LUMINUS MANAGEMENT LLC Quant / Systematic

CIK: 0001279151 · Show all filings

Period: Q1 2018 (← Previous) (Next →)

Filing Date: May 15, 2018

Total Value ($000): $4,823,465 (100.0% shares, 0.0% debt)

Holdings (134)

BERRY GLOBAL GROUP INC 6.3%
Value ($000) $303,043 Shares 5,528,974 Est. Cost $53.15 Unrealized
APD AIR PRODS & CHEMS INC 5.6%
Value ($000) $267,913 Shares 1,684,671 Est. Cost $123.24 Unrealized +10.1%
SPY SPY US 06/18 P260.00 4.8%
Value ($000) $231,782 Shares 880,800 Est. Cost $263.15 Unrealized
NRG NRG ENERGY INC 4.6%
Value ($000) $220,422 Shares 7,219,859 Est. Cost $19.29 Unrealized +19.0%
CTRA CABOT OIL & GAS CORP 4.3%
Value ($000) $207,132 Shares 8,637,704 Est. Cost $19.59 Unrealized -3.5%
ETN EATON CORP PLC 3.9%
Value ($000) $188,971 Shares 2,364,795 Est. Cost $63.86 Unrealized +10.0%
VST VISTRA ENERGY CORP 3.0%
Value ($000) $146,248 Shares 7,021,007 Est. Cost $16.16 Unrealized +2.3%
ASH ASHLAND GLOBAL HLDGS INC 3.0%
Value ($000) $145,938 Shares 2,091,106 Est. Cost $54.77 Unrealized +15.4%
DUK DUKE ENERGY CORP NEW 3.0%
Value ($000) $145,739 Shares 1,881,226 Est. Cost $57.27 Unrealized -2.1%
SPY SPDR S&P 500 ETF TR 3.0%
Value ($000) $142,294 Shares 540,734 Est. Cost $263.15 Unrealized
DOWDUPONT INC 2.8%
Value ($000) $133,533 Shares 2,095,947 Est. Cost $69.45 Unrealized
WAB WABTEC CORP 2.5%
Value ($000) $122,623 Shares 1,506,430 Est. Cost $73.91 Unrealized +4.0%
NUE NUCOR CORP 2.5%
Value ($000) $120,111 Shares 1,966,124 Est. Cost $49.65 Unrealized +12.4%
AEE AMEREN CORP 2.2%
Value ($000) $105,025 Shares 1,854,586 Est. Cost $44.14 Unrealized 0.0%
EXTRACTION OIL & GAS INC 2.0%
Value ($000) $96,778 Shares 8,444,870 Est. Cost $16.81 Unrealized
TS TENARIS S A 1.9%
Value ($000) $90,582 Shares 2,612,695 Est. Cost $30.38 Unrealized
UPS UNITED PARCEL SERVICE INC 1.7%
Value ($000) $81,936 Shares 782,874 Est. Cost $79.30 Unrealized +7.8%
ACM AECOM 1.5%
Value ($000) $72,858 Shares 2,044,859 Est. Cost $33.80 Unrealized +5.1%
RS RELIANCE STEEL & ALUMINUM CO 1.5%
Value ($000) $70,865 Shares 826,505 Est. Cost $83.25 Unrealized +7.3%
FE FIRSTENERGY CORP 1.3%
Value ($000) $64,324 Shares 1,891,324 Est. Cost $21.73 Unrealized +7.2%
GRAN TIERRA ENERGY INC 1.3%
Value ($000) $64,118 Shares 23,002,871 Est. Cost $2.67 Unrealized
PPL PPL CORP 1.3%
Value ($000) $62,454 Shares 2,207,635 Est. Cost $23.79 Unrealized -12.2%
STN STANTEC INC 1.2%
Value ($000) $59,218 Shares 2,403,011 Est. Cost $26.31 Unrealized
CNI CANADIAN NATL RY CO 1.2%
Value ($000) $57,882 Shares 791,500 Est. Cost $66.69 Unrealized 0.0%
