LUMINUS MANAGEMENT LLC Quant / Systematic

CIK: 0001279151 · Show all filings

Period: Q2 2020 (← Previous) (Next →)

Filing Date: Aug 14, 2020

Total Value ($000): $770,704 (94.9% shares, 5.1% debt)

Holdings (45)

PCG P G & E CORP 12.4%

Value ($000) $95,518 Shares 10,768,706 Est. Cost $10.77 Unrealized 0.0%

CNQ CANADIAN NATURAL RESOURCES 10.6%

Value ($000) $81,921 Shares 4,700,000 Est. Cost $6.17 Unrealized 0.0%

SU SUNCOR ENERGY INC 10.4%

Value ($000) $80,085 Shares 4,750,000 Est. Cost $13.72 Unrealized 0.0%

BATL BATTALION OIL 7.6%

Value ($000) $58,439 Shares 6,151,448 Est. Cost $9.80 Unrealized -34.8%

— KANSAS CITY SOUTHERN 6.8%

Value ($000) $52,742 Shares 414,700 Est. Cost $127.18 Unrealized —

ODFL OLD DOMINION FREIGHT LINE 6.7%

Value ($000) $51,408 Shares 391,650 Est. Cost $64.68 Unrealized +14.4%

— NRG ENERGY INC 5.1%

Value ($000) $39,430 Shares 39,000,000 Est. Cost $1.08 Unrealized —

ASH ASHLAND GLOBAL HOLDINGS INC 4.5%

Value ($000) $35,003 Shares 629,542 Est. Cost $59.59 Unrealized -5.7%

ENB ENBRIDGE INC 4.3%

Value ($000) $33,462 Shares 1,100,000 Est. Cost $21.09 Unrealized 0.0%

TRP TC ENERGY CORP 3.5%

Value ($000) $27,216 Shares 635,000 Est. Cost $33.46 Unrealized 0.0%

VALPQ VALARIS PLC 3.1%

Value ($000) $24,109 Shares 36,982,076 Est. Cost $6.14 Unrealized —

ASH ASHLAND GLOBAL HOLDINGS INC 2.7%

Value ($000) $20,730 Shares 300,000 Est. Cost $59.59 Unrealized -5.7%

— ARCH RESOURCES INC 2.5%

Value ($000) $19,016 Shares 669,351 Est. Cost $28.41 Unrealized —

— TRANSLATE BIO INC 1.9%

Value ($000) $15,015 Shares 837,917 Est. Cost $17.92 Unrealized —

— BERRY GLOBAL GROUP INC 1.9%

Value ($000) $14,934 Shares 336,958 Est. Cost $49.24 Unrealized —

SPY SPDR S&P 500 ETF TRUST 1.8%

Value ($000) $14,210 Shares 46,083 Est. Cost $308.36 Unrealized —

TROX TRONOX HOLDINGS PLC- A 1.7%

Value ($000) $12,978 Shares 1,797,447 Est. Cost $10.57 Unrealized -37.6%

Value ($000) $11,509 Shares 306,246 Est. Cost $31.48 Unrealized +9.4%

— ATLAS AIR WORLDWIDE HOLDINGS 1.5%

Value ($000) $11,313 Shares 262,911 Est. Cost $43.03 Unrealized —

MT ARCELORMITTAL SA 1.4%

Value ($000) $10,895 Shares 1,015,353 Est. Cost $16.94 Unrealized —

— FERRO CORP 1.4%

Value ($000) $10,488 Shares 878,403 Est. Cost $20.48 Unrealized —

R RYDER SYSTEM INC 1.0%

Value ($000) $7,413 Shares 197,629 Est. Cost $62.21 Unrealized -46.7%

BV BRIGHTVIEW HOLDINGS INC 0.7%

Value ($000) $5,197 Shares 464,052 Est. Cost $12.11 Unrealized 0.0%

KTOS KRATOS DEFENSE & SECURITY 0.7%

Value ($000) $5,016 Shares 320,924 Est. Cost $16.00 Unrealized 0.0%

