LUMINUS MANAGEMENT LLC Quant / Systematic

CIK: 0001279151 · Show all filings

Period: Q4 2020 (← Previous) (Next →)

Filing Date: Feb 17, 2021

Total Value ($000): $428,989 (100.0% shares, 0.0% debt)

Holdings (35)

LI LI AUTO ADR 12.5%

Value ($000) $53,461 Shares 1,854,345 Est. Cost $28.83 Unrealized —

BATL BATTALION OIL 11.9%

Value ($000) $51,057 Shares 6,151,448 Est. Cost $9.80 Unrealized -23.4%

— ARCH RESOURCES CL A 8.7%

Value ($000) $37,271 Shares 851,512 Est. Cost $31.61 Unrealized —

— WARRIOR MET COAL 8.0%

Value ($000) $34,112 Shares 1,600,000 Est. Cost — Unrealized —

ASH ASHLAND GLOBAL 5.1%

Value ($000) $21,827 Shares 275,597 Est. Cost $62.67 Unrealized +9.9%

Value ($000) $21,085 Shares 423,569 Est. Cost $39.87 Unrealized +15.3%

PRG PROG HOLDINGS 4.6%

Value ($000) $19,818 Shares 367,887 Est. Cost $50.05 Unrealized 0.0%

NRG NRG ENERGY 4.5%

Value ($000) $19,176 Shares 510,668 Est. Cost $28.19 Unrealized +0.6%

FSLR FIRST SOLAR 4.3%

Value ($000) $18,261 Shares 184,600 Est. Cost — Unrealized —

ENPH ENPHASE ENERGY 3.3%

Value ($000) $14,336 Shares 81,703 Est. Cost $55.68 Unrealized +127.8%

— BERRY GLOBAL GROUP 3.0%

Value ($000) $12,954 Shares 230,540 Est. Cost $52.26 Unrealized —

Value ($000) $11,972 Shares 818,287 Est. Cost $18.36 Unrealized —

ARRY ARRAY TECHNOLOGIES 2.7%

Value ($000) $11,629 Shares 269,574 Est. Cost $40.32 Unrealized 0.0%

— CONTEXTLOGIC CL A 2.6%

Value ($000) $11,125 Shares 609,909 Est. Cost $18.24 Unrealized —

— SUNNOVA ENERGY INTERNATIONAL 2.3%

Value ($000) $9,953 Shares 220,544 Est. Cost $42.90 Unrealized —

TROX TRONOX HOLDINGS 2.2%

Value ($000) $9,485 Shares 648,742 Est. Cost $10.57 Unrealized +10.1%

CYH COMMUNITY HEALTH SYSTEMS 2.2%

Value ($000) $9,476 Shares 1,275,391 Est. Cost $7.07 Unrealized 0.0%

SQM SOCIEDAD QUIMICA ADR REP 1 SRS B 2.2%

Value ($000) $9,313 Shares 189,712 Est. Cost $49.09 Unrealized —

CSIQ CANADIAN SOLAR 1.8%

Value ($000) $7,703 Shares 150,338 Est. Cost $24.81 Unrealized +65.3%

OMER OMEROS 1.1%

Value ($000) $4,732 Shares 331,278 Est. Cost $12.22 Unrealized 0.0%

— MARINUS PHARMACEUTICALS 1.0%

Value ($000) $4,331 Shares 355,000 Est. Cost $12.20 Unrealized —

PHAT PHATHOM PHARMACEUTICALS 1.0%

Value ($000) $4,216 Shares 126,903 Est. Cost $40.51 Unrealized 0.0%

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

Value ($000) $4,198 Shares 250,000 Est. Cost $16.79 Unrealized —

SONO SONOS 0.9%

Value ($000) $3,852 Shares 164,679 Est. Cost $16.14 Unrealized +15.5%

— RODGERS SILICON VALLEY UNT 0.8%

Value ($000) $3,536 Shares 264,843 Est. Cost $13.35 Unrealized —

GLNG GOLAR LNG 0.7%

Value ($000) $3,022 Shares 313,456 Est. Cost $7.95 Unrealized -0.8%

— ATLAS AIR WORLDWIDE HOLDINGS 0.6%

Value ($000) $2,593 Shares 47,549 Est. Cost $43.03 Unrealized —

Value ($000) $2,582 Shares 64,533 Est. Cost $30.78 Unrealized —

SONO SONOS 0.5%

