LUMINUS MANAGEMENT LLC Quant / Systematic

CIK: 0001279151 · Show all filings

Period: Q4 2019 (← Previous) (Next →)

Filing Date: Feb 14, 2020

Total Value ($000): $2,401,833 (98.2% shares, 1.8% debt)

Holdings (94)

SPY SPDR S&P 500 ETF TRUST 14.4%
Value ($000) $346,933 Shares 1,077,900 Est. Cost $295.96 Unrealized
VALPQ VALARIS PLC 10.1%
Value ($000) $242,602 Shares 36,982,076 Est. Cost $6.14 Unrealized
FE FIRSTENERGY CORP 4.8%
Value ($000) $115,234 Shares 2,371,073 Est. Cost $28.28 Unrealized +31.1%
ACM AECOM 3.2%
Value ($000) $77,613 Shares 1,799,515 Est. Cost $31.48 Unrealized +26.6%
RIG TRANSOCEAN LTD 3.2%
Value ($000) $76,755 Shares 11,156,310 Est. Cost $5.93 Unrealized -13.1%
CVE CENOVUS ENERGY INC 3.2%
Value ($000) $76,707 Shares 7,548,682 Est. Cost $7.84 Unrealized +2.6%
APD AIR PRODUCTS & CHEMICALS INC 3.2%
Value ($000) $76,034 Shares 323,562 Est. Cost $124.78 Unrealized +55.6%
BERRY GLOBAL GROUP INC 3.0%
Value ($000) $72,214 Shares 1,520,609 Est. Cost $49.24 Unrealized
MPC MARATHON PETROLEUM CORP 2.5%
Value ($000) $60,947 Shares 1,011,569 Est. Cost $48.14 Unrealized +7.3%
VST VISTRA ENERGY CORP 2.5%
Value ($000) $59,112 Shares 2,571,191 Est. Cost $18.56 Unrealized +20.8%
FUL FULLER H B CO 2.3%
Value ($000) $56,155 Shares 1,088,914 Est. Cost $45.00 Unrealized +1.6%
CMS CMS ENERGY CORP 2.1%
Value ($000) $50,441 Shares 802,684 Est. Cost $48.46 Unrealized +7.2%
R RYDER SYSTEM INC 2.0%
Value ($000) $48,244 Shares 888,315 Est. Cost $62.21 Unrealized -16.4%
FTV FORTIVE CORP 2.0%
Value ($000) $48,194 Shares 630,900 Est. Cost $42.76 Unrealized +2.9%
NRG ENERGY INC 1.8%
Value ($000) $44,216 Shares 39,000,000 Est. Cost $1.08 Unrealized
NEE NEXTERA ENERGY INC 1.7%
Value ($000) $41,751 Shares 172,410 Est. Cost $45.96 Unrealized +9.2%
MT ARCELORMITTAL SA 1.6%
Value ($000) $39,625 Shares 2,259,144 Est. Cost $18.41 Unrealized
DTE DTE ENERGY COMPANY 1.6%
Value ($000) $39,302 Shares 302,625 Est. Cost $87.47 Unrealized 0.0%
TROX TRONOX HOLDINGS PLC- A 1.6%
Value ($000) $37,719 Shares 3,302,849 Est. Cost $11.16 Unrealized -10.4%
STN STANTEC INC 1.4%
Value ($000) $34,309 Shares 1,214,371 Est. Cost $25.31 Unrealized
FSLR FIRST SOLAR INC 1.3%
Value ($000) $31,212 Shares 557,748 Est. Cost $58.08 Unrealized -5.4%
UNITED TECHNOLOGIES CORP 1.3%
Value ($000) $31,167 Shares 208,111 Est. Cost $132.12 Unrealized
WPX ENERGY INC 1.3%
Value ($000) $30,119 Shares 2,192,100 Est. Cost $13.74 Unrealized
KRO KRONOS WORLDWIDE INC 1.3%
Value ($000) $30,097 Shares 2,246,034 Est. Cost $9.35 Unrealized 0.0%
RS RELIANCE STEEL & ALUMINUM 1.1%
Value ($000) $26,304 Shares 219,638 Est. Cost $113.17 Unrealized 0.0%
ARCH COAL INC - A 1.1%
Value ($000) $26,039 Shares 362,969 Est. Cost $85.79 Unrealized
LINDE PLC 1.0%
Value ($000) $25,080 Shares 117,800 Est. Cost $168.63 Unrealized
FERRO CORP 1.0%
Value ($000) $25,070 Shares 1,690,519 Est. Cost $20.48 Unrealized
CSIQ CANADIAN SOLAR INC 1.0%
Value ($000) $24,124 Shares 1,091,605 Est. Cost $17.37 Unrealized +4.2%
