TWO SIGMA INVESTMENTS, LP Q4 2018 Filing

Filed February 14, 2019

Portfolio Value

$25.5M

Holdings

2,203

Report Date

Q4 2018

Filing Type

13F-HR

All Holdings (2,203 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	METMETLIFE INC	64,431	$2.6M	10.36%	Put
2	CRICARTERS INC	24,652	$2.0M	7.88%	Put
3	WHRWHIRLPOOL CORP	18,457	$2.0M	7.72%	Put
4	PXDEURPIONEER NAT RES CO	922,997	$2.0M	7.68%	Put
5	CATCATERPILLAR INC DEL	14,903	$1.9M	7.42%	Put
6	IRMIRON MTN INC NEW	57,727	$1.9M	7.33%	Put
7	PSXPHILLIPS 66	695,307	$1.9M	7.31%	Put
8	ATDALLEGHENY TECHNOLOGIES INC	82,408	$1.8M	7.02%	Put
9	ETNEATON CORP PLC	1,607,137	$1.8M	6.88%	Put
10	AONAON PLC	18,881	$1.7M	6.77%	Put
11	GTGOODYEAR TIRE & RUBR CO	538,421	$1.7M	6.52%	Put
12	RHRH	25,692	$1.7M	6.48%	Put
13	TELTE CONNECTIVITY LTD	1,862,289	$1.7M	6.47%	Put
14	XLKSELECT SECTOR SPDR TR	26,600	$1.6M	6.46%	Put
15	HSICSCHEIN HENRY INC	20,800	$1.6M	6.39%	Put
16	AXONAXON ENTERPRISE INC	36,700	$1.6M	6.29%	Put
17	SPLKCHFSPLUNK INC	15,161	$1.6M	6.22%	Put
18	DONSPDR DOW JONES INDL AVRG ETF	6,800	$1.6M	6.21%	Put
19	SYKSTRYKER CORP	59,410	$1.6M	6.17%	Put
20	DHID R HORTON INC	654,580	$1.6M	6.15%	Put
21	USX1UNITED STATES STL CORP NEW	86,100	$1.6M	6.15%	Put
22	WSMWILLIAMS SONOMA INC	31,100	$1.6M	6.14%	Put
23	ECLECOLAB INC	10,553	$1.6M	6.09%	Put
24	CMICUMMINS INC	636,656	$1.6M	6.08%	Put
25	BXPBOSTON PROPERTIES INC	13,605	$1.5M	6.00%	Put
26	FQIDIGITAL RLTY TR INC	14,179	$1.5M	5.92%	Call
27	TNDMTANDEM DIABETES CARE INC	680,476	$1.5M	5.91%	Put
28	VALEVALE S A	212,957	$1.5M	5.87%	Put
29	KMIKINDER MORGAN INC DEL	2,551,108	$1.5M	5.81%	Put
30	FDO.FMACYS INC	1,772,123	$1.5M	5.76%	Put
31	POSTPOST HLDGS INC	16,300	$1.5M	5.69%	Put
32	ROPROPER TECHNOLOGIES INC	5,437	$1.4M	5.67%	Call
33	CPBCAMPBELL SOUP CO	43,900	$1.4M	5.67%	Put
34	ZEN1EURZENDESK INC	555,868	$1.4M	5.61%	Put
35	HN9HANESBRANDS INC	204,926	$1.4M	5.52%	Put
36	VFCV F CORP	2,283,435	$1.4M	5.38%	Put
37	TEXTEREX CORP NEW	49,862	$1.4M	5.38%	Put
38	—ALLERGAN PLC	10,200	$1.4M	5.34%	Put
39	CNRCANADIAN NATL RY CO	375,561	$1.4M	5.33%	Put
40	KMXCARMAX INC	453,855	$1.3M	5.26%	Put
41	OCOWENS CORNING NEW	1,602,643	$1.3M	5.23%	Put
42	EIXEDISON INTL	109,694	$1.3M	5.22%	Put
43	EATBRINKER INTL INC	30,300	$1.3M	5.22%	Put
44	HOGHARLEY DAVIDSON INC	38,400	$1.3M	5.13%	Put
45	HQYHEALTHEQUITY INC	21,811	$1.3M	5.09%	Put
46	GMGENERAL MTRS CO	450,664	$1.3M	5.03%	Put
47	LNGCHENIERE ENERGY INC	705,312	$1.3M	5.03%	Put
48	PRUPRUDENTIAL FINL INC	15,717	$1.3M	5.02%	Put
49	BALLBALL CORP	111,967	$1.3M	5.02%	Put
