SecurityHD / Home Depot, Inc. (The)
InstitutionTwo Sigma Securities, Llc
Shares32,975
Value $ 5,877,000
Related 437076AR3 / Home Depot 5.25% Senior Notes 12/16/13
437076AP7 / Home Depot 5.4% Senior Notes 3/1/2016
437076AS1 / Home Depot 5.875% Senior Notes 12/16/36
437076AZ5 / Home Depot Inc. 2.7% 04/01/23
437076BA9 / Home Depot Inc. 4.2% 04/01/43
437076AW2 / Home Depot Inc. 4.40% 04/01/21
437076AV4 / Home Depot Inc. 5.95% 04/01/41
437076AT9 / Home Depot Inc Fixed Rt Senior Notes 3.95% 09/15/2020
437076AU6 / Home Depot Inc Fixed Rt Senior Notes 5.4% 09/15/2040

Two Sigma Securities, Llc reports 649.94% increase in ownership of HD / Home Depot, Inc. (The)

May 15, 2018 - Two Sigma Securities, Llc has filed a 13F-HR form disclosing ownership of 32,975 shares of Home Depot, Inc. (The) (NYSE:HD) with total holdings valued at $5,877,000 USD as of March 31, 2018. Two Sigma Securities, Llc had filed a previous 13F-HR on February 14, 2018 disclosing 4,397 shares of Home Depot, Inc. (The) at a value of $833,000 USD. This represents a change in shares of 649.94 percent and a change in value of 605.52 percent during the quarter.

Two Sigma Securities, Llc has a history of taking positions in derivatives of the underlying security (HD) in the form of stock options. The firm currently holds 395,000 call options valued at $70,405,000 USD and 706,200 put options valued at $125,873,000 USD .

Other investors with positions similar to Two Sigma Securities, Llc include Cypress Asset Management Inc/tx, AHL Partners LLP, Buckhead Capital Management Llc, Chemical Bank, Ifg Advisory, Llc, and Greylin Investment Mangement Inc.

Home Depot, Inc. (The) has declared a standard industrial code (sic) of 5211 which is the "Lumber and Other Building Materials Dealers" 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
(%)
2018-03-31 13F-HR HOME DEPOT COM 437076102 183.84 32,975 649.94 5,877 605.52 5,254 -210 -25.17
2017-12-31 13F-HR HOME DEPOT COM 437076102 176.48 4,397 60.47 833 85.94 292 93 20.67
2017-09-30 13F-HR HOME DEPOT COM 437076102 158.45 2,740 -41.38 448 -37.52 -306 37 5.22
2017-06-30 13F-HR HOME DEPOT COM 437076102 150.12 4,674 -78.89 717 -77.95 -2,622 88 2.71
2017-03-31 13F-HR HOME DEPOT COM 437076102 140.40 22,141 641.49 3,251 712.75 2,689 162 40.43
2016-12-31 13F-HR HOME DEPOT COM 437076102 131.31 2,986 -60.64 400 -59.02 -604 28 2.87
2016-09-30 13F-HR HOME DEPOT COM 437076102 128.18 7,586 -74.84 976 -74.66 -2,893 18 0.47
2016-06-30 13F-HR HOME DEPOT COM 437076102 30,156 0.00 3,851 3,851 0
2015-03-31 13F-HR HOME DEPOT COM 437076102 0 -100.00 0 -100.00 0 0
2014-12-31 13F-HR HOME DEPOT COM 437076102 14,386 1,510

Call Options

Effective
Date
Form Security Class CUSIP Opt Share
Price
Shares Change
(%)
Value
(x1000)
Change
(%)
Cost
(x1000)
Profit
(x1000)
Return
(%)
2018-03-31 13F-HR HOME DEPOT COM 437076102 Call 183.89 395,000 1,720.28 70,405 1,611.77 68,646 -2,354 -57.23
2017-12-31 13F-HR HOME DEPOT COM 437076102 Call 21,700 4,113

Put Options

Effective
Date
Form Security Class CUSIP Opt Share
Price
Shares Change
(%)
Value
(x1000)
Change
(%)
Cost
(x1000)
Profit
(x1000)
Return
(%)
2018-03-31 13F-HR HOME DEPOT COM 437076102 Put 183.89 706,200 1,335.37 125,873 1,249.84 120,813 -4,265 -45.74
2017-12-31 13F-HR HOME DEPOT COM 437076102 Put 49,200 9,325


CUSIP: 437076102