ECL ECOLAB INC 1.0%
Value ($000) $24,030 Shares 124,512 Est. Cost $187.16 Unrealized -5.1%
ATO ATMOS ENERGY CORP 1.0%
Value ($000) $24,029 Shares 214,809 Est. Cost $84.35 Unrealized +11.7%
ASH ASHLAND GLOBAL HOLDINGS INC 1.0%
Value ($000) $22,959 Shares 300,000 Est. Cost $59.00 Unrealized +15.5%
PARSLEY ENERGY INC-CLASS A 0.9%
Value ($000) $21,663 Shares 1,145,597 Est. Cost $18.67 Unrealized
GRAN TIERRA ENERGY INC 0.9%
Value ($000) $21,612 Shares 16,728,949 Est. Cost $2.33 Unrealized
KNX KNIGHT-SWIFT TRANSPORTATION 0.9%
Value ($000) $20,508 Shares 572,216 Est. Cost $29.21 Unrealized +18.0%
BTE BAYTEX ENERGY CORP 0.9%
Value ($000) $20,508 Shares 14,246,192 Est. Cost $1.89 Unrealized -37.7%
JKS JINKOSOLAR HOLDING CO 0.8%
Value ($000) $19,793 Shares 880,096 Est. Cost $22.49 Unrealized
PPL PPL CORP 0.8%
Value ($000) $18,328 Shares 510,824 Est. Cost $25.91 Unrealized 0.0%
AEE AMEREN CORPORATION 0.7%
Value ($000) $17,540 Shares 228,384 Est. Cost $63.90 Unrealized -0.4%
DIAMOND OFFSHORE DRILLING 0.7%
Value ($000) $16,353 Shares 2,274,437 Est. Cost $7.19 Unrealized
POLYONE CORPORATION 0.6%
Value ($000) $14,889 Shares 404,700 Est. Cost $32.65 Unrealized
DT DYNATRACE INC 0.6%
Value ($000) $13,365 Shares 528,278 Est. Cost $21.96 Unrealized 0.0%
ENPH ENPHASE ENERGY INC 0.5%
Value ($000) $13,129 Shares 502,457 Est. Cost $6.78 Unrealized +235.8%
HL HECLA MINING CO 0.5%
Value ($000) $12,204 Shares 3,600,000 Est. Cost $2.38 Unrealized 0.0%
ASH ASHLAND GLOBAL HOLDINGS INC 0.5%
Value ($000) $11,594 Shares 151,492 Est. Cost $59.00 Unrealized +15.5%
MDGL MADRIGAL PHARMACEUTICALS INC 0.5%
Value ($000) $11,191 Shares 122,833 Est. Cost $96.98 Unrealized 0.0%
MMM 3M CO 0.4%
Value ($000) $10,762 Shares 61,000 Est. Cost $111.76 Unrealized 0.0%
COVETRUS INC 0.4%
Value ($000) $10,503 Shares 795,718 Est. Cost $13.20 Unrealized
LAREDO PETROLEUM INC 0.4%
Value ($000) $10,219 Shares 3,560,524 Est. Cost $2.91 Unrealized
GULFPORT ENERGY CORP 0.4%
Value ($000) $10,150 Shares 3,338,900 Est. Cost $3.04 Unrealized
NVT NVENT ELECTRIC PLC 0.4%
Value ($000) $10,103 Shares 394,945 Est. Cost $20.63 Unrealized -0.1%
CURO GROUP HOLDINGS CORP 0.4%
Value ($000) $10,081 Shares 827,697 Est. Cost $12.18 Unrealized
ZBRA ZEBRA TECHNOLOGIES CORP 0.4%
Value ($000) $9,094 Shares 35,600 Est. Cost $233.98 Unrealized 0.0%
CAT CATERPILLAR INC 0.4%
Value ($000) $9,075 Shares 61,452 Est. Cost $123.01 Unrealized 0.0%
DE DEERE & CO 0.4%
Value ($000) $8,958 Shares 51,700 Est. Cost $157.96 Unrealized 0.0%
ABBNY ABB LTD 0.3%
Value ($000) $7,734 Shares 321,059 Est. Cost $24.09 Unrealized
EMR EMERSON ELECTRIC CO 0.3%
Value ($000) $7,317 Shares 95,945 Est. Cost $62.82 Unrealized 0.0%
MRC GLOBAL INC 0.3%
Value ($000) $7,152 Shares 524,313 Est. Cost $16.32 Unrealized
KARUNA THERAPEUTICS INC 0.3%
Value ($000) $7,016 Shares 93,131 Est. Cost $75.33 Unrealized
URI UNITED RENTALS INC 0.3%
Value ($000) $6,901 Shares 41,379 Est. Cost $140.67 Unrealized 0.0%
PBF PBF ENERGY INC-CLASS A 0.3%
