LUMINUS MANAGEMENT LLC Quant / Systematic

CIK: 0001279151 · Show all filings

Period: Q3 2017 (← Previous) (Next →)

Filing Date: Nov 14, 2017

Total Value ($000): $3,775,949 (100.0% shares, 0.0% debt)

Holdings (145)

SPY SPDR S&P 500 ETF TR 10.5%
Value ($000) $398,200 Shares 1,585,000 Est. Cost $243.80 Unrealized
BERRY GLOBAL GROUP INC 3.7%
Value ($000) $139,566 Shares 2,463,659 Est. Cost $48.96 Unrealized
DOWDUPONT INC 3.4%
Value ($000) $128,398 Shares 1,854,658 Est. Cost $69.23 Unrealized
SPY SPDR S&P 500 ETF TR 3.3%
Value ($000) $124,882 Shares 497,082 Est. Cost $243.80 Unrealized
FE FIRSTENERGY CORP 3.2%
Value ($000) $121,470 Shares 3,939,992 Est. Cost $21.73 Unrealized +2.8%
CHRW C H ROBINSON WORLDWIDE INC 2.8%
Value ($000) $105,980 Shares 1,392,638 Est. Cost $57.29 Unrealized -0.7%
RIG TRANSOCEAN LTD 2.6%
Value ($000) $99,390 Shares 9,237,060 Est. Cost $10.10 Unrealized -14.8%
SPY SPDR S&P 500 ETF TR 2.6%
Value ($000) $99,236 Shares 395,000 Est. Cost $243.80 Unrealized
EXTRACTION OIL AND GAS INC 2.6%
Value ($000) $99,042 Shares 6,435,453 Est. Cost $18.08 Unrealized
APD AIR PRODS & CHEMS INC 2.6%
Value ($000) $97,363 Shares 643,850 Est. Cost $106.69 Unrealized +11.7%
ASH ASHLAND GLOBAL HLDGS INC 2.5%
Value ($000) $94,125 Shares 1,439,437 Est. Cost $51.85 Unrealized +7.1%
NRG NRG ENERGY INC 2.4%
Value ($000) $90,569 Shares 3,539,259 Est. Cost $13.84 Unrealized +41.2%
ENSCO PLC 2.2%
Value ($000) $82,624 Shares 13,839,927 Est. Cost $6.28 Unrealized
UPS UNITED PARCEL SERVICE INC 2.1%
Value ($000) $79,947 Shares 665,725 Est. Cost $77.43 Unrealized +7.0%
TS TENARIS S A 2.1%
Value ($000) $77,468 Shares 2,736,404 Est. Cost $29.93 Unrealized
WAB WABTEC CORP 2.0%
Value ($000) $75,391 Shares 995,245 Est. Cost $73.65 Unrealized -0.6%
ETR ENTERGY CORP NEW 2.0%
Value ($000) $75,177 Shares 984,511 Est. Cost $28.05 Unrealized +0.7%
ROWAN COMPANIES PLC 1.9%
Value ($000) $72,809 Shares 5,666,080 Est. Cost $14.32 Unrealized
EIX EDISON INTL 1.9%
Value ($000) $70,095 Shares 908,309 Est. Cost $55.64 Unrealized -0.6%
PPL PPL CORP 1.6%
Value ($000) $58,596 Shares 1,544,024 Est. Cost $24.90 Unrealized +6.5%
ED CONSOLIDATED EDISON INC 1.5%
Value ($000) $56,097 Shares 695,300 Est. Cost $59.42 Unrealized +3.1%
ETN EATON CORP PLC 1.5%
Value ($000) $55,598 Shares 724,025 Est. Cost $56.70 Unrealized +12.6%
EWY ISHARES INC 1.4%
Value ($000) $53,176 Shares 770,000 Est. Cost Unrealized
AEP AMERICAN ELEC PWR INC 1.4%
Value ($000) $52,887 Shares 752,939 Est. Cost $45.78 Unrealized +15.9%
PEG PUBLIC SVC ENTERPRISE GROUP 1.3%
Value ($000) $50,080 Shares 1,082,800 Est. Cost $32.88 Unrealized +3.6%
IWM ISHARES TR 1.3%
Value ($000) $48,723 Shares 328,805 Est. Cost $143.82 Unrealized