50	T77LENDINGTREE INC NEW	5,700	$1.3M	4.90%	Put
51	CUCAAVIS BUDGET GROUP	228,858	$1.2M	4.85%	Put
52	MCXMCCORMICK & CO INC	8,834	$1.2M	4.82%	Call
53	BIGGQBIG LOTS INC	357,956	$1.2M	4.79%	Put
54	MRSHMARSH & MCLENNAN COS INC	15,235	$1.2M	4.76%	Put
55	SJMSMUCKER J M CO	13,000	$1.2M	4.76%	Put
56	NWLNEWELL BRANDS INC	65,200	$1.2M	4.75%	Put
57	EWZISHARES INC	77,600	$1.2M	4.74%	Put
58	SNAPSNAP INC	218,300	$1.2M	4.71%	Put
59	SYFSYNCHRONY FINL	1,653,911	$1.2M	4.69%	Put
60	XECEURCIMAREX ENERGY CO	19,417	$1.2M	4.69%	Put
61	ZBHZIMMER BIOMET HLDGS INC	11,300	$1.2M	4.59%	Put
62	MAMASTERCARD INCORPORATED	6,200	$1.2M	4.58%	Put
63	PHMPULTE GROUP INC	214,934	$1.2M	4.57%	Put
64	IGTINTERNATIONAL GAME TECHNOLOG	79,500	$1.2M	4.55%	Put
65	TRVTRAVELERS COMPANIES INC	30,435	$1.2M	4.51%	Put
66	WELLWELLTOWER INC	16,545	$1.1M	4.49%	Put
67	PBCTEURPEOPLES UNITED FINANCIAL INC	79,175	$1.1M	4.48%	Put
68	UNPUNION PAC CORP	268,484	$1.1M	4.47%	Put
69	HRBBLOCK H & R INC	263,457	$1.1M	4.42%	Put
70	USCRU S CONCRETE INC	32,000	$1.1M	4.42%	Put
71	SMGSCOTTS MIRACLE GRO CO	145,097	$1.1M	4.41%	Put
72	IACIEURIAC INTERACTIVECORP	148,965	$1.1M	4.40%	Put
73	IRINGERSOLL-RAND PLC	731,478	$1.1M	4.33%	Put
74	—STAMPS COM INC	7,100	$1.1M	4.33%	Put
75	BKBANK NEW YORK MELLON CORP	23,400	$1.1M	4.31%	Put
76	DKDELEK US HLDGS INC NEW	33,900	$1.1M	4.31%	Put
77	NINISOURCE INC	43,333	$1.1M	4.30%	Put
78	DYDYCOM INDS INC	20,240	$1.1M	4.28%	Call
79	BTUPEABODY ENERGY CORP NEW	35,890	$1.1M	4.28%	Put
80	WCGEURWELLCARE HEALTH PLANS INC	4,622	$1.1M	4.27%	Put
81	PPLPPL CORP	661,983	$1.1M	4.24%	Put
82	SLCAU S SILICA HLDGS INC	104,800	$1.1M	4.18%	Put
83	PBFPBF ENERGY INC	32,400	$1.1M	4.15%	Put
84	HUBSHUBSPOT INC	201,167	$1.1M	4.13%	Put
85	EQREQUITY RESIDENTIAL	102,044	$1.1M	4.13%	Put
86	APDAIR PRODS & CHEMS INC	93,769	$1.1M	4.13%	Put
87	ALXNALEXION PHARMACEUTICALS INC	218,449	$1.1M	4.12%	Put
88	PENNPENN NATL GAMING INC	122,149	$1.1M	4.11%	Put
89	BDXBECTON DICKINSON & CO	152,869	$1.0M	4.10%	Put
90	AFWALIGN TECHNOLOGY INC	5,000	$1.0M	4.10%	Put
91	TSNTYSON FOODS INC	992,988	$1.0M	4.03%	Put
92	LVSLAS VEGAS SANDS CORP	598,108	$1.0M	3.99%	Put
93	—ELLIE MAE INC	16,200	$1.0M	3.99%	Put
94	OSVEURVANECK VECTORS ETF TR	3,225,206	$1.0M	3.98%	Put
95	AVBAVALONBAY CMNTYS INC	115,602	$1.0M	3.96%	Put
96	ROKUROKU INC	33,000	$1.0M	3.96%	Put
97	LEALEAR CORP	145,181	$1000K	3.91%	Put
98	—TRAVELCENTERS AMER LLC	265,813	$999K	3.91%
99	SCHWSCHWAB CHARLES CORP NEW	49,000	$998K	3.91%	Put
100	MFICAPOLLO INVT CORP	80,517	$998K	3.91%

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