SecurityVWO / Vanguard FTSE Emerging Markets ETF
InstitutionTwo Sigma Securities, Llc
Shares60,934
Value $ 2,571,000

Two Sigma Securities, Llc reports 11.73% increase in ownership of VWO / Vanguard FTSE Emerging Markets ETF

August 14, 2018 - Two Sigma Securities, Llc has filed a 13F-HR form disclosing ownership of 60,934 shares of Vanguard FTSE Emerging Markets ETF (NYSE:VWO) with total holdings valued at $2,571,000 USD as of June 30, 2018. Two Sigma Securities, Llc had filed a previous 13F-HR on May 15, 2018 disclosing 54,535 shares of Vanguard FTSE Emerging Markets ETF at a value of $2,562,000 USD. This represents a change in shares of 11.73 percent and a change in value of 0.35 percent during the quarter.

Two Sigma Securities, Llc has a history of taking positions in derivatives of the underlying security (VWO) in the form of stock options. The firm currently holds 0 call options valued at $0 USD and 34,200 put options valued at $1,443,000 USD .

Other investors with positions similar to Two Sigma Securities, Llc include Howland Capital Management Llc, Chesley Taft & Associates Llc/il, Motco, Holt Capital Advisors, L.L.C. dba Holt Capital Partners, L.P., BlueSky Wealth Advisors, LLC, and Wealth & Pension Services Group, 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 VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 44.59 60,934 11.73 2,571 0.35 285 -276 -10.78
2018-03-31 13F-HR VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 54,535 2,562 2,562 0
2017-12-31 13F-HR VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 0 -100.00 0 -100.00 0 0
2017-09-30 13F-HR VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 42.20 75,287 182.49 3,280 201.47 2,052 140 12.85
2017-06-30 13F-HR VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 40.28 26,651 12.41 1,088 15.50 118 28 2.92
2017-03-31 13F-HR VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 23,709 942 942 0
2016-09-30 13F-HR VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 0 -100.00 0 -100.00 0 0
2016-06-30 13F-HR VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 14,262 0.00 502 502 0
2015-09-30 13F-HR VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 0 -100.00 0 -100.00 0 0
2015-06-30 13F-HR VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 8,620 0.00 352 352 0
2015-03-31 13F-HR VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 0 -100.00 0 -100.00 0 0
2014-12-31 13F-HR VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 8,323 333

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 VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 Call 0 -100.00 0 -100.00 0 0
2018-03-31 13F-HR VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 Call 28,900 1,358 1,358 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 VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 Put 44.61 34,200 307.14 1,443 265.32 1,151 -103 -26.05
2018-03-31 13F-HR VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 Put 8,400 395 395 0 0.00


CUSIP: 922042858