TWO SIGMA INVESTMENTS, LP Q1 2017 Filing

Filed May 15, 2017

Portfolio Value

$29.7M

Holdings

2,228

Report Date

Q1 2017

Filing Type

13F-HR

All Holdings (2,228 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	PYPLPAYPAL HLDGS INC	55,428	$2.4M	8.03%	Put
2	MASMASCO CORP	2,755,444	$1.9M	6.48%	Put
3	AMBAAMBARELLA INC	34,959	$1.9M	6.44%	Put
4	CELGCELGENE CORP	164,543	$1.9M	6.35%	Put
5	PRGOPERRIGO CO PLC	97,755	$1.9M	6.28%	Put
6	DVNDEVON ENERGY CORP NEW	99,384	$1.8M	5.92%	Put
7	AEEAMEREN CORP	32,000	$1.7M	5.88%	Put
8	APOAPOLLO GLOBAL MGMT LLC	1,767,263	$1.6M	5.50%	Put
9	—ROWAN COMPANIES PLC	268,345	$1.6M	5.50%	Put
10	HLFHERBALIFE LTD	27,300	$1.6M	5.34%	Put
11	MGMMGM RESORTS INTERNATIONAL	2,082,388	$1.6M	5.34%	Put
12	CP.TOCANADIAN PAC RY LTD	655,265	$1.6M	5.27%	Put
13	RLRALPH LAUREN CORP	33,860	$1.6M	5.23%	Put
14	MTDRMATADOR RES CO	64,916	$1.5M	5.20%	Put
15	—SILVER STD RES INC	144,932	$1.5M	5.18%	Put
16	BIGGQBIG LOTS INC	31,100	$1.5M	5.10%	Put
17	LNGCHENIERE ENERGY INC	31,787	$1.5M	5.06%	Put
18	PEGPUBLIC SVC ENTERPRISE GROUP	158,514	$1.5M	5.02%	Put
19	STZCONSTELLATION BRANDS INC	9,200	$1.5M	5.02%	Put
20	GSGOLDMAN SACHS GROUP INC	11,403	$1.5M	4.96%	Put
21	COTYCOTY INC	80,462	$1.5M	4.91%	Put
22	ALXNALEXION PHARMACEUTICALS INC	440,920	$1.4M	4.87%	Put
23	SBACSBA COMMUNICATIONS CORP NEW	886,718	$1.4M	4.85%	Put
24	JDJD COM INC	45,988	$1.4M	4.82%	Put
25	AGFIRST MAJESTIC SILVER CORP	174,500	$1.4M	4.77%	Put
26	GTGOODYEAR TIRE & RUBR CO	39,100	$1.4M	4.74%	Put
27	PZZAPAPA JOHNS INTL INC	56,999	$1.4M	4.64%	Put
28	MTNVAIL RESORTS INC	13,233	$1.3M	4.53%	Put
29	TSNTYSON FOODS INC	126,761	$1.3M	4.49%	Put
30	KBHKB HOME	67,000	$1.3M	4.48%	Put
31	WYWEYERHAEUSER CO	38,800	$1.3M	4.44%	Put
32	—SWIFT TRANSN CO	1,370,914	$1.3M	4.37%	Put
33	KLACKLA-TENCOR CORP	622,949	$1.3M	4.36%	Put
34	CXOEURCONCHO RES INC	10,000	$1.3M	4.32%	Put
35	—FITBIT INC	2,021,928	$1.3M	4.32%	Put
36	—TESARO INC	15,334	$1.3M	4.32%	Put
37	CPACOPA HOLDINGS SA	411,693	$1.3M	4.31%	Put
38	LBTYBLIBERTY GLOBAL PLC	2,206,736	$1.2M	4.14%	Put
39	LEALEAR CORP	8,615	$1.2M	4.11%	Put
40	SRESEMPRA ENERGY	10,800	$1.2M	4.02%	Put
41	TAPMOLSON COORS BREWING CO	150,121	$1.2M	3.91%	Put
42	LPI1EURLAREDO PETROLEUM INC	742,549	$1.1M	3.87%	Put
43	VENVENTAS INC	356,122	$1.1M	3.87%	Put
44	LUVSOUTHWEST AIRLS CO	525,841	$1.1M	3.71%	Put
45	DYHTARGET CORP	2,789,111	$1.1M	3.68%	Put
46	WFRDWEATHERFORD INTL PLC	159,920	$1.1M	3.58%	Put
47	AEOAMERICAN EAGLE OUTFITTERS NE	73,698	$1.0M	3.48%	Put
