LUMINUS MANAGEMENT LLC Quant / Systematic

CIK: 0001279151 · Show all filings

Period: Q3 2018 (← Previous) (Next →)

Filing Date: Nov 15, 2018

Total Value ($000): $6,135,656 (100.0% shares, 0.0% debt)

Holdings (150)

UNITED STATES OIL FUND LP ETF 12.6%
Value ($000) $776,000 Shares 500,000 Est. Cost $1552.00 Unrealized
SPY SPDR S&P 500 ETF TRUST 6.7%
Value ($000) $410,904 Shares 1,413,400 Est. Cost Unrealized
BERRY GLOBAL GROUP INC 5.1%
Value ($000) $312,429 Shares 6,456,488 Est. Cost $52.10 Unrealized
APD AIR PRODUCTS & CHEMICALS INC 4.7%
Value ($000) $287,643 Shares 1,721,899 Est. Cost $124.78 Unrealized +9.0%
VST VISTRA ENERGY CORP 4.5%
Value ($000) $274,445 Shares 11,030,753 Est. Cost $17.88 Unrealized +10.1%
ASH ASHLAND GLOBAL HOLDINGS INC 3.6%
Value ($000) $222,528 Shares 2,653,562 Est. Cost $57.49 Unrealized +28.1%
CTRA CABOT OIL & GAS CORP 3.4%
Value ($000) $210,457 Shares 9,345,319 Est. Cost $19.40 Unrealized -11.1%
CNP CENTERPOINT ENERGY INC 2.8%
Value ($000) $173,810 Shares 6,286,100 Est. Cost $22.53 Unrealized 0.0%
BERRY GLOBAL GROUP INC 2.6%
Value ($000) $160,964 Shares 3,326,400 Est. Cost $52.10 Unrealized
NUE NUCOR CORP 2.4%
Value ($000) $146,216 Shares 2,304,424 Est. Cost $50.34 Unrealized +8.4%
DUK DUKE ENERGY CORP 2.2%
Value ($000) $137,270 Shares 1,715,451 Est. Cost $57.17 Unrealized +5.0%
ETR ENTERGY CORP 2.2%
Value ($000) $136,062 Shares 1,677,086 Est. Cost $30.18 Unrealized +4.5%
UNITED STATES STEEL CORP 1.7%
Value ($000) $101,879 Shares 3,342,501 Est. Cost $33.84 Unrealized
RS RELIANCE STEEL & ALUMINUM 1.6%
Value ($000) $97,807 Shares 1,146,763 Est. Cost $84.95 Unrealized +4.2%
ACM AECOM 1.6%
Value ($000) $96,989 Shares 2,969,657 Est. Cost $33.31 Unrealized -4.8%
EXTRACTION OIL & GAS INC 1.4%
Value ($000) $87,621 Shares 7,760,895 Est. Cost $15.82 Unrealized
CHRW C.H. ROBINSON WORLDWIDE INC 1.4%
Value ($000) $84,301 Shares 860,913 Est. Cost $69.79 Unrealized +12.7%
CVE CENOVUS ENERGY INC 1.3%
Value ($000) $78,363 Shares 7,799,400 Est. Cost $8.53 Unrealized -0.3%
PPL PPL CORP 1.2%
Value ($000) $72,708 Shares 2,484,900 Est. Cost $21.17 Unrealized -0.2%
GRAN TIERRA ENERGY INC 1.2%
Value ($000) $70,675 Shares 18,505,979 Est. Cost $2.67 Unrealized
FERRO CORP 1.2%
Value ($000) $70,671 Shares 3,043,536 Est. Cost $21.72 Unrealized
CALLON PETROLEUM CO 1.1%
Value ($000) $66,612 Shares 5,555,596 Est. Cost $11.22 Unrealized
MRC GLOBAL INC 1.1%
Value ($000) $66,507 Shares 3,543,235 Est. Cost $17.62 Unrealized
ROWAN COMPANIES PLC-A 1.1%
Value ($000) $66,007 Shares 3,505,415 Est. Cost $18.83 Unrealized
MCDERMOTT INTL INC 1.1%
Value ($000) $65,199 Shares 3,537,659 Est. Cost $19.23 Unrealized
SUMMIT MATERIALS INC -CL A 1.0%
Value ($000) $64,290 Shares 3,536,307 Est. Cost $22.27 Unrealized
STN STANTEC INC 1.0%
Value ($000) $59,810 Shares 2,403,011 Est. Cost $26.31 Unrealized
R RYDER SYSTEM INC 1.0%
