LUMINUS MANAGEMENT LLC Quant / Systematic

CIK: 0001279151 · Show all filings

Period: Q4 2023 (← Previous) (Next →)

Filing Date: Feb 15, 2024

Total Value ($000): $361,656 (100.0% shares, 0.0% debt)

Holdings (22)

— CALL/OLN @ 52.5 EXP 01/19/2024 24.8%

Value ($000) $89,740 Shares 1,663,400 Est. Cost $53.95 Unrealized —

BATL BATTALION OIL CORPORATION CMN 16.3%

Value ($000) $59,115 Shares 6,151,448 Est. Cost $9.80 Unrealized -35.7%

— CALL/APD @ 300 EXP 03/15/2024 9.6%

Value ($000) $34,773 Shares 127,000 Est. Cost $273.80 Unrealized —

OI O-I GLASS, INC. CMN 8.7%

Value ($000) $31,577 Shares 1,927,752 Est. Cost $18.42 Unrealized -16.3%

TROX TRONOX HOLDINGS PLC CMN 8.7%

Value ($000) $31,569 Shares 2,229,437 Est. Cost $14.10 Unrealized -12.9%

CC CHEMOURS COMPANY (THE) CMN 7.5%

Value ($000) $27,057 Shares 857,853 Est. Cost $27.59 Unrealized -9.8%

— BERRY GLOBAL GROUP INC CMN 4.4%

Value ($000) $16,005 Shares 237,497 Est. Cost $53.87 Unrealized —

— CALL/CC @ 32 EXP 02/16/2024 3.4%

Value ($000) $12,152 Shares 385,300 Est. Cost $31.54 Unrealized —

PPG PPG INDS INC 2.7%

Value ($000) $9,945 Shares 66,500 Est. Cost $120.57 Unrealized +6.9%

ASH ASHLAND INC 2.7%

Value ($000) $9,932 Shares 117,800 Est. Cost $86.71 Unrealized -13.1%

APD AIR PRODUCTS & CHEMICALS INC CMN 2.5%

Value ($000) $9,193 Shares 33,576 Est. Cost $243.63 Unrealized +6.4%

— ARCH RESOURCES, INC. CMN 1.7%

Value ($000) $6,274 Shares 32,975 Est. Cost $92.32 Unrealized —

SEE SEALED AIR CORPORATION CMN 1.6%

Value ($000) $5,918 Shares 162,056 Est. Cost $36.53 Unrealized -14.6%

— CALL/OI @ 17 EXP 02/16/2024 1.5%

Value ($000) $5,579 Shares 340,600 Est. Cost $16.38 Unrealized —

— CALL/TROX @ 12 EXP 01/19/2024 1.0%

Value ($000) $3,765 Shares 265,900 Est. Cost $14.16 Unrealized —

FUL H.B. FULLER COMPANY CMN 0.6%

Value ($000) $2,192 Shares 26,929 Est. Cost $66.71 Unrealized +7.3%

— IPATH SERIES B S&P 500 VIX 0.5%

Value ($000) $1,785 Shares 115,000 Est. Cost $20.40 Unrealized —

— ZEROFOX HOLDINGS INC CMN 0.4%

Value ($000) $1,496 Shares 1,719,404 Est. Cost $0.99 Unrealized —

HRTG HERITAGE INSURANCE HLDGS INC 0.3%

Value ($000) $1,152 Shares 176,676 Est. Cost $6.89 Unrealized 0.0%

LUCD LUCID DIAGNOSTICS INC CMN 0.3%

Value ($000) $1,090 Shares 773,246 Est. Cost $6.96 Unrealized -81.1%

OCGN OCUGEN INC 0.3%

Value ($000) $935 Shares 1,626,583 Est. Cost $0.64 Unrealized -37.5%

— CALAMP CORP 0.1%

Value ($000) $411 Shares 1,636,320 Est. Cost $0.60 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	CALL/OLN @ 52.5 EXP 01/19/2024	1,663,400	$89,740	24.8%	$53.95	—	CALL	680665905
BATL	BATTALION OIL CORPORATION CMN	6,151,448	$59,115	16.3%	$9.80	-35.7%	COM	07134L107
—	CALL/APD @ 300 EXP 03/15/2024	127,000	$34,773	9.6%	$273.80	—	CALL	009158906
OI	O-I GLASS, INC. CMN	1,927,752	$31,577	8.7%	$18.42	-16.3%	COM	67098H104
TROX	TRONOX HOLDINGS PLC CMN	2,229,437	$31,569	8.7%	$14.10	-12.9%	COM	G9087Q102
CC	CHEMOURS COMPANY (THE) CMN	857,853	$27,057	7.5%	$27.59	-9.8%	COM	163851108
—	BERRY GLOBAL GROUP INC CMN	237,497	$16,005	4.4%	$53.87	—	COM	08579W103
—	CALL/CC @ 32 EXP 02/16/2024	385,300	$12,152	3.4%	$31.54	—	CALL	163851908
PPG	PPG INDS INC	66,500	$9,945	2.7%	$120.57	+6.9%	COM	693506107
ASH	ASHLAND INC	117,800	$9,932	2.7%	$86.71	-13.1%	COM	044186104
APD	AIR PRODUCTS & CHEMICALS INC CMN	33,576	$9,193	2.5%	$243.63	+6.4%	COM	009158106
—	ARCH RESOURCES, INC. CMN	32,975	$6,274	1.7%	$92.32	—	COM	03940R107
SEE	SEALED AIR CORPORATION CMN	162,056	$5,918	1.6%	$36.53	-14.6%	COM	81211K100
—	CALL/OI @ 17 EXP 02/16/2024	340,600	$5,579	1.5%	$16.38	—	CALL	67098H904
—	CALL/TROX @ 12 EXP 01/19/2024	265,900	$3,765	1.0%	$14.16	—	CALL	G9087Q902
FUL	H.B. FULLER COMPANY CMN	26,929	$2,192	0.6%	$66.71	+7.3%	COM	359694106
—	IPATH SERIES B S&P 500 VIX	115,000	$1,785	0.5%	$20.40	—	IPTH SR B S&P	06748F324
—	ZEROFOX HOLDINGS INC CMN	1,719,404	$1,496	0.4%	$0.99	—	COM	98955G103
HRTG	HERITAGE INSURANCE HLDGS INC	176,676	$1,152	0.3%	$6.89	0.0%	COM	42727J102
LUCD	LUCID DIAGNOSTICS INC CMN	773,246	$1,090	0.3%	$6.96	-81.1%	COM	54948X109
OCGN	OCUGEN INC	1,626,583	$935	0.3%	$0.64	-37.5%	COM	67577C105
—	CALAMP CORP	1,636,320	$411	0.1%	$0.60	—	COM	128126109