG CO LTD	34,000	$1.6M	3.48%	Put
39	VICRVICOR CORP	11,600	$1.6M	3.48%	Put
40	NSCNORFOLK SOUTHN CORP	472,466	$1.5M	3.46%	Put
41	NLSUSDNAUTILUS INC	278,845	$1.5M	3.38%	Put
42	MTBM & T BK CORP	159,251	$1.5M	3.36%	Put
43	AERAERCAP HOLDINGS NV	359,515	$1.5M	3.35%	Put
44	AMRSEURAMYRIS INC	1,718,890	$1.5M	3.31%	Put
45	RRCRANGE RES CORP	438,466	$1.5M	3.31%	Put
46	CHDCHURCH & DWIGHT INC	117,527	$1.5M	3.27%	Put
47	AMEDAMEDISYS INC	66,842	$1.5M	3.25%	Put
48	OCOWENS CORNING NEW	17,015	$1.5M	3.25%	Put
49	MPTMEDICAL PPTYS TRUST INC	464,031	$1.4M	3.24%	Put
50	VISNCOMMSCOPE HLDG CO INC	106,500	$1.4M	3.23%	Put
51	GHGUARDANT HEALTH INC	11,500	$1.4M	3.21%	Put
52	07WAMR COOPER GROUP INC	34,700	$1.4M	3.19%	Put
53	LOVELOVESAC COMPANY	187,087	$1.4M	3.18%	Put
54	JNJJOHNSON & JOHNSON	824,944	$1.4M	3.18%	Put
55	EWEDWARDS LIFESCIENCES CORP	1,387,449	$1.4M	3.18%	Put
56	BPOPPOPULAR INC	40,167	$1.4M	3.18%	Put
57	GPROGOPRO INC	151,900	$1.4M	3.18%	Put
58	HB6HIBBETT INC	20,000	$1.4M	3.16%	Put
59	DUKDUKE ENERGY CORP NEW	839,219	$1.4M	3.15%	Put
60	IPINTERNATIONAL PAPER CO	78,037	$1.4M	3.14%	Put
61	STNESTONECO LTD	801,817	$1.4M	3.13%	Put
62	LEVILEVI STRAUSS & CO NEW	1,225,030	$1.4M	3.12%	Put
63	OREALTY INCOME CORP	287,732	$1.4M	3.05%	Put
64	8LP1LAREDO PETROLEUM INC	129,567	$1.4M	3.05%	Put
65	HPHELMERICH & PAYNE INC	649,555	$1.3M	3.01%	Put
66	AMKRAMKOR TECHNOLOGY INC	53,892	$1.3M	3.01%	Put
67	AKXANSYS INC	40,046	$1.3M	3.00%	Put
68	SLBSCHLUMBERGER LTD	45,000	$1.3M	2.98%	Put
69	QVCAUSDQURATE RETAIL INC	130,126	$1.3M	2.96%	Put
70	SDGRSCHRODINGER INC	192,425	$1.3M	2.95%	Put
71	SIGSIGNET JEWELERS LIMITED	111,571	$1.3M	2.95%	Put
72	QFIN360 DIGITECH INC	818,025	$1.3M	2.94%	Put
73	VENVENTAS INC	23,800	$1.3M	2.94%	Put
74	WINGWINGSTOP INC	8,000	$1.3M	2.93%	Put
75	ALLYALLY FINL INC	25,600	$1.3M	2.92%	Put
76	SKTTANGER FACTORY OUTLET CTRS I	688,877	$1.3M	2.92%	Put
77	—LUMBER LIQUIDATORS HLDGS INC	69,026	$1.3M	2.88%	Put
78	WOOFPETCO HEALTH & WELLNESS CO I	119,220	$1.3M	2.88%	Put
79	AWCAMERICAN WTR WKS CO INC NEW	15,800	$1.3M	2.87%	Put
80	AG8AGILENT TECHNOLOGIES INC	1,160,653	$1.3M	2.87%	Put
81	GDSGDS HLDGS LTD	22,600	$1.3M	2.86%	Put
82	ZZFCARPARTS COM INC	81,400	$1.3M	2.84%	Put
83	RSRELIANCE STEEL & ALUMINUM CO	8,900	$1.3M	2.83%	Put
84	LNGCHENIERE ENERGY INC	12,900	$1.3M	2.82%	Put
85	CUCAAVIS BUDGET GROUP	815,974	$1.3M	2.82%	Put
86	ARCCARES CAPITAL CORP	1,978,772	$1.2M	2.78%	Put
87	TNDMTANDEM DIABETES CARE INC	10,400	$1.2M	2.78%	Put
88	CALXCALIX INC	25,100	$1.2M	2.77%	Put
89	VSATVIASAT INC	22,436	$1.2M	2.76%	Put
90	RDS/AROYAL DUTCH SHELL PLC	3,721,552	$1.2M	2.75%	Put
91	MMM3M CO	7,000	$1.2M	2.74%	Put
92	MIDDMIDDLEBY CORP	7,200	$1.2M	2.74%	Put
93	TIGRUP FINTECH HLDG LTD	2,682,669	$1.2M	2.71%	Put
94	PZZAPAPA JOHNS INTL INC	161,334	$1.2M	2.71%	Put
95	BWABORGWARNER INC	28,000	$1.2M	2.70%	Put
96	SAILEURSAILPOINT TECHNOLOGIES HLDGS	644,592	$1.2M	2.68%	Put
97	GBXGREENBRIER COS INC	102,536	$1.2M	2.67%	Put
98	CASYCASEYS GEN STORES INC	6,300	$1.2M	2.65%	Put
99	GQ9SPDR GOLD TR	7,200	$1.2M	2.64%	Put
100	YUMCYUM CHINA HLDGS INC	20,300	$1.2M	2.64%	Put

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