Value ($000) $58,524 Shares 800,931 Est. Cost $72.22 Unrealized +5.5%
SRE SEMPRA ENERGY 0.9%
Value ($000) $58,280 Shares 512,348 Est. Cost $44.05 Unrealized +3.4%
FSLR FIRST SOLAR INC 0.9%
Value ($000) $57,046 Shares 1,178,153 Est. Cost $65.29 Unrealized -20.5%
D DOMINION ENERGY INC 0.9%
Value ($000) $56,783 Shares 807,956 Est. Cost $51.44 Unrealized -0.9%
AEP AMERICAN ELECTRIC POWER 0.9%
Value ($000) $54,229 Shares 765,082 Est. Cost $51.29 Unrealized +7.0%
FE FIRSTENERGY CORP 0.8%
Value ($000) $49,192 Shares 1,323,429 Est. Cost $27.08 Unrealized 0.0%
HCC WARRIOR MET COAL INC 0.8%
Value ($000) $47,383 Shares 1,752,320 Est. Cost $25.86 Unrealized -1.2%
RIG TRANSOCEAN LTD 0.7%
Value ($000) $45,896 Shares 3,290,087 Est. Cost $11.27 Unrealized +10.2%
TE CONNECTIVITY LTD 0.7%
Value ($000) $42,345 Shares 481,579 Est. Cost $96.07 Unrealized
LYB LYONDELLBASELL INDU-CL A 0.7%
Value ($000) $40,553 Shares 395,600 Est. Cost $68.36 Unrealized +0.5%
CSIQ CANADIAN SOLAR INC 0.6%
Value ($000) $38,722 Shares 2,670,507 Est. Cost $14.02 Unrealized -1.8%
CAT CATERPILLAR INC 0.6%
Value ($000) $36,740 Shares 240,931 Est. Cost $126.62 Unrealized -4.8%
GPK GRAPHIC PACKAGING HOLDING CO 0.6%
Value ($000) $34,983 Shares 2,497,004 Est. Cost $14.78 Unrealized -2.4%
PSX PHILLIPS 66 0.6%
Value ($000) $33,784 Shares 299,713 Est. Cost $69.19 Unrealized +24.4%
CTRA CABOT OIL & GAS CORP 0.5%
Value ($000) $33,646 Shares 1,498,100 Est. Cost $19.40 Unrealized -11.1%
EVRG EVERGY INC 0.5%
Value ($000) $33,021 Shares 601,249 Est. Cost $42.09 Unrealized +1.5%
MTUS TIMKENSTEEL CORP 0.5%
Value ($000) $32,133 Shares 2,160,960 Est. Cost $15.66 Unrealized -4.2%
KMI KINDER MORGAN INC 0.5%
Value ($000) $31,924 Shares 1,800,592 Est. Cost $11.02 Unrealized +6.1%
PEG PUBLIC SERVICE ENTERPRISE GP 0.5%
Value ($000) $31,508 Shares 596,861 Est. Cost $40.69 Unrealized 0.0%
VENATOR MATERIALS PLC 0.5%
Value ($000) $31,011 Shares 3,445,672 Est. Cost $19.83 Unrealized
SO SOUTHERN CO/THE 0.5%
Value ($000) $30,112 Shares 690,636 Est. Cost $34.28 Unrealized 0.0%
DOWDUPONT INC 0.5%
Value ($000) $29,660 Shares 461,214 Est. Cost $69.45 Unrealized
PARSLEY ENERGY INC-CLASS A 0.4%
Value ($000) $26,325 Shares 900,000 Est. Cost $29.41 Unrealized
PPG PPG INDUSTRIES INC 0.4%
Value ($000) $24,848 Shares 227,700 Est. Cost $94.73 Unrealized 0.0%
TRONOX LTD-CL A 0.4%
Value ($000) $23,305 Shares 1,950,208 Est. Cost $19.91 Unrealized
XLI INDUSTRIAL SELECT SECT SPDR 0.4%
Value ($000) $23,128 Shares 295,000 Est. Cost Unrealized
TEEKAY OFFSHORE PARTNERS LP 0.4%
Value ($000) $22,338 Shares 9,545,949 Est. Cost $2.88 Unrealized
SPDR S&P OIL & GAS EXP & PR 0.4%
Value ($000) $21,645 Shares 500,000 Est. Cost Unrealized
ENSCO PLC-CL A 0.3%
Value ($000) $21,130 Shares 2,503,622 Est. Cost $8.44 Unrealized
FMC FMC CORP 0.3%
Value ($000) $20,808 Shares 238,681 Est. Cost $61.08 Unrealized +0.8%
EC ECOPETROL SA-SPONSORED ADR 0.3%