VENATOR MATLS PLC 1.2%
Value ($000) $56,893 Shares 3,145,023 Est. Cost $21.03 Unrealized
NEE NEXTERA ENERGY INC 1.1%
Value ($000) $54,193 Shares 331,800 Est. Cost $31.70 Unrealized 0.0%
CALLON PETE CO DEL 1.1%
Value ($000) $52,982 Shares 4,001,653 Est. Cost $11.53 Unrealized
TE CONNECTIVITY LTD 1.0%
Value ($000) $49,400 Shares 494,495 Est. Cost $97.49 Unrealized
WLK WESTLAKE CHEMICAL CORP 1.0%
Value ($000) $48,485 Shares 436,214 Est. Cost $94.46 Unrealized +4.2%
MRC GLOBAL INC 1.0%
Value ($000) $46,767 Shares 2,844,692 Est. Cost $16.68 Unrealized
UNITED STATES STL CORP NEW 1.0%
Value ($000) $46,415 Shares 1,318,976 Est. Cost $35.19 Unrealized
SUMMIT MATLS INC 0.9%
Value ($000) $45,525 Shares 1,503,468 Est. Cost $24.49 Unrealized
FERRO CORP 0.8%
Value ($000) $40,446 Shares 1,741,858 Est. Cost $21.85 Unrealized
NI NISOURCE INC 0.8%
Value ($000) $37,608 Shares 1,572,904 Est. Cost $19.56 Unrealized -6.4%
OLN OLIN CORP 0.8%
Value ($000) $37,318 Shares 1,227,982 Est. Cost $26.62 Unrealized +2.5%
ENSCO PLC 0.7%
Value ($000) $35,672 Shares 8,125,761 Est. Cost $5.22 Unrealized
FTV FORTIVE CORP 0.7%
Value ($000) $35,418 Shares 456,887 Est. Cost $36.97 Unrealized +24.7%
ATO ATMOS ENERGY CORP 0.7%
Value ($000) $34,370 Shares 408,000 Est. Cost $72.39 Unrealized -6.9%
CHRW C H ROBINSON WORLDWIDE INC 0.7%
Value ($000) $31,883 Shares 340,227 Est. Cost $57.29 Unrealized +33.5%
HCC WARRIOR MET COAL INC 0.7%
Value ($000) $31,610 Shares 1,128,526 Est. Cost $25.38 Unrealized +14.1%
WESTAR ENERGY INC 0.7%
Value ($000) $31,449 Shares 598,000 Est. Cost $50.35 Unrealized
PEG PUBLIC SVC ENTERPRISE GROUP 0.6%
Value ($000) $30,879 Shares 614,630 Est. Cost $34.28 Unrealized +9.6%
AEP AMERICAN ELEC PWR INC 0.6%
Value ($000) $30,410 Shares 443,360 Est. Cost $50.98 Unrealized 0.0%
ROWAN COMPANIES PLC 0.6%
Value ($000) $30,320 Shares 2,627,369 Est. Cost $11.54 Unrealized
D DOMINION ENERGY INC 0.6%
Value ($000) $27,355 Shares 405,679 Est. Cost $53.44 Unrealized -2.8%
PSX PHILLIPS 66 0.5%
Value ($000) $25,357 Shares 264,353 Est. Cost $66.98 Unrealized +6.7%
EIX EDISON INTL 0.5%
Value ($000) $25,101 Shares 394,300 Est. Cost $55.64 Unrealized -21.3%
TRONOX LTD 0.5%
Value ($000) $25,000 Shares 1,355,775 Est. Cost $20.46 Unrealized
MONSANTO CO NEW 0.5%
Value ($000) $24,621 Shares 210,997 Est. Cost $116.69 Unrealized
DYNEGY INC NEW DEL 0.5%
Value ($000) $24,118 Shares 274,478 Est. Cost $59.53 Unrealized
ARCH COAL INC 0.5%
Value ($000) $23,946 Shares 260,622 Est. Cost $91.88 Unrealized
BTE BAYTEX ENERGY CORP 0.5%