GRAN TIERRA ENERGY INC 1.3%
Value ($000) $47,595 Shares 20,874,895 Est. Cost $2.67 Unrealized
TRINSEO S A 0.9%
Value ($000) $33,144 Shares 493,942 Est. Cost $66.76 Unrealized
ECHO GLOBAL LOGISTICS INC 0.8%
Value ($000) $30,647 Shares 1,625,852 Est. Cost $21.81 Unrealized
MTZ MASTEC INC 0.8%
Value ($000) $30,595 Shares 659,383 Est. Cost $43.26 Unrealized +0.7%
PWR QUANTA SVCS INC 0.8%
Value ($000) $30,363 Shares 812,479 Est. Cost $34.40 Unrealized 0.0%
ACM AECOM 0.8%
Value ($000) $30,209 Shares 820,659 Est. Cost $31.67 Unrealized -0.2%
CALLON PETE CO DEL 0.8%
Value ($000) $28,711 Shares 2,554,302 Est. Cost $10.96 Unrealized
SUMMIT MATLS INC 0.8%
Value ($000) $28,699 Shares 896,017 Est. Cost $20.46 Unrealized
RSP PERMIAN INC 0.8%
Value ($000) $28,518 Shares 824,440 Est. Cost $35.73 Unrealized
RIO RIO TINTO PLC 0.7%
Value ($000) $27,743 Shares 587,900 Est. Cost $32.67 Unrealized
STN STANTEC INC 0.7%
Value ($000) $27,012 Shares 973,411 Est. Cost $25.22 Unrealized
R RYDER SYS INC 0.7%
Value ($000) $26,213 Shares 310,020 Est. Cost $70.40 Unrealized +7.5%
D DOMINION ENERGY INC 0.7%
Value ($000) $26,010 Shares 338,100 Est. Cost $53.74 Unrealized -0.1%
CMI CUMMINS INC 0.7%
Value ($000) $25,527 Shares 151,917 Est. Cost $108.53 Unrealized +19.7%
WESTAR ENERGY INC 0.7%
Value ($000) $25,428 Shares 512,666 Est. Cost $49.60 Unrealized
EXC EXELON CORP 0.6%
Value ($000) $24,171 Shares 641,647 Est. Cost $18.86 Unrealized +6.1%
NUE NUCOR CORP 0.6%
Value ($000) $22,984 Shares 410,139 Est. Cost $47.01 Unrealized 0.0%
OLN OLIN CORP 0.6%
Value ($000) $22,668 Shares 661,842 Est. Cost $24.01 Unrealized +2.9%
NOBLE CORP PLC 0.6%
Value ($000) $22,174 Shares 4,820,356 Est. Cost $5.42 Unrealized
BTE BAYTEX ENERGY CORP 0.6%
Value ($000) $21,815 Shares 7,247,600 Est. Cost $3.11 Unrealized -19.8%
CLF CLEVELAND CLIFFS INC 0.6%
Value ($000) $21,659 Shares 3,029,200 Est. Cost $7.07 Unrealized 0.0%
OASIS PETE INC NEW 0.6%
Value ($000) $20,976 Shares 2,300,000 Est. Cost $9.55 Unrealized
FTV FORTIVE CORP 0.5%
Value ($000) $20,612 Shares 291,176 Est. Cost $31.50 Unrealized +27.7%
DYNEGY INC NEW DEL 0.5%
Value ($000) $19,850 Shares 2,027,619 Est. Cost $8.27 Unrealized
LNG CHENIERE ENERGY INC 0.5%
Value ($000) $18,845 Shares 418,412 Est. Cost $43.94 Unrealized +0.6%
DYNEGY INC NEW DEL 0.5%
Value ($000) $18,494 Shares 274,478 Est. Cost $59.53 Unrealized
TRANSCANADA CORP 0.5%
Value ($000) $18,402 Shares 372,290 Est. Cost $45.53 Unrealized
WLK WESTLAKE CHEM CORP 0.5%
Value ($000) $18,161 Shares 218,566 Est. Cost $64.66 Unrealized 0.0%
VENATOR MATLS PLC 0.5%
Value ($000) $17,001 Shares 752,264 Est. Cost $22.60 Unrealized
AWK AMERICAN WTR WKS CO INC NEW 0.4%
Value ($000) $16,652 Shares 205,815 Est. Cost $65.21 Unrealized +5.9%
