LUMINUS MANAGEMENT LLC Quant / Systematic

CIK: 0001279151 · Show all filings

Period: Q4 2018 (← Previous) (Next →)

Filing Date: Feb 14, 2019

Total Value ($000): $4,941,364 (100.0% shares, 0.0% debt)

Holdings (139)

SPY SPDR S&P 500 ETF TRUST 6.7%
Value ($000) $331,144 Shares 1,325,000 Est. Cost Unrealized
BERRY GLOBAL GROUP INC 5.8%
Value ($000) $288,574 Shares 6,071,399 Est. Cost $52.10 Unrealized
VST VISTRA ENERGY CORP 4.7%
Value ($000) $234,649 Shares 10,251,170 Est. Cost $17.88 Unrealized +12.8%
ASH ASHLAND GLOBAL HOLDINGS INC 4.4%
Value ($000) $218,841 Shares 3,084,000 Est. Cost $59.00 Unrealized +15.7%
APD AIR PRODUCTS & CHEMICALS INC 4.4%
Value ($000) $215,751 Shares 1,348,023 Est. Cost $124.78 Unrealized +6.8%
SPDR S&P OIL & GAS EXPLORATION 3.1%
Value ($000) $153,906 Shares 5,801,200 Est. Cost Unrealized
D DOMINION ENERGY INC 2.8%
Value ($000) $139,349 Shares 1,950,031 Est. Cost $52.49 Unrealized +1.4%
FE FIRSTENERGY CORP 2.8%
Value ($000) $138,659 Shares 3,692,657 Est. Cost $27.89 Unrealized +1.6%
ETR ENTERGY CORP 2.8%
Value ($000) $136,482 Shares 1,585,710 Est. Cost $30.18 Unrealized +8.7%
CTRA CABOT OIL & GAS CORP 2.6%
Value ($000) $126,810 Shares 5,673,806 Est. Cost $19.40 Unrealized -7.8%
ACM AECOM 2.4%
Value ($000) $116,699 Shares 4,403,751 Est. Cost $31.99 Unrealized -8.5%
CVE CENOVUS ENERGY INC 2.2%
Value ($000) $106,790 Shares 15,174,223 Est. Cost $7.88 Unrealized -8.7%
UNITED STATES STEEL CORP 2.1%
Value ($000) $101,896 Shares 5,586,379 Est. Cost $27.57 Unrealized
R RYDER SYSTEM INC 2.0%
Value ($000) $98,693 Shares 2,049,707 Est. Cost $63.14 Unrealized -9.2%
CTRA CABOT OIL & GAS CORP 2.0%
Value ($000) $96,429 Shares 4,314,500 Est. Cost $19.40 Unrealized -7.8%
EXC EXELON CORP 1.9%
Value ($000) $95,325 Shares 2,113,637 Est. Cost $24.93 Unrealized 0.0%
KNX KNIGHT-SWIFT TRANSPORTATION HO 1.9%
Value ($000) $93,410 Shares 3,725,969 Est. Cost $29.21 Unrealized -1.3%
RS RELIANCE STEEL & ALUMINUM CO 1.8%
Value ($000) $90,276 Shares 1,268,461 Est. Cost $84.38 Unrealized -6.5%
JACOBS ENGINEERING GROUP INC 1.6%
Value ($000) $78,412 Shares 1,341,290 Est. Cost $58.49 Unrealized
NUE NUCOR CORP 1.3%
Value ($000) $66,647 Shares 1,286,371 Est. Cost $50.34 Unrealized +0.7%
PARSLEY ENERGY INC 1.3%
Value ($000) $63,992 Shares 4,004,490 Est. Cost $19.00 Unrealized
FERRO CORP 1.2%
Value ($000) $58,725 Shares 3,745,190 Est. Cost $20.59 Unrealized
LIVENT CORP 1.1%
Value ($000) $56,592 Shares 4,100,837 Est. Cost $13.80 Unrealized
STN STANTEC INC 1.1%
Value ($000) $55,687 Shares 2,539,711 Est. Cost $26.07 Unrealized
CALLON PETROLEUM CO 1.1%
Value ($000) $55,164 Shares 8,499,782 Est. Cost $9.58 Unrealized
