LUMINUS MANAGEMENT LLC Quant / Systematic

CIK: 0001279151 · Show all filings

Period: Q2 2019 (← Previous) (Next →)

Filing Date: Aug 14, 2019

Total Value ($000): $4,168,690 (99.2% shares, 0.8% debt)

Holdings (114)

CVE CENOVUS ENERGY INC 4.7%
Value ($000) $197,276 Shares 22,366,549 Est. Cost $7.84 Unrealized +1.1%
NRG NRG ENERGY INC 4.7%
Value ($000) $195,735 Shares 5,573,327 Est. Cost $31.12 Unrealized +0.8%
FE FIRSTENERGY CORP 4.7%
Value ($000) $195,022 Shares 4,555,516 Est. Cost $28.28 Unrealized +13.3%
SPY SPDR S&P 500 ETF TRUST 4.4%
Value ($000) $182,393 Shares 622,500 Est. Cost $293.00 Unrealized
ACM AECOM 4.3%
Value ($000) $177,354 Shares 4,685,700 Est. Cost $31.48 Unrealized +1.5%
BERRY GLOBAL GROUP INC 4.0%
Value ($000) $168,499 Shares 3,204,012 Est. Cost $52.10 Unrealized
APD AIR PRODUCTS & CHEMICALS INC 3.7%
Value ($000) $153,850 Shares 679,638 Est. Cost $124.78 Unrealized +41.2%
R RYDER SYSTEM INC 3.2%
Value ($000) $132,335 Shares 2,269,889 Est. Cost $62.47 Unrealized -4.7%
ETR ENTERGY CORP 3.1%
Value ($000) $128,938 Shares 1,252,673 Est. Cost $30.18 Unrealized +27.1%
ASH ASHLAND GLOBAL HOLDINGS INC 2.7%
Value ($000) $113,350 Shares 1,417,406 Est. Cost $59.00 Unrealized +16.7%
MPC MARATHON PETROLEUM CORP 2.3%
Value ($000) $95,634 Shares 1,711,411 Est. Cost $47.84 Unrealized -7.5%
ATO ATMOS ENERGY CORP 2.3%
Value ($000) $94,319 Shares 893,511 Est. Cost $84.35 Unrealized +3.3%
PARSLEY ENERGY INC-CLASS A 2.0%
Value ($000) $85,144 Shares 4,478,922 Est. Cost $19.03 Unrealized
CTRA CABOT OIL & GAS CORP 2.0%
Value ($000) $82,222 Shares 3,581,098 Est. Cost $19.36 Unrealized -2.0%
FTI TECHNIPFMC PLC 1.9%
Value ($000) $79,404 Shares 3,061,071 Est. Cost $15.89 Unrealized +4.5%
NI NISOURCE INC 1.8%
Value ($000) $76,808 Shares 2,666,933 Est. Cost $21.92 Unrealized +3.3%
ENSCO ROWAN PLC - CLASS A 1.8%
Value ($000) $75,821 Shares 8,888,707 Est. Cost $8.53 Unrealized
SPDR S&P OIL & GAS EXP & PR 1.8%
Value ($000) $73,575 Shares 2,700,000 Est. Cost Unrealized
D DOMINION ENERGY INC 1.7%
Value ($000) $69,431 Shares 897,973 Est. Cost $52.49 Unrealized +8.3%
MT ARCELORMITTAL-NY REGISTERED 1.6%
Value ($000) $67,239 Shares 3,729,282 Est. Cost $19.12 Unrealized
MCDERMOTT INTL INC 1.6%
Value ($000) $65,311 Shares 6,760,941 Est. Cost $10.43 Unrealized
TROX TRONOX HOLDINGS PLC- A 1.5%
Value ($000) $63,850 Shares 4,996,065 Est. Cost $11.18 Unrealized +9.6%
ED CONSOLIDATED EDISON INC 1.5%
Value ($000) $63,060 Shares 719,208 Est. Cost $67.85 Unrealized 0.0%
ARCH COAL INC - A 1.5%
Value ($000) $62,220 Shares 660,439 Est. Cost $93.88 Unrealized
STN STANTEC INC 1.5%
Value ($000) $60,571 Shares 2,523,611 Est. Cost $26.07 Unrealized
CMC COMMERCIAL METALS CO 1.4%
Value ($000) $57,355 Shares 3,213,164 Est. Cost $15.52 Unrealized -5.9%
