LUMINUS MANAGEMENT LLC Quant / Systematic

CIK: 0001279151 · Show all filings

Period: Q1 2024 (← Previous) (Next →)

Filing Date: May 15, 2024

Total Value ($000): $219,765 (100.0% shares, 0.0% debt)

Holdings (25)

— CALL/CC @ 22 EXP 04/19/2024 17.7%

Value ($000) $38,949 Shares 1,483,200 Est. Cost $27.63 Unrealized —

TROX TRONOX HOLDINGS PLC CMN 17.0%

Value ($000) $37,326 Shares 2,151,358 Est. Cost $14.10 Unrealized +3.2%

BATL BATTALION OIL CORPORATION CMN 15.8%

Value ($000) $34,817 Shares 6,151,448 Est. Cost $9.80 Unrealized -29.0%

OI O-I GLASS, INC. CMN 8.8%

Value ($000) $19,423 Shares 1,170,779 Est. Cost $18.42 Unrealized -14.2%

OLN OLIN CORPORATION CMN 8.6%

Value ($000) $18,797 Shares 1,030,154 Est. Cost $50.97 Unrealized 0.0%

CC CHEMOURS COMPANY (THE) CMN 8.3%

Value ($000) $18,154 Shares 691,313 Est. Cost $27.59 Unrealized -4.5%

— CALL/APD @ 260 EXP 09/20/2024 4.1%

Value ($000) $8,964 Shares 37,000 Est. Cost $273.80 Unrealized —

SEE SEALED AIR CORPORATION CMN 3.8%

Value ($000) $8,398 Shares 225,756 Est. Cost $35.90 Unrealized -4.5%

ASH ASHLAND GLOBAL HOLDINGS INC. CMN 3.6%

Value ($000) $7,988 Shares 82,040 Est. Cost $86.71 Unrealized -1.4%

— BERRY GLOBAL GROUP INC CMN 2.8%

Value ($000) $6,178 Shares 102,152 Est. Cost $53.87 Unrealized —

AVNT AVIENT COR CMN 2.6%

Value ($000) $5,718 Shares 131,750 Est. Cost $36.96 Unrealized 0.0%

APD AIR PRODUCTS & CHEMICALS INC CMN 1.9%

Value ($000) $4,101 Shares 16,926 Est. Cost $243.63 Unrealized -4.6%

NRG NRG ENERGY, INC. CMN 1.3%

Value ($000) $2,790 Shares 41,213 Est. Cost $54.38 Unrealized 0.0%

FMC FMC CORPORATION CMN 0.8%

Value ($000) $1,711 Shares 26,860 Est. Cost $53.30 Unrealized 0.0%

— IPATH SERIES B S&P 500 VIX 0.8%

Value ($000) $1,654 Shares 127,500 Est. Cost $19.67 Unrealized —

REKR REKOR SYSTEMS INC CMN 0.4%

Value ($000) $973 Shares 425,000 Est. Cost $2.76 Unrealized 0.0%

PGY PAGAYA TECHNOLOGIES LTD. CMN 0.3%

Value ($000) $682 Shares 67,500 Est. Cost $14.20 Unrealized 0.0%

LUCD LUCID DIAGNOSTICS INC CMN 0.3%

Value ($000) $581 Shares 717,657 Est. Cost $6.96 Unrealized -81.4%

— AUGMEDIX, INC. CMN 0.3%

Value ($000) $557 Shares 136,155 Est. Cost $4.09 Unrealized —

— GLATFELTER CORPORATION CMN 0.2%

Value ($000) $522 Shares 261,198 Est. Cost $2.00 Unrealized —

— BAKKT HOLDINGS INC CMN 0.2%

Value ($000) $465 Shares 1,010,990 Est. Cost $0.46 Unrealized —

FRSH FRESHWORKS INC CMN 0.2%

Value ($000) $364 Shares 20,001 Est. Cost $20.69 Unrealized 0.0%

AHCO ADAPTHEALTH CORP CMN 0.2%

Value ($000) $347 Shares 30,147 Est. Cost $8.49 Unrealized 0.0%

LAB STANDARD BIOTOOLS INC CMN 0.1%

Value ($000) $257 Shares 95,000 Est. Cost $2.41 Unrealized 0.0%

CERS CERUS CORPORATION CMN 0.0%

Value ($000) $49 Shares 26,000 Est. Cost $2.04 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	CALL/CC @ 22 EXP 04/19/2024	1,483,200	$38,949	17.7%	$27.63	—	CALL	163851908
TROX	TRONOX HOLDINGS PLC CMN	2,151,358	$37,326	17.0%	$14.10	+3.2%	COM	G9087Q102
BATL	BATTALION OIL CORPORATION CMN	6,151,448	$34,817	15.8%	$9.80	-29.0%	COM	07134L107
OI	O-I GLASS, INC. CMN	1,170,779	$19,423	8.8%	$18.42	-14.2%	COM	67098H104
OLN	OLIN CORPORATION CMN	1,030,154	$18,797	8.6%	$50.97	0.0%	COM	680665205
CC	CHEMOURS COMPANY (THE) CMN	691,313	$18,154	8.3%	$27.59	-4.5%	COM	163851108
—	CALL/APD @ 260 EXP 09/20/2024	37,000	$8,964	4.1%	$273.80	—	CALL	009158906
SEE	SEALED AIR CORPORATION CMN	225,756	$8,398	3.8%	$35.90	-4.5%	COM	81211K100
ASH	ASHLAND GLOBAL HOLDINGS INC. CMN	82,040	$7,988	3.6%	$86.71	-1.4%	COM	044186104
—	BERRY GLOBAL GROUP INC CMN	102,152	$6,178	2.8%	$53.87	—	COM	08579W103
AVNT	AVIENT COR CMN	131,750	$5,718	2.6%	$36.96	0.0%	COM	05368V106
APD	AIR PRODUCTS & CHEMICALS INC CMN	16,926	$4,101	1.9%	$243.63	-4.6%	COM	009158106
NRG	NRG ENERGY, INC. CMN	41,213	$2,790	1.3%	$54.38	0.0%	COM	629377508
FMC	FMC CORPORATION CMN	26,860	$1,711	0.8%	$53.30	0.0%	COM	302491303
—	IPATH SERIES B S&P 500 VIX	127,500	$1,654	0.8%	$19.67	—	IPTH SR B S&P	06748F324
REKR	REKOR SYSTEMS INC CMN	425,000	$973	0.4%	$2.76	0.0%	COM	759419104
PGY	PAGAYA TECHNOLOGIES LTD. CMN	67,500	$682	0.3%	$14.20	0.0%	COM	M7S64L123
LUCD	LUCID DIAGNOSTICS INC CMN	717,657	$581	0.3%	$6.96	-81.4%	COM	54948X109
—	AUGMEDIX, INC. CMN	136,155	$557	0.3%	$4.09	—	COM	05105P107
—	GLATFELTER CORPORATION CMN	261,198	$522	0.2%	$2.00	—	COM	377320106
—	BAKKT HOLDINGS INC CMN	1,010,990	$465	0.2%	$0.46	—	COM	05759B107
FRSH	FRESHWORKS INC CMN	20,001	$364	0.2%	$20.69	0.0%	COM	358054104
AHCO	ADAPTHEALTH CORP CMN	30,147	$347	0.2%	$8.49	0.0%	COM	00653Q102
LAB	STANDARD BIOTOOLS INC CMN	95,000	$257	0.1%	$2.41	0.0%	COM	34385P108
CERS	CERUS CORPORATION CMN	26,000	$49	0.0%	$2.04	0.0%	COM	157085101