LUMINUS MANAGEMENT LLC Quant / Systematic

CIK: 0001279151 · Show all filings

Period: Q2 2018 (← Previous) (Next →)

Filing Date: Aug 14, 2018

Total Value ($000): $4,361,594 (100.0% shares, 0.0% debt)

Holdings (144)

APD AIR PRODUCTS & CHEMICALS INC 6.9%
Value ($000) $299,872 Shares 1,925,589 Est. Cost $124.78 Unrealized +8.7%
BERRY GLOBAL GROUP INC 6.8%
Value ($000) $296,967 Shares 6,464,263 Est. Cost $52.10 Unrealized
CTRA CABOT OIL & GAS CORPORATION 5.1%
Value ($000) $223,187 Shares 9,377,624 Est. Cost $19.40 Unrealized -11.3%
ASH ASHLAND GLOBAL HOLDINGS INC. 5.0%
Value ($000) $218,608 Shares 2,796,213 Est. Cost $57.49 Unrealized +14.0%
PPL PPL CORPORATION 4.1%
Value ($000) $176,707 Shares 6,189,367 Est. Cost $21.17 Unrealized -6.9%
DUK DUKE ENERGY CORP NEW 3.9%
Value ($000) $169,723 Shares 2,146,221 Est. Cost $57.17 Unrealized -1.3%
VST VISTRA ENERGY CORP. 3.1%
Value ($000) $133,786 Shares 5,654,542 Est. Cost $16.16 Unrealized +21.7%
NUE NUCOR CORPORATION 3.0%
Value ($000) $132,895 Shares 2,126,324 Est. Cost $49.98 Unrealized +8.2%
ETR ENTERGY CORPORATION 2.5%
Value ($000) $110,530 Shares 1,368,104 Est. Cost $29.87 Unrealized 0.0%
CHRW C.H. ROBINSON WORLDWIDE, INC. 2.4%
Value ($000) $104,828 Shares 1,253,027 Est. Cost $69.79 Unrealized +6.7%
EXTRACTION OIL & GAS INC 2.1%
Value ($000) $93,560 Shares 6,368,945 Est. Cost $16.81 Unrealized
DOWDUPONT INC. 2.0%
Value ($000) $89,407 Shares 1,356,292 Est. Cost $69.45 Unrealized
UNITED STATES STEEL CORP NEW 2.0%
Value ($000) $86,580 Shares 2,491,501 Est. Cost $34.98 Unrealized
AEP AMERICAN ELEC PWR INC 1.9%
Value ($000) $82,786 Shares 1,195,458 Est. Cost $51.29 Unrealized +0.4%
RS RELIANCE STEEL & ALUMINUM CO 1.9%
Value ($000) $81,842 Shares 934,905 Est. Cost $84.14 Unrealized +8.1%
ACM AECOM 1.8%
Value ($000) $80,420 Shares 2,434,759 Est. Cost $33.67 Unrealized -2.0%
MRC GLOBAL IN 1.7%
Value ($000) $75,674 Shares 3,492,137 Est. Cost $17.61 Unrealized
GRAN TIERRA ENERGY INC. 1.6%
Value ($000) $71,719 Shares 20,788,164 Est. Cost $2.67 Unrealized
CALLON PETROLEUM CO 1.6%
Value ($000) $71,105 Shares 6,620,618 Est. Cost $11.22 Unrealized
VENATOR MATLS PLC 1.6%
Value ($000) $69,168 Shares 4,227,858 Est. Cost $19.83 Unrealized
FSLR FIRST SOLAR, INC 1.6%
Value ($000) $68,067 Shares 1,292,562 Est. Cost $65.29 Unrealized +0.2%
HCC WARRIOR MET COAL INC 1.4%
Value ($000) $62,190 Shares 2,255,723 Est. Cost $25.86 Unrealized +1.9%
STN STANTEC INCORPORATED 1.4%
Value ($000) $61,695 Shares 2,403,011 Est. Cost $26.31 Unrealized
MPC MARATHON PETROLEUM CORPORATION 1.4%
Value ($000) $60,277 Shares 859,137 Est. Cost $60.02 Unrealized 0.0%
NRG NRG ENERGY, INC. 1.3%
Value ($000) $57,916 Shares 1,886,522 Est. Cost $19.29 Unrealized +39.1%
SUMMIT MATERIALS, INC. 1.3%
Value ($000) $55,657 Shares 2,120,263 Est. Cost $25.00 Unrealized