MRC GLOBAL INC 1.1%
Value ($000) $54,405 Shares 4,448,503 Est. Cost $16.53 Unrealized
PEG PUBLIC SERVICE ENTERPRISE GROU 1.0%
Value ($000) $50,526 Shares 970,719 Est. Cost $41.31 Unrealized +2.4%
CNP CENTERPOINT ENERGY INC 1.0%
Value ($000) $50,395 Shares 1,785,160 Est. Cost $22.53 Unrealized +0.6%
GRAN TIERRA ENERGY INC 1.0%
Value ($000) $50,235 Shares 23,106,716 Est. Cost $2.57 Unrealized
RIG TRANSOCEAN LTD 1.0%
Value ($000) $49,462 Shares 7,127,122 Est. Cost $10.69 Unrealized -4.7%
EXTRACTION OIL & GAS INC 1.0%
Value ($000) $47,979 Shares 11,183,995 Est. Cost $12.29 Unrealized
ROWAN COS PLC 1.0%
Value ($000) $47,954 Shares 5,715,581 Est. Cost $8.39 Unrealized
HCC WARRIOR MET COAL INC 1.0%
Value ($000) $47,396 Shares 1,965,841 Est. Cost $25.83 Unrealized -1.1%
ENSCO PLC 0.9%
Value ($000) $45,916 Shares 12,897,733 Est. Cost $3.56 Unrealized
ECL ECOLAB INC 0.9%
Value ($000) $43,719 Shares 296,700 Est. Cost $139.63 Unrealized +1.3%
NRG NRG ENERGY INC 0.8%
Value ($000) $41,627 Shares 1,051,181 Est. Cost $28.52 Unrealized +11.5%
VLO VALERO ENERGY CORP 0.8%
Value ($000) $40,643 Shares 542,128 Est. Cost $65.55 Unrealized 0.0%
CMC COMMERCIAL METALS CO 0.8%
Value ($000) $37,499 Shares 2,340,734 Est. Cost $16.82 Unrealized -2.5%
BTE BAYTEX ENERGY CORP 0.7%
Value ($000) $36,801 Shares 20,829,785 Est. Cost $1.95 Unrealized 0.0%
ATO ATMOS ENERGY CORP 0.7%
Value ($000) $36,442 Shares 393,035 Est. Cost $76.29 Unrealized +5.5%
CAT CATERPILLAR INC 0.7%
Value ($000) $36,187 Shares 284,780 Est. Cost $124.29 Unrealized -10.3%
FTV FORTIVE CORP 0.7%
Value ($000) $35,200 Shares 520,247 Est. Cost $41.67 Unrealized +9.4%
KMI KINDER MORGAN INC/DE 0.7%
Value ($000) $35,019 Shares 2,276,892 Est. Cost $11.06 Unrealized +1.3%
TECK TECK RESOURCES LTD 0.7%
Value ($000) $34,834 Shares 1,617,164 Est. Cost $21.72 Unrealized -0.2%
VALE VALE SA 0.7%
Value ($000) $32,244 Shares 2,444,591 Est. Cost $13.12 Unrealized
NVT NVENT ELECTRIC PLC 0.6%
Value ($000) $31,273 Shares 1,392,368 Est. Cost $20.84 Unrealized 0.0%
MTUS TIMKENSTEEL CORP 0.6%
Value ($000) $31,140 Shares 3,562,927 Est. Cost $14.02 Unrealized -18.1%
TURQUOISE HILL RESOURCES LTD 0.6%
Value ($000) $29,133 Shares 17,656,550 Est. Cost $1.79 Unrealized
MCDERMOTT INTERNATIONAL INC 0.5%
Value ($000) $23,042 Shares 3,523,183 Est. Cost $19.23 Unrealized
DOWDUPONT INC 0.5%
Value ($000) $22,419 Shares 419,200 Est. Cost $69.45 Unrealized
LNT ALLIANT ENERGY CORP 0.4%
Value ($000) $21,616 Shares 511,611 Est. Cost $35.19 Unrealized 0.0%
CC CHEMOURS CO/THE 0.4%
Value ($000) $21,379 Shares 757,566 Est. Cost $23.57 Unrealized 0.0%
PSX PHILLIPS 66 0.4%
