LUMINUS MANAGEMENT LLC Quant / Systematic

Location: Houston, TX

CIK: 0001279151 · Show all filings

Period: Q4 2020 (← Previous) (Next →)

Filing Date: Feb 17, 2021

Total Value: $429M (100.0% shares, 0.0% debt)

Holdings (35)

LI LI AUTO ADR 12.5%

Value $53.46M Shares 1,854,345 Share Price $28.83 Est. Cost/Share $28.83 Unrealized @ Report Date —

BATL BATTALION OIL 11.9%

Value $51.06M Shares 6,151,448 Share Price $8.30 * Est. Cost/Share $9.80 Unrealized @ Report Date -23.4%

— ARCH RESOURCES CL A 8.7%

Value $37.27M Shares 851,512 Share Price $43.77 Est. Cost/Share $31.61 Unrealized @ Report Date —

— WARRIOR MET COAL 8.0%

Value $34.11M Shares 1,600,000 Share Price $21.32 Est. Cost/Share — Unrealized @ Report Date —

ASH ASHLAND GLOBAL 5.1%

Value $21.83M Shares 275,597 Share Price $79.20 * Est. Cost/Share $62.67 Unrealized @ Report Date +9.9%

Value $21.09M Shares 423,569 Share Price $49.78 * Est. Cost/Share $39.87 Unrealized @ Report Date +15.3%

PRG PROG HOLDINGS 4.6%

Value $19.82M Shares 367,887 Share Price $53.87 * Est. Cost/Share $50.05 Unrealized @ Report Date 0.0%

NRG NRG ENERGY 4.5%

Value $19.18M Shares 510,668 Share Price $37.55 * Est. Cost/Share $28.19 Unrealized @ Report Date +0.6%

FSLR FIRST SOLAR 4.3%

Value $18.26M Shares 184,600 Share Price $98.92 Est. Cost/Share — Unrealized @ Report Date —

ENPH ENPHASE ENERGY 3.3%

Value $14.34M Shares 81,703 Share Price $175.46 * Est. Cost/Share $55.68 Unrealized @ Report Date +127.8%

— BERRY GLOBAL GROUP 3.0%

Value $12.95M Shares 230,540 Share Price $56.19 Est. Cost/Share $52.26 Unrealized @ Report Date —

Value $11.97M Shares 818,287 Share Price $14.63 Est. Cost/Share $18.36 Unrealized @ Report Date —

ARRY ARRAY TECHNOLOGIES 2.7%

Value $11.63M Shares 269,574 Share Price $43.14 * Est. Cost/Share $40.32 Unrealized @ Report Date 0.0%

— CONTEXTLOGIC CL A 2.6%

Value $11.13M Shares 609,909 Share Price $18.24 Est. Cost/Share $18.24 Unrealized @ Report Date —

— SUNNOVA ENERGY INTERNATIONAL 2.3%

Value $9.953M Shares 220,544 Share Price $45.13 Est. Cost/Share $42.90 Unrealized @ Report Date —

TROX TRONOX HOLDINGS 2.2%

Value $9.485M Shares 648,742 Share Price $14.62 * Est. Cost/Share $10.57 Unrealized @ Report Date +10.1%

CYH COMMUNITY HEALTH SYSTEMS 2.2%

Value $9.476M Shares 1,275,391 Share Price $7.43 * Est. Cost/Share $7.07 Unrealized @ Report Date 0.0%

SQM SOCIEDAD QUIMICA ADR REP 1 SRS B 2.2%

Value $9.313M Shares 189,712 Share Price $49.09 Est. Cost/Share $49.09 Unrealized @ Report Date —

CSIQ CANADIAN SOLAR 1.8%

Value $7.703M Shares 150,338 Share Price $51.24 * Est. Cost/Share $24.81 Unrealized @ Report Date +65.3%

OMER OMEROS 1.1%

Value $4.732M Shares 331,278 Share Price $14.28 * Est. Cost/Share $12.22 Unrealized @ Report Date 0.0%

— MARINUS PHARMACEUTICALS 1.0%

Value $4.331M Shares 355,000 Share Price $12.20 Est. Cost/Share $12.20 Unrealized @ Report Date —

PHAT PHATHOM PHARMACEUTICALS 1.0%

Value $4.216M Shares 126,903 Share Price $33.22 * Est. Cost/Share $40.51 Unrealized @ Report Date 0.0%

— BARCLAYS IPTH SRS B S&P SHRT TRM ETN 1.0%

Value $4.198M Shares 250,000 Share Price $16.79 Est. Cost/Share $16.79 Unrealized @ Report Date —

SONO SONOS 0.9%

Value $3.852M Shares 164,679 Share Price $23.39 * Est. Cost/Share $16.14 Unrealized @ Report Date +15.5%

— RODGERS SILICON VALLEY UNT 0.8%

Value $3.536M Shares 264,843 Share Price $13.35 Est. Cost/Share $13.35 Unrealized @ Report Date —

GLNG GOLAR LNG 0.7%

Value $3.022M Shares 313,456 Share Price $9.64 * Est. Cost/Share $7.95 Unrealized @ Report Date -0.8%

— ATLAS AIR WORLDWIDE HOLDINGS 0.6%

Value $2.593M Shares 47,549 Share Price $54.53 Est. Cost/Share $43.03 Unrealized @ Report Date —

Value $2.582M Shares 64,533 Share Price $40.01 Est. Cost/Share $30.78 Unrealized @ Report Date —

SONO SONOS 0.5%

Value $2.339M Shares 100,000 Share Price $23.39 * Est. Cost/Share $16.14 Unrealized @ Report Date +15.5%

