SecurityIYT / iShares Transportation Average ETF
InstitutionTwo Sigma Securities, Llc
Shares0
Value $ 0

Two Sigma Securities, Llc closes position in IYT / iShares Transportation Average ETF

August 14, 2018 - Two Sigma Securities, Llc has filed a 13F-HR form disclosing ownership of 0 shares of iShares Transportation Average ETF (BATS:IYT) with total holdings valued at $0 USD as of June 30, 2018. Two Sigma Securities, Llc had filed a previous 13F-HR on May 15, 2018 disclosing 3,543 shares of iShares Transportation Average ETF at a value of $663,000 USD. This represents a change in shares of -100.00 percent and a change in value of -100.00 percent during the quarter.

Two Sigma Securities, Llc has a history of taking positions in derivatives of the underlying security (IYT) in the form of stock options. The firm currently holds 22,800 call options valued at $4,246,000 USD and 10,300 put options valued at $1,918,000 USD .

Other investors with closed positions include Barclays Plc, D. E. Shaw & Co., Inc., IFC Holdings Incorporated/FL, Banque Pictet & Cie Sa, and Rehmann Capital Advisory Group.

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 ISHARES TR TRANS AVG ETF 464287192 0 -100.00 0 -100.00 0 0
2018-03-31 13F-HR ISHARES TR TRANS AVG ETF 464287192 189.38 3,543 -94.23 663 -94.37 -10,964 -146 -1.24
2017-12-31 13F-HR ISHARES TR TRANS AVG ETF 464287192 185.01 61,438 169.17 11,773 189.12 7,144 557 13.68
2017-09-30 13F-HR ISHARES TR TRANS AVG ETF 464287192 22,825 4,072 4,072 0
2017-06-30 13F-HR ISHARES TR TRANS AVG ETF 464287192 0 -100.00 0 -100.00 0 0
2017-03-31 13F-HR ISHARES TR TRANS AVG ETF 464287192 163.42 7,179 56.34 1,177 57.35 423 6 0.83
2016-12-31 13F-HR ISHARES TR TRANS AVG ETF 464287192 4,592 748

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 ISHARES TR TRANS AVG ETF 464287192 Call 22,800 4,246 4,246 0 0.00

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 ISHARES TR TRANS AVG ETF 464287192 Put 10,300 1,918 1,918 0
2017-12-31 13F-HR ISHARES TR TRANS AVG ETF 464287192 Put 0 -100.00 0 -100.00 0 0
2017-09-30 13F-HR ISHARES TR TRANS AVG ETF 464287192 Put 2,000 357


CUSIP: 464287192