Value ($000) $20,020 Shares 743,400 Est. Cost Unrealized
FTV FORTIVE CORP 0.3%
Value ($000) $19,955 Shares 237,002 Est. Cost $36.97 Unrealized +34.5%
TSN TYSON FOODS INC-CL A 0.3%
Value ($000) $19,774 Shares 332,176 Est. Cost $50.84 Unrealized 0.0%
ATO ATMOS ENERGY CORP 0.3%
Value ($000) $19,063 Shares 203,000 Est. Cost $72.39 Unrealized +6.7%
CONCHO RESOURCES INC 0.3%
Value ($000) $18,299 Shares 119,800 Est. Cost $147.63 Unrealized
AWK AMERICAN WATER WORKS CO INC 0.3%
Value ($000) $18,105 Shares 205,816 Est. Cost $65.21 Unrealized +17.4%
PAGP PLAINS GP HOLDINGS LP-CL A 0.3%
Value ($000) $18,072 Shares 736,731 Est. Cost $24.53 Unrealized
ENCANA CORP 0.3%
Value ($000) $17,956 Shares 1,369,121 Est. Cost $13.11 Unrealized
NOBLE CORP PLC 0.3%
Value ($000) $17,219 Shares 2,449,424 Est. Cost $7.03 Unrealized
HALCON RESOURCES CORP 0.3%
Value ($000) $15,853 Shares 3,546,629 Est. Cost $4.41 Unrealized
ANADARKO PETROLEUM CORP 0.2%
Value ($000) $15,134 Shares 224,500 Est. Cost $67.41 Unrealized
PDC ENERGY INC 0.2%
Value ($000) $15,021 Shares 306,800 Est. Cost Unrealized
NOBLE ENERGY INC 0.2%
Value ($000) $14,952 Shares 479,400 Est. Cost $31.19 Unrealized
CNQ CANADIAN NATURAL RESOURCES 0.2%
Value ($000) $14,891 Shares 455,800 Est. Cost $11.72 Unrealized +0.8%
CVE CENOVUS ENERGY INC 0.2%
Value ($000) $13,844 Shares 1,380,300 Est. Cost $8.53 Unrealized -0.3%
CMC COMMERCIAL METALS CO 0.2%
Value ($000) $13,245 Shares 645,451 Est. Cost $17.94 Unrealized +5.1%
KNX KNIGHT-SWIFT TRANSPORTATION 0.2%
Value ($000) $12,842 Shares 372,452 Est. Cost $32.54 Unrealized 0.0%
BADGER DAYLIGHTING LTD CMN 0.2%
Value ($000) $11,400 Shares 5,000 Est. Cost $21.30 Unrealized
WLK WESTLAKE CHEMICAL CORP 0.2%
Value ($000) $11,270 Shares 135,600 Est. Cost $86.83 Unrealized 0.0%
DK DELEK US HOLDINGS INC 0.2%
Value ($000) $11,125 Shares 262,198 Est. Cost $38.51 Unrealized -0.1%
NRG NRG ENERGY INC 0.2%
Value ($000) $10,306 Shares 275,553 Est. Cost $19.29 Unrealized +44.4%
ECL ECOLAB INC 0.2%
Value ($000) $10,049 Shares 64,100 Est. Cost $132.91 Unrealized +3.1%
TURQUOISE HILL RESOURCES LTD 0.2%
Value ($000) $10,044 Shares 4,737,634 Est. Cost $2.18 Unrealized
RYZ RYERSON HOLDING CORP 0.2%
Value ($000) $9,817 Shares 868,791 Est. Cost $9.33 Unrealized +20.6%
VMC VULCAN MATERIALS CO 0.2%
Value ($000) $9,774 Shares 87,900 Est. Cost $108.68 Unrealized 0.0%
EMN EASTMAN CHEMICAL CO 0.2%
Value ($000) $9,696 Shares 101,300 Est. Cost $70.33 Unrealized +8.5%
CCK CROWN HOLDINGS INC 0.2%
Value ($000) $9,600 Shares 200,000 Est. Cost Unrealized
HOLLYFRONTIER CORP 0.2%
Value ($000) $9,564 Shares 136,828 Est. Cost $69.90 Unrealized
RIO RIO TINTO PLC-SPON ADR 0.1%
Value ($000) $8,910 Shares 174,643 Est. Cost $51.02 Unrealized
RPM RPM INTERNATIONAL INC 0.1%
Value ($000) $8,490 Shares 130,737 Est. Cost $53.50 Unrealized +20.4%
WTTR SELECT ENERGY SERVICES INC-A 0.1%