Value ($000) $19,363 Shares 224,764 Est. Cost $69.19 Unrealized +5.9%
TSN TYSON FOODS INC 0.4%
Value ($000) $19,363 Shares 362,611 Est. Cost $50.60 Unrealized -5.1%
CVE CENOVUS ENERGY INC 0.4%
Value ($000) $19,333 Shares 2,750,000 Est. Cost $7.88 Unrealized -8.7%
AWK AMERICAN WATER WORKS CO INC 0.4%
Value ($000) $18,682 Shares 205,816 Est. Cost $65.21 Unrealized +22.5%
SRE SEMPRA ENERGY 0.4%
Value ($000) $18,495 Shares 170,948 Est. Cost $44.05 Unrealized +2.6%
CRESCENT POINT ENERGY CORP 0.4%
Value ($000) $18,468 Shares 6,085,039 Est. Cost $3.03 Unrealized
SRC ENERGY INC 0.4%
Value ($000) $18,403 Shares 3,915,552 Est. Cost $4.70 Unrealized
TRONOX LTD 0.4%
Value ($000) $18,170 Shares 2,335,498 Est. Cost $17.91 Unrealized
LYB LYONDELLBASELL INDUSTRIES NV 0.4%
Value ($000) $17,297 Shares 208,000 Est. Cost $57.98 Unrealized 0.0%
MTZ MASTEC INC 0.3%
Value ($000) $16,528 Shares 407,500 Est. Cost $43.77 Unrealized -1.6%
CSIQ CANADIAN SOLAR INC 0.3%
Value ($000) $16,270 Shares 1,134,606 Est. Cost $14.02 Unrealized +7.5%
PARSLEY ENERGY INC 0.3%
Value ($000) $15,980 Shares 1,000,000 Est. Cost $19.00 Unrealized
WR GRACE & CO 0.3%
Value ($000) $15,202 Shares 234,200 Est. Cost $64.91 Unrealized
LINDE PLC 0.3%
Value ($000) $15,011 Shares 96,200 Est. Cost $156.04 Unrealized
NOBLE CORP PLC 0.3%
Value ($000) $13,790 Shares 5,263,410 Est. Cost $2.62 Unrealized
BUNGE LTD 0.3%
Value ($000) $13,561 Shares 253,769 Est. Cost $53.44 Unrealized
EMN EASTMAN CHEMICAL CO 0.3%
Value ($000) $13,299 Shares 181,900 Est. Cost $66.53 Unrealized -7.2%
HALCON RESOURCES CORP 0.3%
Value ($000) $13,277 Shares 7,810,213 Est. Cost $2.93 Unrealized
TME TENCENT MUSIC ENTERTAINMENT GR 0.3%
Value ($000) $13,220 Shares 1,000,000 Est. Cost $13.22 Unrealized
SKY SKYLINE CHAMPION CORP 0.3%
Value ($000) $13,206 Shares 899,000 Est. Cost $22.10 Unrealized 0.0%
CALLON PETROLEUM CO 0.3%
Value ($000) $12,980 Shares 2,000,000 Est. Cost $9.58 Unrealized
NI NISOURCE INC 0.3%
Value ($000) $12,381 Shares 488,408 Est. Cost $20.42 Unrealized 0.0%
TEEKAY OFFSHORE PARTNERS LP 0.2%
Value ($000) $11,507 Shares 9,509,549 Est. Cost $2.88 Unrealized
MPC MARATHON PETROLEUM CORP 0.2%
Value ($000) $11,231 Shares 190,317 Est. Cost $54.53 Unrealized -0.5%
CCK CROWN HOLDINGS INC 0.2%
Value ($000) $11,224 Shares 270,000 Est. Cost $43.94 Unrealized 0.0%
CCK CROWN HOLDINGS INC 0.2%
Value ($000) $10,892 Shares 262,012 Est. Cost $43.94 Unrealized 0.0%
ED CONSOLIDATED EDISON INC 0.2%
Value ($000) $10,757 Shares 140,688 Est. Cost $60.48 Unrealized 0.0%
WESTROCK CO 0.2%
Value ($000) $10,592 Shares 280,500 Est. Cost $37.76 Unrealized
EMR EMERSON ELECTRIC CO 0.2%
Value ($000) $10,508 Shares 175,868 Est. Cost $57.00 Unrealized 0.0%