SPY SPDR S&P 500 ETF TRUST 0.6%

Value ($000) $4,626 Shares 15,000 Est. Cost $308.36 Unrealized —

VST VISTRA ENERGY CORP 0.5%

Value ($000) $3,991 Shares 214,332 Est. Cost $18.56 Unrealized -10.5%

ENPH ENPHASE ENERGY INC 0.4%

Value ($000) $3,177 Shares 66,778 Est. Cost $6.78 Unrealized +605.1%

— AARONS 0.4%

Value ($000) $3,104 Shares 68,360 Est. Cost $22.78 Unrealized —

— MAGENTA THERAPEUTICS INC 0.4%

Value ($000) $2,698 Shares 359,189 Est. Cost $7.51 Unrealized —

TELA TELA BIO INC 0.3%

Value ($000) $2,449 Shares 188,992 Est. Cost $13.13 Unrealized 0.0%

CSIQ CANADIAN SOLAR INC 0.3%

Value ($000) $2,397 Shares 124,391 Est. Cost $17.37 Unrealized +2.4%

— BUNGE LTD 0.2%

Value ($000) $1,645 Shares 40,000 Est. Cost $49.17 Unrealized —

— KEZAR LIFE SCIENCES INC 0.2%

Value ($000) $1,342 Shares 259,003 Est. Cost $5.18 Unrealized —

— 2U INC 0.2%

Value ($000) $1,277 Shares 33,646 Est. Cost $26.57 Unrealized —

CALY CALLAWAY GOLF COMPANY 0.1%

Value ($000) $1,111 Shares 63,452 Est. Cost $19.24 Unrealized -27.8%

— COHERENT INC 0.1%

Value ($000) $1,029 Shares 7,854 Est. Cost $147.79 Unrealized —

— SOLITON INC 0.1%

Value ($000) $1,025 Shares 131,741 Est. Cost $7.78 Unrealized —

— NEW ORIENTAL ED & TECH GR 0.1%

Value ($000) $677 Shares 5,200 Est. Cost $112.75 Unrealized —

AIN ALBANY INTERNATIONAL CL A 0.1%

Value ($000) $634 Shares 10,800 Est. Cost $60.77 Unrealized -16.9%

CALY CALLAWAY GOLF COMPANY 0.1%

Value ($000) $525 Shares 30,000 Est. Cost $19.24 Unrealized -27.8%

— VENATOR MATERIALS PLC 0.1%

Value ($000) $444 Shares 248,061 Est. Cost $4.57 Unrealized —

— GRAN TIERRA ENERGY INC 0.0%

Value ($000) $160 Shares 462,116 Est. Cost $2.33 Unrealized —

SEDG SOLAREDGE TECHNOLOGIES 0.0%

Value ($000) $156 Shares 25,000 Est. Cost $105.76 Unrealized +15.6%

— VISTRA ENERGY CORP - CW24 0.0%

Value ($000) $106 Shares 176,593 Est. Cost $1.22 Unrealized —

— COHERENT INC 0.0%

Value ($000) $84 Shares 6,000 Est. Cost $147.79 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
PCG	P G & E CORP	10,768,706	$95,518	12.4%	$10.77	0.0%	COM	69331C108
CNQ	CANADIAN NATURAL RESOURCES	4,700,000	$81,921	10.6%	$6.17	0.0%	COM	136385101
SU	SUNCOR ENERGY INC	4,750,000	$80,085	10.4%	$13.72	0.0%	COM	867224107
BATL	BATTALION OIL	6,151,448	$58,439	7.6%	$9.80	-34.8%	COM	07134L107
—	KANSAS CITY SOUTHERN	414,700	$52,742	6.8%	$127.18	—	COM	485170302
ODFL	OLD DOMINION FREIGHT LINE	391,650	$51,408	6.7%	$64.68	+14.4%	COM	679580100
—	NRG ENERGY INC	39,000,000	$39,430	5.1%	$1.08	—	DBCV 2.750% 6/0	629377CG5
