13F.
TWO SIGMA INVESTMENTS, LP
13F-HR/A

Q2 2015

Period Jun 30, 2015Filed Feb 9, 2016View on EDGAR ↗
Positions
102
Total value
$836.29M
Top 10 concentration
60.4%
New positions
102

Exited positionsvs. Q2 2015

  • HALLIBURTON CO ($165.57M)
  • CHEVRON CORP NEW ($164.81M)
  • TIME WARNER CABLE INC ($162.05M)
  • AMGEN INC ($161.95M)
  • DIRECTV ($160.27M)
  • GILEAD SCIENCES INC ($160.19M)
  • UNION PAC CORP ($160.19M)
  • GOOGLE INC ($160.17M)

Holdings · 102

#Class
1
AMAZON COM INC
023135106
COM$101.44M12.13%233,685New
2
ROYAL BK CDA MONTREAL QUE
780087102
COM$70.36M8.41%1,150,399New
3
MANULIFE FINL CORP
56501R106
COM$60M7.17%3,228,600New
4
COCA COLA ENTERPRISES INC NE
19122T109
COM$43.68M5.22%1,005,543New
5
TORONTO DOMINION BK ONT
891160509
COM NEW$43.48M5.20%1,023,809New
6
NUCOR CORP
670346105
COM$42.11M5.04%955,482New
7
ARAMARK
03852U106
COM$40.7M4.87%1,314,108New
8
MOLINA HEALTHCARE INC
60855R100
COM$40.45M4.84%575,410New
9
JETBLUE AIRWAYS CORP
477143101
COM$33.36M3.99%1,606,909New
10
AXALTA COATING SYS LTD
G0750C108
COM$29.5M3.53%891,650New
11
GROUPE CGI INC
39945C109
CL A SUB VTG$25.3M3.03%646,798New
12
WRIGHT MED GROUP INC
98235T107
COM$23.75M2.84%904,577New
13
DOLLAR TREE INC
256746108
COM$23.57M2.82%298,333New
14
CBL & ASSOC PPTYS INC
124830100
COM$17.41M2.08%1,074,864New
15
HASBRO INC
418056107
COM$17.31M2.07%231,454New
16
VARIAN MED SYS INC
92220P105
COM$14.83M1.77%175,902New
17
ATLAS AIR WORLDWIDE HLDGS IN
049164205
COM NEW$14.81M1.77%269,414New
18
PAPA JOHNS INTL INC
698813102
COM$10.77M1.29%142,419New
19
AMAYA INC
02314M108
COM$10.32M1.23%376,544New
20
CONOCOPHILLIPS
20825C104 · Put
COM$9.33M1.12%152,000New
21
GREAT WESTN BANCORP INC
391416104
COM$9.22M1.10%382,212New
22
APACHE CORP
037411105
COM$8.68M1.04%150,538New
23
ENBRIDGE INC
29250N105
COM$7.91M0.95%169,115New
24
CLEAN HARBORS INC
184496107
COM$7.78M0.93%144,748New
25
TYCO INTL PLC
G91442106
SHS$7.44M0.89%193,303New
26
TCF FINL CORP
872275102
COM$7.06M0.84%425,237New
27
RITCHIE BROS AUCTIONEERS
767744105
COM$6.56M0.78%234,945New
28
INOGEN INC
45780L104
COM$5.81M0.69%130,186New
29
TORNIER N V
N87237108
SHS$5.76M0.69%230,431New
30
ROGERS COMMUNICATIONS INC
775109200
CL B$5.48M0.66%154,517New
31
CAE INC
124765108
COM$5.4M0.65%453,300New
32
VIRGIN AMER INC
92765X208
COM VTG$5.21M0.62%189,500New
33
OPEN TEXT CORP
683715106
COM$4.91M0.59%120,979New
34
AMERICAN EAGLE OUTFITTERS NE
02553E106
COM$4.8M0.57%279,006New
35
APACHE CORP
037411105 · Call
COM$3.98M0.48%69,000New
36
CONOCOPHILLIPS
20825C104
COM$3.84M0.46%62,455New
37
CON-WAY INC
205944101
COM$3.64M0.44%94,877New
38
CONOCOPHILLIPS
20825C104 · Call
COM$3.26M0.39%53,000New
39
QUNAR CAYMAN IS LTD
74906P104
SPNS ADR CL B$3.21M0.38%74,971New
40
FORMFACTOR INC
346375108
COM$2.9M0.35%315,448New
41
LAKE SHORE GOLD CORP
510728108
COM$2.8M0.33%2,729,804New
42
ELDORADO GOLD CORP NEW
284902103
COM$2.57M0.31%618,800New
43
ORION ENGINEERED CARBONS S A
L72967109
COM$2.53M0.30%137,087New
44
GREENLIGHT CAPITAL RE LTD
G4095J109
CLASS A$2.51M0.30%85,925New
45
APACHE CORP
037411105 · Put
COM$2.48M0.30%43,000New
46
METHANEX CORP
59151K108
COM$2.06M0.25%36,949New
47
FORTUNA SILVER MINES INC
349915108
COM$1.96M0.23%537,423New
