SecurityTWM / ProShares UltraShort Russell2000
InstitutionTwo Sigma Securities, Llc
Shares0
Value $ 0

Two Sigma Securities, Llc closes passive position in TWM / ProShares UltraShort Russell2000

May 15, 2018 - Two Sigma Securities, Llc has filed a 13F-HR form disclosing ownership of 0 shares of ProShares UltraShort Russell2000 (NYSE:TWM) with total holdings valued at $0 USD as of March 31, 2018. Two Sigma Securities, Llc had filed a previous 13F-HR on February 14, 2018 disclosing 22,873 shares of ProShares UltraShort Russell2000 at a value of $399,000 USD. This represents a change in shares of -100.00 percent and a change in value of -100.00 percent during the quarter.

Other investors with closed positions include M Holdings Securities, Inc., MetLife Securities, Inc, SG Americas Securities, LLC, Simplex Trading, Llc, and Virtu Financial LLC.

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 PROSHARES TR ULTSHT RUSS2000 74348A319 0 -100.00 0 -100.00 0 0
2017-12-31 13F-HR PROSHARES TR ULTSHT RUSS2000 74348A319 18.08 22,873 38.12 399 28.71 114 -25 -8.11
2017-09-30 13F-HR PROSHARES TR ULTSHT RUSS2000 74348A319 16,560 310 310 0
2017-06-30 13F-HR PROSHARES TR ULTSHT RUSS2000 74348A319 0 -100.00 0 -100.00 0 0
2017-03-31 13F-HR PROSHARES TR ULTSHT RUSS2000 74348A319 10,379 232 232 0
2015-03-31 13F-HR PROSHARES TR ULTSHT RUSS2000 74348A319 0 -100.00 0 -100.00 0 0
2014-12-31 13F-HR PROSHARES TR ULTSHT RUSS2000 74348A319 14,631 580


CUSIP: 74348A319