TWO SIGMA INVESTMENTS, LP Q4 2016 Filing

Filed February 14, 2017

Portfolio Value

$26.1M

Holdings

2,265

Report Date

Q4 2016

Filing Type

13F-HR

All Holdings (2,265 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	—RANDGOLD RES LTD	28,715	$2.2M	8.40%	Put
2	DFSEURDISCOVER FINL SVCS	27,490	$2.0M	7.60%	Put
3	ALKALASKA AIR GROUP INC	22,000	$2.0M	7.48%	Put
4	SAVESPIRIT AIRLS INC	69,720	$1.9M	7.46%	Put
5	AMGAFFILIATED MANAGERS GROUP	87,801	$1.8M	6.73%	Put
6	CITUSDCIT GROUP INC	78,025	$1.7M	6.70%	Put
7	ETRAE TRADE FINANCIAL CORP	1,746,125	$1.7M	6.54%	Put
8	PNCPNC FINL SVCS GROUP INC	14,100	$1.6M	6.32%	Put
9	TWTRUSDTWITTER INC	101,109	$1.6M	6.32%	Put
10	MAMASTERCARD INCORPORATED	36,396	$1.6M	6.30%	Put
11	ACNACCENTURE PLC IRELAND	14,000	$1.6M	6.29%	Put
12	—RESTORATION HARDWARE HLDGS I	53,000	$1.6M	6.24%	Put
13	NTAPNETAPP INC	153,109	$1.6M	6.20%	Put
14	RDNRADIAN GROUP INC	533,666	$1.6M	6.12%	Put
15	OLNOLIN CORP	62,000	$1.6M	6.09%	Put
16	CTLEURCENTURYLINK INC	2,926,871	$1.6M	6.08%	Put
17	RRCRANGE RES CORP	112,336	$1.6M	6.07%	Put
18	PNWPINNACLE WEST CAP CORP	19,900	$1.6M	5.95%	Put
19	MURMURPHY OIL CORP	49,800	$1.6M	5.95%	Put
20	AMBAAMBARELLA INC	28,176	$1.5M	5.84%	Put
21	PRGOPERRIGO CO PLC	110,702	$1.5M	5.81%	Put
22	NFLXNETFLIX INC	1,228,915	$1.5M	5.80%	Put
23	APOAPOLLO GLOBAL MGMT LLC	667,397	$1.5M	5.80%	Put
24	SIXEURSIX FLAGS ENTMT CORP NEW	947,593	$1.5M	5.80%	Put
25	EBIXEUREBIX INC	26,200	$1.5M	5.73%	Put
26	AWMSKYWORKS SOLUTIONS INC	20,000	$1.5M	5.72%	Put
27	SYKSTRYKER CORP	12,391	$1.5M	5.69%	Put
28	IPGINTERPUBLIC GROUP COS INC	803,878	$1.5M	5.69%	Put
29	—SWIFT TRANSN CO	1,617,543	$1.5M	5.56%	Put
30	VALEVALE S A	5,205,285	$1.4M	5.53%	Put
31	HIGHARTFORD FINL SVCS GROUP INC	873,780	$1.4M	5.49%	Put
32	—WHOLE FOODS MKT INC	46,300	$1.4M	5.46%	Put
33	AGFIRST MAJESTIC SILVER CORP	185,200	$1.4M	5.42%	Put
34	ORLYO REILLY AUTOMOTIVE INC NEW	46,559	$1.4M	5.38%	Put
35	FDO.FMACYS INC	38,700	$1.4M	5.31%	Put
36	—STILLWATER MNG CO	215,856	$1.4M	5.26%	Put
37	COTYCOTY INC	73,800	$1.4M	5.18%	Put
38	BANCBANC OF CALIFORNIA INC	77,600	$1.3M	5.16%	Put
39	TRVTRAVELERS COMPANIES INC	21,932	$1.3M	5.14%	Put
40	CYBRCYBERARK SOFTWARE LTD	29,142	$1.3M	5.08%	Call
41	RYROYAL BK CDA MONTREAL QUE	577,469	$1.3M	5.08%	Put
42	LITELUMENTUM HLDGS INC	117,241	$1.3M	5.05%	Put
43	APDAIR PRODS & CHEMS INC	794,959	$1.3M	5.01%	Put
44	—STAPLES INC	1,216,271	$1.3M	5.01%	Put
45	DATATABLEAU SOFTWARE INC	582,071	$1.3M	4.97%	Put
46	KSSKOHLS CORP	25,955	$1.3M	4.92%	Put
47	DDSDILLARDS INC	45,704	$1.3M	4.86%	Put
48	GNWGENWORTH FINL INC	332,727	$1.3M	4.86%	Put