48	NENOBLE CORP PLC	166,542	$1.0M	3.47%	Put
49	—NEWFIELD EXPL CO	1,833,945	$1.0M	3.46%	Put
50	CNCCENTENE CORP DEL	296,779	$1.0M	3.42%	Put
51	GLWCORNING INC	37,601	$1.0M	3.42%	Put
52	OASEUROASIS PETE INC NEW	646,875	$1.0M	3.40%	Put
53	—YRC WORLDWIDE INC	90,853	$1.0M	3.37%
54	SPOKSPOK HLDGS INC	52,603	$999K	3.36%
55	CABOCABLE ONE INC	1,600	$999K	3.36%
56	—DSP GROUP INC	83,221	$999K	3.36%
57	GABCGERMAN AMERN BANCORP INC	21,095	$999K	3.36%
58	SHOPSHOPIFY INC	14,609	$997K	3.36%
59	CACCCREDIT ACCEP CORP MICH	5,000	$997K	3.36%	Put
60	HLHECLA MNG CO	408,000	$996K	3.35%	Put
61	RFPUSDRESOLUTE FST PRODS INC	182,645	$995K	3.35%
62	DOEURDIAMOND OFFSHORE DRILLING IN	837,308	$994K	3.35%	Put
63	TXNMPNM RES INC	26,775	$991K	3.34%
64	—ZAGG INC	137,298	$989K	3.33%
65	HBANHUNTINGTON BANCSHARES INC	73,700	$987K	3.32%	Put
66	LTM1GBPLATAM AIRLS GROUP S A	77,862	$987K	3.32%
67	DC4DEXCOM INC	35,400	$985K	3.32%	Put
68	—TIER REIT INC	56,766	$985K	3.32%
69	TTEKTETRA TECH INC NEW	24,104	$985K	3.32%
70	HTBHOMETRUST BANCSHARES INC	41,908	$985K	3.32%
71	EQBKEQUITY BANCSHARES INC	31,011	$985K	3.32%
72	HLITHARMONIC INC	165,506	$985K	3.32%
73	BIDUNBAIDU INC	13,700	$984K	3.31%	Put
74	CSIQCANADIAN SOLAR INC	80,000	$982K	3.31%	Put
75	OLPONE LIBERTY PPTYS INC	41,869	$978K	3.29%
76	—STEIN MART INC	324,626	$977K	3.29%
77	GHMGRAHAM CORP	42,401	$975K	3.28%
78	DHXDHI GROUP INC	246,476	$974K	3.28%
79	—JANUS CAP GROUP INC	73,235	$967K	3.26%
80	ALAIR LEASE CORP	24,921	$966K	3.25%
81	—METALDYNE PERFORMANCE GROUP	42,086	$962K	3.24%
82	DXPEDXP ENTERPRISES INC NEW	25,319	$959K	3.23%
83	DINDINEEQUITY INC	17,596	$958K	3.23%
84	RLGTRADIANT LOGISTICS INC	191,461	$957K	3.22%
85	NRANRG ENERGY INC	3,130,474	$957K	3.22%	Put
86	—AUTOBYTEL INC	76,268	$956K	3.22%
87	KMBKIMBERLY CLARK CORP	63,459	$955K	3.22%	Put
88	PXDEURPIONEER NAT RES CO	135,293	$955K	3.22%	Put
89	ACNACCENTURE PLC IRELAND	29,000	$950K	3.20%	Put
90	—WI-LAN INC	513,525	$943K	3.18%
91	—CU BANCORP CALIF	23,730	$941K	3.17%
92	—STATOIL ASA	54,583	$938K	3.16%
93	—ROSETTA STONE INC	96,104	$937K	3.16%
94	VRTXVERTEX PHARMACEUTICALS INC	670,530	$936K	3.15%	Put
95	HRZNHORIZON TECHNOLOGY FIN CORP	84,085	$936K	3.15%
96	BUDANHEUSER BUSCH INBEV SA/NV	27,800	$935K	3.15%	Put
97	NEWTNEWTEK BUSINESS SVCS CORP	55,042	$935K	3.15%
98	SHAKSHAKE SHACK INC	28,000	$935K	3.15%	Put
99	DYDYCOM INDS INC	60,900	$935K	3.15%	Put
100	AFWALIGN TECHNOLOGY INC	133,904	$932K	3.14%	Put

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