Value ($000) $23,644 Shares 8,640,353 Est. Cost $3.05 Unrealized -9.0%
PCG PG&E CORP 0.5%
Value ($000) $23,644 Shares 538,222 Est. Cost $51.98 Unrealized -19.3%
HLX HELIX ENERGY SOLUTIONS GRP I 0.5%
Value ($000) $22,641 Shares 3,910,351 Est. Cost $6.82 Unrealized +2.8%
TEEKAY OFFSHORE PARTNERS L P 0.4%
Value ($000) $21,652 Shares 9,538,496 Est. Cost $2.89 Unrealized
DE DEERE & CO 0.4%
Value ($000) $21,138 Shares 136,095 Est. Cost $143.98 Unrealized 0.0%
LYB LYB US 05/18 C115.00 0.4%
Value ($000) $21,136 Shares 200,000 Est. Cost Unrealized
OGE OGE ENERGY CORP 0.4%
Value ($000) $21,100 Shares 643,870 Est. Cost $31.71 Unrealized -0.4%
PARSLEY ENERGY INC 0.4%
Value ($000) $20,293 Shares 700,000 Est. Cost $28.26 Unrealized
SWX SOUTHWEST GAS HOLDINGS INC 0.4%
Value ($000) $17,557 Shares 259,609 Est. Cost $74.68 Unrealized -4.9%
AWK AMERICAN WTR WKS CO INC NEW 0.4%
Value ($000) $16,904 Shares 205,816 Est. Cost $65.21 Unrealized +7.8%
RIG TRANSOCEAN LTD 0.3%
Value ($000) $16,809 Shares 1,697,865 Est. Cost $10.20 Unrealized +0.9%
VLO VALERO ENERGY CORP NEW 0.3%
Value ($000) $16,158 Shares 174,171 Est. Cost $68.16 Unrealized 0.0%
CAT CATERPILLAR INC DEL 0.3%
Value ($000) $15,534 Shares 105,400 Est. Cost $133.07 Unrealized 0.0%
BHP BHP BILLITON LTD 0.3%
Value ($000) $15,276 Shares 343,826 Est. Cost $45.99 Unrealized
CIMAREX ENERGY CO 0.3%
Value ($000) $15,231 Shares 162,900 Est. Cost $93.50 Unrealized
NOBLE CORP PLC 0.3%
Value ($000) $14,960 Shares 4,032,339 Est. Cost $5.30 Unrealized
OCEAN RIG UDW INC 0.3%
Value ($000) $14,134 Shares 560,219 Est. Cost $25.23 Unrealized
MTUS TIMKENSTEEL CORP 0.3%
Value ($000) $12,973 Shares 854,040 Est. Cost $16.36 Unrealized +2.6%
RYZ RYERSON HLDG CORP 0.3%
Value ($000) $12,665 Shares 1,554,007 Est. Cost $9.33 Unrealized +10.6%
JACOBS ENGR GROUP INC DEL 0.2%
Value ($000) $12,046 Shares 203,650 Est. Cost $59.15 Unrealized
WTTR SELECT ENERGY SVCS INC 0.2%
Value ($000) $11,897 Shares 942,696 Est. Cost $12.84 Unrealized
ANDEAVOR 0.2%
Value ($000) $11,371 Shares 113,076 Est. Cost $114.34 Unrealized
PPG PPG US 04/18 C125.00 0.2%
Value ($000) $10,557 Shares 94,600 Est. Cost $91.59 Unrealized +8.6%
MTZ MASTEC INC 0.2%
Value ($000) $10,375 Shares 220,515 Est. Cost $43.26 Unrealized +17.2%
BA BOEING CO 0.2%
Value ($000) $10,228 Shares 31,195 Est. Cost $322.88 Unrealized 0.0%
EMN EASTMAN CHEM CO 0.2%
Value ($000) $10,095 Shares 95,613 Est. Cost $69.76 Unrealized +10.4%
PPG PPG INDS INC 0.2%
Value ($000) $10,060 Shares 90,146 Est. Cost $91.59 Unrealized +8.6%
PQ GROUP HLDGS INC 0.2%
