TWO SIGMA INVESTMENTS, LP Q3 2017 Filing

Filed November 14, 2017

Portfolio Value

$28.2M

Holdings

2,038

Report Date

Q3 2017

Filing Type

13F-HR

All Holdings (2,038 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	WWAYFAIR INC	33,585	$2.3M	8.02%	Put
2	LUVSOUTHWEST AIRLS CO	40,291	$2.3M	8.00%	Put
3	BOBEUSDBOB EVANS FARMS INC	101,491	$1.9M	6.75%	Put
4	WMBWILLIAMS COS INC DEL	62,700	$1.9M	6.67%	Put
5	MTDRMATADOR RES CO	69,100	$1.9M	6.65%	Put
6	—KEMET CORP	462,611	$1.8M	6.52%	Put
7	ETRENTERGY CORP NEW	755,441	$1.8M	6.42%	Put
8	CATCATERPILLAR INC DEL	1,417,696	$1.8M	6.37%	Put
9	—BOFI HLDG INC	61,982	$1.8M	6.25%	Put
10	OLNOLIN CORP	50,052	$1.7M	6.08%	Put
11	VNOVORNADO RLTY TR	22,200	$1.7M	6.05%	Put
12	USCRU S CONCRETE INC	22,203	$1.7M	6.01%	Put
13	JECUSDJACOBS ENGR GROUP INC DEL	248,240	$1.6M	5.83%	Put
14	MLB1MERCADOLIBRE INC	6,055	$1.6M	5.56%	Put
15	CBCVR ENERGY INC	115,474	$1.6M	5.53%	Put
16	JACKJACK IN THE BOX INC	127,138	$1.5M	5.46%	Put
17	AEMAGNICO EAGLE MINES LTD	33,772	$1.5M	5.41%	Put
18	DRIDARDEN RESTAURANTS INC	19,300	$1.5M	5.39%	Put
19	AMTAMERICAN TOWER CORP NEW	1,099,112	$1.5M	5.37%	Put
20	CMECME GROUP INC	102,133	$1.5M	5.33%	Put
21	PLDPROLOGIS INC	23,501	$1.5M	5.28%	Put
22	EXPEEXPEDIA INC DEL	273,201	$1.5M	5.24%	Put
23	BYDBOYD GAMING CORP	323,499	$1.5M	5.21%	Put
24	FIZZNATIONAL BEVERAGE CORP	11,500	$1.4M	5.05%	Put
25	BANCBANC OF CALIFORNIA INC	68,100	$1.4M	5.01%	Put
26	EAELECTRONIC ARTS INC	747,392	$1.4M	4.91%	Put
27	UALUNITED CONTL HLDGS INC	22,646	$1.4M	4.89%	Put
28	FDXFEDEX CORP	112,037	$1.4M	4.88%	Put
29	GMEGAMESTOP CORP NEW	1,992,713	$1.4M	4.88%	Put
30	DYDYCOM INDS INC	16,000	$1.4M	4.87%	Put
31	—CIMPRESS N V	37,255	$1.4M	4.85%	Put
32	—CONSOL ENERGY INC	720,083	$1.4M	4.79%	Put
33	ILMNILLUMINA INC	73,868	$1.3M	4.78%	Put
34	RGRSTURM RUGER & CO INC	26,000	$1.3M	4.77%	Put
35	BBBLACKBERRY LTD	118,115	$1.3M	4.68%
36	—ROWAN COMPANIES PLC	287,642	$1.3M	4.61%	Put
37	CSIQCANADIAN SOLAR INC	77,078	$1.3M	4.60%	Put
38	VLOVALERO ENERGY CORP NEW	258,552	$1.3M	4.60%	Put
39	TGBTASEKO MINES LTD	689,881	$1.3M	4.55%
40	SCHWSCHWAB CHARLES CORP NEW	1,805,883	$1.3M	4.46%	Put
41	NBRNABORS INDUSTRIES LTD	155,394	$1.3M	4.44%	Put
42	—FITBIT INC	1,374,164	$1.2M	4.40%	Put
43	WTWEURWEIGHT WATCHERS INTL INC NEW	180,624	$1.2M	4.39%	Put
44	FITBFIFTH THIRD BANCORP	44,000	$1.2M	4.36%	Put
45	RACEFERRARI N V	42,306	$1.2M	4.36%	Put
46	WSMWILLIAMS SONOMA INC	399,112	$1.2M	4.31%	Put
47	SIXEURSIX FLAGS ENTMT CORP NEW	19,918	$1.2M	4.30%	Call
48	AWMSKYWORKS SOLUTIONS INC	11,900	$1.2M	4.30%	Put
