LUMINUS MANAGEMENT LLC Quant / Systematic

CIK: 0001279151 · Show all filings

Period: Q4 2017 (← Previous) (Next →)

Filing Date: Feb 14, 2018

Total Value ($000): $4,708,771 (100.0% shares, 0.0% debt)

Holdings (136)

SPY SPDR S&P 500 ETF TR 8.8%
Value ($000) $413,633 Shares 1,550,000 Est. Cost $243.80 Unrealized
SPY SPDR S&P 500 ETF TR 8.8%
Value ($000) $413,366 Shares 1,549,000 Est. Cost $243.80 Unrealized
NRG NRG ENERGY INC 5.7%
Value ($000) $270,150 Shares 9,485,601 Est. Cost $19.29 Unrealized +16.8%
BERRY GLOBAL GROUP INC 4.8%
Value ($000) $223,867 Shares 3,815,703 Est. Cost $52.40 Unrealized
APD AIR PRODS & CHEMS INC 3.8%
Value ($000) $176,832 Shares 1,077,723 Est. Cost $116.19 Unrealized +12.1%
ETN EATON CORP PLC 3.4%
Value ($000) $162,329 Shares 2,054,546 Est. Cost $62.89 Unrealized +5.4%
DOWDUPONT INC 3.2%
Value ($000) $148,724 Shares 2,088,242 Est. Cost $69.45 Unrealized
CTRA CABOT OIL & GAS CORP 2.9%
Value ($000) $135,232 Shares 4,728,411 Est. Cost $20.15 Unrealized 0.0%
ASH ASHLAND GLOBAL HLDGS INC 2.8%
Value ($000) $134,158 Shares 1,884,222 Est. Cost $53.85 Unrealized +12.0%
FE FIRSTENERGY CORP 2.6%
Value ($000) $120,285 Shares 3,928,325 Est. Cost $21.73 Unrealized +7.3%
TS TENARIS S A 2.4%
Value ($000) $113,508 Shares 3,562,689 Est. Cost $30.38 Unrealized
CHRW C H ROBINSON WORLDWIDE INC 2.4%
Value ($000) $111,168 Shares 1,247,824 Est. Cost $57.29 Unrealized +17.6%
WAB WABTEC CORP 2.3%
Value ($000) $106,400 Shares 1,306,647 Est. Cost $73.46 Unrealized -0.8%
NUE NUCOR CORP 2.2%
Value ($000) $105,182 Shares 1,654,324 Est. Cost $48.49 Unrealized +1.0%
EXTRACTION OIL AND GAS INC 2.2%
Value ($000) $104,768 Shares 7,321,329 Est. Cost $17.63 Unrealized
UPS UNITED PARCEL SERVICE INC 2.1%
Value ($000) $100,547 Shares 843,875 Est. Cost $79.30 Unrealized +8.8%
ETR ENTERGY CORP NEW 1.8%
Value ($000) $85,695 Shares 1,052,890 Est. Cost $28.23 Unrealized +9.4%
VST VISTRA ENERGY CORP 1.7%
Value ($000) $80,539 Shares 4,396,233 Est. Cost $15.94 Unrealized +0.5%
SO SOUTHERN CO 1.5%
Value ($000) $70,674 Shares 1,469,630 Est. Cost $36.45 Unrealized 0.0%
GRAN TIERRA ENERGY INC 1.4%
Value ($000) $65,471 Shares 24,248,157 Est. Cost $2.67 Unrealized
OLN OLIN CORP 1.3%
Value ($000) $59,875 Shares 1,682,824 Est. Cost $26.62 Unrealized +6.4%
CALLON PETE CO DEL 1.3%
Value ($000) $59,356 Shares 4,885,260 Est. Cost $11.53 Unrealized
STN STANTEC INC 1.2%
Value ($000) $56,238 Shares 2,011,411 Est. Cost $26.63 Unrealized
ACM AECOM 1.2%
Value ($000) $54,805 Shares 1,475,227 Est. Cost $33.13 Unrealized +5.6%
PPL PPL CORP 1.0%