Value ($000) $9,891 Shares 708,019 Est. Cost $17.25 Unrealized
CRESCENT PT ENERGY CORP 0.2%
Value ($000) $9,633 Shares 1,418,545 Est. Cost $7.23 Unrealized
BHP BILLITON PLC 0.2%
Value ($000) $9,388 Shares 236,306 Est. Cost $39.73 Unrealized
CVE CENOVUS ENERGY INC 0.2%
Value ($000) $9,354 Shares 1,100,000 Est. Cost $8.35 Unrealized -8.8%
TSLA TSLA US 05/18 P250.00 0.2%
Value ($000) $9,315 Shares 35,000 Est. Cost Unrealized
PWR QUANTA SVCS INC 0.2%
Value ($000) $9,074 Shares 264,160 Est. Cost $35.22 Unrealized +1.0%
CMS CMS ENERGY CORP 0.2%
Value ($000) $8,859 Shares 195,600 Est. Cost $38.09 Unrealized -8.8%
DY DYCOM INDS INC 0.2%
Value ($000) $8,686 Shares 80,700 Est. Cost $113.52 Unrealized 0.0%
PAGP PLAINS GP HLDGS L P 0.2%
Value ($000) $7,957 Shares 365,833 Est. Cost $21.75 Unrealized
CGIP CELADON GROUP INC 0.2%
Value ($000) $7,498 Shares 2,026,613 Est. Cost $4.74 Unrealized +5.6%
MTDR MATADOR RES CO 0.1%
Value ($000) $5,192 Shares 173,577 Est. Cost $30.35 Unrealized 0.0%
CMC COMMERCIAL METALS CO 0.1%
Value ($000) $5,186 Shares 253,480 Est. Cost $16.05 Unrealized +30.7%
ASH ASH US 04/18 C85.00 0.1%
Value ($000) $4,990 Shares 71,500 Est. Cost $54.77 Unrealized +15.4%
WMB WILLIAMS COS INC DEL 0.1%
Value ($000) $4,972 Shares 200,000 Est. Cost $19.06 Unrealized 0.0%
OBSIDIAN ENERGY LTD 0.1%
Value ($000) $4,821 Shares 4,821,200 Est. Cost $1.08 Unrealized
CE CELANESE CORP DEL 0.1%
Value ($000) $4,660 Shares 46,500 Est. Cost $90.95 Unrealized -0.4%
KBR KBR INC 0.1%
Value ($000) $4,527 Shares 279,633 Est. Cost $16.40 Unrealized 0.0%
BMS US 04/18 C50.00 0.1%
Value ($000) $4,352 Shares 100,000 Est. Cost Unrealized
TKR TIMKEN CO 0.1%
Value ($000) $4,279 Shares 93,843 Est. Cost $48.40 Unrealized -0.6%
ENCANA CORP 0.1%
Value ($000) $4,119 Shares 375,000 Est. Cost $10.98 Unrealized
OASIS PETE INC NEW 0.1%
Value ($000) $4,050 Shares 500,000 Est. Cost $9.14 Unrealized
OGS ONE GAS INC 0.1%
Value ($000) $3,961 Shares 60,000 Est. Cost $67.29 Unrealized 0.0%
ADVANTAGE OIL & GAS LTD 0.1%
Value ($000) $3,700 Shares 1,252,600 Est. Cost $3.86 Unrealized
FMC F M C CORP 0.1%
Value ($000) $3,599 Shares 47,000 Est. Cost $60.69 Unrealized 0.0%
UNITED TECHNOLOGIES CORP 0.1%
Value ($000) $3,410 Shares 27,100 Est. Cost $125.83 Unrealized
TAUBMAN CTRS INC 0.1%
Value ($000) $3,370 Shares 59,220 Est. Cost $56.91 Unrealized
ADM ARCHER DANIELS MIDLAND CO 0.1%
Value ($000) $3,253 Shares 75,000 Est. Cost $33.35 Unrealized 0.0%
AME AMETEK INC NEW 0.1%
Value ($000) $2,803 Shares 36,900 Est. Cost $71.98 Unrealized 0.0%
