SecurityOEF / iShares S&P 100 ETF
InstitutionTwo Sigma Securities, Llc
Shares37,724
Value $ 4,512,000

Two Sigma Securities, Llc reports 32.88% decrease in ownership of OEF / iShares S&P 100 ETF

August 14, 2018 - Two Sigma Securities, Llc has filed a 13F-HR form disclosing ownership of 37,724 shares of iShares S&P 100 ETF (NYSE:OEF) with total holdings valued at $4,512,000 USD as of June 30, 2018. Two Sigma Securities, Llc had filed a previous 13F-HR on May 15, 2018 disclosing 56,202 shares of iShares S&P 100 ETF at a value of $6,519,000 USD. This represents a change in shares of -32.88 percent and a change in value of -30.79 percent during the quarter.

Two Sigma Securities, Llc has a history of taking positions in derivatives of the underlying security (OEF) in the form of stock options. The firm currently holds 9,800 call options valued at $1,172,000 USD and 0 put options valued at $0 USD .

Other investors with positions similar to Two Sigma Securities, Llc include Cambridge Investment Research Advisors, Inc., Karp Capital Management Corp, Jackson Wealth Management, LLC, Ntv Asset Management Llc, Country Club Trust Company, n.a., and Raymond James Financial Services Advisors, Inc..

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 S&P 100 ETF 464287101 117.80 37,724 -32.88 4,512 -30.79 -2,177 170 2.60
2018-03-31 13F-HR ISHARES TR S&P 100 ETF 464287101 117.32 56,202 1,312.82 6,519 1,281.14 6,127 -80 -16.96
2017-12-31 13F-HR ISHARES TR S&P 100 ETF 464287101 114.98 3,978 -93.98 472 -93.59 -7,145 258 3.50
2017-09-30 13F-HR ISHARES TR S&P 100 ETF 464287101 109.12 66,120 516.50 7,359 541.59 6,045 167 14.58
2017-06-30 13F-HR ISHARES TR S&P 100 ETF 464287101 105.77 10,725 336.51 1,147 346.30 875 15 6.02
2017-03-31 13F-HR ISHARES TR S&P 100 ETF 464287101 101.94 2,457 -79.94 257 -78.87 -998 39 3.21
2016-12-31 13F-HR ISHARES TR S&P 100 ETF 464287101 12,247 1,216

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 S&P 100 ETF 464287101 Call 9,800 1,172 1,172 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 S&P 100 ETF 464287101 Put 0 -100.00 0 -100.00 0 0
2018-03-31 13F-HR ISHARES TR S&P 100 ETF 464287101 Put 3,600 418 418 0 0.00


CUSIP: 464287101