LUMINUS MANAGEMENT LLC Quant / Systematic

Location: Houston, TX

CIK: 0001279151 · Show all filings

Period: Q4 2023 (← Previous) (Next →)

Filing Date: Feb 15, 2024

Total Value: $362M (100.0% shares, 0.0% debt)

Holdings (22)

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

Value $89.74M Shares 1,663,400 Share Price $53.95 Est. Cost/Share $53.95 Unrealized @ Report Date —

BATL BATTALION OIL CORPORATION CMN 16.3%

Value $59.12M Shares 6,151,448 Share Price $9.61 * Est. Cost/Share $9.80 Unrealized @ Report Date -35.7%

— CALL/APD @ 300 EXP 03/15/2024 9.6%

Value $34.77M Shares 127,000 Share Price $273.80 Est. Cost/Share $273.80 Unrealized @ Report Date —

OI O-I GLASS, INC. CMN 8.7%

Value $31.58M Shares 1,927,752 Share Price $16.38 * Est. Cost/Share $18.42 Unrealized @ Report Date -16.3%

TROX TRONOX HOLDINGS PLC CMN 8.7%

Value $31.57M Shares 2,229,437 Share Price $14.16 * Est. Cost/Share $14.10 Unrealized @ Report Date -12.9%

CC CHEMOURS COMPANY (THE) CMN 7.5%

Value $27.06M Shares 857,853 Share Price $31.54 * Est. Cost/Share $27.59 Unrealized @ Report Date -9.8%

— BERRY GLOBAL GROUP INC CMN 4.4%

Value $16M Shares 237,497 Share Price $67.39 Est. Cost/Share $53.87 Unrealized @ Report Date —

— CALL/CC @ 32 EXP 02/16/2024 3.4%

Value $12.15M Shares 385,300 Share Price $31.54 Est. Cost/Share $31.54 Unrealized @ Report Date —

PPG PPG INDS INC 2.7%

Value $9.945M Shares 66,500 Share Price $149.55 * Est. Cost/Share $120.57 Unrealized @ Report Date +6.9%

ASH ASHLAND INC 2.7%

Value $9.932M Shares 117,800 Share Price $84.31 * Est. Cost/Share $86.71 Unrealized @ Report Date -13.1%

APD AIR PRODUCTS & CHEMICALS INC CMN 2.5%

Value $9.193M Shares 33,576 Share Price $273.80 * Est. Cost/Share $243.63 Unrealized @ Report Date +6.4%

— ARCH RESOURCES, INC. CMN 1.7%

Value $6.274M Shares 32,975 Share Price $190.28 Est. Cost/Share $92.32 Unrealized @ Report Date —

SEE SEALED AIR CORPORATION CMN 1.6%

Value $5.918M Shares 162,056 Share Price $36.52 * Est. Cost/Share $36.53 Unrealized @ Report Date -14.6%

— CALL/OI @ 17 EXP 02/16/2024 1.5%

Value $5.579M Shares 340,600 Share Price $16.38 Est. Cost/Share $16.38 Unrealized @ Report Date —

— CALL/TROX @ 12 EXP 01/19/2024 1.0%

Value $3.765M Shares 265,900 Share Price $14.16 Est. Cost/Share $14.16 Unrealized @ Report Date —

FUL H.B. FULLER COMPANY CMN 0.6%

Value $2.192M Shares 26,929 Share Price $81.41 * Est. Cost/Share $66.71 Unrealized @ Report Date +7.3%

— IPATH SERIES B S&P 500 VIX 0.5%

Value $1.785M Shares 115,000 Share Price $15.52 Est. Cost/Share $20.40 Unrealized @ Report Date —

— ZEROFOX HOLDINGS INC CMN 0.4%

Value $1.496M Shares 1,719,404 Share Price $0.87 Est. Cost/Share $0.99 Unrealized @ Report Date —

HRTG HERITAGE INSURANCE HLDGS INC 0.3%

Value $1.152M Shares 176,676 Share Price $6.52 * Est. Cost/Share $6.89 Unrealized @ Report Date 0.0%