TEEKAY OFFSHORE PARTNERS L P 0.4%
Value ($000) $16,490 Shares 6,928,544 Est. Cost $3.20 Unrealized
CALPINE CORP 0.4%
Value ($000) $16,232 Shares 1,100,410 Est. Cost $13.53 Unrealized
PAGP PLAINS GP HLDGS L P 0.4%
Value ($000) $15,498 Shares 708,626 Est. Cost $21.87 Unrealized
SEMGROUP CORP 0.4%
Value ($000) $14,941 Shares 519,691 Est. Cost $29.96 Unrealized
CMC COMMERCIAL METALS CO 0.4%
Value ($000) $14,825 Shares 779,015 Est. Cost $16.05 Unrealized 0.0%
CAT CATERPILLAR INC DEL 0.4%
Value ($000) $14,803 Shares 118,700 Est. Cost $96.02 Unrealized 0.0%
GRACE W R & CO DEL NEW 0.4%
Value ($000) $14,430 Shares 200,000 Est. Cost $70.38 Unrealized
TRONOX LTD 0.4%
Value ($000) $14,334 Shares 679,327 Est. Cost $20.87 Unrealized
PQ GROUP HLDGS INC 0.4%
Value ($000) $13,870 Shares 804,000 Est. Cost $17.25 Unrealized
DOWDUPONT INC 0.4%
Value ($000) $13,860 Shares 200,200 Est. Cost $69.23 Unrealized
ARCH COAL INC 0.3%
Value ($000) $13,178 Shares 183,697 Est. Cost $71.74 Unrealized
GREAT PLAINS ENERGY INC 0.3%
Value ($000) $13,116 Shares 432,841 Est. Cost $28.46 Unrealized
PARSLEY ENERGY INC 0.3%
Value ($000) $11,094 Shares 421,200 Est. Cost $26.91 Unrealized
ENB ENBRIDGE INC 0.3%
Value ($000) $10,235 Shares 244,615 Est. Cost $24.28 Unrealized +0.3%
TSN TYSON FOODS INC 0.3%
Value ($000) $10,207 Shares 144,882 Est. Cost $50.66 Unrealized +0.9%
PPG PPG INDS INC 0.3%
Value ($000) $10,062 Shares 92,602 Est. Cost $82.84 Unrealized +9.9%
PBA PEMBINA PIPELINE CORP 0.3%
Value ($000) $9,989 Shares 284,600 Est. Cost $21.33 Unrealized 0.0%
DE DEERE & CO 0.3%
Value ($000) $9,545 Shares 76,000 Est. Cost $108.55 Unrealized 0.0%
F FORD MTR CO DEL 0.2%
Value ($000) $9,336 Shares 779,940 Est. Cost $7.25 Unrealized -0.0%
DOV DOVER CORP 0.2%
Value ($000) $9,333 Shares 102,124 Est. Cost $60.83 Unrealized 0.0%
KMI KINDER MORGAN INC DEL 0.2%
Value ($000) $9,214 Shares 480,405 Est. Cost $13.09 Unrealized -6.0%
MONSANTO CO NEW 0.2%
Value ($000) $9,204 Shares 76,812 Est. Cost $106.69 Unrealized
TPC TUTOR PERINI CORP 0.2%
Value ($000) $9,144 Shares 321,960 Est. Cost $26.88 Unrealized 0.0%
HLX HELIX ENERGY SOLUTIONS GRP I 0.2%
Value ($000) $9,019 Shares 1,220,418 Est. Cost $6.33 Unrealized 0.0%
WTTR SELECT ENERGY SVCS INC 0.2%
Value ($000) $8,802 Shares 552,881 Est. Cost $12.15 Unrealized
DK DELEK US HLDGS INC NEW 0.2%
Value ($000) $8,644 Shares 323,372 Est. Cost $19.11 Unrealized 0.0%
KMT KENNAMETAL INC 0.2%
Value ($000) $8,577 Shares 212,609 Est. Cost $27.58 Unrealized +6.3%
GASLOG PARTNERS LP 0.2%
Value ($000) $8,305 Shares 357,185 Est. Cost $20.14 Unrealized
CSIQ CANADIAN SOLAR INC 0.2%
Value ($000) $8,229 Shares 488,655 Est. Cost $15.75 Unrealized +4.0%
PSX PHILLIPS 66 0.2%
