TWO SIGMA INVESTMENTS, LP Q2 2017 Filing

Filed August 14, 2017

Portfolio Value

$27.6M

Holdings

2,152

Report Date

Q2 2017

Filing Type

13F-HR

All Holdings (2,152 positions)

#	Stock	Shares	Value	% Portfolio	Type
801	—DU PONT E I DE NEMOURS & CO	2,224,928	$180K	0.65%
802	GILDGILEAD SCIENCES INC	2,523,289	$179K	0.65%	Put
803	CECOCECO ENVIRONMENTAL CORP	19,147	$176K	0.64%
804	—VIVUS INC	144,287	$176K	0.64%
805	AAVEURADVANTAGE OIL & GAS LTD	25,572	$173K	0.63%
806	BKNGPRICELINE GRP INC	89,900	$168K	0.61%	Put
807	UTXZUNITED TECHNOLOGIES CORP	1,361,951	$166K	0.60%	Call
808	BABOEING CO	839,767	$166K	0.60%
809	—RADISYS CORP	43,319	$163K	0.59%
810	TWXCHFTIME WARNER INC	1,618,287	$162K	0.59%
811	JPMJPMORGAN CHASE & CO	1,773,887	$162K	0.59%	Put
812	—CLUBCORP HLDGS INC	12,245	$160K	0.58%
813	4I1PHILIP MORRIS INTL INC	1,353,100	$159K	0.57%	Put
814	ADVMCHFADVERUM BIOTECHNOLOGIES INC	62,325	$156K	0.56%
815	—CONFORMIS INC	36,337	$156K	0.56%
816	XLFSELECT SECTOR SPDR TR	6,292,206	$155K	0.56%
817	HALHALLIBURTON CO	3,619,487	$155K	0.56%	Put
818	MCKMCKESSON CORP	929,645	$153K	0.55%	Put
819	DALDELTA AIR LINES INC DEL	2,806,757	$151K	0.55%	Put
820	UNPUNION PAC CORP	1,380,182	$150K	0.54%
821	—MANITEX INTL INC	21,317	$149K	0.54%
822	—CHEROKEE INC DEL NEW	21,345	$148K	0.54%
823	NWSANEWS CORP NEW	812,397	$148K	0.54%	Put
824	BACBANK AMER CORP	6,064,065	$147K	0.53%	Put
825	NXPINXP SEMICONDUCTORS N V	1,337,783	$146K	0.53%
826	BAXBAXTER INTL INC	2,413,844	$146K	0.53%
827	AU3EURANGLOGOLD ASHANTI LTD	15,000	$146K	0.53%	Call
828	GOOGLALPHABET INC	156,171	$145K	0.53%	Put
829	ULTAULTA BEAUTY INC	502,604	$144K	0.52%
830	NYCBEURNEW YORK CMNTY BANCORP INC	10,932	$144K	0.52%
831	DWSNDAWSON GEOPHYSICAL CO NEW	36,819	$144K	0.52%
832	YUMYUM BRANDS INC	1,942,579	$143K	0.52%
833	—GENMARK DIAGNOSTICS INC	12,010	$142K	0.51%
834	—C D I CORP	23,476	$137K	0.50%
835	AMTAMERICAN TOWER CORP NEW	1,031,480	$136K	0.49%	Put
836	CCLCARNIVAL CORP	2,061,337	$135K	0.49%
837	—ERA GROUP INC	14,120	$134K	0.48%
838	GDSGDS HLDGS LTD	14,256	$132K	0.48%
839	BOOTBOOT BARN HLDGS INC	18,632	$132K	0.48%
840	SLBSCHLUMBERGER LTD	1,973,803	$130K	0.47%	Put
841	MDLZMONDELEZ INTL INC	2,984,607	$129K	0.47%
842	GMGENERAL MTRS CO	3,679,981	$129K	0.46%	Put
843	—CPI CARD GROUP INC	45,000	$128K	0.46%
844	NKENIKE INC	2,156,345	$127K	0.46%	Put
845	INFNEURINFINERA CORPORATION	11,913	$127K	0.46%
846	—VOXX INTL CORP	15,188	$125K	0.45%
847	DHRDANAHER CORP DEL	1,438,816	$121K	0.44%	Put
848	—STEIN MART INC	71,464	$121K	0.44%