FERRO CORPORATION 1.3%
Value ($000) $55,525 Shares 2,663,037 Est. Cost $21.50 Unrealized
TE CONNECTIVITY LTD 1.3%
Value ($000) $55,105 Shares 611,871 Est. Cost $96.07 Unrealized
WAB WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORPORATION 1.2%
Value ($000) $54,062 Shares 548,416 Est. Cost $73.91 Unrealized +20.3%
PARSLEY ENERGY, INC. 1.1%
Value ($000) $49,456 Shares 1,633,291 Est. Cost $29.41 Unrealized
ROWAN COMPANIES PLC 1.1%
Value ($000) $48,023 Shares 2,960,719 Est. Cost $12.07 Unrealized
MCDERMOTT INTERNATIONAL, INC 1.0%
Value ($000) $45,791 Shares 2,330,318 Est. Cost $19.65 Unrealized
R RYDER SYSTEM INC 0.9%
Value ($000) $37,626 Shares 523,611 Est. Cost $70.10 Unrealized 0.0%
D DOMINION ENERGY INC 0.8%
Value ($000) $36,919 Shares 541,493 Est. Cost $51.66 Unrealized -10.3%
TRONOX LTD 0.8%
Value ($000) $36,815 Shares 1,870,683 Est. Cost $20.24 Unrealized
ATO ATMOS ENERGY CORP 0.8%
Value ($000) $36,777 Shares 408,000 Est. Cost $72.39 Unrealized -0.4%
PCG PG&E CORP 0.8%
Value ($000) $33,941 Shares 797,482 Est. Cost $49.01 Unrealized -12.6%
BTE BAYTEX ENERGY CORP. 0.8%
Value ($000) $33,774 Shares 10,144,900 Est. Cost $3.15 Unrealized +18.7%
SRE SEMPRA ENERGY 0.7%
Value ($000) $31,466 Shares 271,000 Est. Cost $42.70 Unrealized 0.0%
GPK GRAPHIC PACKAGING HLDGCO 0.7%
Value ($000) $30,915 Shares 2,130,604 Est. Cost $14.84 Unrealized 0.0%
FTV FORTIVE CORPORATION 0.7%
Value ($000) $30,754 Shares 398,829 Est. Cost $36.97 Unrealized +25.2%
PSX PHILLIPS 66 ORD SHS 0.7%
Value ($000) $30,197 Shares 268,869 Est. Cost $67.26 Unrealized +23.6%
EIX EDISON INTERNATIONAL 0.6%
Value ($000) $26,771 Shares 423,130 Est. Cost $54.90 Unrealized -18.4%
CVE CENOVUS ENERGY INC 0.6%
Value ($000) $26,553 Shares 2,557,500 Est. Cost $8.58 Unrealized +2.0%
TEEKAY OFFSHORE PARTNERS L.P. 0.6%
Value ($000) $26,237 Shares 9,938,496 Est. Cost $2.88 Unrealized
RIG TRANSOCEAN LTD 0.6%
Value ($000) $24,882 Shares 1,851,365 Est. Cost $10.38 Unrealized +18.6%
ENSCO PLC 0.5%
Value ($000) $22,968 Shares 3,163,622 Est. Cost $5.22 Unrealized
LYB LYONDELLBASELL INDUSTRIES N 0.5%
Value ($000) $20,774 Shares 189,115 Est. Cost $68.36 Unrealized 0.0%
UPS UNITED PARCEL SERVICE 0.5%
Value ($000) $20,600 Shares 193,918 Est. Cost $79.30 Unrealized +5.6%
KMI KINDER MORGAN INC DEL 0.4%
Value ($000) $19,185 Shares 1,085,700 Est. Cost $10.58 Unrealized 0.0%
AXTA AXALTA COATING SYS LTD 0.4%
Value ($000) $18,642 Shares 615,034 Est. Cost $31.35 Unrealized +0.0%
NI NISOURCE INC 0.4%
Value ($000) $18,204 Shares 692,698 Est. Cost $19.56 Unrealized -2.3%
CNQ CANADIAN NATURAL RESOURCES CMN 0.4%
Value ($000) $18,035 Shares 500,000 Est. Cost $11.72 Unrealized 0.0%
CAT CATERPILLAR INC DEL 0.4%
Value ($000) $17,655 Shares 130,132 Est. Cost $131.83 Unrealized -4.0%
NOBLE CORP PLC 0.4%
