LUMINUS MANAGEMENT LLC Quant / Systematic

Location: Houston, TX

CIK: 0001279151 · Show all filings

Period: Q1 2024 (← Previous) (Next →)

Filing Date: May 15, 2024

Total Value: $220M (100.0% shares, 0.0% debt)

Holdings (25)

— CALL/CC @ 22 EXP 04/19/2024 17.7%

Value $38.95M Shares 1,483,200 Share Price $26.26 Est. Cost/Share $27.63 Unrealized @ Report Date —

TROX TRONOX HOLDINGS PLC CMN 17.0%

Value $37.33M Shares 2,151,358 Share Price $17.35 * Est. Cost/Share $14.10 Unrealized @ Report Date +3.2%

BATL BATTALION OIL CORPORATION CMN 15.8%

Value $34.82M Shares 6,151,448 Share Price $5.66 * Est. Cost/Share $9.80 Unrealized @ Report Date -29.0%

OI O-I GLASS, INC. CMN 8.8%

Value $19.42M Shares 1,170,779 Share Price $16.59 * Est. Cost/Share $18.42 Unrealized @ Report Date -14.2%

OLN OLIN CORPORATION CMN 8.6%

Value $18.8M Shares 1,030,154 Share Price $18.25 * Est. Cost/Share $50.97 Unrealized @ Report Date 0.0%

CC CHEMOURS COMPANY (THE) CMN 8.3%

Value $18.15M Shares 691,313 Share Price $26.26 Est. Cost/Share $27.59 Unrealized @ Report Date -4.5%

— CALL/APD @ 260 EXP 09/20/2024 4.1%

Value $8.964M Shares 37,000 Share Price $242.27 Est. Cost/Share $273.80 Unrealized @ Report Date —

SEE SEALED AIR CORPORATION CMN 3.8%

Value $8.398M Shares 225,756 Share Price $37.20 * Est. Cost/Share $35.90 Unrealized @ Report Date -4.5%

ASH ASHLAND GLOBAL HOLDINGS INC. CMN 3.6%

Value $7.988M Shares 82,040 Share Price $97.37 * Est. Cost/Share $86.71 Unrealized @ Report Date -1.4%

— BERRY GLOBAL GROUP INC CMN 2.8%

Value $6.178M Shares 102,152 Share Price $60.48 Est. Cost/Share $53.87 Unrealized @ Report Date —

AVNT AVIENT COR CMN 2.6%

Value $5.718M Shares 131,750 Share Price $43.40 * Est. Cost/Share $36.96 Unrealized @ Report Date 0.0%

APD AIR PRODUCTS & CHEMICALS INC CMN 1.9%

Value $4.101M Shares 16,926 Share Price $242.27 * Est. Cost/Share $243.63 Unrealized @ Report Date -4.6%

NRG NRG ENERGY, INC. CMN 1.3%

Value $2.79M Shares 41,213 Share Price $67.69 * Est. Cost/Share $54.38 Unrealized @ Report Date 0.0%

FMC FMC CORPORATION CMN 0.8%

Value $1.711M Shares 26,860 Share Price $63.70 * Est. Cost/Share $53.30 Unrealized @ Report Date 0.0%

— IPATH SERIES B S&P 500 VIX 0.8%

Value $1.654M Shares 127,500 Share Price $12.97 Est. Cost/Share $19.67 Unrealized @ Report Date —

REKR REKOR SYSTEMS INC CMN 0.4%

Value $973K Shares 425,000 Share Price $2.29 * Est. Cost/Share $2.76 Unrealized @ Report Date 0.0%

PGY PAGAYA TECHNOLOGIES LTD. CMN 0.3%

Value $682K Shares 67,500 Share Price $10.10 * Est. Cost/Share $14.20 Unrealized @ Report Date 0.0%

LUCD LUCID DIAGNOSTICS INC CMN 0.3%

Value $581K Shares 717,657 Share Price $0.81 * Est. Cost/Share $6.96 Unrealized @ Report Date -81.4%

— AUGMEDIX, INC. CMN 0.3%

Value $557K Shares 136,155 Share Price $4.09 Est. Cost/Share $4.09 Unrealized @ Report Date —

— GLATFELTER CORPORATION CMN 0.2%

Value $522K Shares 261,198 Share Price $2.00 Est. Cost/Share $2.00 Unrealized @ Report Date —

— BAKKT HOLDINGS INC CMN 0.2%

Value $465K Shares 1,010,990 Share Price $0.46 Est. Cost/Share $0.46 Unrealized @ Report Date —

