LUMINUS MANAGEMENT LLC Quant / Systematic

CIK: 0001279151 · Show all filings

Period: Q1 2019 (← Previous) (Next →)

Filing Date: May 15, 2019

Total Value ($000): $4,655,259 (100.0% shares, 0.0% debt)

Holdings (125)

APD AIR PRODUCTS & CHEMICALS INC 4.9%
Value ($000) $229,704 Shares 1,202,889 Est. Cost $124.78 Unrealized +16.7%
FE FIRSTENERGY CORP 4.1%
Value ($000) $188,812 Shares 4,537,653 Est. Cost $28.28 Unrealized +6.1%
BERRY GLOBAL GROUP INC 4.0%
Value ($000) $187,474 Shares 3,480,124 Est. Cost $52.10 Unrealized
ASH ASHLAND GLOBAL HOLDINGS INC 4.0%
Value ($000) $185,257 Shares 2,371,136 Est. Cost $59.00 Unrealized +16.0%
CTRA CABOT OIL & GAS CORP 3.3%
Value ($000) $155,723 Shares 5,966,394 Est. Cost $19.36 Unrealized -3.7%
ACM AECOM 3.3%
Value ($000) $155,081 Shares 5,226,875 Est. Cost $31.48 Unrealized -8.7%
CVE CENOVUS ENERGY INC 3.2%
Value ($000) $149,044 Shares 17,156,079 Est. Cost $7.81 Unrealized -7.0%
VST VISTRA ENERGY CORP 3.1%
Value ($000) $146,052 Shares 5,610,903 Est. Cost $17.88 Unrealized +20.9%
D DOMINION ENERGY INC 3.1%
Value ($000) $144,046 Shares 1,879,027 Est. Cost $52.49 Unrealized +2.7%
ETR ENTERGY CORP 2.9%
Value ($000) $133,958 Shares 1,400,797 Est. Cost $30.18 Unrealized +16.7%
RIO RIO TINTO PLC 2.6%
Value ($000) $121,386 Shares 2,062,642 Est. Cost $58.81 Unrealized
CVE CENOVUS ENERGY INC 2.6%
Value ($000) $119,784 Shares 13,800,000 Est. Cost $7.81 Unrealized -7.0%
R RYDER SYSTEM INC 2.5%
Value ($000) $114,796 Shares 1,851,851 Est. Cost $63.14 Unrealized -7.3%
SPY SPDR S&P 500 ETF TRUST 2.2%
Value ($000) $101,693 Shares 360,000 Est. Cost Unrealized
CMC COMMERCIAL METALS CO 2.1%
Value ($000) $98,564 Shares 5,770,727 Est. Cost $15.52 Unrealized -5.7%
SPDR S&P OIL & GAS EXP & PR 2.1%
Value ($000) $98,368 Shares 3,200,000 Est. Cost Unrealized
KNX KNIGHT-SWIFT TRANSPORTATION 2.1%
Value ($000) $95,899 Shares 2,934,491 Est. Cost $29.21 Unrealized +1.6%
KANSAS CITY SOUTHERN 2.0%
Value ($000) $92,174 Shares 794,742 Est. Cost $115.98 Unrealized
PARSLEY ENERGY INC 1.9%
Value ($000) $86,548 Shares 4,484,363 Est. Cost $19.03 Unrealized
FERRO CORP 1.6%
Value ($000) $75,926 Shares 4,010,908 Est. Cost $20.48 Unrealized
FTI TECHNIPFMC PLC 1.6%
Value ($000) $73,805 Shares 3,137,974 Est. Cost $15.89 Unrealized 0.0%
EXC EXELON CORP 1.5%
Value ($000) $70,099 Shares 1,398,345 Est. Cost $24.93 Unrealized +7.3%
LIVENT CORP 1.5%
Value ($000) $68,248 Shares 5,557,635 Est. Cost $13.40 Unrealized
ENSCO PLC 1.5%
Value ($000) $67,990 Shares 17,300,281 Est. Cost $3.65 Unrealized
CALLON PETROLEUM CO 1.4%
Value ($000) $64,173 Shares 8,499,782 Est. Cost $9.58 Unrealized
RS RELIANCE STEEL & ALUMINUM 1.3%
Value ($000) $61,995 Shares 686,847 Est. Cost $84.38 Unrealized -1.2%
STN STANTEC INC 1.3%
Value ($000) $60,082 Shares 2,539,711 Est. Cost $26.07 Unrealized
GRAN TIERRA ENERGY INC 1.1%
Value ($000) $53,001 Shares 23,328,961 Est. Cost $2.57 Unrealized
HCC WARRIOR MET COAL INC 1.1%
Value ($000) $52,465 Shares 1,725,807 Est. Cost $25.83 Unrealized +5.9%
