TWO SIGMA INVESTMENTS, LP Q2 2016 Filing

Filed August 15, 2016

Portfolio Value

$23.3M

Holdings

2,145

Report Date

Q2 2016

Filing Type

13F-HR

All Holdings (2,145 positions)

#	Stock	Shares	Value	% Portfolio	Type
901	EVCENTRAVISION COMMUNICATIONS C	18,322	$123K	0.53%
902	RDCMRADCOM LTD	10,581	$123K	0.53%
903	MARMARRIOTT INTL INC NEW	1,839,363	$122K	0.52%	Put
904	ABTABBOTT LABS	3,092,264	$122K	0.52%	Put
905	4I1PHILIP MORRIS INTL INC	1,184,004	$120K	0.52%	Put
906	GLADUSDGLADSTONE CAPITAL CORP	16,235	$118K	0.51%
907	CHTRCHARTER COMMUNICATIONS INC N	515,053	$118K	0.51%
908	LOWLOWES COS INC	1,439,326	$114K	0.49%	Put
909	—KLONDEX MNS LTD	31,214	$113K	0.49%
910	—CENTRAL EUROPEAN MEDIA ENTRP	53,728	$113K	0.49%
911	—FAMOUS DAVES AMER INC	22,378	$113K	0.49%
912	APDAIR PRODS & CHEMS INC	791,286	$112K	0.48%	Call
913	VMWEURVMWARE INC	1,949,894	$112K	0.48%
914	PSECPROSPECT CAPITAL CORPORATION	14,257	$111K	0.48%
915	NIHDEURNII HLDGS INC	35,000	$111K	0.48%
916	—POWERSHARES QQQ TRUST	1,014,856	$109K	0.47%	Put
917	—TANGOE INC	14,000	$108K	0.46%
918	FMNBFARMERS NATL BANC CORP	12,000	$106K	0.46%
919	ISRGINTUITIVE SURGICAL INC	159,305	$105K	0.45%	Put
920	GOGOGOGO INC	12,510	$105K	0.45%
921	BABOEING CO	786,292	$102K	0.44%	Put
922	KLACKLA-TENCOR CORP	1,385,331	$101K	0.44%
923	NVAXNOVAVAX INC	13,700	$100K	0.43%
924	QNSTQUINSTREET INC	27,797	$99K	0.43%
925	AMGNAMGEN INC	641,345	$98K	0.42%	Put
926	PYPLPAYPAL HLDGS INC	2,658,023	$97K	0.42%
927	—ACHILLION PHARMACEUTICALS IN	12,453	$97K	0.42%
928	—GLOBAL SOURCES LTD	10,424	$96K	0.41%
929	—APPROACH RESOURCES INC	45,582	$96K	0.41%
930	WRUSDWESTAR ENERGY INC	1,709,663	$96K	0.41%
931	7HPHP INC	7,504,539	$94K	0.40%
932	—YAHOO INC	2,490,013	$94K	0.40%	Put
933	—AVIANCA HLDGS SA	15,152	$93K	0.40%
934	—CNINSURE INC	12,928	$92K	0.39%
935	ALXNALEXION PHARMACEUTICALS INC	786,516	$92K	0.39%
936	—VONAGE HLDGS CORP	14,999	$91K	0.39%
937	—C&J ENERGY SVCS LTD	149,861	$90K	0.39%
938	CN4CONNS INC	12,000	$90K	0.39%	Put
939	—DICERNA PHARMACEUTICALS INC	30,134	$90K	0.39%
940	XOMEXXON MOBIL CORP	953,300	$89K	0.38%	Put
941	BBVABANCO BILBAO VIZCAYA ARGENTA	15,527	$89K	0.38%
942	CLNECLEAN ENERGY FUELS CORP	25,516	$89K	0.38%
943	USBUS BANCORP DEL	2,183,947	$88K	0.38%	Put
944	GOROGOLD RESOURCE CORP	24,280	$87K	0.37%
945	RIGLUSDRIGEL PHARMACEUTICALS INC	38,367	$86K	0.37%
946	GSKGLAXOSMITHKLINE PLC	1,955,195	$85K	0.36%
947	CLCOLGATE PALMOLIVE CO	1,157,159	$85K	0.36%	Put
948	BBBLACKBERRY LTD	12,300	$83K	0.36%	Call
949	—GAIN CAP HLDGS INC	12,900	$82K	0.35%
