TWO SIGMA INVESTMENTS, LP Q2 2017 Filing

Filed August 14, 2017

Portfolio Value

$27.6B

Holdings

2,152

Report Date

Q2 2017

Filing Type

13F-HR

All Holdings (2,152 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	—CHICAGO BRIDGE & IRON CO N V	120,003	$2.4B	8.57%	Put
2	CSIQCANADIAN SOLAR INC	126,314	$2.0B	7.27%	Put
3	—BOFI HLDG INC	81,490	$1.9B	6.99%	Put
4	YELPYELP INC	63,000	$1.9B	6.84%	Put
5	—BUFFALO WILD WINGS INC	14,763	$1.9B	6.77%	Put
6	MCXMCCORMICK & CO INC	96,623	$1.9B	6.73%	Put
7	—ARCH COAL INC	25,900	$1.8B	6.40%	Put
8	TPDTEMPUR SEALY INTL INC	32,900	$1.8B	6.36%	Put
9	DOEURDIAMOND OFFSHORE DRILLING IN	328,378	$1.7B	6.24%	Put
10	AESAES CORP	2,087,834	$1.7B	6.15%	Put
11	AGFIRST MAJESTIC SILVER CORP	204,100	$1.7B	6.14%	Put
12	AXPAMERICAN EXPRESS CO	55,366	$1.7B	6.11%	Put
13	—ROWAN COMPANIES PLC	720,394	$1.7B	6.09%	Put
14	FEYECHFFIREEYE INC	109,400	$1.7B	6.02%	Put
15	SWN1EURSOUTHWESTERN ENERGY CO	271,898	$1.7B	5.98%	Put
16	EXPEEXPEDIA INC DEL	66,193	$1.6B	5.96%	Put
17	MARMARRIOTT INTL INC NEW	384,867	$1.6B	5.94%	Put
18	2362120DSINCLAIR BROADCAST GROUP INC	835,894	$1.6B	5.90%	Put
19	FLT1EURFLEETCOR TECHNOLOGIES INC	11,300	$1.6B	5.89%	Put
20	NBRNABORS INDUSTRIES LTD	198,900	$1.6B	5.86%	Put
21	RRYDER SYS INC	334,087	$1.6B	5.81%	Put
22	—WPX ENERGY INC	160,600	$1.6B	5.61%	Put
23	W3UWESTERN UN CO	705,842	$1.5B	5.56%	Put
24	FIVEFIVE BELOW INC	30,424	$1.5B	5.43%	Put
25	—COACH INC	534,579	$1.5B	5.28%	Put
26	LVSLAS VEGAS SANDS CORP	674,902	$1.4B	5.24%	Put
27	7HPHP INC	8,866,409	$1.4B	5.23%	Put
28	AAOIAPPLIED OPTOELECTRONICS INC	23,000	$1.4B	5.14%	Put
29	ABGAMERISOURCEBERGEN CORP	15,000	$1.4B	5.13%	Put
30	BANCBANC OF CALIFORNIA INC	65,100	$1.4B	5.06%	Put
31	LYBLYONDELLBASELL INDUSTRIES N	1,511,887	$1.4B	5.04%	Put
32	ROPROPER TECHNOLOGIES INC	6,000	$1.4B	5.03%	Put
33	JACKJACK IN THE BOX INC	561,288	$1.4B	4.94%	Put
34	GPCGENUINE PARTS CO	14,400	$1.3B	4.83%	Put
35	JWNUSDNORDSTROM INC	27,900	$1.3B	4.83%	Put
36	ASHASHLAND GLOBAL HLDGS INC	20,100	$1.3B	4.79%	Put
37	—GGP INC	135,977	$1.3B	4.79%	Put
38	OLEDUNIVERSAL DISPLAY CORP	109,831	$1.3B	4.78%	Put
39	—RANDGOLD RES LTD	14,908	$1.3B	4.77%	Put
40	DISHDISH NETWORK CORP	20,700	$1.3B	4.70%	Put
41	AEMAGNICO EAGLE MINES LTD	177,722	$1.3B	4.60%	Put
42	DC4DEXCOM INC	17,300	$1.3B	4.58%	Put
43	CITCINTAS CORP	10,000	$1.3B	4.56%	Put
44	WMWASTE MGMT INC DEL	1,055,966	$1.3B	4.52%	Put
45	COTYCOTY INC	66,100	$1.2B	4.49%	Put
46	NTESNETEASE INC	130,359	$1.2B	4.49%	Put
47	PKGPACKAGING CORP AMER	11,000	$1.2B	4.43%	Put
48	—SILVER STD RES INC	123,800	$1.2B	4.35%	Put
