TWO SIGMA INVESTMENTS, LP Q1 2016 Filing

Filed May 16, 2016

Portfolio Value

$21.0M

Holdings

2,208

Report Date

Q1 2016

Filing Type

13F-HR

All Holdings (2,208 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	ORCLORACLE CORP	52,890	$2.2M	10.31%	Put
2	GTGOODYEAR TIRE & RUBR CO	61,871	$2.0M	9.72%	Put
3	AVGOBROADCOM LTD	12,320	$1.9M	9.06%	Put
4	—AETNA INC NEW	235,579	$1.8M	8.68%	Put
5	PEGPUBLIC SVC ENTERPRISE GROUP	38,000	$1.8M	8.54%	Put
6	ASHASHLAND INC NEW	31,224	$1.8M	8.51%	Put
7	—EXPRESS SCRIPTS HLDG CO	86,268	$1.7M	8.20%	Put
8	—GOLDCORP INC NEW	105,030	$1.7M	8.12%	Put
9	CFGCITIZENS FINL GROUP INC	81,337	$1.7M	8.12%	Put
10	LEALEAR CORP	15,200	$1.7M	8.05%	Put
11	DPZDOMINOS PIZZA INC	768,206	$1.7M	8.01%	Put
12	VMWEURVMWARE INC	2,103,312	$1.7M	7.99%	Put
13	TWXCHFTIME WARNER INC	54,476	$1.6M	7.61%	Put
14	DISCAUSDDISCOVERY COMMUNICATNS NEW	55,000	$1.6M	7.50%	Put
15	DVNDEVON ENERGY CORP NEW	56,000	$1.5M	7.32%	Put
16	—CBS CORP NEW	265,138	$1.5M	7.15%	Put
17	LENLENNAR CORP	30,800	$1.5M	7.09%	Put
18	BURLBURLINGTON STORES INC	83,510	$1.5M	7.01%	Put
19	QCOMQUALCOMM INC	2,321,068	$1.4M	6.89%	Put
20	MTBM & T BK CORP	13,000	$1.4M	6.87%	Put
21	CTRPUSDCTRIP COM INTL LTD	79,512	$1.4M	6.86%	Put
22	SHWSHERWIN WILLIAMS CO	21,708	$1.4M	6.80%	Put
23	MPCMARATHON PETE CORP	290,972	$1.4M	6.78%	Put
24	HLFHERBALIFE LTD	844,269	$1.4M	6.69%	Put
25	—BUFFALO WILD WINGS INC	52,475	$1.4M	6.59%	Put
26	PNCPNC FINL SVCS GROUP INC	31,307	$1.4M	6.57%	Put
27	TOLTOLL BROTHERS INC	744,537	$1.4M	6.56%	Put
28	MATMATTEL INC	40,800	$1.4M	6.54%	Put
29	WYWEYERHAEUSER CO	1,852,047	$1.4M	6.46%	Put
30	—WPX ENERGY INC	192,900	$1.3M	6.42%	Put
31	SJMSMUCKER J M CO	197,300	$1.3M	6.30%	Put
32	LNGCHENIERE ENERGY INC	39,000	$1.3M	6.29%	Put
33	DYHTARGET CORP	16,000	$1.3M	6.27%	Put
34	AESAES CORP	109,374	$1.3M	6.15%	Put
35	—MYLAN N V	27,700	$1.3M	6.12%	Put
36	DBDEUTSCHE BANK AG	75,630	$1.3M	6.10%	Put
37	PAYXPAYCHEX INC	23,500	$1.3M	6.04%	Put
38	MASMASCO CORP	2,232,122	$1.3M	6.02%	Put
39	IVZINVESCO LTD	885,340	$1.3M	5.99%	Put
40	HFCUSDHOLLYFRONTIER CORP	177,922	$1.2M	5.91%	Put
41	FEFIRSTENERGY CORP	1,449,511	$1.2M	5.90%	Put
42	DALDELTA AIR LINES INC DEL	1,394,019	$1.2M	5.88%	Put
43	—CALPINE CORP	78,000	$1.2M	5.63%	Put
44	—SUNTRUST BKS INC	1,398,654	$1.2M	5.63%	Put
45	CAHCARDINAL HEALTH INC	14,000	$1.1M	5.47%	Put
46	—LINKEDIN CORP	10,000	$1.1M	5.45%	Put
47	GPROGOPRO INC	95,221	$1.1M	5.43%	Put
48	WYNNWYNN RESORTS LTD	12,000	$1.1M	5.34%	Put
49	KRKROGER CO	29,000	$1.1M	5.29%	Put
