SecurityNUE / Nucor Corp.
InstitutionTwo Sigma Securities, Llc
Shares0
Value $ 0
Related 670346AL9 / Nucor Corp 4.125% Senior Notes 09/15/22
670346AG0 / Nucor Corp 5.75% Notes 12/1/17
670346AK1 / Nucor Corp 5.85% Notes 6/1/18
670346AJ4 / Nucor Corp 5% Notes 6/1/13
670346AH8 / Nucor Corp 6.4% Notes 12/1/37

Two Sigma Securities, Llc closes position in NUE / Nucor Corp.

May 15, 2018 - Two Sigma Securities, Llc has filed a 13F-HR form disclosing ownership of 0 shares of Nucor Corp. (NYSE:NUE) 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 5,129 shares of Nucor Corp. at a value of $326,000 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 (NUE) in the form of stock options. The firm currently holds 99,200 call options valued at $6,200,000 USD and 42,600 put options valued at $2,663,000 USD .

Other investors with closed positions include Wolverine Asset Management Llc, Clinton Group Inc, Ing Groep Nv, Perella Weinberg Partners Capital Management LP, and Highline Capital Management, L.p..

Nucor Corp. has declared a standard industrial code (sic) of 3312 which is the "Steel Works, Blast Furnaces (Including Coke Ovens), and Rolling Mills" 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 NUCOR COM 670346105 0 -100.00 0 -100.00 0 0
2017-12-31 13F-HR NUCOR COM 670346105 5,129 326 326 0
2017-06-30 13F-HR NUCOR COM 670346105 0 -100.00 0 -100.00 0 0
2017-03-31 13F-HR NUCOR COM 670346105 59.65 7,964 -49.72 476 -49.52 -470 3 0.29
2016-12-31 13F-HR NUCOR COM 670346105 15,839 0.00 943 943 0
2015-03-31 13F-HR NUCOR COM 670346105 0 -100.00 0 -100.00 0 0
2014-12-31 13F-HR NUCOR COM 670346105 8,172 401

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 NUCOR COM 670346105 Call 61.80 99,200 40.51 6,200 43.75 1,767 120 2.77
2018-03-31 13F-HR NUCOR COM 670346105 Call 62.35 70,600 493.28 4,313 469.75 3,660 -104 -13.75
2017-12-31 13F-HR NUCOR COM 670346105 Call 11,900 757

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 NUCOR COM 670346105 Put 61.80 42,600 22.77 2,663 25.61 488 55 2.58
2018-03-31 13F-HR NUCOR COM 670346105 Put 34,700 2,120 2,120 0 0.00


CUSIP: 670346105