LUMINUS MANAGEMENT LLC Quant / Systematic

CIK: 0001279151 · Show all filings

Period: Q1 2020 (← Previous) (Next →)

Filing Date: May 15, 2020

Total Value ($000): $968,082 (96.1% shares, 3.9% debt)

Holdings (100)

KANSAS CITY SOUTHERN 5.4%
Value ($000) $52,742 Shares 414,700 Est. Cost $127.18 Unrealized
ODFL OLD DOMINION FREIGHT LINE 5.3%
Value ($000) $51,408 Shares 391,650 Est. Cost $64.68 Unrealized 0.0%
NRG ENERGY INC 3.9%
Value ($000) $37,835 Shares 39,000,000 Est. Cost $1.08 Unrealized
FE FIRSTENERGY CORP 3.4%
Value ($000) $32,994 Shares 823,406 Est. Cost $28.28 Unrealized +28.5%
NRG NRG ENERGY 3.1%
Value ($000) $30,341 Shares 1,113,030 Est. Cost $28.87 Unrealized 0.0%
BATL BATTALION OIL 3.0%
Value ($000) $28,758 Shares 6,151,448 Est. Cost $9.80 Unrealized 0.0%
ALB ALBEMARLE 2.6%
Value ($000) $25,404 Shares 450,670 Est. Cost $71.10 Unrealized 0.0%
WERN WERNER ENTERPRISES 2.6%
Value ($000) $25,173 Shares 694,225 Est. Cost $35.96 Unrealized 0.0%
MT ARCELORMITTAL SA 2.6%
Value ($000) $25,165 Shares 2,697,200 Est. Cost $16.94 Unrealized
VST VISTRA ENERGY CORP 2.4%
Value ($000) $23,181 Shares 1,452,474 Est. Cost $18.56 Unrealized -4.3%
ASH ASHLAND GLOBAL HOLDINGS INC 2.3%
Value ($000) $22,362 Shares 446,607 Est. Cost $60.99 Unrealized +1.7%
CC CHEMOURS 2.2%
Value ($000) $21,608 Shares 2,436,100 Est. Cost $11.42 Unrealized 0.0%
BERRY GLOBAL GROUP INC 2.1%
Value ($000) $20,218 Shares 599,767 Est. Cost $49.24 Unrealized
TS TENARIS SA 2.1%
Value ($000) $20,047 Shares 1,663,674 Est. Cost $12.20 Unrealized
CMS CMS ENERGY CORP 1.9%
Value ($000) $18,826 Shares 320,439 Est. Cost $48.46 Unrealized +10.7%
ARCH COAL INC - A 1.9%
Value ($000) $18,432 Shares 637,786 Est. Cost $61.28 Unrealized
GGB GERDAU SA 1.9%
Value ($000) $18,427 Shares 9,647,500 Est. Cost $1.91 Unrealized
SAIA SAIA 1.9%
Value ($000) $18,106 Shares 246,200 Est. Cost $87.66 Unrealized 0.0%
MPC MARATHON PETROLEUM CORP 1.9%
Value ($000) $18,007 Shares 762,342 Est. Cost $48.14 Unrealized -20.3%
PSX PHILLIPS 66 1.9%
Value ($000) $17,982 Shares 335,180 Est. Cost $63.79 Unrealized 0.0%
RS RELIANCE STEEL & ALUMINUM 1.9%
Value ($000) $17,947 Shares 204,900 Est. Cost $113.17 Unrealized -5.7%
VALPQ VALARIS PLC 1.7%
Value ($000) $16,646 Shares 36,982,076 Est. Cost $6.14 Unrealized
RIG TRANSOCEAN LTD 1.7%
Value ($000) $16,195 Shares 13,961,593 Est. Cost $5.52 Unrealized -29.3%
FTV FORTIVE CORP 1.6%
Value ($000) $15,603 Shares 282,715 Est. Cost $42.76 Unrealized -0.3%
KEX KIRBY 1.6%
Value ($000) $15,284 Shares 351,600 Est. Cost $68.05 Unrealized 0.0%
PARSLEY ENERGY INC-CLASS A 1.6%
Value ($000) $15,241 Shares 2,659,829 Est. Cost $11.31 Unrealized
ASH ASHLAND GLOBAL HOLDINGS INC 1.6%
Value ($000) $15,021 Shares 300,000 Est. Cost $60.99 Unrealized +1.7%
ACM AECOM 1.5%
Value ($000) $14,954 Shares 500,955 Est. Cost $31.48 Unrealized +30.7%
JKS JINKOSOLAR HOLDING CO 1.4%
Value ($000) $13,657 Shares 919,696 Est. Cost $22.16 Unrealized
CVE CENOVUS ENERGY INC 1.4%
Value ($000) $13,294 Shares 6,582,622 Est. Cost $7.84 Unrealized -20.3%
FUL FULLER H B CO 1.3%
Value ($000) $12,937 Shares 463,209 Est. Cost $45.00 Unrealized -13.6%