Value ($000) $49,335 Shares 1,594,023 Est. Cost $24.90 Unrealized -0.1%
VENATOR MATLS PLC 1.0%
Value ($000) $48,734 Shares 2,203,174 Est. Cost $22.28 Unrealized
PWR QUANTA SVCS INC 1.0%
Value ($000) $48,329 Shares 1,235,700 Est. Cost $35.22 Unrealized +4.5%
RS RELIANCE STEEL & ALUMINUM CO 0.9%
Value ($000) $40,511 Shares 472,205 Est. Cost $78.71 Unrealized +0.0%
EIX EDISON INTL 0.8%
Value ($000) $36,161 Shares 571,798 Est. Cost $55.64 Unrealized -3.4%
ATO ATMOS ENERGY CORP 0.7%
Value ($000) $34,965 Shares 407,081 Est. Cost $72.39 Unrealized 0.0%
EXC EXELON CORP 0.7%
Value ($000) $34,478 Shares 874,855 Est. Cost $19.61 Unrealized +10.5%
SUMMIT MATLS INC 0.7%
Value ($000) $30,609 Shares 973,592 Est. Cost $21.34 Unrealized
OASIS PETE INC NEW 0.6%
Value ($000) $30,148 Shares 3,584,787 Est. Cost $9.14 Unrealized
BHP BHP BILLITON LTD 0.6%
Value ($000) $29,990 Shares 652,110 Est. Cost $45.99 Unrealized
DUK DUKE ENERGY CORP NEW 0.6%
Value ($000) $29,163 Shares 346,725 Est. Cost $62.65 Unrealized 0.0%
BTE BAYTEX ENERGY CORP 0.6%
Value ($000) $27,814 Shares 9,267,300 Est. Cost $3.05 Unrealized -7.8%
D DOMINION ENERGY INC 0.6%
Value ($000) $27,407 Shares 338,104 Est. Cost $53.74 Unrealized +5.0%
CLF CLEVELAND CLIFFS INC 0.6%
Value ($000) $27,071 Shares 3,754,600 Est. Cost $6.92 Unrealized -9.0%
PARSLEY ENERGY INC 0.6%
Value ($000) $26,496 Shares 900,000 Est. Cost $28.26 Unrealized
HCC WARRIOR MET COAL INC 0.6%
Value ($000) $26,273 Shares 1,044,655 Est. Cost $25.10 Unrealized 0.0%
TEEKAY OFFSHORE PARTNERS L P 0.5%
Value ($000) $25,888 Shares 10,969,207 Est. Cost $2.89 Unrealized
MTZ MASTEC INC 0.5%
Value ($000) $25,343 Shares 517,750 Est. Cost $43.26 Unrealized +3.1%
TRONOX LTD 0.5%
Value ($000) $24,707 Shares 1,204,647 Est. Cost $20.71 Unrealized
NI NISOURCE INC 0.5%
Value ($000) $24,504 Shares 954,564 Est. Cost $20.38 Unrealized 0.0%
MRC GLOBAL INC 0.5%
Value ($000) $24,348 Shares 1,439,029 Est. Cost $16.92 Unrealized
WESTAR ENERGY INC 0.5%
Value ($000) $23,636 Shares 447,647 Est. Cost $49.60 Unrealized
TE CONNECTIVITY LTD 0.5%
Value ($000) $23,304 Shares 245,200 Est. Cost $95.04 Unrealized
PEG PUBLIC SVC ENTERPRISE GROUP 0.5%
Value ($000) $22,178 Shares 430,631 Est. Cost $32.88 Unrealized +16.3%
DYNEGY INC NEW DEL 0.5%
Value ($000) $21,744 Shares 274,478 Est. Cost $59.53 Unrealized
PSX PHILLIPS 66 0.5%
Value ($000) $21,682 Shares 214,353 Est. Cost $65.94 Unrealized +5.1%
ENSCO PLC 0.4%
Value ($000) $21,032 Shares 3,558,798 Est. Cost $6.28 Unrealized
MPC MARATHON PETE CORP 0.4%
Value ($000) $20,784 Shares 315,000 Est. Cost $43.10 Unrealized +10.2%
