TWO SIGMA INVESTMENTS, LP Q2 2016 Filing

Filed August 15, 2016

Portfolio Value

$23.3B

Holdings

2,145

Report Date

Q2 2016

Filing Type

13F-HR

All Holdings (2,145 positions)

#StockSharesValue% PortfolioType
301
SWIFT TRANSN CO
333,310$729.4M3.13%Put
302
OCOWENS CORNING NEW
136,498$727.3M3.12%Put
303
ADMARCHER DANIELS MIDLAND CO
876,635$722.9M3.10%Put
304
OLPONE LIBERTY PPTYS INC
30,232$721.0M3.10%
305
PHI INC
40,191$719.0M3.09%
306
EFXEQUIFAX INC
5,600$719.0M3.09%Put
307
DELHAIZE GROUP
27,371$719.0M3.09%
308
LIBERTY TAX INC
53,861$717.0M3.08%
309
JWNUSDNORDSTROM INC
848,642$716.6M3.08%Put
310
TPLUSDTEXAS PAC LD TR
4,240$715.0M3.07%
311
TCSUSDCONTAINER STORE GROUP INC
133,664$715.0M3.07%
312
HTLFEURHEARTLAND FINL USA INC
20,256$715.0M3.07%
313
UMCUNITED MICROELECTRONICS CORP
358,139$713.0M3.06%
314
VIABVIACOM INC NEW
206,239$712.8M3.06%Put
315
FLRFLUOR CORP NEW
463,836$712.2M3.06%Put
316
YORWYORK WTR CO
22,223$712.0M3.06%
317
MG1MGE ENERGY INC
12,605$712.0M3.06%
318
MOSMOSAIC CO NEW
68,300$708.1M3.04%Put
319
TCP CAP CORP
46,292$707.0M3.04%
320
NVGSNAVIGATOR HOLDINGS LTD
61,310$705.0M3.03%
321
NCNACCO INDS INC
12,585$705.0M3.03%
322
KLX INC
22,695$704.0M3.02%
323
MMM3M CO
21,221$703.0M3.02%Put
324
BG3BIG 5 SPORTING GOODS CORP
75,545$700.0M3.01%
325
MTNVAIL RESORTS INC
50,390$697.3M2.99%Put
326
THGHANOVER INS GROUP INC
8,232$697.0M2.99%
327
VUGVANGUARD INDEX FDS
6,500$697.0M2.99%
328
BKBANK NEW YORK MELLON CORP
17,900$696.0M2.99%Put
329
DISCAUSDDISCOVERY COMMUNICATNS NEW
27,568$696.0M2.99%
330
KOPKOPPERS HOLDINGS INC
22,654$696.0M2.99%
331
GUARANTY BANCORP DEL
41,636$695.0M2.98%
332
GEFGREIF INC
18,571$692.0M2.97%
333
NCLHNORWEGIAN CRUISE LINE HLDGS
17,345$691.0M2.97%
334
RRYDER SYS INC
294,899$690.4M2.96%Put
335
LENLENNAR CORP
105,581$690.2M2.96%Put
336
BUWABIO RAD LABS INC
4,824$690.0M2.96%
337
PLANET PAYMENT INC
153,507$689.0M2.96%
338
LNCLINCOLN NATL CORP IND
771,894$688.3M2.95%Put
339
KMXCARMAX INC
39,900$687.3M2.95%Put
340
AUTOBYTEL INC
49,450$686.0M2.95%
341
3TYTITAN MACHY INC
61,519$686.0M2.95%
342
MCCUSDMEDLEY CAP CORP
102,230$685.0M2.94%
343
MICHAEL KORS HLDGS LTD
46,400$684.6M2.94%Put
344
SJMSMUCKER J M CO
491,617$684.3M2.94%Put
345
NVEEUSDNV5 GLOBAL INC
24,026$683.0M2.93%
346
ELLAUDER ESTEE COS INC
489,429$680.9M2.92%Put
347
HLITHARMONIC INC
238,615$680.0M2.92%
348
E-COMMERCE CHINA DANGDANG IN
112,443$680.0M2.92%
349
HRZNHORIZON TECHNOLOGY FIN CORP
55,761$680.0M2.92%
350
FBPFIRST BANCORP P R