LUCD LUCID DIAGNOSTICS INC CMN 0.3%

Value $1.09M Shares 773,246 Share Price $1.41 * Est. Cost/Share $6.96 Unrealized @ Report Date -81.1%

OCGN OCUGEN INC 0.3%

Value $935K Shares 1,626,583 Share Price $0.57 * Est. Cost/Share $0.64 Unrealized @ Report Date -37.5%

— CALAMP CORP 0.1%

Value $411K Shares 1,636,320 Share Price $0.25 Est. Cost/Share $0.60 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
—	CALL/OLN @ 52.5 EXP 01/19/2024	1,663,400	$89.74M	24.8%	$53.95	$53.95	—	CALL	680665905
BATL	BATTALION OIL CORPORATION CMN	6,151,448	$59.12M	16.3%	$9.61 *	$9.80	-35.7%	COM	07134L107
—	CALL/APD @ 300 EXP 03/15/2024	127,000	$34.77M	9.6%	$273.80	$273.80	—	CALL	009158906
OI	O-I GLASS, INC. CMN	1,927,752	$31.58M	8.7%	$16.38 *	$18.42	-16.3%	COM	67098H104
TROX	TRONOX HOLDINGS PLC CMN	2,229,437	$31.57M	8.7%	$14.16 *	$14.10	-12.9%	COM	G9087Q102
CC	CHEMOURS COMPANY (THE) CMN	857,853	$27.06M	7.5%	$31.54 *	$27.59	-9.8%	COM	163851108
—	BERRY GLOBAL GROUP INC CMN	237,497	$16M	4.4%	$67.39	$53.87	—	COM	08579W103
—	CALL/CC @ 32 EXP 02/16/2024	385,300	$12.15M	3.4%	$31.54	$31.54	—	CALL	163851908
PPG	PPG INDS INC	66,500	$9.945M	2.7%	$149.55 *	$120.57	+6.9%	COM	693506107
ASH	ASHLAND INC	117,800	$9.932M	2.7%	$84.31 *	$86.71	-13.1%	COM	044186104
APD	AIR PRODUCTS & CHEMICALS INC CMN	33,576	$9.193M	2.5%	$273.80 *	$243.63	+6.4%	COM	009158106
—	ARCH RESOURCES, INC. CMN	32,975	$6.274M	1.7%	$190.28	$92.32	—	COM	03940R107
SEE	SEALED AIR CORPORATION CMN	162,056	$5.918M	1.6%	$36.52 *	$36.53	-14.6%	COM	81211K100
—	CALL/OI @ 17 EXP 02/16/2024	340,600	$5.579M	1.5%	$16.38	$16.38	—	CALL	67098H904
—	CALL/TROX @ 12 EXP 01/19/2024	265,900	$3.765M	1.0%	$14.16	$14.16	—	CALL	G9087Q902
FUL	H.B. FULLER COMPANY CMN	26,929	$2.192M	0.6%	$81.41 *	$66.71	+7.3%	COM	359694106
—	IPATH SERIES B S&P 500 VIX	115,000	$1.785M	0.5%	$15.52	$20.40	—	IPTH SR B S&P	06748F324
—	ZEROFOX HOLDINGS INC CMN	1,719,404	$1.496M	0.4%	$0.87	$0.99	—	COM	98955G103
HRTG	HERITAGE INSURANCE HLDGS INC	176,676	$1.152M	0.3%	$6.52 *	$6.89	0.0%	COM	42727J102
LUCD	LUCID DIAGNOSTICS INC CMN	773,246	$1.09M	0.3%	$1.41 *	$6.96	-81.1%	COM	54948X109
OCGN	OCUGEN INC	1,626,583	$935K	0.3%	$0.57 *	$0.64	-37.5%	COM	67577C105
—	CALAMP CORP	1,636,320	$411K	0.1%	$0.25	$0.60	—	COM	128126109