US STEEL 1.3%
Value ($000) $12,433 Shares 1,970,400 Est. Cost $6.31 Unrealized
LINDE PLC 1.2%
Value ($000) $11,539 Shares 66,700 Est. Cost $168.63 Unrealized
TRN TRINITY INDUSTRIES 1.1%
Value ($000) $11,013 Shares 685,300 Est. Cost $15.91 Unrealized 0.0%
KRO KRONOS WORLDWIDE INC 1.1%
Value ($000) $10,947 Shares 1,297,000 Est. Cost $9.35 Unrealized -18.7%
DNOW NOW 1.1%
Value ($000) $10,940 Shares 2,120,100 Est. Cost $9.00 Unrealized 0.0%
R RYDER SYSTEM INC 1.1%
Value ($000) $10,413 Shares 393,840 Est. Cost $62.21 Unrealized -32.3%
CSIQ CANADIAN SOLAR INC 1.0%
Value ($000) $9,799 Shares 615,908 Est. Cost $17.37 Unrealized +16.6%
ADM ARCHER DANIELS MIDLAND 1.0%
Value ($000) $9,592 Shares 272,647 Est. Cost $34.54 Unrealized 0.0%
BUNGE LTD 0.9%
Value ($000) $8,988 Shares 219,050 Est. Cost $49.17 Unrealized
FERRO CORP 0.9%
Value ($000) $8,861 Shares 946,690 Est. Cost $20.48 Unrealized
SUNPOWER 0.8%
Value ($000) $8,219 Shares 1,621,125 Est. Cost $5.07 Unrealized
TROX TRONOX HOLDINGS PLC- A 0.8%
Value ($000) $7,808 Shares 1,567,834 Est. Cost $11.16 Unrealized -25.7%
OEC ORION ENGINEERED CARBONS S A 0.8%
Value ($000) $7,348 Shares 985,000 Est. Cost $14.47 Unrealized 0.0%
SQM QUIMICA Y MINERA CHIL-SP ADR 0.7%
Value ($000) $6,756 Shares 299,600 Est. Cost $23.68 Unrealized
DVN DEVON ENERGY 0.7%
Value ($000) $6,730 Shares 973,917 Est. Cost $13.15 Unrealized 0.0%
EC ECOPETROL ADR REP 20 0.7%
Value ($000) $6,470 Shares 680,300 Est. Cost $9.51 Unrealized
CORE LABORATORIES N V 0.6%
Value ($000) $6,195 Shares 599,166 Est. Cost $10.34 Unrealized
LSTR LANDSTAR SYSTEM 0.6%
Value ($000) $5,886 Shares 61,400 Est. Cost $95.86 Unrealized
IRT INDEPENDENCE REALTY 0.6%
Value ($000) $5,722 Shares 640,000 Est. Cost $8.94 Unrealized
RAPT THERAPEUTICS 0.6%
Value ($000) $5,685 Shares 267,270 Est. Cost $21.27 Unrealized
EB EVENTBRITE CL A 0.6%
Value ($000) $5,585 Shares 765,000 Est. Cost $16.88 Unrealized 0.0%
SEDG SOLAREDGE TECHNOLOGIES 0.6%
Value ($000) $5,363 Shares 65,500 Est. Cost $105.76 Unrealized 0.0%
ITB ISHARES US HOME CONSTRUCT ETF 0.5%
Value ($000) $5,190 Shares 179,400 Est. Cost $28.93 Unrealized
FSLR FIRST SOLAR INC 0.5%
Value ($000) $4,996 Shares 138,559 Est. Cost $58.08 Unrealized -18.1%
PWR QUANTA SERVICES INC 0.5%
Value ($000) $4,800 Shares 151,270 Est. Cost $36.00 Unrealized +1.8%
DT DYNATRACE INC 0.5%
Value ($000) $4,768 Shares 200,000 Est. Cost $21.96 Unrealized +31.2%
CCJ CAMECO 0.5%
Value ($000) $4,616 Shares 604,200 Est. Cost $8.05 Unrealized 0.0%
DUK DUKE ENERGY 0.4%
Value ($000) $4,297 Shares 53,127 Est. Cost $72.71 Unrealized 0.0%
ENPH ENPHASE ENERGY INC 0.4%
Value ($000) $4,269 Shares 132,198 Est. Cost $6.78 Unrealized +456.0%
PAGP PLAINS GP HOLDINGS CL A 0.4%
Value ($000) $4,185 Shares 746,032 Est. Cost $5.61 Unrealized
PTEN PATTERSON UTI ENERGY 0.4%
Value ($000) $3,854 Shares 1,640,000 Est. Cost $6.47 Unrealized 0.0%
GRAN TIERRA ENERGY INC 0.4%
Value ($000) $3,624 Shares 14,457,077 Est. Cost $2.33 Unrealized
XLP SPDR FUND CONSUMER STAPLES ETF 0.4%
Value ($000) $3,547 Shares 65,116 Est. Cost $54.47 Unrealized
ROK ROCKWELL AUTOMAT 0.3%
Value ($000) $2,733 Shares 18,113 Est. Cost $167.26 Unrealized 0.0%