50	MCKMCKESSON CORP	7,000	$1.1M	5.24%	Put
51	CTSHCOGNIZANT TECHNOLOGY SOLUTIO	514,680	$1.1M	5.23%	Put
52	PEPPEPSICO INC	1,673,971	$1.1M	5.20%	Put
53	YUMYUM BRANDS INC	1,222,191	$1.1M	5.15%	Put
54	ICEINTERCONTINENTAL EXCHANGE IN	4,600	$1.1M	5.15%	Put
55	ZTSZOETIS INC	312,058	$1.1M	5.13%	Put
56	APCANADARKO PETE CORP	23,000	$1.1M	5.10%	Put
57	RLRALPH LAUREN CORP	29,888	$1.1M	5.05%	Put
58	MUMICRON TECHNOLOGY INC	464,082	$1.1M	5.05%	Put
59	TWTRUSDTWITTER INC	64,000	$1.1M	5.04%	Put
60	BAXBAXTER INTL INC	1,891,580	$1.1M	5.04%	Put
61	UHSUNIVERSAL HLTH SVCS INC	454,777	$1.1M	5.02%	Put
62	TSNTYSON FOODS INC	734,824	$1.0M	4.99%	Put
63	AKAMAKAMAI TECHNOLOGIES INC	1,856,943	$1.0M	4.99%	Put
64	NUSNU SKIN ENTERPRISES INC	27,279	$1.0M	4.97%	Put
65	AONAON PLC	9,903	$1.0M	4.93%	Put
66	SUSUNCOR ENERGY INC NEW	200,824	$1.0M	4.92%	Put
67	9990302DAPACHE CORP	175,548	$1.0M	4.92%	Put
68	TROWPRICE T ROWE GROUP INC	14,000	$1.0M	4.90%	Put
69	EMNEASTMAN CHEM CO	14,000	$1.0M	4.82%	Put
70	—CARRIZO OIL & GAS INC	32,500	$1.0M	4.79%	Put
71	EQIXEQUINIX INC	23,281	$999K	4.76%	Put
72	AMGNAMGEN INC	662,558	$998K	4.76%	Put
73	—ONEBEACON INSURANCE GROUP LT	78,415	$998K	4.75%
74	PDCEUSDPDC ENERGY INC	787,268	$998K	4.75%	Put
75	ZIONZIONS BANCORPORATION	214,484	$997K	4.75%	Put
76	—EMPIRE DIST ELEC CO	30,165	$997K	4.75%
77	MNSTMONSTER BEVERAGE CORP NEW	16,431	$992K	4.73%	Put
78	AEPAMERICAN ELEC PWR INC	148,757	$989K	4.71%	Put
79	VREMACK CALI RLTY CORP	42,002	$987K	4.70%
80	—MALLINCKRODT PUB LTD CO	100,700	$986K	4.70%	Put
81	—BLUE NILE INC	38,186	$982K	4.68%
82	FDEFUSDFIRST DEFIANCE FINL CORP	25,574	$982K	4.68%
83	—LUMOS NETWORKS CORP	76,371	$981K	4.67%
84	MRTNMARTEN TRANS LTD	52,259	$978K	4.66%
85	TIFEURTIFFANY & CO NEW	315,885	$976K	4.65%	Put
86	3TYTITAN MACHY INC	84,439	$976K	4.65%
87	ILMNILLUMINA INC	20,970	$974K	4.64%	Put
88	CTRACABOT OIL & GAS CORP	102,847	$974K	4.64%	Put
89	WELLWELLTOWER INC	14,000	$971K	4.63%	Put
90	AMHAMERICAN HOMES 4 RENT	60,946	$969K	4.62%
91	4I1PHILIP MORRIS INTL INC	882,566	$969K	4.61%	Put
92	INVAINNOVIVA INC	76,921	$968K	4.61%
93	NGSNATURAL GAS SERVICES GROUP	44,716	$967K	4.61%
94	LULULULULEMON ATHLETICA INC	206,632	$961K	4.58%	Put
95	BWABORGWARNER INC	24,992	$960K	4.57%	Put
96	FMSFRESENIUS MED CARE AG&CO KGA	21,681	$956K	4.55%
97	—BLACK BOX CORP DEL	70,995	$956K	4.55%
98	CTXSEURCITRIX SYS INC	187,006	$956K	4.55%	Put
99	—BRIDGEPOINT ED INC	94,622	$954K	4.54%
100	—CYNOSURE INC	21,603	$953K	4.54%

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