FTV FORTIVE CORP 0.4%
Value ($000) $20,659 Shares 285,536 Est. Cost $31.50 Unrealized +40.6%
VALE VALE S A 0.4%
Value ($000) $19,936 Shares 1,630,100 Est. Cost $11.34 Unrealized
AWK AMERICAN WTR WKS CO INC NEW 0.4%
Value ($000) $18,830 Shares 205,816 Est. Cost $65.21 Unrealized +16.1%
HLX HELIX ENERGY SOLUTIONS GRP I 0.4%
Value ($000) $18,415 Shares 2,442,252 Est. Cost $6.70 Unrealized +5.6%
PCG PG&E CORP 0.4%
Value ($000) $18,028 Shares 402,140 Est. Cost $55.37 Unrealized 0.0%
CVE CENOVUS ENERGY INC 0.4%
Value ($000) $17,804 Shares 1,950,000 Est. Cost $8.35 Unrealized 0.0%
IWM ISHARES TR 0.4%
Value ($000) $17,472 Shares 114,602 Est. Cost $143.82 Unrealized
NOBLE CORP PLC 0.4%
Value ($000) $16,976 Shares 3,755,699 Est. Cost $5.42 Unrealized
AMERICAN OUTDOOR BRANDS CORP 0.3%
Value ($000) $16,347 Shares 1,273,160 Est. Cost $13.71 Unrealized
RYZ RYERSON HLDG CORP 0.3%
Value ($000) $16,162 Shares 1,554,007 Est. Cost $9.33 Unrealized 0.0%
ANDEAVOR 0.3%
Value ($000) $15,788 Shares 138,076 Est. Cost $114.34 Unrealized
HUN HUNTSMAN CORP 0.3%
Value ($000) $15,037 Shares 451,700 Est. Cost $30.63 Unrealized 0.0%
CMC COMMERCIAL METALS CO 0.3%
Value ($000) $14,809 Shares 694,591 Est. Cost $16.05 Unrealized +6.6%
BUNGE LIMITED 0.3%
Value ($000) $13,375 Shares 199,394 Est. Cost $68.38 Unrealized
PQ GROUP HLDGS INC 0.3%
Value ($000) $13,355 Shares 811,845 Est. Cost $17.25 Unrealized
FSLR FIRST SOLAR INC 0.3%
Value ($000) $12,356 Shares 183,000 Est. Cost $58.65 Unrealized 0.0%
WTTR SELECT ENERGY SVCS INC 0.2%
Value ($000) $11,606 Shares 636,300 Est. Cost $12.95 Unrealized
FERRO CORP 0.2%
Value ($000) $11,304 Shares 479,202 Est. Cost $18.24 Unrealized
CMS CMS ENERGY CORP 0.2%
Value ($000) $9,252 Shares 195,600 Est. Cost $38.09 Unrealized 0.0%
JKS JINKOSOLAR HLDG CO LTD 0.2%
Value ($000) $9,139 Shares 380,000 Est. Cost $18.90 Unrealized
RIG TRANSOCEAN LTD 0.2%
Value ($000) $8,843 Shares 828,000 Est. Cost $10.10 Unrealized +2.7%
TKR TIMKEN CO 0.2%
Value ($000) $8,267 Shares 168,197 Est. Cost $48.40 Unrealized 0.0%
HUBB HUBBELL INC 0.2%
Value ($000) $7,836 Shares 57,900 Est. Cost $102.81 Unrealized +2.6%
CGIP CELADON GROUP INC 0.2%
Value ($000) $7,622 Shares 1,190,950 Est. Cost $4.55 Unrealized +44.6%
SWX SOUTHWEST GAS HOLDINGS INC 0.2%
Value ($000) $7,500 Shares 93,189 Est. Cost $81.18 Unrealized 0.0%
OEC ORION ENGINEERED CARBONS S A 0.2%
Value ($000) $7,336 Shares 286,580 Est. Cost $23.63 Unrealized 0.0%
NEXA NEXA RES S A 0.1%
Value ($000) $6,574 Shares 335,234 Est. Cost $13.09 Unrealized 0.0%
DQ DAQO NEW ENERGY CORP 0.1%