MPC MARATHON PETROLEUM CORP 1.1%
Value ($000) $51,686 Shares 863,591 Est. Cost $51.34 Unrealized -1.8%
EXTRACTION OIL & GAS INC 1.0%
Value ($000) $47,376 Shares 11,200,000 Est. Cost $12.29 Unrealized
TECK TECK RESOURCES LTD 1.0%
Value ($000) $46,545 Shares 2,007,970 Est. Cost $21.88 Unrealized +3.0%
XLU UTILITIES SELECT SECTOR SPDR 1.0%
Value ($000) $44,343 Shares 762,295 Est. Cost $58.17 Unrealized
ROWAN COMPANIES PLC 0.9%
Value ($000) $42,794 Shares 3,966,099 Est. Cost $8.39 Unrealized
TROX TRONOX HOLDINGS PLC 0.9%
Value ($000) $42,095 Shares 3,201,106 Est. Cost $10.58 Unrealized 0.0%
CAT CATERPILLAR INC 0.9%
Value ($000) $40,973 Shares 302,407 Est. Cost $123.73 Unrealized -7.4%
NUE NUCOR CORP 0.9%
Value ($000) $39,823 Shares 682,479 Est. Cost $50.34 Unrealized +0.7%
EIX EDISON INTERNATIONAL 0.8%
Value ($000) $36,744 Shares 593,410 Est. Cost $44.12 Unrealized 0.0%
UNITED TECHNOLOGIES CORP 0.8%
Value ($000) $35,973 Shares 279,100 Est. Cost $122.41 Unrealized
MTUS TIMKENSTEEL CORP 0.8%
Value ($000) $35,737 Shares 3,290,736 Est. Cost $14.02 Unrealized -17.8%
HON HONEYWELL INTERNATIONAL INC 0.8%
Value ($000) $35,678 Shares 224,500 Est. Cost $121.16 Unrealized 0.0%
FTV FORTIVE CORP 0.8%
Value ($000) $35,544 Shares 423,700 Est. Cost $41.67 Unrealized +13.6%
MT ARCELORMITTAL 0.8%
Value ($000) $35,171 Shares 1,725,767 Est. Cost $20.38 Unrealized
NI NISOURCE INC 0.8%
Value ($000) $35,134 Shares 1,225,878 Est. Cost $21.06 Unrealized +2.0%
BTE BAYTEX ENERGY CORP 0.8%
Value ($000) $35,006 Shares 20,585,472 Est. Cost $1.95 Unrealized -14.2%
MRC GLOBAL INC 0.7%
Value ($000) $32,576 Shares 1,863,621 Est. Cost $16.53 Unrealized
SOUTHWESTERN ENERGY CO 0.6%
Value ($000) $30,016 Shares 6,400,000 Est. Cost Unrealized
DOWDUPONT INC 0.6%
Value ($000) $29,848 Shares 559,900 Est. Cost $65.40 Unrealized
LYFT LYFT INC 0.6%
Value ($000) $27,402 Shares 350,000 Est. Cost $78.29 Unrealized 0.0%
UNITED STATES STEEL CORP 0.5%
Value ($000) $25,163 Shares 1,291,059 Est. Cost $27.57 Unrealized
TURQUOISE HILL RESOURCES LTD 0.5%
Value ($000) $24,224 Shares 14,592,989 Est. Cost $1.79 Unrealized
ATO ATMOS ENERGY CORP 0.5%
Value ($000) $23,398 Shares 227,318 Est. Cost $76.29 Unrealized +8.1%
AWK AMERICAN WATER WORKS CO INC 0.5%
Value ($000) $21,458 Shares 205,816 Est. Cost $65.21 Unrealized +32.3%
RIG TRANSOCEAN LTD 0.5%
Value ($000) $21,312 Shares 2,446,867 Est. Cost $10.69 Unrealized -19.9%
NRG NRG ENERGY INC 0.5%
Value ($000) $21,240 Shares 500,000 Est. Cost $28.52 Unrealized +20.7%
ECL ECOLAB INC 0.4%
Value ($000) $20,196 Shares 114,400 Est. Cost $139.63 Unrealized +8.1%
NVT NVENT ELECTRIC PLC 0.4%
Value ($000) $20,036 Shares 742,627 Est. Cost $20.84 Unrealized +6.7%
ENPH ENPHASE ENERGY INC 0.4%
Value ($000) $19,069 Shares 2,066,004 Est. Cost $6.78 Unrealized +12.2%
CC CHEMOURS CO/THE 0.4%
Value ($000) $18,657 Shares 502,070 Est. Cost $23.57 Unrealized +15.9%
FTCHQ FARFETCH LTD 0.3%
Value ($000) $16,007 Shares 594,843 Est. Cost $22.41 Unrealized 0.0%
