LUMINUS MANAGEMENT LLC Quant / Systematic

CIK: 0001279151 · Show all filings

Period: Q3 2019 (← Previous) (Next →)

Filing Date: Nov 14, 2019

Total Value ($000): $3,453,098 (98.7% shares, 1.3% debt)

Holdings (103)

FE FIRSTENERGY CORP 6.1%
Value ($000) $209,599 Shares 4,345,826 Est. Cost $28.28 Unrealized +23.1%
ACM AECOM 5.1%
Value ($000) $175,261 Shares 4,666,161 Est. Cost $31.48 Unrealized +10.0%
SPY SPDR S&P 500 ETF TRUST 5.0%
Value ($000) $171,088 Shares 576,500 Est. Cost $295.96 Unrealized
BERRY GLOBAL GROUP INC 4.7%
Value ($000) $161,929 Shares 4,123,481 Est. Cost $49.24 Unrealized
CVE CENOVUS ENERGY INC 4.4%
Value ($000) $153,013 Shares 16,312,735 Est. Cost $7.84 Unrealized +2.3%
SPY SPDR S&P 500 ETF TRUST 3.8%
Value ($000) $130,928 Shares 441,176 Est. Cost $295.96 Unrealized
R RYDER SYSTEM INC 3.5%
Value ($000) $120,594 Shares 2,329,414 Est. Cost $62.21 Unrealized -16.0%
NEE NEXTERA ENERGY INC 2.7%
Value ($000) $91,528 Shares 392,842 Est. Cost $45.96 Unrealized +0.6%
PARSLEY ENERGY INC-CLASS A 2.6%
Value ($000) $89,585 Shares 5,332,467 Est. Cost $18.67 Unrealized
ASH ASHLAND GLOBAL HOLDINGS INC 2.5%
Value ($000) $85,619 Shares 1,111,214 Est. Cost $59.00 Unrealized +15.2%
ARCH COAL INC - A 2.4%
Value ($000) $83,231 Shares 1,121,714 Est. Cost $85.79 Unrealized
NRG NRG ENERGY INC 2.4%
Value ($000) $82,909 Shares 2,093,667 Est. Cost $31.12 Unrealized -3.2%
APD AIR PRODUCTS & CHEMICALS INC 2.3%
Value ($000) $78,150 Shares 352,251 Est. Cost $124.78 Unrealized +54.3%
VST VISTRA ENERGY CORP 2.2%
Value ($000) $75,430 Shares 2,821,905 Est. Cost $18.56 Unrealized +10.8%
STN STANTEC INC 2.0%
Value ($000) $69,294 Shares 3,129,122 Est. Cost $25.31 Unrealized
CMS CMS ENERGY CORP 1.8%
Value ($000) $63,488 Shares 992,779 Est. Cost $48.46 Unrealized +3.8%
PWR QUANTA SERVICES INC 1.8%
Value ($000) $62,543 Shares 1,654,571 Est. Cost $35.55 Unrealized 0.0%
ATO ATMOS ENERGY CORP 1.7%
Value ($000) $57,960 Shares 508,913 Est. Cost $84.35 Unrealized +10.8%
UNITED TECHNOLOGIES CORP 1.6%
Value ($000) $56,944 Shares 417,111 Est. Cost $132.12 Unrealized
MPC MARATHON PETROLEUM CORP 1.6%
Value ($000) $56,583 Shares 931,411 Est. Cost $47.84 Unrealized -9.9%
CTRA CABOT OIL & GAS CORP 1.6%
Value ($000) $54,736 Shares 3,115,324 Est. Cost $19.36 Unrealized -25.9%
ED CONSOLIDATED EDISON INC 1.4%
Value ($000) $47,090 Shares 498,469 Est. Cost $67.85 Unrealized +4.0%
CALLON PETROLEUM CO 1.3%
Value ($000) $45,156 Shares 10,404,662 Est. Cost $8.49 Unrealized