Value ($000) $8,286 Shares 699,823 Est. Cost $13.13 Unrealized
BHP BHP BILLITON LTD-SPON ADR 0.1%
Value ($000) $8,268 Shares 165,891 Est. Cost $49.84 Unrealized
HPE HEWLETT PACKARD ENTERPRISE 0.1%
Value ($000) $8,155 Shares 500,000 Est. Cost $12.66 Unrealized 0.0%
BHP BILLITON PLC-ADR 0.1%
Value ($000) $8,062 Shares 183,300 Est. Cost $43.98 Unrealized
FND FLOOR & DECOR HOLDINGS INC-A 0.1%
Value ($000) $7,879 Shares 261,159 Est. Cost $40.79 Unrealized 0.0%
DOV DOVER CORP 0.1%
Value ($000) $7,746 Shares 87,500 Est. Cost $73.78 Unrealized 0.0%
VALE VALE SA-SP ADR 0.1%
Value ($000) $7,241 Shares 487,963 Est. Cost $12.82 Unrealized
GM GENERAL MOTORS CO 0.1%
Value ($000) $7,132 Shares 211,835 Est. Cost $33.08 Unrealized 0.0%
PRAXAIR INC 0.1%
Value ($000) $7,053 Shares 43,881 Est. Cost $160.73 Unrealized
CONSOL ENERGY INC 0.1%
Value ($000) $6,919 Shares 169,536 Est. Cost $40.81 Unrealized
ECL ECOLAB INC 0.1%
Value ($000) $6,898 Shares 44,000 Est. Cost $132.91 Unrealized +3.1%
CRSP CRISPR THERAPEUTICS AG 0.1%
Value ($000) $5,974 Shares 134,700 Est. Cost $52.37 Unrealized 0.0%
HIMX HIMAX TECHNOLOGIES INC-ADR 0.1%
Value ($000) $5,880 Shares 1,000,000 Est. Cost $5.88 Unrealized
LAREDO PETROLEUM INC 0.1%
Value ($000) $5,781 Shares 707,596 Est. Cost $8.78 Unrealized
SEDG SOLAREDGE TECHNOLOGIES INC 0.1%
Value ($000) $5,648 Shares 150,000 Est. Cost Unrealized
ZS ZSCALER INC 0.1%
Value ($000) $5,588 Shares 137,036 Est. Cost $40.40 Unrealized 0.0%
AYI ACUITY BRANDS INC 0.1%
Value ($000) $5,423 Shares 34,500 Est. Cost $140.00 Unrealized 0.0%
AK STEEL HOLDING CORP 0.1%
Value ($000) $5,174 Shares 1,055,976 Est. Cost $5.19 Unrealized
TOL TOLL BROTHERS INC 0.1%
Value ($000) $4,955 Shares 150,000 Est. Cost $36.19 Unrealized 0.0%
ALTRA INDUSTRIAL MOTION CORP 0.1%
Value ($000) $4,873 Shares 118,000 Est. Cost $41.30 Unrealized
ARCH COAL INC - A 0.1%
Value ($000) $4,854 Shares 54,300 Est. Cost $89.39 Unrealized
MLM MARTIN MARIETTA MATERIALS 0.1%
Value ($000) $4,803 Shares 26,400 Est. Cost $195.48 Unrealized 0.0%
PBF PBF ENERGY INC-CLASS A 0.1%
Value ($000) $4,406 Shares 88,287 Est. Cost $41.85 Unrealized +13.5%
HIGHPOINT RESOURCES CORP 0.1%
Value ($000) $4,392 Shares 900,000 Est. Cost Unrealized
TEEKAY CORP 0.1%
Value ($000) $4,365 Shares 647,588 Est. Cost $6.74 Unrealized
MSTR MICROSTRATEGY INC-CL A 0.1%
Value ($000) $4,078 Shares 28,997 Est. Cost $14.05 Unrealized 0.0%
MTZ MASTEC INC 0.1%
Value ($000) $4,014 Shares 89,900 Est. Cost $46.29 Unrealized 0.0%
ARCONIC INC 0.1%
Value ($000) $3,997 Shares 181,600 Est. Cost $22.01 Unrealized
PUMP PROPETRO HOLDING CORP 0.1%
Value ($000) $3,899 Shares 236,451 Est. Cost $16.12 Unrealized 0.0%
JACOBS ENGINEERING GROUP INC 0.1%
Value ($000) $3,828 Shares 50,044 Est. Cost $59.15 Unrealized
AOS SMITH (A.O.) CORP 0.1%
Value ($000) $3,736 Shares 70,000 Est. Cost $51.29 Unrealized 0.0%
EL PASO ELECTRIC CO 0.1%