PSX PHILLIPS 66 0.3%
Value ($000) $15,983 Shares 167,946 Est. Cost $69.19 Unrealized +4.0%
VLO VALERO ENERGY CORP 0.3%
Value ($000) $15,909 Shares 187,544 Est. Cost $65.55 Unrealized -4.8%
LINDE PLC 0.3%
Value ($000) $15,447 Shares 87,800 Est. Cost $156.04 Unrealized
NOBLE CORP PLC 0.3%
Value ($000) $14,748 Shares 5,138,842 Est. Cost $2.62 Unrealized
GOL LINHAS AEREAS INTEL 0.3%
Value ($000) $14,674 Shares 1,124,462 Est. Cost $13.05 Unrealized
CSIQ CANADIAN SOLAR INC 0.3%
Value ($000) $14,309 Shares 768,043 Est. Cost $14.02 Unrealized +46.6%
FSLR FIRST SOLAR INC 0.3%
Value ($000) $14,129 Shares 267,390 Est. Cost $64.09 Unrealized -21.4%
BHP GROUP PLC 0.3%
Value ($000) $13,605 Shares 281,802 Est. Cost $48.28 Unrealized
XLI INDUSTRIAL SELECT SECT SPDR 0.3%
Value ($000) $13,455 Shares 179,326 Est. Cost $75.03 Unrealized
UNIVAR INC 0.3%
Value ($000) $12,742 Shares 575,000 Est. Cost $22.16 Unrealized
THIRD POINT REINSURANCE LTD 0.3%
Value ($000) $12,668 Shares 1,220,438 Est. Cost $10.38 Unrealized
HOLLYFRONTIER CORP 0.2%
Value ($000) $11,509 Shares 233,587 Est. Cost $49.27 Unrealized
TSN TYSON FOODS INC 0.2%
Value ($000) $11,421 Shares 164,492 Est. Cost $50.60 Unrealized +0.7%
SWX SOUTHWEST GAS HOLDINGS INC 0.2%
Value ($000) $10,797 Shares 131,258 Est. Cost $80.25 Unrealized -0.4%
HALCON RESOURCES CORP 0.2%
Value ($000) $10,746 Shares 7,960,213 Est. Cost $2.90 Unrealized
VMC VULCAN MATERIALS CO 0.2%
Value ($000) $10,455 Shares 88,300 Est. Cost $108.56 Unrealized -6.2%
EMN EASTMAN CHEMICAL CO 0.2%
Value ($000) $10,092 Shares 133,000 Est. Cost $66.53 Unrealized -6.6%
LYB LYONDELLBASELL INDU 0.2%
Value ($000) $9,997 Shares 118,900 Est. Cost $57.98 Unrealized -4.3%
JKS JINKOSOLAR HOLDING CO 0.2%
Value ($000) $9,288 Shares 516,000 Est. Cost Unrealized
LAREDO PETROLEUM INC 0.2%
Value ($000) $8,548 Shares 2,766,300 Est. Cost $3.09 Unrealized
SQM QUIMICA Y MINERA CHIL 0.2%
Value ($000) $8,526 Shares 221,813 Est. Cost $38.44 Unrealized
TEEKAY OFFSHORE PARTNERS LP 0.2%
Value ($000) $8,354 Shares 6,961,835 Est. Cost $2.88 Unrealized
PRESIDIO INC 0.2%
Value ($000) $7,766 Shares 524,696 Est. Cost $14.80 Unrealized
ANADARKO PETROLEUM CORP 0.2%
Value ($000) $7,732 Shares 170,000 Est. Cost $45.48 Unrealized
SUMMIT MATERIALS INC 0.2%
Value ($000) $7,302 Shares 460,125 Est. Cost $21.41 Unrealized
EC ECOPETROL SA 0.2%
Value ($000) $6,992 Shares 326,100 Est. Cost Unrealized
MYOKARDIA INC 0.1%
Value ($000) $6,759 Shares 130,000 Est. Cost $51.99 Unrealized
RYZ RYERSON HOLDING CORP 0.1%
Value ($000) $6,668 Shares 778,913 Est. Cost $9.33 Unrealized -16.9%
SOUTH JERSEY INDUSTRIES 0.1%
Value ($000) $6,418 Shares 200,135 Est. Cost $27.80 Unrealized
LNG CHENIERE ENERGY INC 0.1%
Value ($000) $6,043 Shares 88,397 Est. Cost $65.73 Unrealized 0.0%
TAP MOLSON COORS BREWING CO 0.1%
Value ($000) $5,965 Shares 100,000 Est. Cost $51.32 Unrealized 0.0%
TRGP TARGA RESOURCES CORP 0.1%
Value ($000) $5,800 Shares 139,600 Est. Cost $33.69 Unrealized 0.0%
DHI DR HORTON INC 0.1%
