TWO SIGMA INVESTMENTS, LP Q3 2016 Filing

Filed November 14, 2016

Portfolio Value

$27.6M

Holdings

2,175

Report Date

Q3 2016

Filing Type

13F-HR

All Holdings (2,175 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	AESAES CORP	192,420	$2.5M	8.96%	Put
2	HLHECLA MNG CO	415,653	$2.4M	8.59%	Put
3	—COACH INC	59,540	$2.2M	7.89%	Put
4	T77LENDINGTREE INC NEW	42,661	$1.9M	6.91%	Put
5	BURLBURLINGTON STORES INC	1,132,197	$1.9M	6.78%	Put
6	FEYECHFFIREEYE INC	125,900	$1.9M	6.72%	Put
7	SNASNAP ON INC	203,567	$1.9M	6.72%	Put
8	PYPLPAYPAL HLDGS INC	43,137	$1.8M	6.41%	Put
9	TMOTHERMO FISHER SCIENTIFIC INC	10,747	$1.7M	6.19%	Put
10	ISRGINTUITIVE SURGICAL INC	49,645	$1.7M	6.17%	Put
11	OASEUROASIS PETE INC NEW	1,915,655	$1.7M	6.15%	Put
12	DNKNDUNKIN BRANDS GROUP INC	207,469	$1.7M	6.13%	Put
13	MIGAMICROSTRATEGY INC	98,615	$1.7M	6.12%	Put
14	URBNURBAN OUTFITTERS INC	486,865	$1.7M	6.11%	Put
15	—BUFFALO WILD WINGS INC	211,101	$1.7M	6.07%	Put
16	PDCEUSDPDC ENERGY INC	255,688	$1.7M	6.06%	Put
17	—ROCKWELL COLLINS INC	19,800	$1.7M	6.05%	Put
18	UAAUNDER ARMOUR INC	41,000	$1.6M	5.75%	Put
19	ALNYALNYLAM PHARMACEUTICALS INC	23,400	$1.6M	5.75%	Put
20	SJMSMUCKER J M CO	30,340	$1.5M	5.58%	Put
21	THCTENET HEALTHCARE CORP	66,600	$1.5M	5.47%	Put
22	IMGIAMGOLD CORP	660,386	$1.5M	5.39%	Put
23	LBTYBLIBERTY GLOBAL PLC	742,140	$1.5M	5.38%	Put
24	MIC2EURMACQUARIE INFRASTRUCTURE COR	65,165	$1.5M	5.26%	Put
25	EXPEAGLE MATERIALS INC	18,700	$1.4M	5.24%	Put
26	MACMACERICH CO	31,262	$1.4M	5.22%	Put
27	BBYBEST BUY INC	3,578,399	$1.4M	5.19%	Put
28	FOSLFOSSIL GROUP INC	51,600	$1.4M	5.19%	Put
29	SEASEABRIDGE GOLD INC	129,400	$1.4M	5.17%	Put
30	EMNEASTMAN CHEM CO	21,000	$1.4M	5.15%	Put
31	NENOBLE CORP PLC	2,567,857	$1.4M	5.00%	Put
32	VYXNCR CORP NEW	42,800	$1.4M	4.99%	Put
33	CLBCORE LABORATORIES N V	12,104	$1.4M	4.93%	Call
34	AXPAMERICAN EXPRESS CO	356,816	$1.4M	4.91%	Put
35	KBHKB HOME	83,900	$1.4M	4.90%	Put
36	FLRFLUOR CORP NEW	26,309	$1.4M	4.89%	Put
37	WHRWHIRLPOOL CORP	8,300	$1.3M	4.87%	Put
38	NINISOURCE INC	107,222	$1.3M	4.82%	Put
39	ZBHZIMMER BIOMET HLDGS INC	218,029	$1.3M	4.81%	Put
40	FISVFISERV INC	13,306	$1.3M	4.79%	Put
41	DHID R HORTON INC	43,700	$1.3M	4.78%	Put
42	CRCCANADIAN NAT RES LTD	41,000	$1.3M	4.76%	Put
43	PHMPULTE GROUP INC	65,400	$1.3M	4.75%	Put
44	DYDYCOM INDS INC	56,318	$1.3M	4.67%	Put
45	—ENSCO PLC	630,032	$1.3M	4.64%	Put
46	—MOBILEYE N V AMSTELVEEN	29,900	$1.3M	4.61%	Put
47	PHPARKER HANNIFIN CORP	52,846	$1.3M	4.57%	Put
48	CUCAAVIS BUDGET GROUP	36,400	$1.2M	4.51%	Put