Value ($000) $2,339 Shares 100,000 Est. Cost $16.14 Unrealized +15.5%

— COHERENT 0.5%

Value ($000) $2,312 Shares 15,413 Est. Cost $118.50 Unrealized —

— US STEEL 0.5%

Value ($000) $1,936 Shares 115,473 Est. Cost $7.34 Unrealized —

XME SPDR S&P METALS & MINING ETF 0.4%

Value ($000) $1,672 Shares 50,000 Est. Cost — Unrealized —

CCK CROWN HOLDINGS 0.4%

Value ($000) $1,581 Shares 15,778 Est. Cost $87.33 Unrealized 0.0%

— GRAFTECH INTERNATIONAL 0.4%

Value ($000) $1,571 Shares 147,347 Est. Cost $10.66 Unrealized —

Value ($000) $502 Shares 7,656 Est. Cost $46.20 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
LI	LI AUTO ADR	1,854,345	$53,461	12.5%	$28.83	—	COM	50202M102
BATL	BATTALION OIL	6,151,448	$51,057	11.9%	$9.80	-23.4%	COM	07134L107
—	ARCH RESOURCES CL A	851,512	$37,271	8.7%	$31.61	—	COM	03940R107
—	WARRIOR MET COAL	1,600,000	$34,112	8.0%	—	—	Call	93627C901
ASH	ASHLAND GLOBAL	275,597	$21,827	5.1%	$62.67	+9.9%	COM	044186104
ACM	AECOM	423,569	$21,085	4.9%	$39.87	+15.3%	COM	00766T100
PRG	PROG HOLDINGS	367,887	$19,818	4.6%	$50.05	0.0%	COM	74319R101
NRG	NRG ENERGY	510,668	$19,176	4.5%	$28.19	+0.6%	COM	629377508
FSLR	FIRST SOLAR	184,600	$18,261	4.3%	—	—	Call	336433107
ENPH	ENPHASE ENERGY	81,703	$14,336	3.3%	$55.68	+127.8%	COM	29355A107
—	BERRY GLOBAL GROUP	230,540	$12,954	3.0%	$52.26	—	COM	08579W103
—	FERRO	818,287	$11,972	2.8%	$18.36	—	COM	315405100
ARRY	ARRAY TECHNOLOGIES	269,574	$11,629	2.7%	$40.32	0.0%	COM	04271T100
—	CONTEXTLOGIC CL A	609,909	$11,125	2.6%	$18.24	—	COM	21077C107
—	SUNNOVA ENERGY INTERNATIONAL	220,544	$9,953	2.3%	$42.90	—	COM	86745K104
TROX	TRONOX HOLDINGS	648,742	$9,485	2.2%	$10.57	+10.1%	COM	G9087Q102
CYH	COMMUNITY HEALTH SYSTEMS	1,275,391	$9,476	2.2%	$7.07	0.0%	COM	203668108
SQM	SOCIEDAD QUIMICA ADR REP 1 SRS B	189,712	$9,313	2.2%	$49.09	—	COM	833635105
CSIQ	CANADIAN SOLAR	150,338	$7,703	1.8%	$24.81	+65.3%	COM	136635109
OMER	OMEROS	331,278	$4,732	1.1%	$12.22	0.0%	COM	682143102
—	MARINUS PHARMACEUTICALS	355,000	$4,331	1.0%	$12.20	—	COM	56854Q200
PHAT	PHATHOM PHARMACEUTICALS	126,903	$4,216	1.0%	$40.51	0.0%	COM	71722W107
—	BARCLAYS IPTH SRS B S&P SHRT TRM ETN	250,000	$4,198	1.0%	$16.79	—	ETF	06746P621
SONO	SONOS	164,679	$3,852	0.9%	$16.14	+15.5%	COM	83570H108
—	RODGERS SILICON VALLEY UNT	264,843	$3,536	0.8%	$13.35	—	COM	774873202
GLNG	GOLAR LNG	313,456	$3,022	0.7%	$7.95	-0.8%	COM	G9456A100
—	ATLAS AIR WORLDWIDE HOLDINGS	47,549	$2,593	0.6%	$43.03	—	COM	049164205
—	2U	64,533	$2,582	0.6%	$30.78	—	COM	90214J101
SONO	SONOS	100,000	$2,339	0.5%	$16.14	+15.5%	Call	83570H108
—	COHERENT	15,413	$2,312	0.5%	$118.50	—	COM	192479103
—	US STEEL	115,473	$1,936	0.5%	$7.34	—	COM	912909108
XME	SPDR S&P METALS & MINING ETF	50,000	$1,672	0.4%	—	—	Call	78464A755
CCK	CROWN HOLDINGS	15,778	$1,581	0.4%	$87.33	0.0%	COM	228368106
—	GRAFTECH INTERNATIONAL	147,347	$1,571	0.4%	$10.66	—	COM	384313508
—	BUNGE	7,656	$502	0.1%	$46.20	—	COM	G16962105