48
ECHO GLOBAL LOGISTICS INC
27875T101
COM$1.74M0.21%53,187New
49
MERUS LABS INTL INC NEW
59047R101
COM$1.64M0.20%694,900New
50
KINDER MORGAN INC DEL
49456B101 · Call
COM$1.38M0.17%36,000New
51
GRIFFON CORP
398433102
COM$1.33M0.16%83,304New
52
EVERYDAY HEALTH INC
300415106
COM$1.25M0.15%97,857New
53
TESORO CORP
881609101 · Put
COM$1.18M0.14%14,000New
54
CALGON CARBON CORP
129603106
COM$1.15M0.14%59,121New
55
KINDER MORGAN INC DEL
49456B101
COM$1.13M0.14%29,446New
56
PEMBINA PIPELINE CORP
706327103
COM$1.13M0.13%34,907New
57
PERFICIENT INC
71375U101
COM$1.13M0.13%58,516New
58
TESORO CORP
881609101 · Call
COM$1.1M0.13%13,000New
59
KINDER MORGAN INC DEL
49456B101 · Put
COM$921K0.11%24,000New
60
DESCARTES SYS GROUP INC
249906108
COM$919K0.11%57,237New
61
AMAZON COM INC
023135106 · Call
COM$868K0.10%2,000New
62
FIVE OAKS INVT CORP
33830W106
COM$848K0.10%101,566New
63
BLACKBERRY LTD
09228F103
COM$836K0.10%102,299New
64
GRANITE REAL ESTATE INVT TR
387437114
UNIT 99/99/9999$815K0.10%23,700New
65
DOLLAR TREE INC
256746108 · Call
COM$790K0.09%10,000New
66
NCI BUILDING SYS INC
628852204
COM NEW$763K0.09%50,628New
67
VTTI ENERGY PARTNERS LP
Y9384M101
COM UNIT RP LT$737K0.09%29,416New
68
TRIUMPH BANCORP INC
89679E300
COM$729K0.09%55,440New
69
LOWES COS INC
548661107
COM$724K0.09%10,811New
70
BARNES & NOBLE INC
067774109
COM$717K0.09%27,619New
71
MEMORIAL RESOURCE DEV CORP
58605Q109
COM$675K0.08%35,600New
72
CNA FINL CORP
126117100
COM$630K0.08%16,495New
73
SKYWORKS SOLUTIONS INC
83088M102
COM$592K0.07%5,690New
74
LOWES COS INC
548661107 · Call
COM$536K0.06%8,000New
75
NUCOR CORP
670346105 · Call
COM$529K0.06%12,000New
76
HASBRO INC
418056107 · Put
COM$524K0.06%7,000New
77
PRECISION DRILLING CORP
74022D308
COM 2010$506K0.06%75,194New
78
AMAZON COM INC
023135106 · Put
COM$434K0.05%1,000New
79
BROOKFIELD ASSET MGMT INC
112585104
CL A LTD VT SH$423K0.05%12,096New
80
NUCOR CORP
670346105 · Put
COM$397K0.05%9,000New
81
HASBRO INC
418056107 · Call
COM$381K0.05%5,100New
82
NOBILIS HEALTH CORP
65500B103
COM$360K0.04%53,013New
83
HUDBAY MINERALS INC
443628102
COM$355K0.04%42,682New
84
CAPITAL SR LIVING CORP
140475104
COM$340K0.04%13,887New
85
LOWES COS INC
548661107 · Put
COM$335K0.04%5,000New
86
NORTHROP GRUMMAN CORP
666807102 · Call
COM$317K0.04%2,000New
87
DOLLAR TREE INC
256746108 · Put
COM$316K0.04%4,000New
88
NORTHROP GRUMMAN CORP
666807102
COM$301K0.04%1,900New
89
MICHAELS COS INC
59408Q106
COM$296K0.04%11,000New
90
FABRINET
G3323L100
SHS$239K0.03%12,777New
91
WIX COM LTD
M98068105
SHS$239K0.03%10,132New
92
COLUMBIA BKG SYS INC
197236102
COM$235K0.03%7,234New
93
DIGITAL RLTY TR INC
253868103 · Call
COM$200K0.02%3,000New
94
KBR INC
48242W106 · Put
COM$195K0.02%10,000New
95
KB HOME
48666K109 · Put
COM$166K0.02%10,000New
96
JUST ENERGY GROUP INC
48213W101
COM$154K0.02%29,500New
97
CAMECO CORP
13321L108 · Call
COM$143K0.02%10,000New
98
FUEL SYS SOLUTIONS INC
35952W103
COM$131K0.02%17,456New
99
WI-LAN INC
928972108
COM$115K0.01%49,500New
100
VICAL INC
925602104
COM$103K0.01%147,100New
101
LINNCO LLC
535782106 · Put
COM SHS LTD INT$94K0.01%10,000New
102
PLATINUM GROUP METALS LTD
72765Q205
COM NEW$21K0.00%53,500New
Total filing value: $836.29M