QUTOUTIAO 4 ADR REP CL A 0.3%
Value ($000) $2,676 Shares 1,119,491 Est. Cost $2.39 Unrealized
EXTRACTION OIL GAS 0.3%
Value ($000) $2,657 Shares 6,295,949 Est. Cost $0.42 Unrealized
GLU MOBILE 0.3%
Value ($000) $2,610 Shares 415,000 Est. Cost $6.29 Unrealized
DIEBOLD NIXDORF 0.3%
Value ($000) $2,464 Shares 700,000 Est. Cost $3.52 Unrealized
VLO VALERO ENERGY 0.3%
Value ($000) $2,421 Shares 53,366 Est. Cost $57.18 Unrealized 0.0%
FMC FMC 0.2%
Value ($000) $2,222 Shares 27,200 Est. Cost $77.92 Unrealized 0.0%
ENLINK MIDSTREAM COM UNT 0.2%
Value ($000) $2,207 Shares 2,006,300 Est. Cost $1.10 Unrealized
ZBRA ZEBRA TECHNOLOGIES CORP 0.2%
Value ($000) $2,056 Shares 11,200 Est. Cost $233.98 Unrealized -4.0%
APD AIR PRODUCTS & CHEMICALS INC 0.2%
Value ($000) $1,822 Shares 9,129 Est. Cost $124.78 Unrealized +57.9%
AARONS 0.2%
Value ($000) $1,654 Shares 72,617 Est. Cost $22.78 Unrealized
LKNCY LUCKIN COFFEE ADR REP 8 0.2%
Value ($000) $1,495 Shares 55,000 Est. Cost $27.18 Unrealized
LAREDO PETROLEUM INC 0.1%
Value ($000) $1,432 Shares 3,771,120 Est. Cost $2.77 Unrealized
NVT NVENT ELECTRIC PLC 0.1%
Value ($000) $1,404 Shares 83,253 Est. Cost $20.63 Unrealized +0.8%
CIMAREX ENERGY 0.1%
Value ($000) $1,346 Shares 80,000 Est. Cost $16.82 Unrealized
BTE BAYTEX ENERGY CORP 0.1%
Value ($000) $1,146 Shares 4,808,599 Est. Cost $1.89 Unrealized -53.5%
RYAM RAYONIER ADVANCED MATERIALS 0.1%
Value ($000) $1,087 Shares 1,025,000 Est. Cost $2.61 Unrealized 0.0%
WEN WENDYS 0.1%
Value ($000) $1,015 Shares 68,190 Est. Cost $19.67 Unrealized 0.0%
CALY CALLAWAY GOLF COMPANY 0.1%
Value ($000) $1,006 Shares 98,477 Est. Cost $19.24 Unrealized -10.5%
CALLON PETROLEUM 0.1%
Value ($000) $996 Shares 1,818,256 Est. Cost $0.55 Unrealized
DTE DTE ENERGY COMPANY 0.1%
Value ($000) $947 Shares 9,976 Est. Cost $87.47 Unrealized -5.1%
VENATOR MATERIALS PLC 0.1%
Value ($000) $793 Shares 461,110 Est. Cost $4.57 Unrealized
NOBLE CORP PLC 0.1%
Value ($000) $790 Shares 3,037,922 Est. Cost $2.34 Unrealized
FLS FLOWSERVE 0.1%
Value ($000) $712 Shares 29,800 Est. Cost $35.39 Unrealized 0.0%
COHERENT INC 0.1%
Value ($000) $676 Shares 6,350 Est. Cost $151.76 Unrealized
PDC ENERGY INC 0.1%
Value ($000) $621 Shares 100,000 Est. Cost $8.21 Unrealized
NEW ORIENTAL ED & TECH GR 0.1%
Value ($000) $563 Shares 5,200 Est. Cost $112.75 Unrealized
AIN ALBANY INTERNATIONAL CL A 0.1%
Value ($000) $511 Shares 10,800 Est. Cost $60.77 Unrealized 0.0%
2U INC 0.0%
Value ($000) $429 Shares 20,200 Est. Cost $18.99 Unrealized
BRIGHAM MINERALS INC-CL A 0.0%
Value ($000) $317 Shares 38,271 Est. Cost $21.46 Unrealized
OASIS PETROLEUM INC 0.0%
Value ($000) $313 Shares 895,692 Est. Cost $3.71 Unrealized
ENERPLUS 0.0%
Value ($000) $222 Shares 150,000 Est. Cost $1.48 Unrealized
EQT EQT CORP 0.0%
Value ($000) $177 Shares 25,000 Est. Cost $9.13 Unrealized -27.9%
RAMACO RESOURCES INC 0.0%
Value ($000) $149 Shares 62,381 Est. Cost $3.74 Unrealized
VISTRA ENERGY CORP - CW24 0.0%
Value ($000) $140 Shares 176,593 Est. Cost $1.22 Unrealized
RYZ RYERSON HOLDING CORP 0.0%
Value ($000) $40 Shares 7,500 Est. Cost $9.33 Unrealized -5.4%