49	QEPQEP RES INC	140,600	$1.2M	4.27%	Put
50	JWNUSDNORDSTROM INC	25,371	$1.2M	4.24%	Put
51	VEEVVEEVA SYS INC	101,784	$1.2M	4.21%	Put
52	—MICHAEL KORS HLDGS LTD	620,615	$1.2M	4.21%	Put
53	—CBS CORP NEW	20,449	$1.2M	4.20%	Put
54	GTGOODYEAR TIRE & RUBR CO	35,000	$1.2M	4.13%	Put
55	4I1PHILIP MORRIS INTL INC	1,421,489	$1.2M	4.10%	Put
56	DDSDILLARDS INC	20,500	$1.1M	4.07%	Put
57	DTEDTE ENERGY CO	10,600	$1.1M	4.03%	Put
58	VIABVIACOM INC NEW	157,061	$1.1M	4.01%	Put
59	2362120DSINCLAIR BROADCAST GROUP INC	34,500	$1.1M	3.92%	Put
60	PZZAPAPA JOHNS INTL INC	97,665	$1.1M	3.88%	Put
61	SPGSIMON PPTY GROUP INC NEW	15,788	$1.1M	3.88%	Put
62	VYXNCR CORP NEW	29,100	$1.1M	3.87%	Put
63	FEYECHFFIREEYE INC	1,998,713	$1.1M	3.85%	Put
64	ASHASHLAND GLOBAL HLDGS INC	16,500	$1.1M	3.82%	Put
65	—TAILORED BRANDS INC	74,400	$1.1M	3.81%	Put
66	ERFGBPENERPLUS CORP	107,848	$1.1M	3.77%
67	IMAIMAX CORP	307,272	$1.1M	3.76%	Put
68	RGLDROYAL GOLD INC	210,120	$1.0M	3.72%	Put
69	—FRONTIER COMMUNICATIONS CORP	88,600	$1.0M	3.70%	Put
70	ABTABBOTT LABS	68,990	$1.0M	3.70%	Put
71	INCYINCYTE CORP	311,326	$1.0M	3.60%	Put
72	SAVESPIRIT AIRLS INC	30,370	$1.0M	3.60%	Put
73	FXIISHARES TR	23,000	$1.0M	3.59%	Put
74	TSCOTRACTOR SUPPLY CO	967,246	$1.0M	3.58%	Put
75	PBCTEURPEOPLES UNITED FINANCIAL INC	55,400	$1.0M	3.56%	Put
76	FIVEFIVE BELOW INC	18,200	$999K	3.54%	Put
77	AG8AGILENT TECHNOLOGIES INC	15,502	$995K	3.53%
78	WTSWATTS WATER TECHNOLOGIES INC	14,354	$993K	3.52%
79	NBISYANDEX N V	1,660,555	$993K	3.52%	Put
80	TEN1TENNECO INC	16,336	$991K	3.51%
81	—SHILOH INDS INC	95,123	$989K	3.51%
82	TRSTRIMAS CORP	36,539	$987K	3.50%
83	MCDMCDONALDS CORP	1,295,525	$985K	3.49%	Put
84	EVTCEVERTEC INC	62,100	$984K	3.49%
85	LVSLAS VEGAS SANDS CORP	238,666	$976K	3.46%	Put
86	UPSUNITED PARCEL SERVICE INC	1,120,435	$975K	3.45%	Put
87	PODDINSULET CORP	17,611	$970K	3.44%
88	KOCOCA COLA CO	50,334	$966K	3.42%	Put
89	FLWSFLWS/1-800 FLOWERS	97,626	$962K	3.41%
90	NNNNATIONAL RETAIL PPTYS INC	23,097	$962K	3.41%
91	PETQEURPETIQ INC	35,363	$958K	3.40%
92	NSZNETSCOUT SYS INC	29,570	$957K	3.39%
93	—AUDENTES THERAPEUTICS INC	34,142	$956K	3.39%
94	—FINISAR CORP	101,363	$954K	3.38%	Put
95	WHGWESTWOOD HLDGS GROUP INC	14,185	$954K	3.38%
96	TGTREDEGAR CORP	52,931	$953K	3.38%
97	NCMIEURNATIONAL CINEMEDIA INC	136,487	$953K	3.38%
98	EDUNEW ORIENTAL ED & TECH GRP I	807,794	$952K	3.38%	Put
99	AWNADVANCE AUTO PARTS INC	9,595	$952K	3.37%
100	—FEDERATED NATL HLDG CO	60,953	$951K	3.37%

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