CALLON PETROLEUM CO 1.3%
Value ($000) $54,304 Shares 8,240,315 Est. Cost $9.58 Unrealized
FERRO CORP 1.3%
Value ($000) $53,992 Shares 3,417,231 Est. Cost $20.48 Unrealized
CNP CENTERPOINT ENERGY INC 1.3%
Value ($000) $52,217 Shares 1,823,841 Est. Cost $24.68 Unrealized 0.0%
EXTRACTION OIL & GAS INC 1.2%
Value ($000) $50,725 Shares 11,714,665 Est. Cost $11.94 Unrealized
VST VISTRA ENERGY CORP 1.1%
Value ($000) $47,566 Shares 2,100,979 Est. Cost $17.88 Unrealized +20.6%
KNX KNIGHT-SWIFT TRANSPORTATION 1.1%
Value ($000) $44,830 Shares 1,365,111 Est. Cost $29.21 Unrealized +2.1%
GRAN TIERRA ENERGY INC 1.1%
Value ($000) $43,996 Shares 27,815,359 Est. Cost $2.41 Unrealized
BTE BAYTEX ENERGY CORP 1.0%
Value ($000) $42,819 Shares 27,621,272 Est. Cost $1.89 Unrealized -8.6%
MRC GLOBAL INC 1.0%
Value ($000) $42,741 Shares 2,496,541 Est. Cost $16.68 Unrealized
LIVENT CORP 1.0%
Value ($000) $41,561 Shares 6,005,871 Est. Cost $12.92 Unrealized
ENPH ENPHASE ENERGY INC 0.8%
Value ($000) $34,206 Shares 1,876,374 Est. Cost $6.78 Unrealized +103.0%
NRG ENERGY INC 0.8%
Value ($000) $33,645 Shares 31,500,000 Est. Cost $1.07 Unrealized
BHP GROUP PLC-ADR 0.8%
Value ($000) $32,431 Shares 634,534 Est. Cost $49.85 Unrealized
LAREDO PETROLEUM INC 0.7%
Value ($000) $31,017 Shares 10,695,485 Est. Cost $2.95 Unrealized
FTV FORTIVE CORP 0.7%
Value ($000) $30,440 Shares 373,400 Est. Cost $41.67 Unrealized +21.2%
ES EVERSOURCE ENERGY 0.7%
Value ($000) $29,630 Shares 391,104 Est. Cost $57.84 Unrealized 0.0%
AQUA AMERICA INC 0.7%
Value ($000) $29,618 Shares 715,929 Est. Cost $41.37 Unrealized
SPY SPDR S&P 500 ETF TRUST 0.7%
Value ($000) $27,793 Shares 94,858 Est. Cost $293.00 Unrealized
CIMAREX ENERGY CO 0.7%
Value ($000) $27,262 Shares 459,498 Est. Cost $59.33 Unrealized
FLR FLUOR CORP 0.6%
Value ($000) $27,013 Shares 801,800 Est. Cost $32.41 Unrealized 0.0%
AWK AMERICAN WATER WORKS CO INC 0.6%
Value ($000) $26,894 Shares 231,844 Est. Cost $68.83 Unrealized +41.6%
MTUS TIMKENSTEEL CORP 0.6%
Value ($000) $26,508 Shares 3,260,504 Est. Cost $14.02 Unrealized -35.4%
CMS CMS ENERGY CORP 0.6%
Value ($000) $25,814 Shares 445,755 Est. Cost $46.19 Unrealized 0.0%
HOLLYFRONTIER CORP 0.6%
Value ($000) $24,926 Shares 538,587 Est. Cost $47.58 Unrealized
RS RELIANCE STEEL & ALUMINUM 0.5%
Value ($000) $22,723 Shares 240,146 Est. Cost $84.38 Unrealized +6.1%
HCC WARRIOR MET COAL INC 0.5%
Value ($000) $22,349 Shares 855,612 Est. Cost $25.83 Unrealized +10.3%
TURQUOISE HILL RESOURCES LTD 0.5%
Value ($000) $20,676 Shares 16,674,503 Est. Cost $1.72 Unrealized
GLOBAL BLOOD THERAPEUTICS IN 0.5%
Value ($000) $20,368 Shares 387,230 Est. Cost $52.60 Unrealized
LINDE PLC 0.5%
Value ($000) $20,140 Shares 100,300 Est. Cost $161.62 Unrealized
