LUMINUS MANAGEMENT LLC Quant / Systematic

CIK: 0001279151 · Show all filings

Period: Q3 2022 (← Previous) (Next →)

Filing Date: Nov 14, 2022

Total Value ($000): $286,763 (100.0% shares, 0.0% debt)

Holdings (26)

BATL BATTALION OIL CORP 25.5%

Value ($000) $73,202 Shares 6,151,448 Est. Cost $9.80 Unrealized +14.9%

— ARCH RESOURCES INC 16.5%

Value ($000) $47,440 Shares 400,000 Est. Cost $137.38 Unrealized —

— ARCH RESOURCES, INC. CMN 11.8%

Value ($000) $33,903 Shares 285,856 Est. Cost $44.33 Unrealized —

ASH ASHLAND INC 10.8%

Value ($000) $30,975 Shares 326,158 Est. Cost $81.65 Unrealized +16.1%

TROX TRONOX HOLDINGS PLC-CLASS A 10.4%

Value ($000) $29,884 Shares 2,439,517 Est. Cost $16.05 Unrealized -7.5%

CC CHEMOURS COMPANY 3.9%

Value ($000) $11,068 Shares 449,000 Est. Cost $27.35 Unrealized +6.3%

— BERRY GLOBAL GROUP INC 3.8%

Value ($000) $10,767 Shares 231,400 Est. Cost $48.60 Unrealized —

APD AIR PRODS & CHEM 3.1%

Value ($000) $8,937 Shares 38,400 Est. Cost $221.78 Unrealized +2.1%

PPG PPG INDUSTRIES 2.8%

Value ($000) $8,080 Shares 73,000 Est. Cost $122.31 Unrealized -6.1%

IGV ISHARES EXPANDED TECH-SOFTWARE 1.7%

Value ($000) $5,003 Shares 20,000 Est. Cost $250.15 Unrealized —

FUL HB FULLER 1.7%

Value ($000) $4,862 Shares 80,900 Est. Cost $65.29 Unrealized -6.8%

AVNT AVIENT CORP 1.3%

Value ($000) $3,839 Shares 126,700 Est. Cost $42.82 Unrealized -11.8%

SOFI SOFI TECHNOLOGIES INC 1.1%

Value ($000) $3,088 Shares 632,763 Est. Cost $6.33 Unrealized 0.0%

OPTU ALTICE USA INC- A 1.1%

Value ($000) $3,056 Shares 524,239 Est. Cost $9.58 Unrealized 0.0%

SWIM LATHAM GROUP INC 0.7%

Value ($000) $1,927 Shares 536,689 Est. Cost $5.71 Unrealized 0.0%

TPICQ TPI COMPOSITES INC 0.7%

Value ($000) $1,884 Shares 167,012 Est. Cost $15.81 Unrealized 0.0%

— SUNNOVA ENERGY INTERNATIONAL 0.6%

Value ($000) $1,824 Shares 82,600 Est. Cost $20.96 Unrealized —

VVV VALVOLINE INC 0.6%

Value ($000) $1,665 Shares 65,700 Est. Cost $30.71 Unrealized -4.7%

— DISH NETWORK CORP-A 0.5%

Value ($000) $1,383 Shares 100,000 Est. Cost $13.83 Unrealized —

LUCD LUCID DIAGNOSTICS INC 0.5%

Value ($000) $1,295 Shares 846,662 Est. Cost $7.32 Unrealized -66.0%

— MINERVA SURGICAL INC 0.3%

Value ($000) $794 Shares 998,663 Est. Cost $3.38 Unrealized —

THRY THRYV HOLDINGS INC 0.2%

Value ($000) $589 Shares 25,801 Est. Cost $24.92 Unrealized 0.0%

— MAXEON SOLAR TECHNOLOGIE 0.2%

Value ($000) $520 Shares 21,886 Est. Cost $23.76 Unrealized —

ALHC ALIGNMENT HEALTHCARE INC 0.1%

Value ($000) $408 Shares 34,428 Est. Cost $14.59 Unrealized 0.0%

VAL/WS VALARIS LIMITED 0.1%

Value ($000) $257 Shares 23,870 Est. Cost $2.85 Unrealized —

ICLN ISHARES GLOBAL CLEAN ENERGY 0.0%

Value ($000) $113 Shares 5,900 Est. Cost $19.15 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
BATL	BATTALION OIL CORP	6,151,448	$73,202	25.5%	$9.80	+14.9%	COM	07134L107
—	ARCH RESOURCES INC	400,000	$47,440	16.5%	$137.38	—	Put	03940R957
—	ARCH RESOURCES, INC. CMN	285,856	$33,903	11.8%	$44.33	—	COM	03940R107
ASH	ASHLAND INC	326,158	$30,975	10.8%	$81.65	+16.1%	COM	044186104
TROX	TRONOX HOLDINGS PLC-CLASS A	2,439,517	$29,884	10.4%	$16.05	-7.5%	COM	G9087Q102
CC	CHEMOURS COMPANY	449,000	$11,068	3.9%	$27.35	+6.3%	COM	163851108
—	BERRY GLOBAL GROUP INC	231,400	$10,767	3.8%	$48.60	—	COM	08579W103
APD	AIR PRODS & CHEM	38,400	$8,937	3.1%	$221.78	+2.1%	COM	009158106
PPG	PPG INDUSTRIES	73,000	$8,080	2.8%	$122.31	-6.1%	COM	693506107
IGV	ISHARES EXPANDED TECH-SOFTWARE	20,000	$5,003	1.7%	$250.15	—	COM	464287515
FUL	HB FULLER	80,900	$4,862	1.7%	$65.29	-6.8%	COM	359694106
AVNT	AVIENT CORP	126,700	$3,839	1.3%	$42.82	-11.8%	COM	05368V106
SOFI	SOFI TECHNOLOGIES INC	632,763	$3,088	1.1%	$6.33	0.0%	COM	83406F102
OPTU	ALTICE USA INC- A	524,239	$3,056	1.1%	$9.58	0.0%	COM	02156K103
SWIM	LATHAM GROUP INC	536,689	$1,927	0.7%	$5.71	0.0%	COM	51819L107
TPICQ	TPI COMPOSITES INC	167,012	$1,884	0.7%	$15.81	0.0%	COM	87266J104
—	SUNNOVA ENERGY INTERNATIONAL	82,600	$1,824	0.6%	$20.96	—	COM	86745K104
VVV	VALVOLINE INC	65,700	$1,665	0.6%	$30.71	-4.7%	COM	92047W101
—	DISH NETWORK CORP-A	100,000	$1,383	0.5%	$13.83	—	COM	25470M109
LUCD	LUCID DIAGNOSTICS INC	846,662	$1,295	0.5%	$7.32	-66.0%	COM	54948X109
—	MINERVA SURGICAL INC	998,663	$794	0.3%	$3.38	—	COM	60343F106
THRY	THRYV HOLDINGS INC	25,801	$589	0.2%	$24.92	0.0%	COM	886029206
—	MAXEON SOLAR TECHNOLOGIE	21,886	$520	0.2%	$23.76	—	COM	Y58473102
ALHC	ALIGNMENT HEALTHCARE INC	34,428	$408	0.1%	$14.59	0.0%	COM	01625V104
VAL/WS	VALARIS LIMITED	23,870	$257	0.1%	$2.85	—	*W EXP 04/29/202	G9460G119
ICLN	ISHARES GLOBAL CLEAN ENERGY	5,900	$113	0.0%	$19.15	—	COM	464288224