Value ($000) $6,433 Shares 108,227 Est. Cost $22.32 Unrealized
IMO IMPERIAL OIL LTD 0.1%
Value ($000) $6,238 Shares 200,000 Est. Cost $25.26 Unrealized 0.0%
DOV DOVER CORP 0.1%
Value ($000) $5,928 Shares 58,700 Est. Cost $60.83 Unrealized +12.0%
CRESCENT PT ENERGY CORP 0.1%
Value ($000) $5,715 Shares 750,000 Est. Cost $7.62 Unrealized
ZTO ZTO EXPRESS CAYMAN INC 0.1%
Value ($000) $5,696 Shares 359,400 Est. Cost $15.85 Unrealized
BKR BAKER HUGHES A GE CO 0.1%
Value ($000) $5,695 Shares 180,000 Est. Cost $25.56 Unrealized 0.0%
TRN TRINITY INDS INC 0.1%
Value ($000) $5,597 Shares 149,400 Est. Cost $18.76 Unrealized 0.0%
WLK WESTLAKE CHEM CORP 0.1%
Value ($000) $5,408 Shares 50,766 Est. Cost $64.66 Unrealized +26.5%
EP ENERGY CORP 0.1%
Value ($000) $5,264 Shares 2,230,380 Est. Cost $2.58 Unrealized
CE CELANESE CORP DEL 0.1%
Value ($000) $5,014 Shares 46,824 Est. Cost $90.95 Unrealized 0.0%
PPG PPG INDS INC 0.1%
Value ($000) $4,999 Shares 42,794 Est. Cost $82.84 Unrealized +19.5%
EMN EASTMAN CHEM CO 0.1%
Value ($000) $4,979 Shares 53,742 Est. Cost $64.09 Unrealized +7.4%
POLYONE CORP 0.1%
Value ($000) $4,957 Shares 113,948 Est. Cost $43.50 Unrealized
MINDBODY INC 0.1%
Value ($000) $4,568 Shares 150,000 Est. Cost $30.45 Unrealized
OPTU ALTICE USA INC 0.1%
Value ($000) $3,928 Shares 185,000 Est. Cost $22.15 Unrealized 0.0%
ADVANTAGE OIL & GAS LTD 0.1%
Value ($000) $3,644 Shares 848,100 Est. Cost $4.30 Unrealized
RNGR RANGER ENERGY SVCS INC 0.1%
Value ($000) $3,554 Shares 385,000 Est. Cost $14.31 Unrealized -22.7%
GENERAL ELECTRIC CO 0.1%
Value ($000) $3,490 Shares 200,000 Est. Cost Unrealized
MTUS TIMKENSTEEL CORP 0.1%
Value ($000) $3,472 Shares 228,577 Est. Cost $15.21 Unrealized -0.1%
PLATFORM SPECIALTY PRODS COR 0.1%
Value ($000) $3,085 Shares 311,000 Est. Cost $9.92 Unrealized
DAR DARLING INGREDIENTS INC 0.1%
Value ($000) $3,057 Shares 168,602 Est. Cost $17.28 Unrealized 0.0%
JPMORGAN CHASE & CO 0.1%
Value ($000) $2,884 Shares 105,000 Est. Cost $27.47 Unrealized
DIAMOND OFFSHORE DRILLING IN 0.1%
Value ($000) $2,789 Shares 150,000 Est. Cost Unrealized
SANDERSON FARMS INC 0.1%
Value ($000) $2,776 Shares 20,000 Est. Cost $138.80 Unrealized
TORTOISE ENERGY INFRA CORP 0.1%
Value ($000) $2,682 Shares 92,219 Est. Cost $29.08 Unrealized
SRC ENERGY INC 0.1%
Value ($000) $2,671 Shares 313,084 Est. Cost $8.53 Unrealized
KAYNE ANDERSON MLP INVT CO 0.0%
Value ($000) $2,266 Shares 118,965 Est. Cost $19.05 Unrealized
AK STL HLDG CORP 0.0%
Value ($000) $2,253 Shares 398,076 Est. Cost $5.66 Unrealized
EXPD EXPEDITORS INTL WASH INC 0.0%