RNGR RANGER ENERGY SVCS INC 0.1%
Value ($000) $2,761 Shares 339,177 Est. Cost $14.31 Unrealized -34.9%
BERY US 05/18 C57.50 0.1%
Value ($000) $2,741 Shares 50,000 Est. Cost $53.15 Unrealized
IMO IMPERIAL OIL LTD 0.1%
Value ($000) $2,645 Shares 100,000 Est. Cost $25.26 Unrealized -7.0%
PLATFORM SPECIALTY PRODS COR 0.0%
Value ($000) $2,408 Shares 250,000 Est. Cost $9.92 Unrealized
VYGR VOYAGER THERAPEUTICS INC 0.0%
Value ($000) $2,349 Shares 125,000 Est. Cost $18.79 Unrealized
HUN HUNTSMAN CORP 0.0%
Value ($000) $2,276 Shares 77,800 Est. Cost $30.63 Unrealized +6.9%
RSP PERMIAN INC 0.0%
Value ($000) $2,204 Shares 47,024 Est. Cost $46.87 Unrealized
EXPD EXPEDITORS INTL WASH INC 0.0%
Value ($000) $2,152 Shares 34,000 Est. Cost $49.44 Unrealized +18.1%
MOS MOSAIC CO NEW 0.0%
Value ($000) $2,063 Shares 84,971 Est. Cost $23.14 Unrealized 0.0%
AXTA AXALTA COATING SYS LTD 0.0%
Value ($000) $1,950 Shares 64,598 Est. Cost $31.25 Unrealized 0.0%
IQ IQIYI INC 0.0%
Value ($000) $1,944 Shares 125,000 Est. Cost $15.55 Unrealized
MCDERMOTT INTL INC 0.0%
Value ($000) $1,943 Shares 319,036 Est. Cost $6.09 Unrealized
AK STL HLDG CORP 0.0%
Value ($000) $1,803 Shares 398,076 Est. Cost $5.66 Unrealized
GTES GATES INDUSTRIAL CORPRATIN P 0.0%
Value ($000) $1,787 Shares 102,059 Est. Cost $18.02 Unrealized 0.0%
ALPS ETF TR 0.0%
Value ($000) $1,756 Shares 187,400 Est. Cost $9.37 Unrealized
FSLR FIRST SOLAR INC 0.0%
Value ($000) $1,657 Shares 23,349 Est. Cost $58.65 Unrealized +16.0%
BUNGE LIMITED 0.0%
Value ($000) $1,479 Shares 20,000 Est. Cost $68.38 Unrealized
BLACK KNIGHT INC 0.0%
Value ($000) $1,413 Shares 30,000 Est. Cost $47.10 Unrealized
INFRA AND ENERGY ALTRNTIVE I 0.0%
Value ($000) $1,215 Shares 137,500 Est. Cost $8.84 Unrealized
EP ENERGY CORP 0.0%
Value ($000) $1,016 Shares 758,461 Est. Cost $2.58 Unrealized
DAN DANA INCORPORATED 0.0%
Value ($000) $972 Shares 37,735 Est. Cost $24.77 Unrealized 0.0%
FDX FEDEX CORP 0.0%
Value ($000) $948 Shares 3,950 Est. Cost $220.51 Unrealized 0.0%
GM GENERAL MTRS CO 0.0%
Value ($000) $913 Shares 25,125 Est. Cost $35.73 Unrealized 0.0%
ROADRUNNER TRNSN SVCS HLDG I 0.0%
Value ($000) $506 Shares 199,021 Est. Cost $9.43 Unrealized
BADGER DAYLIGHTING LTD CMN 0.0%
Value ($000) $100 Shares 5,000 Est. Cost $21.30 Unrealized
GENERAL ELECTRIC CO 0.0%
Value ($000) $78 Shares 5,816 Est. Cost $13.41 Unrealized
DYNEGY INC NEW DEL 0.0%
Value ($000) $48 Shares 176,593 Est. Cost $0.57 Unrealized
GREAT PLAINS ENERGY INC 0.0%
Value ($000) $31 Shares 982 Est. Cost $31.57 Unrealized