NRG ENERGY INC 1.3%
Value ($000) $43,830 Shares 39,000,000 Est. Cost $1.08 Unrealized
VALPQ VALARIS PLC 1.2%
Value ($000) $42,755 Shares 8,888,707 Est. Cost $4.81 Unrealized
TROX TRONOX HOLDINGS PLC- A 1.2%
Value ($000) $42,061 Shares 5,067,574 Est. Cost $11.16 Unrealized -13.6%
EXTRACTION OIL & GAS INC 1.1%
Value ($000) $39,636 Shares 13,481,592 Est. Cost $10.76 Unrealized
ETR ENTERGY CORP 1.1%
Value ($000) $37,538 Shares 319,850 Est. Cost $30.18 Unrealized +43.9%
GRAN TIERRA ENERGY INC 1.1%
Value ($000) $37,266 Shares 29,812,459 Est. Cost $2.33 Unrealized
KNX KNIGHT-SWIFT TRANSPORTATION 1.1%
Value ($000) $37,037 Shares 1,020,314 Est. Cost $29.21 Unrealized +11.4%
LIVENT CORP 1.0%
Value ($000) $35,301 Shares 5,276,652 Est. Cost $12.92 Unrealized
AEE AMEREN CORPORATION 1.0%
Value ($000) $34,959 Shares 436,720 Est. Cost $63.90 Unrealized 0.0%
MRC GLOBAL INC 1.0%
Value ($000) $32,895 Shares 2,711,871 Est. Cost $16.32 Unrealized
AWK AMERICAN WATER WORKS CO INC 0.9%
Value ($000) $32,773 Shares 263,811 Est. Cost $73.46 Unrealized +45.7%
FTV FORTIVE CORP 0.9%
Value ($000) $32,319 Shares 471,400 Est. Cost $42.34 Unrealized +6.0%
OASIS PETROLEUM INC 0.9%
Value ($000) $31,904 Shares 9,220,797 Est. Cost $3.71 Unrealized
FERRO CORP 0.9%
Value ($000) $30,855 Shares 2,601,638 Est. Cost $20.48 Unrealized
HON HONEYWELL INTERNATIONAL INC 0.9%
Value ($000) $30,405 Shares 179,700 Est. Cost $127.72 Unrealized +9.1%
BTE BAYTEX ENERGY CORP 0.9%
Value ($000) $30,396 Shares 20,532,965 Est. Cost $1.89 Unrealized -27.8%
ENPH ENPHASE ENERGY INC 0.9%
Value ($000) $29,982 Shares 1,348,706 Est. Cost $6.78 Unrealized +278.1%
CONCHO RESOURCES INC 0.9%
Value ($000) $29,564 Shares 435,400 Est. Cost $67.90 Unrealized
CMC COMMERCIAL METALS CO 0.8%
Value ($000) $27,944 Shares 1,607,831 Est. Cost $15.52 Unrealized -0.9%
LAREDO PETROLEUM INC 0.8%
Value ($000) $27,861 Shares 11,560,524 Est. Cost $2.91 Unrealized
VLO VALERO ENERGY CORP 0.8%
Value ($000) $27,845 Shares 326,666 Est. Cost $62.46 Unrealized 0.0%
SPDR S&P OIL & GAS EXP & PR 0.8%
Value ($000) $26,832 Shares 1,200,000 Est. Cost Unrealized
UNIVAR SOLUTIONS INC 0.8%
Value ($000) $26,687 Shares 1,285,479 Est. Cost $20.76 Unrealized
SRC ENERGY INC 0.8%
Value ($000) $26,626 Shares 5,713,760 Est. Cost $4.71 Unrealized
ECL ECOLAB INC 0.7%
Value ($000) $25,587 Shares 129,200 Est. Cost $187.16 Unrealized 0.0%
BHP GROUP PLC-ADR 0.7%
Value ($000) $25,340 Shares 591,504 Est. Cost $49.85 Unrealized
HCC WARRIOR MET COAL INC 0.7%
