LUMINUS MANAGEMENT LLC Quant / Systematic

CIK: 0001279151 · Show all filings

Period: Q2 2013 (Next →)

Filing Date: Aug 14, 2013

Total Value ($000): $1,196,640 (100.0% shares, 0.0% debt)

Holdings (114)

DYNEGY INC NEW DEL 11.5%
Value ($000) $137,315 Shares 6,089,333 Est. Cost $22.55 Unrealized
DUK DUKE ENERGY CORP NEW 9.9%
Value ($000) $117,895 Shares 1,746,593 Est. Cost $41.83 Unrealized 0.0%
CALPINE CORP 9.2%
Value ($000) $110,326 Shares 5,196,708 Est. Cost $21.23 Unrealized
PPL PPL CORP 5.0%
Value ($000) $59,609 Shares 1,969,895 Est. Cost $16.36 Unrealized 0.0%
AEP AMERICAN ELEC PWR INC 4.0%
Value ($000) $48,031 Shares 1,072,600 Est. Cost $30.44 Unrealized 0.0%
AEE AMEREN CORP 3.5%
Value ($000) $41,374 Shares 1,201,347 Est. Cost $23.26 Unrealized 0.0%
NATIONAL GRID PLC 3.3%
Value ($000) $39,414 Shares 695,499 Est. Cost $56.67 Unrealized
NV ENERGY INC 2.9%
Value ($000) $35,043 Shares 1,493,733 Est. Cost $23.46 Unrealized
PCG PG&E CORP 2.6%
Value ($000) $31,573 Shares 690,426 Est. Cost $38.88 Unrealized 0.0%
LACLEDE GROUP INC 2.5%
Value ($000) $30,431 Shares 666,480 Est. Cost $45.66 Unrealized
EIX EDISON INTL 2.2%
Value ($000) $26,503 Shares 550,311 Est. Cost $30.71 Unrealized 0.0%
POR PORTLAND GEN ELEC CO 2.1%
Value ($000) $25,684 Shares 839,613 Est. Cost $19.65 Unrealized 0.0%
SWX SOUTHWEST GAS CORP 1.8%
Value ($000) $21,071 Shares 450,340 Est. Cost $48.72 Unrealized 0.0%
MRC GLOBAL INC 1.7%
Value ($000) $20,238 Shares 732,736 Est. Cost $27.62 Unrealized
OGE OGE ENERGY CORP 1.7%
Value ($000) $19,957 Shares 292,622 Est. Cost $34.79 Unrealized 0.0%
CONSOL ENERGY INC 1.7%
Value ($000) $19,905 Shares 734,487 Est. Cost $27.10 Unrealized
SRE SEMPRA ENERGY 1.4%
Value ($000) $17,349 Shares 212,200 Est. Cost $27.60 Unrealized 0.0%
STLD STEEL DYNAMICS INC 1.4%
Value ($000) $16,853 Shares 1,130,336 Est. Cost $11.35 Unrealized 0.0%
INTEGRYS ENERGY GROUP INC 1.4%
Value ($000) $16,277 Shares 278,100 Est. Cost $58.53 Unrealized
PEG PUBLIC SVC ENTERPRISE GROUP 1.3%
Value ($000) $16,001 Shares 489,915 Est. Cost $21.73 Unrealized 0.0%
CLOUD PEAK ENERGY INC 1.3%
Value ($000) $15,402 Shares 934,601 Est. Cost $16.48 Unrealized
AGL RES INC 1.2%
Value ($000) $14,916 Shares 348,026 Est. Cost $42.86 Unrealized
PWR QUANTA SVCS INC 1.2%
Value ($000) $14,442 Shares 545,809 Est. Cost $27.23 Unrealized 0.0%
AQUA AMERICA INC 1.0%
Value ($000) $12,525 Shares 400,299 Est. Cost $31.29 Unrealized
ACM AECOM TECHNOLOGY CORP DELAWA 0.9%
Value ($000) $10,587 Shares 333,014 Est. Cost $29.07 Unrealized 0.0%
MCDERMOTT INTL INC 0.9%
Value ($000) $10,476 Shares 1,280,711 Est. Cost $8.18 Unrealized
ECL ECOLAB INC 0.9%
Value ($000) $10,263 Shares 120,476 Est. Cost $73.48 Unrealized 0.0%
PPG PPG INDS INC 0.8%
Value ($000) $9,850 Shares 67,279 Est. Cost $59.61 Unrealized 0.0%
PIEDMONT NAT GAS INC 0.8%
Value ($000) $9,790 Shares 290,161 Est. Cost $33.74 Unrealized
VLO VALERO ENERGY CORP NEW 0.7%