Value ($000) $8,186 Shares 89,353 Est. Cost $61.25 Unrealized 0.0%
DQ DAQO NEW ENERGY CORP 0.2%
Value ($000) $7,516 Shares 259,006 Est. Cost $22.32 Unrealized
DELPHI AUTOMOTIVE PLC 0.2%
Value ($000) $7,466 Shares 75,880 Est. Cost $98.39 Unrealized
CENTENNIAL RESOURCE DEV INC 0.2%
Value ($000) $7,436 Shares 413,793 Est. Cost $15.82 Unrealized
AMERICAN OUTDOOR BRANDS CORP 0.2%
Value ($000) $7,045 Shares 462,000 Est. Cost $15.25 Unrealized
MTDR MATADOR RES CO 0.2%
Value ($000) $6,788 Shares 250,000 Est. Cost $22.70 Unrealized +4.6%
KBR KBR INC 0.2%
Value ($000) $6,170 Shares 345,100 Est. Cost $14.49 Unrealized 0.0%
FERRO CORP 0.2%
Value ($000) $6,168 Shares 276,573 Est. Cost $14.32 Unrealized
PIONEER NAT RES CO 0.2%
Value ($000) $6,093 Shares 41,300 Est. Cost $147.53 Unrealized
TRGP TARGA RES CORP 0.2%
Value ($000) $5,737 Shares 121,300 Est. Cost $32.52 Unrealized 0.0%
RNGR RANGER ENERGY SVCS INC 0.1%
Value ($000) $5,660 Shares 385,000 Est. Cost $14.31 Unrealized 0.0%
VST VISTRA ENERGY CORP 0.1%
Value ($000) $5,522 Shares 295,453 Est. Cost $14.74 Unrealized 0.0%
ALPS ETF TR 0.1%
Value ($000) $5,330 Shares 475,000 Est. Cost $11.22 Unrealized
MPC MARATHON PETE CORP 0.1%
Value ($000) $5,328 Shares 95,000 Est. Cost $32.94 Unrealized +25.5%
EMN EASTMAN CHEM CO 0.1%
Value ($000) $5,180 Shares 57,240 Est. Cost $64.09 Unrealized 0.0%
NXST NEXSTAR MEDIA GROUP INC 0.1%
Value ($000) $4,825 Shares 77,453 Est. Cost $48.80 Unrealized 0.0%
CIMAREX ENERGY CO 0.1%
Value ($000) $4,820 Shares 42,400 Est. Cost $109.35 Unrealized
CGIP CELADON GROUP INC 0.1%
Value ($000) $4,730 Shares 700,813 Est. Cost $3.13 Unrealized +50.5%
VLO VALERO ENERGY CORP NEW 0.1%
Value ($000) $4,418 Shares 57,430 Est. Cost $42.04 Unrealized +17.6%
HBM HUDBAY MINERALS INC 0.1%
Value ($000) $4,273 Shares 573,600 Est. Cost $7.53 Unrealized 0.0%
GLNG GOLAR LNG LTD BERMUDA 0.1%
Value ($000) $4,038 Shares 178,604 Est. Cost $21.94 Unrealized -12.1%
DIAMOND OFFSHORE DRILLING IN 0.1%
Value ($000) $3,625 Shares 250,000 Est. Cost Unrealized
GPRE GREEN PLAINS INC 0.1%
Value ($000) $3,593 Shares 178,280 Est. Cost $19.08 Unrealized 0.0%
GCP APPLIED TECHNOLOGIES INC 0.1%
Value ($000) $3,566 Shares 116,151 Est. Cost $30.70 Unrealized
ENLINK MIDSTREAM LLC 0.1%
Value ($000) $3,450 Shares 200,000 Est. Cost $17.25 Unrealized
CHICAGO BRIDGE & IRON CO N V 0.1%
Value ($000) $3,282 Shares 195,351 Est. Cost $16.80 Unrealized
VALE VALE S A 0.1%
Value ($000) $3,066 Shares 304,500 Est. Cost $7.48 Unrealized
SCHULMAN A INC 0.1%
Value ($000) $2,663 Shares 77,978 Est. Cost $34.15 Unrealized
BUNGE LIMITED 0.1%
Value ($000) $2,494 Shares 35,900 Est. Cost $74.29 Unrealized
RAMACO RES INC 0.1%
Value ($000) $2,206 Shares 332,704 Est. Cost $9.40 Unrealized