Value ($000) $24,343 Shares 1,247,077 Est. Cost $24.74 Unrealized -9.6%
YPF YPF SOCIEDAD ANONIMA 0.7%
Value ($000) $24,018 Shares 2,596,510 Est. Cost $9.25 Unrealized
ANDE ANDERSONS INC 0.6%
Value ($000) $21,918 Shares 977,194 Est. Cost $21.93 Unrealized 0.0%
CENTENNIAL RESOURCE DEV INC 0.6%
Value ($000) $20,420 Shares 4,522,610 Est. Cost $4.52 Unrealized
LINDE PLC 0.6%
Value ($000) $20,147 Shares 104,000 Est. Cost $162.76 Unrealized
D DOMINION ENERGY INC 0.6%
Value ($000) $19,855 Shares 245,000 Est. Cost $52.49 Unrealized +11.3%
MTUS TIMKENSTEEL CORP 0.5%
Value ($000) $18,508 Shares 2,942,467 Est. Cost $14.02 Unrealized -53.2%
MT ARCELORMITTAL-NY REGISTERED 0.5%
Value ($000) $17,812 Shares 1,250,836 Est. Cost $19.12 Unrealized
MCDERMOTT INTL INC 0.5%
Value ($000) $17,324 Shares 8,576,131 Est. Cost $8.65 Unrealized
PBF PBF ENERGY INC-CLASS A 0.5%
Value ($000) $15,812 Shares 581,530 Est. Cost $25.93 Unrealized -1.5%
NI NISOURCE INC 0.5%
Value ($000) $15,637 Shares 522,642 Est. Cost $21.92 Unrealized +8.3%
TURQUOISE HILL RESOURCES LTD 0.3%
Value ($000) $11,721 Shares 24,665,696 Est. Cost $1.32 Unrealized
FSLR FIRST SOLAR INC 0.3%
Value ($000) $11,154 Shares 192,270 Est. Cost $64.09 Unrealized -0.0%
AQUA AMERICA INC 0.3%
Value ($000) $10,191 Shares 227,331 Est. Cost $41.37 Unrealized
POLYONE CORPORATION 0.3%
Value ($000) $10,131 Shares 310,300 Est. Cost $31.39 Unrealized
RIG TRANSOCEAN LTD 0.3%
Value ($000) $10,093 Shares 2,257,903 Est. Cost $8.97 Unrealized -40.9%
FUL FULLER H B CO 0.3%
Value ($000) $9,968 Shares 214,100 Est. Cost $42.03 Unrealized 0.0%
SHOCKWAVE MEDICAL INC 0.3%
Value ($000) $9,721 Shares 324,800 Est. Cost $29.93 Unrealized
ENLINK MIDSTREAM LLC 0.3%
Value ($000) $9,487 Shares 1,116,079 Est. Cost $8.50 Unrealized
NGD NEW GOLD INC 0.2%
Value ($000) $7,803 Shares 7,767,332 Est. Cost $1.22 Unrealized 0.0%
VENATOR MATERIALS PLC 0.2%
Value ($000) $7,318 Shares 2,999,381 Est. Cost $4.57 Unrealized
PTCT PTC THERAPEUTICS INC 0.2%
Value ($000) $6,595 Shares 195,000 Est. Cost $43.52 Unrealized 0.0%
JAGGED PEAK ENERGY INC 0.2%
Value ($000) $5,689 Shares 783,552 Est. Cost $8.48 Unrealized
CCO CLEAR CHANNEL OUTDOOR HOLDIN 0.2%
Value ($000) $5,643 Shares 2,239,480 Est. Cost $3.14 Unrealized 0.0%
SUNPOWER CORP 0.2%
Value ($000) $5,485 Shares 500,000 Est. Cost Unrealized
FAST FASTENAL CO 0.1%
Value ($000) $5,090 Shares 155,800 Est. Cost $13.37 Unrealized -1.0%
WANDA SPORTS GROUP CO LTD 0.1%