Value ($000) $17,582 Shares 2,777,624 Est. Cost $5.30 Unrealized
AWK AMERICAN WATER WORKS CO, INC. 0.4%
Value ($000) $17,573 Shares 205,816 Est. Cost $65.21 Unrealized +9.8%
OCEAN RIG UDW INC 0.4%
Value ($000) $17,105 Shares 580,213 Est. Cost $25.38 Unrealized
WTTR SELECT ENERGY SERVICES INC 0.4%
Value ($000) $16,514 Shares 1,136,532 Est. Cost $13.13 Unrealized
MTUS TIMKENSTEEL CORPORATION 0.4%
Value ($000) $16,051 Shares 981,708 Est. Cost $16.45 Unrealized +4.0%
PNW PINNACLE WEST CAPITAL CORP 0.3%
Value ($000) $14,408 Shares 178,848 Est. Cost $57.22 Unrealized 0.0%
VALE VALE S.A. ADR 0.3%
Value ($000) $13,629 Shares 1,063,100 Est. Cost $12.82 Unrealized
ETN EATON CORP PLC 0.3%
Value ($000) $13,381 Shares 179,034 Est. Cost $63.86 Unrealized +5.0%
GRAFTECH INTERNATIONAL LTD 0.3%
Value ($000) $11,974 Shares 665,570 Est. Cost $17.99 Unrealized
RYZ RYERSON HLDG CORP 0.3%
Value ($000) $11,100 Shares 995,499 Est. Cost $9.33 Unrealized +17.6%
FMC F M C CORP 0.2%
Value ($000) $10,823 Shares 121,317 Est. Cost $60.60 Unrealized -0.1%
HALCON RESOURCES CORPORATION 0.2%
Value ($000) $10,785 Shares 2,456,700 Est. Cost $4.39 Unrealized
CE CELANESE CORP DEL 0.2%
Value ($000) $10,058 Shares 90,560 Est. Cost $93.07 Unrealized +2.4%
ECL ECOLAB INC 0.2%
Value ($000) $10,037 Shares 71,524 Est. Cost $132.91 Unrealized 0.0%
EMN EASTMAN CHEMICAL COMPANY 0.2%
Value ($000) $10,004 Shares 100,080 Est. Cost $70.26 Unrealized +15.1%
CMC COMMERCIAL METALS CO 0.2%
Value ($000) $9,890 Shares 468,521 Est. Cost $17.60 Unrealized +10.3%
NEE NEXTERA ENERGY INC 0.2%
Value ($000) $9,417 Shares 56,379 Est. Cost $31.70 Unrealized +5.4%
DQ DAQO NEW ENERGY CORP-ADR 0.2%
Value ($000) $8,601 Shares 242,000 Est. Cost $35.54 Unrealized
SPY PUT/SPY @ 255 EXP 01/18/2019 0.2%
Value ($000) $8,149 Shares 9,634 Est. Cost $263.15 Unrealized
EVRG EVERGY INC 0.2%
Value ($000) $8,037 Shares 143,142 Est. Cost $40.03 Unrealized 0.0%
TUSK MAMMOTH ENERGY SERVICES, INC 0.2%
Value ($000) $7,578 Shares 223,133 Est. Cost $35.13 Unrealized 0.0%
HD SUPPLY HOLDINGS, INC. 0.2%
Value ($000) $7,506 Shares 175,000 Est. Cost $42.89 Unrealized
ADVANTAGE OIL & GAS LTD. 0.2%
Value ($000) $7,410 Shares 2,375,000 Est. Cost $3.51 Unrealized
PQ GROUP HOLDINGS INC. 0.2%
Value ($000) $6,875 Shares 381,956 Est. Cost $17.25 Unrealized
FBIN FORTUNE BRANDS HOME & SECURITY 0.2%
Value ($000) $6,711 Shares 125,000 Est. Cost $43.13 Unrealized 0.0%
CSIQ CANADIAN SOLAR INC 0.2%
Value ($000) $6,581 Shares 537,700 Est. Cost $15.02 Unrealized 0.0%
DE DEERE & CO 0.1%
Value ($000) $6,456 Shares 46,177 Est. Cost $143.98 Unrealized -8.8%
CONCHO RESOURCES INC 0.1%
Value ($000) $5,888 Shares 42,559 Est. Cost $138.35 Unrealized
RPM RPM INTERNATIONAL INC 0.1%
Value ($000) $5,832 Shares 100,000 Est. Cost $50.15 Unrealized 0.0%