Value ($000) $5,765 Shares 139,315 Est. Cost $36.40 Unrealized 0.0%
FUL FULLER H B CO 0.1%
Value ($000) $5,681 Shares 116,797 Est. Cost $41.25 Unrealized +6.1%
BHP BHP GROUP LTD 0.1%
Value ($000) $5,035 Shares 92,100 Est. Cost $54.67 Unrealized
ARCH COAL INC 0.1%
Value ($000) $4,561 Shares 49,968 Est. Cost $89.89 Unrealized
TRINSEO SA 0.1%
Value ($000) $4,063 Shares 89,700 Est. Cost $45.77 Unrealized
GPK GRAPHIC PACKAGING HOLDING CO 0.1%
Value ($000) $4,054 Shares 321,000 Est. Cost $12.14 Unrealized 0.0%
MCDERMOTT INTL INC 0.1%
Value ($000) $4,038 Shares 542,700 Est. Cost $19.23 Unrealized
AXA EQUITABLE HOLDINGS INC 0.1%
Value ($000) $4,028 Shares 200,000 Est. Cost $20.14 Unrealized
LQDA LIQUIDIA TECHNOLOGIES INC 0.1%
Value ($000) $3,705 Shares 325,604 Est. Cost $16.03 Unrealized 0.0%
EL PASO ELECTRIC CO 0.1%
Value ($000) $3,529 Shares 60,000 Est. Cost $59.10 Unrealized
HTLD HEARTLAND EXPRESS INC 0.1%
Value ($000) $3,437 Shares 178,244 Est. Cost $19.86 Unrealized 0.0%
DE DEERE & CO 0.1%
Value ($000) $2,837 Shares 17,750 Est. Cost $131.78 Unrealized +9.7%
GPRE GREEN PLAINS INC 0.1%
Value ($000) $2,712 Shares 162,600 Est. Cost $15.32 Unrealized -2.1%
KR KROGER CO 0.1%
Value ($000) $2,460 Shares 100,000 Est. Cost $23.61 Unrealized 0.0%
NAK NORTHERN DYNASTY MINERALS 0.1%
Value ($000) $2,357 Shares 3,915,831 Est. Cost $0.78 Unrealized 0.0%
SNNAQ SIENNA BIOPHARMACEUTICALS IN 0.0%
Value ($000) $2,203 Shares 949,400 Est. Cost $2.71 Unrealized 0.0%
CNH CNH INDUSTRIAL NV 0.0%
Value ($000) $2,108 Shares 206,700 Est. Cost $7.84 Unrealized 0.0%
OASIS PETROLEUM INC 0.0%
Value ($000) $2,002 Shares 331,493 Est. Cost $5.86 Unrealized
DK DELEK US HOLDINGS INC 0.0%
Value ($000) $1,604 Shares 44,046 Est. Cost $38.51 Unrealized -30.2%
NTR NUTRIEN LTD 0.0%
Value ($000) $1,583 Shares 30,000 Est. Cost $41.03 Unrealized +0.4%
JAGGED PEAK ENERGY INC 0.0%
Value ($000) $1,571 Shares 150,000 Est. Cost $10.47 Unrealized
ALTA MESA RESOURCES INC 0.0%
Value ($000) $1,560 Shares 5,877,864 Est. Cost $0.29 Unrealized
VENATOR MATERIALS PLC 0.0%
Value ($000) $1,399 Shares 248,951 Est. Cost $19.83 Unrealized
PRECISION BIOSCIENCES INC 0.0%
Value ($000) $1,346 Shares 75,000 Est. Cost $17.95 Unrealized
DQ DAQO NEW ENERGY CORP 0.0%
Value ($000) $951 Shares 28,806 Est. Cost $23.40 Unrealized
SQM QUIMICA Y MINERA CHIL 0.0%
Value ($000) $596 Shares 15,500 Est. Cost $38.44 Unrealized
NEXT NEXTDECADE CORP 0.0%
Value ($000) $401 Shares 72,701 Est. Cost $5.05 Unrealized -17.4%
VISTRA ENERGY CORP 0.0%
Value ($000) $383 Shares 176,593 Est. Cost $1.22 Unrealized
SEADRILL LTD 0.0%
Value ($000) $382 Shares 45,963 Est. Cost $9.75 Unrealized
AVD AMERICAN VANGUARD CORP 0.0%
Value ($000) $327 Shares 19,015 Est. Cost $15.94 Unrealized +7.3%
BADGER DAYLIGHTING LTD 0.0%
Value ($000) $152 Shares 5,000 Est. Cost $21.30 Unrealized
INFRASTRUCTURE AND ENERGY AL 0.0%
Value ($000) $122 Shares 23,200 Est. Cost $8.84 Unrealized
MARATHON OIL CORP 0.0%
Value ($000) $89 Shares 5,300 Est. Cost $16.79 Unrealized