Value ($000) $4,934 Shares 1,218,162 Est. Cost $4.05 Unrealized
VALE VALE SA 0.1%
Value ($000) $4,860 Shares 422,600 Est. Cost $11.50 Unrealized
DAR DARLING INGREDIENTS INC 0.1%
Value ($000) $4,050 Shares 211,687 Est. Cost $19.54 Unrealized 0.0%
CSIQ CANADIAN SOLAR INC 0.1%
Value ($000) $3,705 Shares 196,256 Est. Cost $14.02 Unrealized +55.1%
NOBLE CORP PLC 0.1%
Value ($000) $3,578 Shares 2,817,419 Est. Cost $2.62 Unrealized
SUNDIAL GROWERS INC 0.1%
Value ($000) $3,500 Shares 730,000 Est. Cost $4.79 Unrealized
TECK TECK RESOURCES LTD 0.1%
Value ($000) $2,549 Shares 157,035 Est. Cost $18.89 Unrealized 0.0%
VMI VALMONT INDUSTRIES 0.0%
Value ($000) $1,600 Shares 11,556 Est. Cost $134.20 Unrealized 0.0%
PPC PILGRIMS PRIDE CORP 0.0%
Value ($000) $1,548 Shares 48,322 Est. Cost $29.05 Unrealized 0.0%
TRANSENTERIX INC 0.0%
Value ($000) $1,411 Shares 2,276,776 Est. Cost $0.62 Unrealized
AVD AMERICAN VANGUARD CORP 0.0%
Value ($000) $1,236 Shares 78,753 Est. Cost $14.87 Unrealized -4.0%
NVT NVENT ELECTRIC PLC 0.0%
Value ($000) $1,101 Shares 49,951 Est. Cost $20.84 Unrealized -5.2%
RYZ RYERSON HOLDING CORP 0.0%
Value ($000) $1,101 Shares 129,114 Est. Cost $9.33 Unrealized -15.6%
MARATHON OIL CORP 0.0%
Value ($000) $982 Shares 80,000 Est. Cost $14.32 Unrealized
PIONEER NATURAL RESOURCES CO 0.0%
Value ($000) $943 Shares 7,500 Est. Cost $142.56 Unrealized
COHERENT INC 0.0%
Value ($000) $769 Shares 5,000 Est. Cost $140.99 Unrealized
BRIGHAM MINERALS INC-CL A 0.0%
Value ($000) $762 Shares 38,271 Est. Cost $21.46 Unrealized
SQM QUIMICA Y MINERA CHIL-SP ADR 0.0%
Value ($000) $695 Shares 25,000 Est. Cost $36.10 Unrealized
AGRO ADECOAGRO SA 0.0%
Value ($000) $588 Shares 100,837 Est. Cost $5.61 Unrealized 0.0%
APACHE CORP 0.0%
Value ($000) $584 Shares 22,800 Est. Cost $25.61 Unrealized
NEW ORIENTAL ED & TECH GR 0.0%
Value ($000) $498 Shares 4,500 Est. Cost $96.57 Unrealized
VISTRA ENERGY CORP - CW24 0.0%
Value ($000) $362 Shares 176,593 Est. Cost $1.22 Unrealized
2U INC 0.0%
Value ($000) $335 Shares 20,600 Est. Cost $16.26 Unrealized
RAMACO RESOURCES INC 0.0%
Value ($000) $233 Shares 62,381 Est. Cost $3.74 Unrealized
BHP BHP GROUP LTD-SPON ADR 0.0%
Value ($000) $218 Shares 4,411 Est. Cost $56.83 Unrealized
GPRE GREEN PLAINS INC 0.0%
Value ($000) $125 Shares 11,810 Est. Cost $15.32 Unrealized -37.6%
XLI INDUSTRIAL SELECT SECT SPDR 0.0%
Value ($000) $64 Shares 820 Est. Cost $75.03 Unrealized
RENEWABLE ENERGY GROUP INC 0.0%
Value ($000) $28 Shares 1,835 Est. Cost $15.26 Unrealized