FSLR FIRST SOLAR INC 0.2%
Value ($000) $10,442 Shares 245,950 Est. Cost $65.29 Unrealized -32.8%
UNITED TECHNOLOGIES CORP 0.2%
Value ($000) $10,307 Shares 96,800 Est. Cost $110.20 Unrealized
DE DEERE & CO 0.2%
Value ($000) $9,980 Shares 66,900 Est. Cost $131.78 Unrealized 0.0%
AVANGRID INC 0.2%
Value ($000) $9,702 Shares 193,700 Est. Cost $50.09 Unrealized
LOW LOWE'S COS INC 0.2%
Value ($000) $9,670 Shares 104,700 Est. Cost $84.62 Unrealized 0.0%
SWX SOUTHWEST GAS HOLDINGS INC 0.2%
Value ($000) $9,248 Shares 120,883 Est. Cost $80.28 Unrealized 0.0%
PCG PG&E CORP 0.2%
Value ($000) $9,123 Shares 384,138 Est. Cost $35.37 Unrealized 0.0%
VMC VULCAN MATERIALS CO 0.2%
Value ($000) $8,574 Shares 86,783 Est. Cost $108.68 Unrealized -12.3%
AQUA AMERICA INC 0.2%
Value ($000) $8,336 Shares 243,800 Est. Cost $34.19 Unrealized
HIMX HIMAX TECHNOLOGIES INC 0.2%
Value ($000) $7,655 Shares 2,231,800 Est. Cost $4.53 Unrealized
MLM MARTIN MARIETTA MATERIALS INC 0.1%
Value ($000) $6,892 Shares 40,100 Est. Cost $186.30 Unrealized -9.5%
APTIV PLC 0.1%
Value ($000) $6,687 Shares 108,600 Est. Cost $61.57 Unrealized
GM GENERAL MOTORS CO 0.1%
Value ($000) $6,568 Shares 196,350 Est. Cost $33.08 Unrealized -5.3%
ITB ISHARES U.S. HOME CONSTRUCTION 0.1%
Value ($000) $6,403 Shares 213,149 Est. Cost $30.04 Unrealized
CIMAREX ENERGY CO 0.1%
Value ($000) $6,165 Shares 100,000 Est. Cost $61.65 Unrealized
SOUTH JERSEY INDUSTRIES INC 0.1%
Value ($000) $6,002 Shares 215,886 Est. Cost $27.80 Unrealized
ARCONIC INC 0.1%
Value ($000) $5,894 Shares 349,566 Est. Cost $19.54 Unrealized
VIVINT SOLAR INC 0.1%
Value ($000) $5,713 Shares 1,499,497 Est. Cost $3.81 Unrealized
POLYONE CORP 0.1%
Value ($000) $5,677 Shares 198,500 Est. Cost $28.60 Unrealized
VENATOR MATERIALS PLC 0.1%
Value ($000) $5,487 Shares 1,309,503 Est. Cost $19.83 Unrealized
INTELSAT SA 0.1%
Value ($000) $5,455 Shares 255,014 Est. Cost $21.39 Unrealized
BIOHAVEN PHARMACEUTICAL HOLDIN 0.1%
Value ($000) $5,394 Shares 145,850 Est. Cost $36.98 Unrealized
FUL HB FULLER CO 0.1%
Value ($000) $5,242 Shares 122,850 Est. Cost $41.25 Unrealized 0.0%
NTR NUTRIEN LTD 0.1%
Value ($000) $5,212 Shares 110,900 Est. Cost $41.03 Unrealized -0.4%
DY DYCOM INDUSTRIES INC 0.1%
Value ($000) $5,142 Shares 95,147 Est. Cost $67.20 Unrealized 0.0%
KOS KOSMOS ENERGY LTD 0.1%
Value ($000) $5,088 Shares 1,250,000 Est. Cost $5.90 Unrealized 0.0%
RYZ RYERSON HOLDING CORP 0.1%
Value ($000) $5,014 Shares 790,870 Est. Cost $9.33 Unrealized -7.3%
EXP EAGLE MATERIALS INC 0.1%
Value ($000) $4,980 Shares 81,600 Est. Cost $69.18 Unrealized 0.0%
JKS JINKOSOLAR HOLDING CO LTD 0.1%