JBHT HUNT J B TRANS SVCS INC 0.1%
Value ($000) $2,172 Shares 19,550 Est. Cost $80.94 Unrealized +10.7%
XME SPDR SERIES TRUST 0.1%
Value ($000) $2,170 Shares 67,426 Est. Cost $31.01 Unrealized
EXPD EXPEDITORS INTL WASH INC 0.1%
Value ($000) $2,164 Shares 36,150 Est. Cost $49.44 Unrealized +4.6%
CATALENT INC 0.1%
Value ($000) $2,064 Shares 51,700 Est. Cost $39.92 Unrealized
HUBB HUBBELL INC 0.1%
Value ($000) $1,996 Shares 17,200 Est. Cost $96.36 Unrealized 0.0%
ROADRUNNER TRNSN SVCS HLDG I 0.1%
Value ($000) $1,897 Shares 199,021 Est. Cost $9.43 Unrealized
UNITED STATES STL CORP NEW 0.0%
Value ($000) $1,741 Shares 67,859 Est. Cost $21.00 Unrealized
DYNEGY INC NEW DEL 0.0%
Value ($000) $1,729 Shares 176,593 Est. Cost $0.57 Unrealized
YRC WORLDWIDE INC 0.0%
Value ($000) $1,624 Shares 117,665 Est. Cost $13.80 Unrealized
NUANCE COMMUNICATIONS INC 0.0%
Value ($000) $1,572 Shares 100,000 Est. Cost $15.72 Unrealized
EP ENERGY CORP 0.0%
Value ($000) $1,304 Shares 400,000 Est. Cost $3.61 Unrealized
TALLGRASS ENERGY GP LP 0.0%
Value ($000) $1,288 Shares 45,579 Est. Cost $25.61 Unrealized
OBSIDIAN ENERGY LTD 0.0%
Value ($000) $1,148 Shares 1,093,100 Est. Cost $1.22 Unrealized
PI IMPINJ INC 0.0%
Value ($000) $1,040 Shares 25,000 Est. Cost $42.09 Unrealized 0.0%
LYON WILLIAM HOMES 0.0%
Value ($000) $991 Shares 43,100 Est. Cost $22.99 Unrealized
NWE NORTHWESTERN CORP 0.0%
Value ($000) $981 Shares 17,231 Est. Cost $41.74 Unrealized 0.0%
WEC WEC ENERGY GROUP INC 0.0%
Value ($000) $888 Shares 14,155 Est. Cost $48.80 Unrealized 0.0%
SUPERIOR INDS INTL INC 0.0%
Value ($000) $886 Shares 53,243 Est. Cost $16.64 Unrealized
JKS JINKOSOLAR HLDG CO LTD 0.0%
Value ($000) $820 Shares 32,878 Est. Cost $18.90 Unrealized
XLU SELECT SECTOR SPDR TR 0.0%
Value ($000) $689 Shares 12,996 Est. Cost $53.02 Unrealized
CLOUDERA INC 0.0%
Value ($000) $665 Shares 40,000 Est. Cost $16.63 Unrealized
WNC WABASH NATL CORP 0.0%
Value ($000) $590 Shares 25,836 Est. Cost $17.66 Unrealized 0.0%
CALM CAL MAINE FOODS INC 0.0%
Value ($000) $548 Shares 13,341 Est. Cost $28.44 Unrealized 0.0%
ASIX ADVANSIX INC 0.0%
Value ($000) $417 Shares 10,470 Est. Cost $19.20 Unrealized +61.5%
CC CHEMOURS CO 0.0%
Value ($000) $416 Shares 8,221 Est. Cost $34.56 Unrealized 0.0%
AVANGRID INC 0.0%
Value ($000) $255 Shares 5,376 Est. Cost $41.68 Unrealized
OGE OGE ENERGY CORP 0.0%
Value ($000) $249 Shares 6,902 Est. Cost $34.98 Unrealized +2.0%
RS RELIANCE STEEL & ALUMINUM CO 0.0%
Value ($000) $243 Shares 3,186 Est. Cost $73.06 Unrealized 0.0%
MTUS TIMKENSTEEL CORP 0.0%
Value ($000) $232 Shares 14,084 Est. Cost $15.33 Unrealized 0.0%
BADGER DAYLIGHTING LTD CMN 0.0%
Value ($000) $213 Shares 10,000 Est. Cost $21.30 Unrealized