— COHERENT 0.5%

Value $2.312M Shares 15,413 Share Price $150.00 Est. Cost/Share $118.50 Unrealized @ Report Date —

— US STEEL 0.5%

Value $1.936M Shares 115,473 Share Price $16.77 Est. Cost/Share $7.34 Unrealized @ Report Date —

XME SPDR S&P METALS & MINING ETF 0.4%

Value $1.672M Shares 50,000 Share Price $33.44 Est. Cost/Share — Unrealized @ Report Date —

CCK CROWN HOLDINGS 0.4%

Value $1.581M Shares 15,778 Share Price $100.20 * Est. Cost/Share $87.33 Unrealized @ Report Date 0.0%

— GRAFTECH INTERNATIONAL 0.4%

Value $1.571M Shares 147,347 Share Price $10.66 Est. Cost/Share $10.66 Unrealized @ Report Date —

Value $502K Shares 7,656 Share Price $65.57 Est. Cost/Share $46.20 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
LI	LI AUTO ADR	1,854,345	$53.46M	12.5%	$28.83	$28.83	—	COM	50202M102
BATL	BATTALION OIL	6,151,448	$51.06M	11.9%	$8.30 *	$9.80	-23.4%	COM	07134L107
—	ARCH RESOURCES CL A	851,512	$37.27M	8.7%	$43.77	$31.61	—	COM	03940R107
—	WARRIOR MET COAL	1,600,000	$34.11M	8.0%	$21.32	—	—	Call	93627C901
ASH	ASHLAND GLOBAL	275,597	$21.83M	5.1%	$79.20 *	$62.67	+9.9%	COM	044186104
ACM	AECOM	423,569	$21.09M	4.9%	$49.78 *	$39.87	+15.3%	COM	00766T100
PRG	PROG HOLDINGS	367,887	$19.82M	4.6%	$53.87 *	$50.05	0.0%	COM	74319R101
NRG	NRG ENERGY	510,668	$19.18M	4.5%	$37.55 *	$28.19	+0.6%	COM	629377508
FSLR	FIRST SOLAR	184,600	$18.26M	4.3%	$98.92	—	—	Call	336433107
ENPH	ENPHASE ENERGY	81,703	$14.34M	3.3%	$175.46 *	$55.68	+127.8%	COM	29355A107
—	BERRY GLOBAL GROUP	230,540	$12.95M	3.0%	$56.19	$52.26	—	COM	08579W103
—	FERRO	818,287	$11.97M	2.8%	$14.63	$18.36	—	COM	315405100
ARRY	ARRAY TECHNOLOGIES	269,574	$11.63M	2.7%	$43.14 *	$40.32	0.0%	COM	04271T100
—	CONTEXTLOGIC CL A	609,909	$11.13M	2.6%	$18.24	$18.24	—	COM	21077C107
—	SUNNOVA ENERGY INTERNATIONAL	220,544	$9.953M	2.3%	$45.13	$42.90	—	COM	86745K104
TROX	TRONOX HOLDINGS	648,742	$9.485M	2.2%	$14.62 *	$10.57	+10.1%	COM	G9087Q102
CYH	COMMUNITY HEALTH SYSTEMS	1,275,391	$9.476M	2.2%	$7.43 *	$7.07	0.0%	COM	203668108
SQM	SOCIEDAD QUIMICA ADR REP 1 SRS B	189,712	$9.313M	2.2%	$49.09	$49.09	—	COM	833635105
CSIQ	CANADIAN SOLAR	150,338	$7.703M	1.8%	$51.24 *	$24.81	+65.3%	COM	136635109
OMER	OMEROS	331,278	$4.732M	1.1%	$14.28 *	$12.22	0.0%	COM	682143102
—	MARINUS PHARMACEUTICALS	355,000	$4.331M	1.0%	$12.20	$12.20	—	COM	56854Q200
PHAT	PHATHOM PHARMACEUTICALS	126,903	$4.216M	1.0%	$33.22 *	$40.51	0.0%	COM	71722W107
—	BARCLAYS IPTH SRS B S&P SHRT TRM ETN	250,000	$4.198M	1.0%	$16.79	$16.79	—	ETF	06746P621
SONO	SONOS	164,679	$3.852M	0.9%	$23.39 *	$16.14	+15.5%	COM	83570H108
—	RODGERS SILICON VALLEY UNT	264,843	$3.536M	0.8%	$13.35	$13.35	—	COM	774873202
GLNG	GOLAR LNG	313,456	$3.022M	0.7%	$9.64 *	$7.95	-0.8%	COM	G9456A100
—	ATLAS AIR WORLDWIDE HOLDINGS	47,549	$2.593M	0.6%	$54.53	$43.03	—	COM	049164205
—	2U	64,533	$2.582M	0.6%	$40.01	$30.78	—	COM	90214J101
SONO	SONOS	100,000	$2.339M	0.5%	$23.39 *	$16.14	+15.5%	Call	83570H108
—	COHERENT	15,413	$2.312M	0.5%	$150.00	$118.50	—	COM	192479103
—	US STEEL	115,473	$1.936M	0.5%	$16.77	$7.34	—	COM	912909108
XME	SPDR S&P METALS & MINING ETF	50,000	$1.672M	0.4%	$33.44	—	—	Call	78464A755
CCK	CROWN HOLDINGS	15,778	$1.581M	0.4%	$100.20 *	$87.33	0.0%	COM	228368106
—	GRAFTECH INTERNATIONAL	147,347	$1.571M	0.4%	$10.66	$10.66	—	COM	384313508
—	BUNGE	7,656	$502K	0.1%	$65.57	$46.20	—	COM	G16962105