849	BMYBRISTOL MYERS SQUIBB CO	2,159,689	$120K	0.44%
850	—ON DECK CAP INC	25,777	$120K	0.43%
851	CIACITIZENS INC	16,317	$120K	0.43%
852	—AMBER RD INC	13,862	$119K	0.43%
853	XNETXUNLEI LTD	36,297	$118K	0.43%
854	—RIGHTSIDE GROUP LTD	11,008	$117K	0.42%
855	—INVENTURE FOODS INC	26,850	$116K	0.42%
856	KVHIKVH INDS INC	12,004	$114K	0.41%
857	—HOVNANIAN ENTERPRISES INC	39,883	$112K	0.41%
858	SIRIEURSIRIUS XM HLDGS INC	20,400	$112K	0.41%
859	MUFGMITSUBISHI UFJ FINL GROUP IN	16,492	$111K	0.40%
860	CHKEURCHESAPEAKE ENERGY CORP	22,265	$111K	0.40%
861	PEOEXELON CORP	3,070,566	$111K	0.40%	Put
862	PFEPFIZER INC	3,290,919	$111K	0.40%	Put
863	—GREAT PLAINS ENERGY INC	3,766,366	$110K	0.40%
864	AGYSAGILYSYS INC	10,843	$110K	0.40%
865	—MOBILEYE N V AMSTELVEEN	1,729,276	$109K	0.39%
866	TSCOTRACTOR SUPPLY CO	1,997,001	$108K	0.39%	Call
867	—APPLIED GENETIC TECHNOL CORP	21,186	$108K	0.39%
868	LUVSOUTHWEST AIRLS CO	1,732,308	$108K	0.39%	Put
869	AMGNAMGEN INC	617,731	$106K	0.38%	Put
870	GWWGRAINGER W W INC	589,026	$106K	0.38%	Put
871	—LEVEL 3 COMMUNICATIONS INC	1,779,891	$106K	0.38%
872	RDS/AROYAL DUTCH SHELL PLC	1,975,447	$105K	0.38%
873	WMTWAL-MART STORES INC	1,381,563	$105K	0.38%	Put
874	—WHITING PETE CORP NEW	617,056	$104K	0.38%	Put
875	CMCSACOMCAST CORP NEW	2,678,890	$104K	0.38%	Put
876	SOSOUTHERN CO	2,144,413	$103K	0.37%	Put
877	ADSKAUTODESK INC	1,018,125	$103K	0.37%	Call
878	SANBANCO SANTANDER SA	15,208	$102K	0.37%
879	VALEVALE S A	11,597,745	$101K	0.37%	Put
880	—KINDRED BIOSCIENCES INC	11,596	$100K	0.36%
881	CMGCHIPOTLE MEXICAN GRILL INC	234,417	$98K	0.35%	Put
882	—MARIN SOFTWARE INC	74,812	$97K	0.35%
883	—TIDEWATER INC	134,550	$97K	0.35%
884	—QUOTIENT LTD	13,200	$97K	0.35%
885	OKEONEOK INC NEW	1,857,301	$97K	0.35%	Put
886	—MAXWELL TECHNOLOGIES INC	15,997	$96K	0.35%
887	VVISA INC	1,023,357	$96K	0.35%	Put
888	TTWOTAKE-TWO INTERACTIVE SOFTWAR	1,302,149	$96K	0.35%
889	—POWERSHARES QQQ TRUST	683,800	$94K	0.34%	Put
890	—MONSANTO CO NEW	789,654	$93K	0.34%
891	GSKGLAXOSMITHKLINE PLC	2,150,764	$93K	0.34%
892	YUMCYUM CHINA HLDGS INC	2,335,183	$92K	0.33%
893	JDJD COM INC	2,330,176	$91K	0.33%	Put
894	BABAALIBABA GROUP HLDG LTD	644,824	$91K	0.33%	Put
895	CATCATERPILLAR INC DEL	825,572	$89K	0.32%	Put
896	—CENTRAL EUROPEAN MEDIA ENTRP	21,565	$86K	0.31%
897	XOMEXXON MOBIL CORP	1,057,662	$85K	0.31%	Put
898	CMICUMMINS INC	524,156	$85K	0.31%	Put
899	MFCMANULIFE FINL CORP	4,494,434	$84K	0.30%
900	PCGPG&E CORP	1,256,916	$83K	0.30%

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