ASH	ASHLAND GLOBAL HOLDINGS INC	629,542	$35,003	4.5%	$59.59	-5.7%	COM	044186104
ENB	ENBRIDGE INC	1,100,000	$33,462	4.3%	$21.09	0.0%	COM	29250N105
TRP	TC ENERGY CORP	635,000	$27,216	3.5%	$33.46	0.0%	COM	87807B107
VALPQ	VALARIS PLC	36,982,076	$24,109	3.1%	$6.14	—	SHS	G9402V109
ASH	ASHLAND GLOBAL HOLDINGS INC	300,000	$20,730	2.7%	$59.59	-5.7%	Call	044186104
—	ARCH RESOURCES INC	669,351	$19,016	2.5%	$28.41	—	COM	03940R107
—	TRANSLATE BIO INC	837,917	$15,015	1.9%	$17.92	—	COM	89374L104
—	BERRY GLOBAL GROUP INC	336,958	$14,934	1.9%	$49.24	—	COM	08579W103
SPY	SPDR S&P 500 ETF TRUST	46,083	$14,210	1.8%	$308.36	—	ETF	78462F103
TROX	TRONOX HOLDINGS PLC- A	1,797,447	$12,978	1.7%	$10.57	-37.6%	SHS	G9087Q102
ACM	AECOM	306,246	$11,509	1.5%	$31.48	+9.4%	COM	00766T100
—	ATLAS AIR WORLDWIDE HOLDINGS	262,911	$11,313	1.5%	$43.03	—	COM	049164205
MT	ARCELORMITTAL SA	1,015,353	$10,895	1.4%	$16.94	—	NY REGISTRY SH	03938L203
—	FERRO CORP	878,403	$10,488	1.4%	$20.48	—	COM	315405100
R	RYDER SYSTEM INC	197,629	$7,413	1.0%	$62.21	-46.7%	COM	783549108
BV	BRIGHTVIEW HOLDINGS INC	464,052	$5,197	0.7%	$12.11	0.0%	COM	10948C107
KTOS	KRATOS DEFENSE & SECURITY	320,924	$5,016	0.7%	$16.00	0.0%	COM	50077B207
SPY	SPDR S&P 500 ETF TRUST	15,000	$4,626	0.6%	$308.36	—	Put	78462F103
VST	VISTRA ENERGY CORP	214,332	$3,991	0.5%	$18.56	-10.5%	COM	92840M102
ENPH	ENPHASE ENERGY INC	66,778	$3,177	0.4%	$6.78	+605.1%	COM	29355A107
—	AARONS	68,360	$3,104	0.4%	$22.78	—	COM	002535300
—	MAGENTA THERAPEUTICS INC	359,189	$2,698	0.4%	$7.51	—	COM	55910K108
TELA	TELA BIO INC	188,992	$2,449	0.3%	$13.13	0.0%	COM	872381108
CSIQ	CANADIAN SOLAR INC	124,391	$2,397	0.3%	$17.37	+2.4%	COM	136635109
—	BUNGE LTD	40,000	$1,645	0.2%	$49.17	—	COM	G16962105
—	KEZAR LIFE SCIENCES INC	259,003	$1,342	0.2%	$5.18	—	COM	49372L100
—	2U INC	33,646	$1,277	0.2%	$26.57	—	COM	90214J101
CALY	CALLAWAY GOLF COMPANY	63,452	$1,111	0.1%	$19.24	-27.8%	COM	131193104
—	COHERENT INC	7,854	$1,029	0.1%	$147.79	—	COM	192479103
—	SOLITON INC	131,741	$1,025	0.1%	$7.78	—	COM	834251100
—	NEW ORIENTAL ED & TECH GR	5,200	$677	0.1%	$112.75	—	ADR	647581107
AIN	ALBANY INTERNATIONAL CL A	10,800	$634	0.1%	$60.77	-16.9%	COM	012348108
CALY	CALLAWAY GOLF COMPANY	30,000	$525	0.1%	$19.24	-27.8%	Put	131193104
—	VENATOR MATERIALS PLC	248,061	$444	0.1%	$4.57	—	SHS	G9329Z100
—	GRAN TIERRA ENERGY INC	462,116	$160	0.0%	$2.33	—	COM	38500T101
SEDG	SOLAREDGE TECHNOLOGIES	25,000	$156	0.0%	$105.76	+15.6%	Put	83417M104
—	VISTRA ENERGY CORP - CW24	176,593	$106	0.0%	$1.22	—	*W EXP 02/02/202	92840M128
—	COHERENT INC	6,000	$84	0.0%	$147.79	—	Put	192479103