49	FXIISHARES TR	32,700	$1.2M	4.50%	Put
50	TSLATESLA MTRS INC	6,000	$1.2M	4.44%	Put
51	GMEGAMESTOP CORP NEW	44,300	$1.2M	4.43%	Put
52	CNCCENTENE CORP DEL	18,200	$1.2M	4.42%	Put
53	DLTRDOLLAR TREE INC	32,371	$1.2M	4.40%	Put
54	—L-3 COMMUNICATIONS HLDGS INC	261,406	$1.2M	4.40%	Put
55	SLG2EURSL GREEN RLTY CORP	55,024	$1.2M	4.33%	Put
56	PBRPETROLEO BRASILEIRO SA PETRO	126,200	$1.2M	4.27%	Put
57	JXC1J2 GLOBAL INC	85,045	$1.2M	4.26%	Put
58	AOSSMITH A O	198,524	$1.2M	4.22%	Put
59	—XEROX CORP	114,074	$1.2M	4.19%	Put
60	SUSUNCOR ENERGY INC NEW	41,500	$1.2M	4.18%	Put
61	MCXMCCORMICK & CO INC	55,891	$1.1M	4.14%	Put
62	QSRRESTAURANT BRANDS INTL INC	325,740	$1.1M	4.12%	Put
63	FTNTFORTINET INC	974,008	$1.1M	4.09%	Put
64	LMEURLEGG MASON INC	112,249	$1.1M	4.08%	Put
65	KMXCARMAX INC	21,000	$1.1M	4.06%	Put
66	RLRALPH LAUREN CORP	62,756	$1.1M	4.05%	Put
67	KGCKINROSS GOLD CORP	4,694,829	$1.1M	4.04%	Put
68	COFCAPITAL ONE FINL CORP	15,300	$1.1M	3.98%	Put
69	MASMASCO CORP	1,380,352	$1.1M	3.96%	Put
70	DDD3-D SYS CORP DEL	60,300	$1.1M	3.93%	Put
71	—ENCANA CORP	102,100	$1.1M	3.87%	Put
72	UHSUNIVERSAL HLTH SVCS INC	185,195	$1.1M	3.87%	Put
73	—LEUCADIA NATL CORP	55,806	$1.1M	3.85%	Put
74	ETNEATON CORP PLC	1,037,984	$1.0M	3.77%	Put
75	BSXBOSTON SCIENTIFIC CORP	5,889,124	$1.0M	3.76%	Put
76	BBBLACKBERRY LTD	129,277	$1.0M	3.74%	Put
77	ITWILLINOIS TOOL WKS INC	8,500	$1.0M	3.69%	Put
78	PVG1EURPRETIUM RES INC	98,963	$1.0M	3.68%	Put
79	PBCTEURPEOPLES UNITED FINANCIAL INC	63,900	$1.0M	3.66%	Put
80	JACKJACK IN THE BOX INC	45,796	$1.0M	3.63%	Put
81	CNRCANADIAN NATL RY CO	307,528	$1.0M	3.62%	Put
82	OLPONE LIBERTY PPTYS INC	41,365	$999K	3.62%
83	—UNIVERSAL AMERN CORP NEW	130,612	$999K	3.62%
84	TPVGTRIPLEPOINT VENTURE GROWTH B	94,046	$997K	3.61%
85	MANHMANHATTAN ASSOCS INC	17,279	$996K	3.61%
86	UBNTEURUBIQUITI NETWORKS INC	18,580	$994K	3.60%
87	WKWORKIVA INC	54,769	$993K	3.60%
88	NTESNETEASE INC	125,653	$992K	3.60%	Put
89	51AAMERICAN PUBLIC EDUCATION IN	49,968	$990K	3.59%
90	UMHUMH PPTYS INC	82,957	$989K	3.58%
91	—WI-LAN INC	638,804	$989K	3.58%
92	ABGAMERISOURCEBERGEN CORP	12,224	$988K	3.58%	Put
93	TTEKTETRA TECH INC NEW	27,800	$986K	3.57%
94	FHIFEDERATED INVS INC PA	33,196	$984K	3.57%
95	—K12 INC	68,514	$983K	3.56%
96	—SILICON GRAPHICS INTL CORP	127,241	$980K	3.55%
97	SYMCEURSYMANTEC CORP	3,685,133	$978K	3.54%	Put
98	8CWCROWN CASTLE INTL CORP NEW	365,812	$976K	3.54%	Put
99	CGNXCOGNEX CORP	18,444	$975K	3.53%
100	—ESTERLINE TECHNOLOGIES CORP	12,806	$974K	3.53%

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