STARS GROUP INC. (THE ) 0.1%
Value ($000) $5,445 Shares 150,000 Est. Cost $36.30 Unrealized
PBF PBF ENERGY INC 0.1%
Value ($000) $5,394 Shares 128,634 Est. Cost $41.85 Unrealized 0.0%
CIMAREX ENERGY CO 0.1%
Value ($000) $5,087 Shares 50,000 Est. Cost $93.50 Unrealized
SLB SCHLUMBERGER LTD 0.1%
Value ($000) $5,027 Shares 75,000 Est. Cost $55.08 Unrealized 0.0%
ANDEAVOR 0.1%
Value ($000) $4,995 Shares 38,076 Est. Cost $114.34 Unrealized
GOOS CANADA GOOSE HOLDINGS INC 0.1%
Value ($000) $4,120 Shares 70,000 Est. Cost $42.13 Unrealized 0.0%
EPRT ESSENTIAL PROPERTIES REALTY TRUST, INC. 0.1%
Value ($000) $4,062 Shares 300,000 Est. Cost $13.54 Unrealized
HLX HELIX ENERGY SOLUTNS GROUP INC 0.1%
Value ($000) $3,765 Shares 451,980 Est. Cost $6.82 Unrealized +7.7%
COMSCORE, INC 0.1%
Value ($000) $3,733 Shares 171,259 Est. Cost $21.80 Unrealized
EL PASO ELEC CO 0.1%
Value ($000) $3,546 Shares 60,000 Est. Cost $59.10 Unrealized
TELLURIAN, INC. 0.1%
Value ($000) $3,536 Shares 425,000 Est. Cost $8.32 Unrealized
DK DELEK US HOLDINGS INC 0.1%
Value ($000) $3,189 Shares 63,572 Est. Cost $38.59 Unrealized 0.0%
JACOBS ENGR GROUP INC DEL 0.1%
Value ($000) $3,177 Shares 50,044 Est. Cost $59.15 Unrealized
LAREDO PETROLEUM INC 0.1%
Value ($000) $2,886 Shares 300,000 Est. Cost $9.62 Unrealized
MOS MOSAIC CO NEW 0.1%
Value ($000) $2,704 Shares 96,400 Est. Cost $23.23 Unrealized +2.9%
OBSIDIAN ENERGY LTD 0.1%
Value ($000) $2,623 Shares 2,321,200 Est. Cost $1.08 Unrealized
OASIS PETROLEUM INC 0.1%
Value ($000) $2,594 Shares 200,000 Est. Cost $9.14 Unrealized
ENERGEN CORP 0.1%
Value ($000) $2,577 Shares 35,383 Est. Cost $72.83 Unrealized
UNITI GROUP INC. 0.1%
Value ($000) $2,404 Shares 120,000 Est. Cost $20.03 Unrealized
CALL/BERY @ 52.5 EXP 09/21/2018 0.1%
Value ($000) $2,360 Shares 22,704 Est. Cost $52.10 Unrealized
JKS JINKOSOLAR HOLDING CO-ADR 0.1%
Value ($000) $2,289 Shares 166,253 Est. Cost $13.77 Unrealized
MAS MASCO CORP 0.1%
Value ($000) $2,286 Shares 61,086 Est. Cost $34.09 Unrealized 0.0%
MGTX MEIRAGTX HOLDINGS PLC CMN 0.1%
Value ($000) $2,267 Shares 197,800 Est. Cost $13.41 Unrealized 0.0%
EP ENERGY CORPORATION 0.1%
Value ($000) $2,250 Shares 750,000 Est. Cost $2.58 Unrealized
NVT NVENT ELECTRIC PUBLIC LIMITED COMPANY 0.0%
Value ($000) $2,144 Shares 85,409 Est. Cost $21.84 Unrealized 0.0%
WEATHERFORD INTERNATIONAL PLC CMN 0.0%
Value ($000) $2,139 Shares 650,000 Est. Cost $3.29 Unrealized
XLI XLI US 12/18 P72.00 0.0%
Value ($000) $2,131 Shares 7,450 Est. Cost Unrealized
PAGS PAGSEGURO DIGITAL LTD. CLASS A 0.0%
Value ($000) $1,966 Shares 70,863 Est. Cost $33.06 Unrealized 0.0%
TRANSLATE BIO, INC. 0.0%
Value ($000) $1,925 Shares 152,163 Est. Cost $12.65 Unrealized
AK STL HLDG CORP 0.0%
Value ($000) $1,728 Shares 398,076 Est. Cost $5.66 Unrealized
ADM ARCHER DANIELS MIDLAND CO 0.0%