Value ($000) $2,199 Shares 34,000 Est. Cost $49.44 Unrealized +12.2%
OBSIDIAN ENERGY LTD 0.0%
Value ($000) $2,108 Shares 1,700,000 Est. Cost $1.23 Unrealized
DYNEGY INC NEW DEL 0.0%
Value ($000) $2,093 Shares 176,593 Est. Cost $0.57 Unrealized
APTIV PLC 0.0%
Value ($000) $2,066 Shares 24,355 Est. Cost $84.83 Unrealized
TURQUOISE HILL RES LTD 0.0%
Value ($000) $1,715 Shares 500,000 Est. Cost $3.43 Unrealized
YRC WORLDWIDE INC 0.0%
Value ($000) $1,692 Shares 117,665 Est. Cost $13.80 Unrealized
ROADRUNNER TRNSN SVCS HLDG I 0.0%
Value ($000) $1,534 Shares 199,021 Est. Cost $9.43 Unrealized
FIDUCIARY CLAYMORE MLP OPP F 0.0%
Value ($000) $1,216 Shares 92,445 Est. Cost $13.15 Unrealized
WEATHERFORD INTL PLC 0.0%
Value ($000) $1,126 Shares 270,000 Est. Cost $4.17 Unrealized
AKR ACADIA RLTY TR 0.0%
Value ($000) $1,103 Shares 40,311 Est. Cost $27.36 Unrealized
AGRIUM INC 0.0%
Value ($000) $1,035 Shares 9,000 Est. Cost $115.00 Unrealized
TORTOISE MLP FD INC 0.0%
Value ($000) $1,020 Shares 58,078 Est. Cost $17.56 Unrealized
BKH BLACK HILLS CORP 0.0%
Value ($000) $1,019 Shares 16,944 Est. Cost $45.46 Unrealized 0.0%
RGR STURM RUGER & CO INC 0.0%
Value ($000) $1,016 Shares 18,200 Est. Cost $52.19 Unrealized 0.0%
HUBG HUB GROUP INC 0.0%
Value ($000) $1,002 Shares 20,920 Est. Cost $22.00 Unrealized 0.0%
SCANA CORP NEW 0.0%
Value ($000) $937 Shares 23,545 Est. Cost $39.80 Unrealized
F FORD MTR CO DEL 0.0%
Value ($000) $902 Shares 72,200 Est. Cost $7.25 Unrealized +10.5%
NUVEEN ENERGY MLP TOTL RTRNF 0.0%
Value ($000) $876 Shares 76,914 Est. Cost $11.39 Unrealized
NWE NORTHWESTERN CORP 0.0%
Value ($000) $869 Shares 14,562 Est. Cost $41.74 Unrealized +1.9%
DK DELEK US HLDGS INC NEW 0.0%
Value ($000) $817 Shares 23,372 Est. Cost $19.11 Unrealized +18.6%
OGE OGE ENERGY CORP 0.0%
Value ($000) $805 Shares 24,474 Est. Cost $35.22 Unrealized +0.3%
KAYNE ANDERSON ENERGY DEV CO 0.0%
Value ($000) $675 Shares 38,789 Est. Cost $17.40 Unrealized
GCP APPLIED TECHNOLOGIES INC 0.0%
Value ($000) $477 Shares 14,946 Est. Cost $30.70 Unrealized
DELPHI TECHNOLOGIES PLC 0.0%
Value ($000) $376 Shares 7,160 Est. Cost $52.51 Unrealized
ES EVERSOURCE ENERGY 0.0%
Value ($000) $255 Shares 4,034 Est. Cost $47.53 Unrealized 0.0%
AVANGRID INC 0.0%
Value ($000) $241 Shares 4,756 Est. Cost $41.68 Unrealized
POLYONE CORP 0.0%
Value ($000) $204 Shares 4,700 Est. Cost $43.50 Unrealized
CLEARBRIDGE ENERGY MLP FD IN 0.0%
Value ($000) $179 Shares 11,700 Est. Cost $15.30 Unrealized
BADGER DAYLIGHTING LTD CMN 0.0%
Value ($000) $108 Shares 5,000 Est. Cost $21.30 Unrealized