FRSH FRESHWORKS INC CMN 0.2%

Value $364K Shares 20,001 Share Price $18.21 * Est. Cost/Share $20.69 Unrealized @ Report Date 0.0%

AHCO ADAPTHEALTH CORP CMN 0.2%

Value $347K Shares 30,147 Share Price $11.51 * Est. Cost/Share $8.49 Unrealized @ Report Date 0.0%

LAB STANDARD BIOTOOLS INC CMN 0.1%

Value $257K Shares 95,000 Share Price $2.71 * Est. Cost/Share $2.41 Unrealized @ Report Date 0.0%

CERS CERUS CORPORATION CMN 0.0%

Value $49,140 Shares 26,000 Share Price $1.89 * Est. Cost/Share $2.04 Unrealized @ Report Date 0.0%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
—	CALL/CC @ 22 EXP 04/19/2024	1,483,200	$38.95M	17.7%	$26.26	$27.63	—	CALL	163851908
TROX	TRONOX HOLDINGS PLC CMN	2,151,358	$37.33M	17.0%	$17.35 *	$14.10	+3.2%	COM	G9087Q102
BATL	BATTALION OIL CORPORATION CMN	6,151,448	$34.82M	15.8%	$5.66 *	$9.80	-29.0%	COM	07134L107
OI	O-I GLASS, INC. CMN	1,170,779	$19.42M	8.8%	$16.59 *	$18.42	-14.2%	COM	67098H104
OLN	OLIN CORPORATION CMN	1,030,154	$18.8M	8.6%	$18.25 *	$50.97	0.0%	COM	680665205
CC	CHEMOURS COMPANY (THE) CMN	691,313	$18.15M	8.3%	$26.26	$27.59	-4.5%	COM	163851108
—	CALL/APD @ 260 EXP 09/20/2024	37,000	$8.964M	4.1%	$242.27	$273.80	—	CALL	009158906
SEE	SEALED AIR CORPORATION CMN	225,756	$8.398M	3.8%	$37.20 *	$35.90	-4.5%	COM	81211K100
ASH	ASHLAND GLOBAL HOLDINGS INC. CMN	82,040	$7.988M	3.6%	$97.37 *	$86.71	-1.4%	COM	044186104
—	BERRY GLOBAL GROUP INC CMN	102,152	$6.178M	2.8%	$60.48	$53.87	—	COM	08579W103
AVNT	AVIENT COR CMN	131,750	$5.718M	2.6%	$43.40 *	$36.96	0.0%	COM	05368V106
APD	AIR PRODUCTS & CHEMICALS INC CMN	16,926	$4.101M	1.9%	$242.27 *	$243.63	-4.6%	COM	009158106
NRG	NRG ENERGY, INC. CMN	41,213	$2.79M	1.3%	$67.69 *	$54.38	0.0%	COM	629377508
FMC	FMC CORPORATION CMN	26,860	$1.711M	0.8%	$63.70 *	$53.30	0.0%	COM	302491303
—	IPATH SERIES B S&P 500 VIX	127,500	$1.654M	0.8%	$12.97	$19.67	—	IPTH SR B S&P	06748F324
REKR	REKOR SYSTEMS INC CMN	425,000	$973K	0.4%	$2.29 *	$2.76	0.0%	COM	759419104
PGY	PAGAYA TECHNOLOGIES LTD. CMN	67,500	$682K	0.3%	$10.10 *	$14.20	0.0%	COM	M7S64L123
LUCD	LUCID DIAGNOSTICS INC CMN	717,657	$581K	0.3%	$0.81 *	$6.96	-81.4%	COM	54948X109
—	AUGMEDIX, INC. CMN	136,155	$557K	0.3%	$4.09	$4.09	—	COM	05105P107
—	GLATFELTER CORPORATION CMN	261,198	$522K	0.2%	$2.00	$2.00	—	COM	377320106
—	BAKKT HOLDINGS INC CMN	1,010,990	$465K	0.2%	$0.46	$0.46	—	COM	05759B107
FRSH	FRESHWORKS INC CMN	20,001	$364K	0.2%	$18.21 *	$20.69	0.0%	COM	358054104
AHCO	ADAPTHEALTH CORP CMN	30,147	$347K	0.2%	$11.51 *	$8.49	0.0%	COM	00653Q102
LAB	STANDARD BIOTOOLS INC CMN	95,000	$257K	0.1%	$2.71 *	$2.41	0.0%	COM	34385P108
CERS	CERUS CORPORATION CMN	26,000	$49,140	0.0%	$1.89 *	$2.04	0.0%	COM	157085101