BRIGHTLINE CAPITAL MANAGEMENT, LLC Quant / Systematic

CIK: 0001432450 · Show all filings

Period: Q3 2018 (← Previous) (Next →)

Filing Date: Nov 9, 2018

Total Value ($000): $242,113 (100.0% shares, 0.0% debt)

Holdings (7)

HYG ISHARES TR 71.4%

Value ($000) $172,880 Shares 2,000,000 Est. Cost — Unrealized —

— UNITED STATES STL CORP NEW 9.1%

Value ($000) $21,946 Shares 720,000 Est. Cost $34.75 Unrealized —

MEOH METHANEX CORP 7.3%

Value ($000) $17,560 Shares 222,000 Est. Cost $58.66 Unrealized +24.1%

PBF PBF ENERGY INC 5.1%

Value ($000) $12,228 Shares 245,000 Est. Cost $31.73 Unrealized +49.7%

— UNITED STATES STL CORP NEW 4.5%

Value ($000) $10,820 Shares 355,000 Est. Cost $34.75 Unrealized —

— CONSTELLIUM NV 2.3%

Value ($000) $5,619 Shares 455,000 Est. Cost $11.15 Unrealized —

MSB MESABI TR 0.4%

Value ($000) $1,060 Shares 40,000 Est. Cost $25.15 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
HYG	ISHARES TR	2,000,000	$172,880	71.4%	—	—	Put	464288513
—	UNITED STATES STL CORP NEW	720,000	$21,946	9.1%	$34.75	—	Call	912909108
MEOH	METHANEX CORP	222,000	$17,560	7.3%	$58.66	+24.1%	COM	59151K108
PBF	PBF ENERGY INC	245,000	$12,228	5.1%	$31.73	+49.7%	CL A	69318G106
—	UNITED STATES STL CORP NEW	355,000	$10,820	4.5%	$34.75	—	COM	912909108
—	CONSTELLIUM NV	455,000	$5,619	2.3%	$11.15	—	CL A	N22035104
MSB	MESABI TR	40,000	$1,060	0.4%	$25.15	—	CTF BEN INT	590672101