BRIGHTLINE CAPITAL MANAGEMENT, LLC Quant / Systematic

CIK: 0001432450 · Show all filings

Period: Q1 2018 (← Previous) (Next →)

Filing Date: May 10, 2018

Total Value ($000): $263,466 (100.0% shares, 0.0% debt)

Holdings (14)

HYG ISHARES TR 65.0%

Value ($000) $171,280 Shares 2,000,000 Est. Cost — Unrealized —

MEOH METHANEX CORP 5.1%

Value ($000) $13,464 Shares 222,000 Est. Cost $58.66 Unrealized 0.0%

— CVR REFNG LP 5.0%

Value ($000) $13,050 Shares 1,000,000 Est. Cost $15.85 Unrealized —

PBF PBF ENERGY INC 4.8%

Value ($000) $12,543 Shares 370,000 Est. Cost $30.91 Unrealized +4.4%

DK DELEK US HLDGS INC NEW 3.2%

Value ($000) $8,547 Shares 210,000 Est. Cost $24.36 Unrealized +13.9%

— HI-CRUSH PARTNERS LP 2.7%

Value ($000) $7,155 Shares 675,000 Est. Cost $10.68 Unrealized —

— KRATON CORPORATION 2.4%

Value ($000) $6,202 Shares 130,000 Est. Cost $48.17 Unrealized —

BLDR BUILDERS FIRSTSOURCE INC 2.3%

Value ($000) $5,952 Shares 300,000 Est. Cost $18.96 Unrealized +11.7%

WLK WESTLAKE CHEM CORP 2.1%

Value ($000) $5,558 Shares 50,000 Est. Cost $81.78 Unrealized +20.3%

— CONSTELLIUM NV 1.9%

Value ($000) $4,937 Shares 455,000 Est. Cost $11.15 Unrealized —

— TRONOX LTD 1.8%

Value ($000) $4,702 Shares 255,000 Est. Cost $20.19 Unrealized —

MSB MESABI TR 1.6%

Value ($000) $4,120 Shares 160,000 Est. Cost $25.15 Unrealized —

RYAM RAYONIER ADVANCED MATLS INC 1.3%

Value ($000) $3,435 Shares 160,000 Est. Cost $19.57 Unrealized 0.0%

HCC WARRIOR MET COAL INC 1.0%

Value ($000) $2,521 Shares 90,000 Est. Cost $25.10 Unrealized +15.4%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
HYG	ISHARES TR	2,000,000	$171,280	65.0%	—	—	Put	464288513
MEOH	METHANEX CORP	222,000	$13,464	5.1%	$58.66	0.0%	COM	59151K108
—	CVR REFNG LP	1,000,000	$13,050	5.0%	$15.85	—	COMUNIT REP LT	12663P107
PBF	PBF ENERGY INC	370,000	$12,543	4.8%	$30.91	+4.4%	CL A	69318G106
DK	DELEK US HLDGS INC NEW	210,000	$8,547	3.2%	$24.36	+13.9%	COM	24665A103
—	HI-CRUSH PARTNERS LP	675,000	$7,155	2.7%	$10.68	—	COM UNIT LTD	428337109
—	KRATON CORPORATION	130,000	$6,202	2.4%	$48.17	—	COM	50077C106
BLDR	BUILDERS FIRSTSOURCE INC	300,000	$5,952	2.3%	$18.96	+11.7%	COM	12008R107
WLK	WESTLAKE CHEM CORP	50,000	$5,558	2.1%	$81.78	+20.3%	COM	960413102
—	CONSTELLIUM NV	455,000	$4,937	1.9%	$11.15	—	CL A	N22035104
—	TRONOX LTD	255,000	$4,702	1.8%	$20.19	—	SHS CL A	Q9235V101
MSB	MESABI TR	160,000	$4,120	1.6%	$25.15	—	CTF BEN INT	590672101
RYAM	RAYONIER ADVANCED MATLS INC	160,000	$3,435	1.3%	$19.57	0.0%	COM	75508B104
HCC	WARRIOR MET COAL INC	90,000	$2,521	1.0%	$25.10	+15.4%	COM	93627C101