Value ($000) $1,725 Shares 37,635 Est. Cost $33.35 Unrealized +7.5%
MEG ENERGY CORP 0.0%
Value ($000) $1,669 Shares 200,000 Est. Cost $8.35 Unrealized
AZUL S.A. SPONSORED ADR CMN 0.0%
Value ($000) $1,636 Shares 100,000 Est. Cost $16.36 Unrealized
CVRR US 01/20 P30.00 0.0%
Value ($000) $1,395 Shares 899 Est. Cost Unrealized
INFRA AND ENERGY ALTRNTIVE INC 0.0%
Value ($000) $1,280 Shares 137,500 Est. Cost $8.84 Unrealized
TURQUOISE HILL RESOURCES LTD 0.0%
Value ($000) $1,136 Shares 400,000 Est. Cost $2.84 Unrealized
APLE APPLE HOSPITALITY REIT INC 0.0%
Value ($000) $1,118 Shares 62,507 Est. Cost $17.89 Unrealized
GTES GATES INDUSTRIAL CORPORATION PLC 0.0%
Value ($000) $1,099 Shares 67,544 Est. Cost $18.02 Unrealized -12.3%
NTR NUTRIEN LTD. 0.0%
Value ($000) $1,034 Shares 19,013 Est. Cost $38.32 Unrealized 0.0%
TKR TIMKEN CO 0.0%
Value ($000) $687 Shares 15,782 Est. Cost $48.40 Unrealized -3.6%
XOG US 09/18 C20.00 0.0%
Value ($000) $651 Shares 11,564 Est. Cost $16.81 Unrealized
RUSMF RUSSEL METALS INC 0.0%
Value ($000) $640 Shares 31,300 Est. Cost $15.44 Unrealized 0.0%
TREVALI MINING CORP 0.0%
Value ($000) $607 Shares 886,000 Est. Cost $0.69 Unrealized
PCG PCG US 07/18 P35.00 0.0%
Value ($000) $501 Shares 7,143 Est. Cost $49.01 Unrealized -12.6%
FLS FLOWSERVE CORP 0.0%
Value ($000) $478 Shares 11,824 Est. Cost $37.12 Unrealized 0.0%
PRMRF PARAMOUNT RESOURCES LTD -A 0.0%
Value ($000) $467 Shares 41,200 Est. Cost $5.21 Unrealized 0.0%
ROADRUNNER TRNSN SVCS HLDG I 0.0%
Value ($000) $416 Shares 199,021 Est. Cost $9.43 Unrealized
CRZO US 10/18 P25.00 0.0%
Value ($000) $375 Shares 2,000 Est. Cost Unrealized
CTRA COG US 07/18 C24.00 0.0%
Value ($000) $265 Shares 3,924 Est. Cost $19.40 Unrealized -11.3%
ANDE ANDERSONS INC 0.0%
Value ($000) $239 Shares 7,000 Est. Cost $27.83 Unrealized 0.0%
SHAWCOR LTD 0.0%
Value ($000) $223 Shares 11,500 Est. Cost $19.39 Unrealized
WTS/VISTRA ENERGY CORP. 35.0000 EXP02/02/2024 0.0%
Value ($000) $215 Shares 176,593 Est. Cost $1.22 Unrealized
NE US 09/18 P5.00 0.0%
Value ($000) $200 Shares 10,000 Est. Cost $5.30 Unrealized
BADGER DAYLIGHTING LTD 0.0%
Value ($000) $120 Shares 5,000 Est. Cost $21.30 Unrealized
USO US 07/18 P13.50 0.0%
Value ($000) $102 Shares 19,975 Est. Cost Unrealized
EC PUT/EC @ 15 EXP 08/17/2018 0.0%
Value ($000) $97 Shares 5,050 Est. Cost Unrealized
AR AR US 08/18 P17.50 0.0%
Value ($000) $48 Shares 4,797 Est. Cost Unrealized
ASH ASH US 07/18 C80.00 0.0%
Value ($000) $28 Shares 1,044 Est. Cost $57.49 Unrealized +14.0%
CNI CANADIAN NATL RY CO 0.0%
Value ($000) $19 Shares 227 Est. Cost $66.69 Unrealized +3.4%
GPRE GREEN PLAINS INC 0.0%
Value ($000) $1 Shares 15 Est. Cost $19.20 Unrealized 0.0%
OEC ORION ENGINEERED CARBONS S.A. CMN 0.0%
Value ($000) $1 Shares 10 Est. Cost $29.09 Unrealized 0.0%