49	JBLUJETBLUE AIRWAYS CORP	1,818,916	$1.2B	4.32%	Put
50	MGMMGM RESORTS INTERNATIONAL	4,630,379	$1.2B	4.30%	Put
51	IBMINTERNATIONAL BUSINESS MACHS	22,606	$1.2B	4.24%	Put
52	NDAQNASDAQ INC	374,760	$1.2B	4.23%	Put
53	CVSCVS HEALTH CORP	420,871	$1.2B	4.20%	Put
54	PVHPVH CORP	10,000	$1.1B	4.14%	Put
55	WDAYWORKDAY INC	757,974	$1.1B	4.12%	Put
56	ALNYALNYLAM PHARMACEUTICALS INC	39,047	$1.1B	4.12%	Put
57	SRCLSTERICYCLE INC	208,638	$1.1B	4.11%	Put
58	—2U INC	24,200	$1.1B	4.11%	Put
59	LULULULULEMON ATHLETICA INC	290,461	$1.1B	4.07%	Put
60	TRGPTARGA RES CORP	24,900	$1.1B	4.07%	Put
61	CAHCARDINAL HEALTH INC	14,402	$1.1B	4.06%	Put
62	—FITBIT INC	468,652	$1.1B	4.02%	Put
63	WSMWILLIAMS SONOMA INC	437,729	$1.1B	3.94%	Put
64	—VERIFONE SYS INC	192,876	$1.1B	3.92%	Put
65	DEDEERE & CO	739,946	$1.1B	3.90%	Put
66	MTNVAIL RESORTS INC	5,300	$1.1B	3.89%	Put
67	—ACACIA COMMUNICATIONS INC	25,900	$1.1B	3.89%	Put
68	CASYCASEYS GEN STORES INC	10,000	$1.1B	3.88%	Put
69	STXSEAGATE TECHNOLOGY PLC	2,259,765	$1.1B	3.83%	Put
70	AXONAXON ENTERPRISE INC	42,000	$1.1B	3.82%	Put
71	MLB1MERCADOLIBRE INC	143,257	$1.0B	3.76%	Put
72	COFCAPITAL ONE FINL CORP	1,088,501	$1.0B	3.70%	Put
73	CBRECBRE GROUP INC	514,680	$1.0B	3.67%	Put
74	—ELLIE MAE INC	9,200	$1.0B	3.66%	Put
75	RYROYAL BK CDA MONTREAL QUE	838,445	$1.0B	3.63%	Put
76	SCHWSCHWAB CHARLES CORP NEW	320,047	$1.0B	3.62%	Put
77	—GLOBAL BRASS & COPPR HLDGS I	32,671	$998.0M	3.61%
78	—WAGEWORKS INC	14,834	$997.0M	3.61%
79	CVLGCOVENANT TRANSN GROUP INC	56,790	$996.0M	3.60%
80	APDAIR PRODS & CHEMS INC	570,591	$995.7M	3.60%	Put
81	ALXNALEXION PHARMACEUTICALS INC	168,801	$992.6M	3.59%	Put
82	FSTRFOSTER L B CO	46,244	$992.0M	3.59%
83	—GLATFELTER	50,746	$992.0M	3.59%
84	CBCHUBB LIMITED	16,800	$990.5M	3.58%	Put
85	COLMCOLUMBIA SPORTSWEAR CO	17,036	$989.0M	3.58%
86	DYDYCOM INDS INC	27,000	$986.4M	3.57%	Put
87	—SUNTRUST BKS INC	405,247	$986.0M	3.57%	Put
88	QEPQEP RES INC	446,620	$985.5M	3.57%	Put
89	—CLIFTON BANCORP INC	59,450	$983.0M	3.56%
90	HAFCHANMI FINL CORP	34,560	$983.0M	3.56%
91	DTEDTE ENERGY CO	95,300	$982.1M	3.55%	Put
92	XIFRNEXTERA ENERGY PARTNERS LP	26,538	$982.0M	3.55%
93	DGIIDIGI INTL INC	96,587	$980.0M	3.55%
94	KYOCYKYOCERA CORP	16,772	$977.0M	3.53%
95	DGDOLLAR GEN CORP NEW	536,889	$975.8M	3.53%	Put
96	CXOEURCONCHO RES INC	28,920	$974.5M	3.53%	Put
97	BBBYEURBED BATH & BEYOND INC	32,000	$972.0M	3.52%	Put
98	AERAERCAP HOLDINGS NV	54,400	$971.6M	3.51%	Put
99	EQBKEQUITY BANCSHARES INC	31,689	$971.0M	3.51%
100	IVZINVESCO LTD	64,691	$965.3M	3.49%	Put

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