TWO SIGMA INVESTMENTS, LP

Q3 2019 13F Holdings Report, Options Holdings

Signature - Title
Steve H. Metzger - Managing Director, Co-General Counsel
Location
New York, NY
Options holdings as of
September 30, 2019
Notional value $
$5.42B
Number of holdings
1,489
Date filed
11/14/2019, 01:45 PM
Description
All US holdings of this investor are reported in this report.
Previous filing
Q2 2019 - Aug 14, 2019
Stock holdings
Showing options holdings, see here for stock holdings
Sym Company Class Option Share Change Activity * Price $ Shares Notional Value
Filing 2019 Q3 compared to 2019 Q2 by default.
* Reported Price is the price of the security as of the portfolio date. This value is significant in that it is the last known price at which the security was still held.
An asterisk sign (*) next to the price indicates that the price is likely invalid.

Person Signing this Report on Behalf of Reporting Manager:

Name Title City, State Date
Matthew B. Siano, Esq. General Counsel New York, New York 11/14/2019

This Form 13F holdings report is being filed on behalf of Two Sigma Investments, LP ("Investments"). Investments serves as the sole manager or investment manager, as applicable, of (i) Two Sigma Equity Portfolio, LLC ("Equity"), Two Sigma Spectrum Portfolio, LLC ("Spectrum"), Two Sigma Futures Portfolio, LLC ("Futures"), Two Sigma Horizon Portfolio, LLC ("Horizon") and Two Sigma Options Portfolio, LLC ("Options"), five investment entities that are managed by Investments, each of which may be deemed to be an "other manager" for purposes of this Form 13F report and (ii) Two Sigma Pioneer Portfolio, LLC ("Pioneer"), an investment entity that is managed by Investments, which may not presently be deemed to be an "other manager" for purposes of this Form 13F report. Investments, rather than Equity, Spectrum, Futures, Horizon, Options or Pioneer, exercises sole investment discretion and voting authority over the securities held in the various accounts of Equity, Spectrum, Futures, Horizon, Options and Pioneer.

Other Included Managers (5):

Num Name Location File Number
1 TWO SIGMA EQUITY PORTFOLIO LLC New York, NY 028-10704
2 TWO SIGMA SPECTRUM PORTFOLIO, LLC New York, NY 028-11144
3 Two Sigma Futures Portfolio, LLC New York, NY 028-16011
4 TWO SIGMA HORIZON PORTFOLIO, LLC New York, NY 028-15356
5 Two Sigma Options Portfolio, LLC 028-17336