171,063$679.0M2.92%
351
PBPROSPERITY BANCSHARES INC
13,293$678.0M2.91%
352
MLABMESA LABS INC
5,504$677.0M2.91%
353
HIGHER ONE HLDGS INC
131,666$673.0M2.89%
354
SNISCRIPPS NETWORKS INTERACT IN
10,800$673.0M2.89%Call
355
CAESARS ACQUISITION CO
59,862$672.0M2.89%
356
JA SOLAR HOLDINGS CO LTD
98,065$672.0M2.89%
357
LINKEDIN CORP
547,469$671.0M2.88%Put
358
PLANTRONICS INC NEW
15,260$671.0M2.88%
359
QA4AGENTHERM INC
19,545$669.0M2.87%
360
UNIVERSAL AMERN CORP NEW
87,997$667.0M2.86%
361
SKYWSKYWEST INC
25,051$663.0M2.85%
362
AALAMERICAN AIRLS GROUP INC
23,400$662.0M2.84%Put
363
BCOBRINKS CO
23,217$661.0M2.84%
364
AVYAVERY DENNISON CORP
8,828$660.0M2.83%Put
365
IBCPINDEPENDENT BANK CORP MICH
45,443$659.0M2.83%
366
IWBISHARES TR
5,621$657.0M2.82%
367
GGBGERDAU S A
360,903$657.0M2.82%
368
PMTPENNYMAC MTG INVT TR
40,404$656.0M2.82%
369
OREALTY INCOME CORP
48,400$654.7M2.81%Put
370
BRAVO BRIO RESTAURANT GROUP
79,741$653.0M2.80%
371
SLG2EURSL GREEN RLTY CORP
134,727$651.7M2.80%Put
372
FEFIRSTENERGY CORP
1,927,681$649.7M2.79%Put
373
LM05LIBERTY MEDIA CORP DELAWARE
33,879$648.0M2.78%
374
TELTE CONNECTIVITY LTD
518,686$646.0M2.77%Put
375
WINDSTREAM HLDGS INC
69,702$646.0M2.77%
376
TKTEEKAY CORPORATION
90,585$646.0M2.77%
377
HOMBHOME BANCSHARES INC
32,529$644.0M2.76%
378
TRIPTRIPADVISOR INC
10,000$643.0M2.76%Put
379
THRTHERMON GROUP HLDGS INC
33,463$643.0M2.76%
380
SPECTRANETICS CORP
34,324$642.0M2.76%
381
CVXCHEVRON CORP NEW
549,972$641.1M2.75%Put
382
SRCE1ST SOURCE CORP
19,801$641.0M2.75%
383
INTERCONTINENTAL HOTELS GROU
17,083$641.0M2.75%
384
BRIDGEPOINT ED INC
88,415$640.0M2.75%
385
CACCAMDEN NATL CORP
15,188$638.0M2.74%
386
SENEASENECA FOODS CORP NEW
17,603$637.0M2.73%
387
MRTXEURMIRATI THERAPEUTICS INC
116,581$637.0M2.73%
388
URBNURBAN OUTFITTERS INC
165,878$636.9M2.73%Put
389
TRTOOTSIE ROLL INDS INC
16,514$636.0M2.73%
390
SMFGSUMITOMO MITSUI FINL GROUP I
110,947$635.0M2.73%
391
HAWAIIAN TELCOM HOLDCO INC
29,853$633.0M2.72%
392
HOUSREALOGY HLDGS CORP
1,419,133$632.6M2.72%Put
393
PTENPATTERSON UTI ENERGY INC
186,087$630.3M2.71%Put
394
GAMCO INVESTORS INC
19,240$630.0M2.70%
395
VPGVISHAY PRECISION GROUP INC
46,974$630.0M2.70%
396
FLICUSDFIRST LONG IS CORP
21,948$629.0M2.70%
397
ZIONZIONS BANCORPORATION
1,040,067$628.5M2.70%Put
398
MOVMOVADO GROUP INC
28,978$628.0M2.70%
399
BCCBOISE CASCADE CO DEL
27,365$628.0M2.70%
400
BANCBANC OF CALIFORNIA INC
34,656$627.0M2.69%
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