HON HONEYWELL INTERNATIONAL INC 0.5%
Value ($000) $20,025 Shares 114,700 Est. Cost $121.16 Unrealized +14.4%
UNITED TECHNOLOGIES CORP 0.4%
Value ($000) $16,927 Shares 130,011 Est. Cost $122.41 Unrealized
FSLR FIRST SOLAR INC 0.4%
Value ($000) $16,381 Shares 249,399 Est. Cost $64.09 Unrealized -6.1%
CSIQ CANADIAN SOLAR INC 0.4%
Value ($000) $15,232 Shares 697,770 Est. Cost $14.02 Unrealized +41.3%
BHP BHP GROUP LTD-SPON ADR 0.3%
Value ($000) $14,417 Shares 248,094 Est. Cost $56.83 Unrealized
DUK DUKE ENERGY CORP 0.3%
Value ($000) $13,615 Shares 154,300 Est. Cost $67.76 Unrealized 0.0%
HCM HUTCHISON CHINA MEDITECH-ADR 0.3%
Value ($000) $13,200 Shares 600,000 Est. Cost $22.00 Unrealized
JAGGED PEAK ENERGY INC 0.3%
Value ($000) $13,071 Shares 1,580,498 Est. Cost $8.48 Unrealized
CC CHEMOURS CO/THE 0.3%
Value ($000) $12,580 Shares 524,175 Est. Cost $23.52 Unrealized -5.2%
BIOHAVEN PHARMACEUTICAL HOLD 0.3%
Value ($000) $12,572 Shares 287,105 Est. Cost $43.79 Unrealized
ZTO ZTO EXPRESS CAYMAN INC-ADR 0.3%
Value ($000) $12,298 Shares 643,198 Est. Cost $19.12 Unrealized
ASH ASHLAND GLOBAL HOLDINGS INC 0.3%
Value ($000) $11,996 Shares 150,000 Est. Cost $59.00 Unrealized +16.7%
OSISKO GOLD ROYALTIES LTD 0.3%
Value ($000) $11,720 Shares 1,124,387 Est. Cost $10.42 Unrealized
PDD PINDUODUO INC-ADR 0.3%
Value ($000) $11,125 Shares 539,254 Est. Cost $20.63 Unrealized
POLYONE CORPORATION 0.3%
Value ($000) $10,440 Shares 332,600 Est. Cost $31.39 Unrealized
MRNA MODERNA INC 0.2%
Value ($000) $10,158 Shares 693,832 Est. Cost $21.48 Unrealized 0.0%
SQM QUIMICA Y MINERA CHIL-SP ADR 0.2%
Value ($000) $10,136 Shares 325,813 Est. Cost $36.10 Unrealized
RIG TRANSOCEAN LTD 0.2%
Value ($000) $9,862 Shares 1,538,603 Est. Cost $10.69 Unrealized -30.5%
PSX PHILLIPS 66 0.2%
Value ($000) $9,845 Shares 105,251 Est. Cost $69.19 Unrealized -1.0%
NVT NVENT ELECTRIC PLC 0.2%
Value ($000) $9,811 Shares 395,775 Est. Cost $20.84 Unrealized +7.9%
NSA NATIONAL STORAGE AFFILIATES 0.2%
Value ($000) $9,732 Shares 336,287 Est. Cost $28.94 Unrealized
LAUR LAUREATE EDUCATION INC-A 0.2%
Value ($000) $8,523 Shares 542,509 Est. Cost $15.93 Unrealized 0.0%
HOSTESS BRANDS INC 0.2%
Value ($000) $8,310 Shares 575,486 Est. Cost $14.44 Unrealized
CRESCENT POINT ENERGY CORP 0.2%
Value ($000) $7,305 Shares 2,209,201 Est. Cost $3.31 Unrealized
NOBLE CORP PLC 0.1%
Value ($000) $6,089 Shares 3,255,895 Est. Cost $2.62 Unrealized
WHITING PETROLEUM CORP 0.1%
Value ($000) $5,889 Shares 315,242 Est. Cost $18.68 Unrealized
OASIS PETROLEUM INC 0.1%
Value ($000) $5,684 Shares 1,000,682 Est. Cost $5.74 Unrealized
NEE NEXTERA ENERGY INC 0.1%
Value ($000) $5,258 Shares 25,664 Est. Cost $41.79 Unrealized 0.0%
VENATOR MATERIALS PLC 0.1%
Value ($000) $5,147 Shares 973,005 Est. Cost $9.01 Unrealized
