SecurityAEO / American Eagle Outfitters, Inc.
InstitutionTwo Sigma Securities, Llc
Shares19,773
Value $ 460,000

Two Sigma Securities, Llc ownership in AEO / American Eagle Outfitters, Inc.

August 14, 2018 - Two Sigma Securities, Llc has filed a 13F-HR form disclosing ownership of 19,773 shares of American Eagle Outfitters, Inc. (NYSE:AEO) with total holdings valued at $460,000 USD as of June 30, 2018. Two Sigma Securities, Llc had filed a previous 13F-HR on August 14, 2017 disclosing 0 shares of American Eagle Outfitters, Inc. at a value of $0 USD.

Two Sigma Securities, Llc has a history of taking positions in derivatives of the underlying security (AEO) in the form of stock options. The firm currently holds 17,000 call options valued at $395,000 USD and 24,600 put options valued at $572,000 USD .

Other investors with positions similar to Two Sigma Securities, Llc include Seven Eight Capital, Llc, Old National Bancorp /in/, Gagnon Securities Llc, Axa, Walleye Trading LLC, and Botty Investors LLC.

American Eagle Outfitters, Inc. has declared a standard industrial code (sic) of 5651 which is the "Family Clothing Stores" industry. Two Sigma Securities, Llc's top industries are "Agricultural Services" (sic 07), "Heavy Construction Other Than Building Construction Contractors" (sic 16), and "Construction Special Trade Contractors" (sic 17).

13F Filings

The Security, Class, and CUSIP columns in the table below are shown exactly as filed by the investor. We do our best to track continuity of investments through acquisitions, and this will be reflected in the table as changes in names and cusips.

In addition to descriptive data, performance of the investment is shown over time. To calculate quarterly performance, we first calculate cost basis of the shares purchased during the quarter, then use that to calculate gross profit. Quarterly return is Gross Profit / Starting Portfolio value.

Note that cost basis is calculated and stored in thousands, so small quarterly changes in shares frequently result in a cost basis of zero.

Effective
Date
Form Security Class CUSIP Share
Price
Shares Change
(%)
Value
(x1000)
Change
(%)
Cost
(x1000)
Profit
(x1000)
Return
(%)
2018-06-30 13F-HR AMERICAN EAGLE OUTFITTERS NE COM 02553E106 19,773 460 460 0
2017-06-30 13F-HR AMERICAN EAGLE OUTFITTERS NE COM 02553E106 0 -100.00 0 -100.00 0 0
2017-03-31 13F-HR AMERICAN EAGLE OUTFITTERS NE COM 02553E106 12,604 177

Call Options

Effective
Date
Form Security Class CUSIP Opt Share
Price
Shares Change
(%)
Value
(x1000)
Change
(%)
Cost
(x1000)
Profit
(x1000)
Return
(%)
2018-06-30 13F-HR AMERICAN EAGLE OUTFITTERS NE COM 02553E106 Call 21.58 17,000 -67.24 395 -61.80 -753 114 11.04
2018-03-31 13F-HR AMERICAN EAGLE OUTFITTERS NE COM 02553E106 Call 19.38 51,900 302.33 1,034 325.51 756 35 14.48
2017-12-31 13F-HR AMERICAN EAGLE OUTFITTERS NE COM 02553E106 Call 12,900 243

Put Options

Effective
Date
Form Security Class CUSIP Opt Share
Price
Shares Change
(%)
Value
(x1000)
Change
(%)
Cost
(x1000)
Profit
(x1000)
Return
(%)
2018-06-30 13F-HR AMERICAN EAGLE OUTFITTERS NE COM 02553E106 Put 21.60 24,600 28.80 572 50.13 119 72 18.95
2018-03-31 13F-HR AMERICAN EAGLE OUTFITTERS NE COM 02553E106 Put 19,100 381 381 0 0.00


CUSIP: 02553E106