49	ABMDEURABIOMED INC	22,600	$1.3M	4.84%	Put
50	—FITBIT INC	2,661,147	$1.3M	4.83%	Put
51	MTNVAIL RESORTS INC	81,905	$1.2M	4.75%	Put
52	POT1EURPOTASH CORP SASK INC	3,162,751	$1.2M	4.74%	Put
53	TAPMOLSON COORS BREWING CO	41,660	$1.2M	4.73%	Put
54	DOVDOVER CORP	93,903	$1.2M	4.68%	Put
55	SRCLSTERICYCLE INC	954,560	$1.2M	4.62%	Put
56	LPI1EURLAREDO PETROLEUM INC	622,886	$1.2M	4.61%	Put
57	CSIQCANADIAN SOLAR INC	98,314	$1.2M	4.59%	Put
58	GPCGENUINE PARTS CO	12,500	$1.2M	4.58%	Put
59	VFCV F CORP	22,000	$1.2M	4.50%	Put
60	ZIONZIONS BANCORPORATION	27,000	$1.2M	4.46%	Put
61	SJMSMUCKER J M CO	9,000	$1.2M	4.42%	Put
62	SHWSHERWIN WILLIAMS CO	4,218	$1.1M	4.34%	Put
63	REGNREGENERON PHARMACEUTICALS	71,606	$1.1M	4.32%	Put
64	—DELPHI AUTOMOTIVE PLC	732,714	$1.1M	4.29%	Put
65	CPACOPA HOLDINGS SA	227,533	$1.1M	4.25%	Put
66	MACMACERICH CO	15,604	$1.1M	4.24%	Put
67	BBBYEURBED BATH & BEYOND INC	27,000	$1.1M	4.21%	Put
68	RHT1EURRED HAT INC	15,648	$1.1M	4.18%	Put
69	FSLRFIRST SOLAR INC	953,933	$1.1M	4.17%	Put
70	BBBLACKBERRY LTD	157,328	$1.1M	4.16%	Put
71	MDTMEDTRONIC PLC	2,440,198	$1.1M	4.05%	Put
72	NINISOURCE INC	647,940	$1.0M	4.02%	Put
73	—CHICAGO BRIDGE & IRON CO N V	870,207	$1.0M	4.00%	Put
74	NAVINAVIENT CORP	63,070	$1.0M	3.97%	Put
75	NAVNAVISTAR INTL CORP NEW	32,591	$1.0M	3.92%	Put
76	BIIBBIOGEN INC	566,390	$1.0M	3.88%	Put
77	—WHITING PETE CORP NEW	2,548,846	$1.0M	3.85%	Put
78	RCORESOURCES CONNECTION INC	51,943	$1.0M	3.83%
79	CPTCAMDEN PPTY TR	11,891	$1.0M	3.83%	Put
80	NVECNVE CORP	13,956	$997K	3.82%
81	—SONUS NETWORKS INC	158,219	$997K	3.82%
82	PPGPPG INDS INC	519,675	$996K	3.82%	Put
83	BGGUSDBRIGGS & STRATTON CORP	44,735	$996K	3.82%
84	—NORTHSTAR REALTY EUROPE CORP	79,270	$996K	3.82%
85	PGRPROGRESSIVE CORP OHIO	28,001	$994K	3.81%	Put
86	RELXRELX NV	59,296	$994K	3.81%
87	MXIMMAXIM INTEGRATED PRODS INC	1,993,346	$994K	3.81%	Put
88	PBCTEURPEOPLES UNITED FINANCIAL INC	597,389	$993K	3.81%	Put
89	IBCPINDEPENDENT BANK CORP MICH	45,705	$992K	3.80%
90	KGCKINROSS GOLD CORP	4,042,205	$991K	3.80%	Put
91	ELFE L F BEAUTY INC	34,163	$989K	3.79%
92	HNIHNI CORP	17,632	$986K	3.78%
93	CLRUSDCONTINENTAL RESOURCES INC	39,089	$985K	3.78%	Put
94	HRZNHORIZON TECHNOLOGY FIN CORP	93,589	$985K	3.78%
95	LUVSOUTHWEST AIRLS CO	47,600	$983K	3.77%	Put
96	HZOMARINEMAX INC	50,415	$976K	3.74%
97	PBRPETROLEO BRASILEIRO SA PETRO	2,649,394	$976K	3.74%	Put
98	DHID R HORTON INC	710,829	$975K	3.74%	Put
99	GLDDGREAT LAKES DREDGE & DOCK CO	231,892	$974K	3.73%
100	—BLACK BOX CORP DEL	63,755	$972K	3.73%

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