Value ($000) $4,945 Shares 500,000 Est. Cost Unrealized
SUMMIT MATERIALS INC 0.1%
Value ($000) $4,939 Shares 398,333 Est. Cost $22.27 Unrealized
TRINSEO SA 0.1%
Value ($000) $4,033 Shares 88,100 Est. Cost $45.78 Unrealized
DK DELEK US HOLDINGS INC 0.1%
Value ($000) $4,033 Shares 124,046 Est. Cost $38.51 Unrealized -23.0%
OLN OLIN CORP 0.1%
Value ($000) $4,022 Shares 200,000 Est. Cost Unrealized
CE CELANESE CORP 0.1%
Value ($000) $3,835 Shares 42,628 Est. Cost $85.53 Unrealized 0.0%
SEADRILL LTD 0.1%
Value ($000) $3,736 Shares 383,158 Est. Cost $9.75 Unrealized
ENPH ENPHASE ENERGY INC 0.1%
Value ($000) $3,194 Shares 675,148 Est. Cost $5.08 Unrealized 0.0%
PAGP PLAINS GP HOLDINGS LP 0.1%
Value ($000) $3,125 Shares 155,476 Est. Cost $24.53 Unrealized
ARCH COAL INC 0.1%
Value ($000) $3,044 Shares 36,680 Est. Cost $89.39 Unrealized
EL PASO ELECTRIC CO 0.1%
Value ($000) $3,008 Shares 60,000 Est. Cost $59.10 Unrealized
SHW SHERWIN-WILLIAMS CO/THE 0.1%
Value ($000) $2,990 Shares 7,600 Est. Cost $126.58 Unrealized 0.0%
VBI VACCINES INC 0.1%
Value ($000) $2,809 Shares 1,755,330 Est. Cost $1.60 Unrealized
GLOBAL BLOOD THERAPEUTICS INC 0.1%
Value ($000) $2,567 Shares 62,524 Est. Cost $41.06 Unrealized
PBF PBF ENERGY INC 0.0%
Value ($000) $2,231 Shares 68,287 Est. Cost $41.85 Unrealized -3.6%
AGCO AGCO CORP 0.0%
Value ($000) $1,670 Shares 30,000 Est. Cost $46.49 Unrealized 0.0%
DQ DAQO NEW ENERGY CORP 0.0%
Value ($000) $1,286 Shares 54,949 Est. Cost $23.40 Unrealized
CVR REFINING LP 0.0%
Value ($000) $1,180 Shares 113,100 Est. Cost Unrealized
INFRASTRUCTURE AND ENERGY ALTE 0.0%
Value ($000) $1,126 Shares 137,500 Est. Cost $8.84 Unrealized
DAR DARLING INGREDIENTS INC 0.0%
Value ($000) $866 Shares 45,000 Est. Cost $20.27 Unrealized 0.0%
NOBLE ENERGY INC 0.0%
Value ($000) $844 Shares 45,000 Est. Cost $31.19 Unrealized
AVD AMERICAN VANGUARD CORP 0.0%
Value ($000) $792 Shares 52,125 Est. Cost $15.94 Unrealized 0.0%
OASIS PETROLEUM INC 0.0%
Value ($000) $664 Shares 120,000 Est. Cost $5.53 Unrealized
RIO RIO TINTO PLC 0.0%
Value ($000) $534 Shares 11,024 Est. Cost $51.02 Unrealized
GPRE GREEN PLAINS INC 0.0%
Value ($000) $507 Shares 38,647 Est. Cost $16.37 Unrealized -0.0%
NEXT NEXTDECADE CORP 0.0%
Value ($000) $393 Shares 72,701 Est. Cost $5.05 Unrealized 0.0%
VISTRA ENERGY CORP 0.0%
Value ($000) $247 Shares 176,593 Est. Cost $1.22 Unrealized
ALTA MESA RESOURCES INC 0.0%
Value ($000) $197 Shares 196,939 Est. Cost $1.00 Unrealized
BADGER DAYLIGHTING LTD 0.0%
Value ($000) $118 Shares 5,000 Est. Cost $21.30 Unrealized
OEC ORION ENGINEERED CARBONS SA 0.0%
Value ($000) $0 Shares 10 Est. Cost $29.09 Unrealized -10.3%