CAT CATERPILLAR INC 0.1%
Value ($000) $4,826 Shares 35,413 Est. Cost $123.73 Unrealized -7.3%
SRC ENERGY INC 0.1%
Value ($000) $4,589 Shares 925,298 Est. Cost $4.96 Unrealized
XLI INDUSTRIAL SELECT SECT SPDR 0.1%
Value ($000) $4,278 Shares 55,255 Est. Cost $75.03 Unrealized
RR DONNELLEY & SONS CO 0.1%
Value ($000) $3,920 Shares 1,990,000 Est. Cost $1.97 Unrealized
SOUTHWESTERN ENERGY CO 0.1%
Value ($000) $3,160 Shares 1,000,000 Est. Cost Unrealized
MALLINCKRODT PLC 0.1%
Value ($000) $3,144 Shares 342,479 Est. Cost $9.18 Unrealized
NTR NUTRIEN LTD 0.1%
Value ($000) $2,673 Shares 50,000 Est. Cost $41.28 Unrealized +0.9%
PBF PBF ENERGY INC-CLASS A 0.0%
Value ($000) $1,639 Shares 52,376 Est. Cost $29.84 Unrealized 0.0%
HALCON RESOURCES CORP 0.0%
Value ($000) $1,407 Shares 7,960,213 Est. Cost $2.90 Unrealized
NEW ORIENTAL EDUCATIO-SP ADR 0.0%
Value ($000) $1,352 Shares 14,000 Est. Cost $96.57 Unrealized
STLD STEEL DYNAMICS INC 0.0%
Value ($000) $1,308 Shares 43,300 Est. Cost $26.59 Unrealized 0.0%
ROCKWELL MEDICAL INC 0.0%
Value ($000) $1,273 Shares 422,853 Est. Cost $3.01 Unrealized
RYZ RYERSON HOLDING CORP 0.0%
Value ($000) $1,202 Shares 144,288 Est. Cost $9.33 Unrealized -5.7%
NAK NORTHERN DYNASTY MINERALS 0.0%
Value ($000) $1,181 Shares 1,961,112 Est. Cost $0.78 Unrealized -33.4%
MARATHON OIL CORP 0.0%
Value ($000) $1,101 Shares 77,500 Est. Cost $14.38 Unrealized
BRIGHAM MINERALS INC-CL A 0.0%
Value ($000) $1,073 Shares 50,000 Est. Cost $21.46 Unrealized
ALEXCO RESOURCE CORP 0.0%
Value ($000) $1,019 Shares 893,565 Est. Cost $1.14 Unrealized
FAST FASTENAL CO 0.0%
Value ($000) $1,001 Shares 30,700 Est. Cost $13.93 Unrealized 0.0%
WHR WHIRLPOOL CORP 0.0%
Value ($000) $997 Shares 7,000 Est. Cost $134.10 Unrealized 0.0%
DE DEERE & CO 0.0%
Value ($000) $878 Shares 5,300 Est. Cost $131.78 Unrealized +7.3%
ALTA MESA RESOURCES INC-A 0.0%
Value ($000) $858 Shares 5,877,864 Est. Cost $0.29 Unrealized
AVD AMERICAN VANGUARD CORP 0.0%
Value ($000) $736 Shares 47,771 Est. Cost $15.26 Unrealized -2.9%
PIONEER NATURAL RESOURCES CO 0.0%
Value ($000) $692 Shares 4,500 Est. Cost $153.78 Unrealized
COHERENT INC 0.0%
Value ($000) $505 Shares 3,700 Est. Cost $136.49 Unrealized
SQM QUIMICA Y MINERA CHIL-SP ADR 0.0%
Value ($000) $482 Shares 15,500 Est. Cost $36.10 Unrealized
VISTRA ENERGY CORP - CW24 0.0%
Value ($000) $341 Shares 176,593 Est. Cost $1.22 Unrealized
UNITED STATES STEEL CORP 0.0%
Value ($000) $268 Shares 17,500 Est. Cost $27.57 Unrealized
CONTINENTAL RESOURCES INC/OK 0.0%
Value ($000) $210 Shares 5,000 Est. Cost $42.00 Unrealized
BADGER DAYLIGHTING LTD 0.0%
Value ($000) $182 Shares 5,000 Est. Cost $21.30 Unrealized
GPRE GREEN PLAINS INC 0.0%
Value ($000) $127 Shares 11,810 Est. Cost $15.32 Unrealized -3.0%