950	—ST JUDE MED INC	1,049,812	$82K	0.35%
951	—TYCO INTL PLC	1,912,986	$81K	0.35%
952	CVSCVS HEALTH CORP	850,975	$81K	0.35%	Put
953	RYROYAL BK CDA MONTREAL QUE	1,381,750	$81K	0.35%
954	KOCOCA COLA CO	1,745,290	$79K	0.34%	Put
955	EXPEEXPEDIA INC DEL	716,084	$76K	0.33%	Put
956	—GOLDEN STAR RES LTD CDA	117,274	$76K	0.33%
957	AKAMAKAMAI TECHNOLOGIES INC	1,345,789	$75K	0.32%
958	ETNEATON CORP PLC	1,255,803	$75K	0.32%	Put
959	TDTORONTO DOMINION BK ONT	1,753,095	$75K	0.32%
960	MFCMANULIFE FINL CORP	5,434,046	$74K	0.32%
961	INTCINTEL CORP	2,235,273	$73K	0.31%	Put
962	YRIYAMANA GOLD INC	2,159,153	$73K	0.31%	Put
963	MSFTMICROSOFT CORP	1,356,510	$69K	0.30%	Put
964	KROKRONOS WORLDWIDE INC	13,067	$69K	0.30%
965	ORLYO REILLY AUTOMOTIVE INC NEW	251,420	$68K	0.29%	Put
966	—MODUSLINK GLOBAL SOLUTIONS I	55,356	$68K	0.29%
967	KMBKIMBERLY CLARK CORP	485,950	$67K	0.29%	Put
968	—GREAT PLAINS ENERGY INC	2,191,602	$67K	0.29%
969	CSCOCISCO SYS INC	2,308,902	$66K	0.28%	Put
970	WCNWASTE CONNECTIONS INC	915,520	$66K	0.28%
971	JAZZJAZZ PHARMACEUTICALS PLC	461,377	$65K	0.28%
972	AMDADVANCED MICRO DEVICES INC	12,594	$65K	0.28%
973	BCEBCE INC	1,361,639	$64K	0.28%
974	WDCWESTERN DIGITAL CORP	1,358,298	$64K	0.28%
975	LMTLOCKHEED MARTIN CORP	258,281	$64K	0.28%	Put
976	BNSBANK N S HALIFAX	1,303,540	$64K	0.27%
977	—COMPUTER TASK GROUP INC	12,679	$63K	0.27%
978	CHKEURCHESAPEAKE ENERGY CORP	14,636	$63K	0.27%
979	CELGCELGENE CORP	637,884	$63K	0.27%	Put
980	—QUINTILES TRANSNATIO HLDGS I	946,450	$62K	0.27%
981	—DIGIRAD CORP	11,507	$59K	0.25%
982	GPRCHFGREAT PANTHER SILVER LTD	36,050	$59K	0.25%
983	BIIBBIOGEN INC	242,003	$59K	0.25%
984	COPCONOCOPHILLIPS	1,334,734	$58K	0.25%	Put
985	BACVERIZON COMMUNICATIONS INC	1,028,828	$57K	0.25%	Put
986	VVISA INC	770,827	$57K	0.25%	Put
987	—PIER 1 IMPORTS INC	10,900	$56K	0.24%
988	ABXBARRICK GOLD CORP	2,614,323	$56K	0.24%	Put
989	ADIANALOG DEVICES INC	975,891	$55K	0.24%
990	PGFUSDPENGROWTH ENERGY CORP	29,348	$54K	0.23%
991	MOALTRIA GROUP INC	780,465	$54K	0.23%	Put
992	NLYEURANNALY CAP MGMT INC	4,751,889	$53K	0.23%
993	GEGENERAL ELECTRIC CO	1,657,279	$52K	0.22%	Put
994	—CPI CARD GROUP INC	10,400	$52K	0.22%
995	—RITE AID CORP	6,939,378	$52K	0.22%
996	MAMASTERCARD INC	580,260	$51K	0.22%
997	IDXXIDEXX LABS INC	543,983	$51K	0.22%
998	DALDELTA AIR LINES INC DEL	1,327,003	$48K	0.21%	Put
999	—COLUMBIA PIPELINE GROUP INC	1,893,804	$48K	0.21%
1000	TTWOTAKE-TWO INTERACTIVE SOFTWAR	1,272,704	$48K	0.21%

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