BRIGHTLINE CAPITAL MANAGEMENT, LLC Quant / Systematic

CIK: 0001432450 · Show all filings

Period: Q2 2018 (← Previous) (Next →)

Filing Date: Aug 10, 2018

Total Value ($000): $313,831 (100.0% shares, 0.0% debt)

Holdings (17)

HYG ISHARES TR 54.2%

Value ($000) $170,160 Shares 2,000,000 Est. Cost — Unrealized —

— UNITED STATES STL CORP NEW 8.0%

Value ($000) $25,020 Shares 720,000 Est. Cost $34.75 Unrealized —

PBF PBF ENERGY INC 5.3%

Value ($000) $16,772 Shares 400,000 Est. Cost $31.73 Unrealized +31.9%

MEOH METHANEX CORP 5.0%

Value ($000) $15,695 Shares 222,000 Est. Cost $58.66 Unrealized +14.3%

— UNITED STATES STL CORP NEW 3.9%

Value ($000) $12,336 Shares 355,000 Est. Cost $34.75 Unrealized —

— CVR REFNG LP 3.6%

Value ($000) $11,175 Shares 500,000 Est. Cost $15.85 Unrealized —

DK DELEK US HLDGS INC NEW 3.4%

Value ($000) $10,536 Shares 210,000 Est. Cost $24.36 Unrealized +58.4%

— HI-CRUSH PARTNERS LP 2.7%

Value ($000) $8,496 Shares 720,000 Est. Cost $10.75 Unrealized —

KRO KRONOS WORLDWIDE INC 2.3%

Value ($000) $7,322 Shares 325,000 Est. Cost $15.79 Unrealized 0.0%

— TRONOX LTD 1.9%

Value ($000) $6,002 Shares 305,000 Est. Cost $20.10 Unrealized —

— KRATON CORPORATION 1.9%

Value ($000) $5,998 Shares 130,000 Est. Cost $48.17 Unrealized —

BLDR BUILDERS FIRSTSOURCE INC 1.7%

Value ($000) $5,487 Shares 300,000 Est. Cost $18.96 Unrealized +0.8%

WLK WESTLAKE CHEM CORP 1.7%

Value ($000) $5,382 Shares 50,000 Est. Cost $81.78 Unrealized +21.5%

— CONSTELLIUM NV 1.5%

Value ($000) $4,687 Shares 455,000 Est. Cost $11.15 Unrealized —

MSB MESABI TR 1.3%

Value ($000) $3,928 Shares 160,000 Est. Cost $25.15 Unrealized —

HCC WARRIOR MET COAL INC 0.8%

Value ($000) $2,481 Shares 90,000 Est. Cost $25.10 Unrealized +5.0%

CMRE COSTAMARE INC 0.8%

Value ($000) $2,354 Shares 295,000 Est. Cost $5.42 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
HYG	ISHARES TR	2,000,000	$170,160	54.2%	—	—	Put	464288513
—	UNITED STATES STL CORP NEW	720,000	$25,020	8.0%	$34.75	—	Call	912909108
PBF	PBF ENERGY INC	400,000	$16,772	5.3%	$31.73	+31.9%	CL A	69318G106
MEOH	METHANEX CORP	222,000	$15,695	5.0%	$58.66	+14.3%	COM	59151K108
—	UNITED STATES STL CORP NEW	355,000	$12,336	3.9%	$34.75	—	COM	912909108
—	CVR REFNG LP	500,000	$11,175	3.6%	$15.85	—	COMUNIT REP LT	12663P107
DK	DELEK US HLDGS INC NEW	210,000	$10,536	3.4%	$24.36	+58.4%	COM	24665A103
—	HI-CRUSH PARTNERS LP	720,000	$8,496	2.7%	$10.75	—	COM UNIT LTD	428337109
KRO	KRONOS WORLDWIDE INC	325,000	$7,322	2.3%	$15.79	0.0%	COM	50105F105
—	TRONOX LTD	305,000	$6,002	1.9%	$20.10	—	SHS CL A	Q9235V101
—	KRATON CORPORATION	130,000	$5,998	1.9%	$48.17	—	COM	50077C106
BLDR	BUILDERS FIRSTSOURCE INC	300,000	$5,487	1.7%	$18.96	+0.8%	COM	12008R107
WLK	WESTLAKE CHEM CORP	50,000	$5,382	1.7%	$81.78	+21.5%	COM	960413102
—	CONSTELLIUM NV	455,000	$4,687	1.5%	$11.15	—	CL A	N22035104
MSB	MESABI TR	160,000	$3,928	1.3%	$25.15	—	CTF BEN INT	590672101
HCC	WARRIOR MET COAL INC	90,000	$2,481	0.8%	$25.10	+5.0%	COM	93627C101
CMRE	COSTAMARE INC	295,000	$2,354	0.8%	$5.42	0.0%	SHS	Y1771G102