Value ($000) $6,523 Shares 207,933 Est. Cost $25.93 Unrealized +18.6%
SPT SPROUT SOCIAL INC 0.3%
Value ($000) $6,340 Shares 395,000 Est. Cost $16.24 Unrealized 0.0%
BUNGE LTD 0.3%
Value ($000) $6,215 Shares 108,000 Est. Cost $57.55 Unrealized
NTR NUTRIEN LTD 0.2%
Value ($000) $5,948 Shares 124,152 Est. Cost $39.21 Unrealized 0.0%
RIO RIO TINTO PLC 0.2%
Value ($000) $5,283 Shares 89,000 Est. Cost $59.36 Unrealized
TRICIDA INC 0.2%
Value ($000) $5,254 Shares 139,209 Est. Cost $37.74 Unrealized
AVANGRID INC 0.2%
Value ($000) $4,525 Shares 88,441 Est. Cost $51.16 Unrealized
VENATOR MATERIALS PLC 0.2%
Value ($000) $4,349 Shares 1,135,638 Est. Cost $4.57 Unrealized
NOBLE CORP PLC 0.2%
Value ($000) $4,299 Shares 3,523,758 Est. Cost $2.34 Unrealized
SANDERSON FARMS INC 0.2%
Value ($000) $3,804 Shares 21,585 Est. Cost $176.23 Unrealized
OASIS PETROLEUM INC 0.2%
Value ($000) $3,692 Shares 1,132,364 Est. Cost $3.71 Unrealized
PWR QUANTA SERVICES INC 0.2%
Value ($000) $3,676 Shares 90,300 Est. Cost $35.55 Unrealized +13.1%
GPRE GREEN PLAINS INC 0.1%
Value ($000) $2,097 Shares 135,931 Est. Cost $13.75 Unrealized -1.1%
NEW ORIENTAL ED & TECH GR 0.1%
Value ($000) $1,588 Shares 13,100 Est. Cost $112.75 Unrealized
TSN TYSON FOODS INC 0.1%
Value ($000) $1,530 Shares 16,804 Est. Cost $71.79 Unrealized 0.0%
PIONEER NATURAL RESOURCES CO 0.1%
Value ($000) $1,514 Shares 10,000 Est. Cost $144.77 Unrealized
COHERENT INC 0.1%
Value ($000) $1,447 Shares 8,700 Est. Cost $151.76 Unrealized
AGRO ADECOAGRO SA 0.1%
Value ($000) $1,346 Shares 160,837 Est. Cost $5.74 Unrealized +3.9%
CALY CALLAWAY GOLF COMPANY 0.1%
Value ($000) $1,306 Shares 61,600 Est. Cost $20.45 Unrealized 0.0%
TRN TRINITY INDUSTRIES INC 0.0%
Value ($000) $1,108 Shares 50,000 Est. Cost Unrealized
APACHE CORP 0.0%
Value ($000) $972 Shares 38,000 Est. Cost $25.60 Unrealized
INGR INGREDION INC 0.0%
Value ($000) $930 Shares 10,000 Est. Cost $84.02 Unrealized 0.0%
SRC ENERGY INC 0.0%
Value ($000) $906 Shares 220,000 Est. Cost $4.71 Unrealized
CTRA CABOT OIL & GAS CORP 0.0%
Value ($000) $871 Shares 50,000 Est. Cost $19.36 Unrealized -32.5%
BRIGHAM MINERALS INC-CL A 0.0%
Value ($000) $821 Shares 38,271 Est. Cost $21.46 Unrealized
2U INC 0.0%
Value ($000) $763 Shares 31,800 Est. Cost $18.99 Unrealized
SQM QUIMICA Y MINERA CHIL-SP ADR 0.0%
Value ($000) $667 Shares 25,000 Est. Cost $36.10 Unrealized
TS TENARIS SA 0.0%
Value ($000) $537 Shares 23,700 Est. Cost $22.66 Unrealized
VISTRA ENERGY CORP - CW24 0.0%
Value ($000) $383 Shares 176,593 Est. Cost $1.22 Unrealized
EQT EQT CORP 0.0%
Value ($000) $273 Shares 25,000 Est. Cost $9.13 Unrealized 0.0%
PDC ENERGY INC 0.0%
Value ($000) $262 Shares 10,000 Est. Cost $26.20 Unrealized
RAMACO RESOURCES INC 0.0%
Value ($000) $223 Shares 62,381 Est. Cost $3.74 Unrealized
CMC COMMERCIAL METALS CO 0.0%
Value ($000) $213 Shares 9,581 Est. Cost $15.52 Unrealized +17.8%
RYZ RYERSON HOLDING CORP 0.0%
Value ($000) $89 Shares 7,500 Est. Cost $9.33 Unrealized +5.9%