Value ($000) $3,432 Shares 60,000 Est. Cost $59.10 Unrealized
EOLS EVOLUS INC 0.1%
Value ($000) $3,423 Shares 183,860 Est. Cost $21.67 Unrealized 0.0%
STARS GROUP INC/THE 0.1%
Value ($000) $3,212 Shares 129,000 Est. Cost $36.30 Unrealized
CCJ CAMECO CORPORATION CMN 0.0%
Value ($000) $2,850 Shares 250,000 Est. Cost Unrealized
CCJ CAMECO CORPORATION CMN 0.0%
Value ($000) $2,850 Shares 250,000 Est. Cost Unrealized
NTR NUTRIEN LTD 0.0%
Value ($000) $2,827 Shares 48,988 Est. Cost $41.24 Unrealized +4.5%
SRC ENERGY INC 0.0%
Value ($000) $2,747 Shares 309,000 Est. Cost Unrealized
ROSEHILL RESOURCES INC 0.0%
Value ($000) $2,488 Shares 407,916 Est. Cost $6.10 Unrealized
ENERPLUS CORP 0.0%
Value ($000) $2,471 Shares 200,000 Est. Cost $12.36 Unrealized
SCANA CORP 0.0%
Value ($000) $2,291 Shares 58,900 Est. Cost $38.90 Unrealized
PWR QUANTA SERVICES INC 0.0%
Value ($000) $2,182 Shares 65,366 Est. Cost $33.38 Unrealized 0.0%
ENTASIS THERAPEUTICS HOLDING 0.0%
Value ($000) $2,130 Shares 195,750 Est. Cost $10.88 Unrealized
WPX ENERGY INC 0.0%
Value ($000) $2,012 Shares 100,000 Est. Cost $20.12 Unrealized
BJ BJ'S WHOLESALE CLUB HOLDINGS 0.0%
Value ($000) $2,009 Shares 75,000 Est. Cost $26.76 Unrealized 0.0%
LILIS ENERGY INC 0.0%
Value ($000) $1,958 Shares 399,500 Est. Cost $4.90 Unrealized
NWSA NEWS CORP - CLASS A 0.0%
Value ($000) $1,916 Shares 145,250 Est. Cost $12.92 Unrealized 0.0%
CVR REFINING LP 0.0%
Value ($000) $1,689 Shares 89,900 Est. Cost Unrealized
UNITED TECHNOLOGIES CORP 0.0%
Value ($000) $1,510 Shares 10,800 Est. Cost $139.81 Unrealized
ADM ARCHER-DANIELS-MIDLAND CO 0.0%
Value ($000) $1,508 Shares 30,000 Est. Cost $33.35 Unrealized +18.3%
PRESIDIO INC 0.0%
Value ($000) $1,504 Shares 98,608 Est. Cost $15.25 Unrealized
INFRASTRUCTURE AND ENERGY AL 0.0%
Value ($000) $1,444 Shares 137,500 Est. Cost $8.84 Unrealized
MOS MOSAIC CO/THE 0.0%
Value ($000) $1,199 Shares 36,900 Est. Cost $23.23 Unrealized +14.3%
DIEBOLD NIXDORF INC 0.0%
Value ($000) $1,125 Shares 250,000 Est. Cost $4.50 Unrealized
MPC MARATHON PETROLEUM CORP 0.0%
Value ($000) $731 Shares 9,137 Est. Cost $60.02 Unrealized +4.2%
TECK TECK RESOURCES LTD-CLS B 0.0%
Value ($000) $569 Shares 23,603 Est. Cost $24.04 Unrealized 0.0%
KRP KIMBELL ROYALTY PARTNERS LP 0.0%
Value ($000) $359 Shares 18,297 Est. Cost $19.62 Unrealized
VISTRA ENERGY CORP - CW24 0.0%
Value ($000) $260 Shares 176,593 Est. Cost $1.22 Unrealized
ROADRUNNER TRANSPORTATION SY 0.0%
Value ($000) $166 Shares 199,021 Est. Cost $9.43 Unrealized
CNI CANADIAN NATL RAILWAY CO 0.0%
Value ($000) $20 Shares 227 Est. Cost $66.69 Unrealized +14.0%
GTES GATES INDUSTRIAL CORP PLC 0.0%
Value ($000) $8 Shares 398 Est. Cost $18.02 Unrealized -2.9%
GPRE GREEN PLAINS INC 0.0%
Value ($000) $0 Shares 15 Est. Cost $19.20 Unrealized -10.8%
OEC ORION ENGINEERED CARBONS SA 0.0%
Value ($000) $0 Shares 10 Est. Cost $29.09 Unrealized +14.0%