Value ($000) $8,761 Shares 251,973 Est. Cost $24.01 Unrealized 0.0%
HE HAWAIIAN ELEC INDUSTRIES 0.7%
Value ($000) $8,105 Shares 320,241 Est. Cost $26.62 Unrealized 0.0%
MPC MARATHON PETE CORP 0.6%
Value ($000) $7,626 Shares 107,313 Est. Cost $27.55 Unrealized 0.0%
GENERAL CABLE CORP DEL NEW 0.6%
Value ($000) $7,405 Shares 240,809 Est. Cost $30.75 Unrealized
ETN EATON CORP PLC 0.6%
Value ($000) $7,022 Shares 106,698 Est. Cost $46.59 Unrealized 0.0%
PBF PBF ENERGY INC 0.6%
Value ($000) $6,922 Shares 267,252 Est. Cost $29.73 Unrealized 0.0%
NJR NEW JERSEY RES 0.6%
Value ($000) $6,811 Shares 164,000 Est. Cost $14.85 Unrealized 0.0%
VALE VALE S A 0.5%
Value ($000) $6,476 Shares 492,485 Est. Cost $13.15 Unrealized
XLI SELECT SECTOR SPDR TR 0.5%
Value ($000) $6,396 Shares 150,000 Est. Cost Unrealized
CMS CMS ENERGY CORP 0.5%
Value ($000) $6,327 Shares 232,880 Est. Cost $19.06 Unrealized 0.0%
TYCO INTERNATIONAL LTD 0.5%
Value ($000) $5,812 Shares 176,400 Est. Cost $32.95 Unrealized
PRAXAIR INC 0.5%
Value ($000) $5,689 Shares 49,403 Est. Cost $115.15 Unrealized
DU PONT E I DE NEMOURS & CO 0.4%
Value ($000) $5,250 Shares 100,000 Est. Cost Unrealized
CF CF INDS HLDGS INC 0.4%
Value ($000) $5,248 Shares 30,600 Est. Cost $26.73 Unrealized 0.0%
JOY GLOBAL INC 0.4%
Value ($000) $4,853 Shares 100,000 Est. Cost Unrealized
WABCO HLDGS INC 0.4%
Value ($000) $4,823 Shares 64,568 Est. Cost $74.70 Unrealized
WLK WESTLAKE CHEM CORP 0.4%
Value ($000) $4,807 Shares 49,864 Est. Cost $37.72 Unrealized 0.0%
PBF PBF ENERGY INC 0.4%
Value ($000) $4,729 Shares 182,600 Est. Cost $29.73 Unrealized 0.0%
GREAT PLAINS ENERGY INC 0.4%
Value ($000) $4,702 Shares 208,607 Est. Cost $22.54 Unrealized
PSX PHILLIPS 66 0.3%
Value ($000) $4,181 Shares 70,980 Est. Cost $40.44 Unrealized 0.0%
ASHLAND INC NEW 0.3%
Value ($000) $4,175 Shares 50,000 Est. Cost Unrealized
BDC BELDEN INC 0.3%
Value ($000) $4,091 Shares 81,940 Est. Cost $48.78 Unrealized 0.0%
TTEK TETRA TECH INC NEW 0.3%
Value ($000) $3,997 Shares 170,000 Est. Cost $5.31 Unrealized 0.0%
JOHNSON CTLS INC 0.3%
Value ($000) $3,829 Shares 106,984 Est. Cost $35.79 Unrealized
BUNGE LIMITED 0.3%
Value ($000) $3,785 Shares 53,489 Est. Cost $70.76 Unrealized
MEOH METHANEX CORP 0.3%
Value ($000) $3,641 Shares 85,000 Est. Cost $42.29 Unrealized 0.0%
MANITOWOC INC 0.3%
Value ($000) $3,629 Shares 202,634 Est. Cost $17.91 Unrealized
MONSANTO CO NEW 0.3%
Value ($000) $3,552 Shares 35,951 Est. Cost $98.80 Unrealized
NAVISTAR INTL CORP NEW 0.3%
Value ($000) $3,470 Shares 125,000 Est. Cost $27.76 Unrealized
INGERSOLL-RAND PLC 0.3%
Value ($000) $3,387 Shares 61,000 Est. Cost $55.52 Unrealized
ARCH COAL INC 0.3%
Value ($000) $3,215 Shares 850,543 Est. Cost $3.78 Unrealized
ALB ALBEMARLE CORP 0.3%
Value ($000) $3,115 Shares 50,000 Est. Cost Unrealized
VALSPAR CORP 0.3%
Value ($000) $3,104 Shares 48,000 Est. Cost $64.67 Unrealized
ROCKWOOD HLDGS INC 0.3%
Value ($000) $3,003 Shares 46,903 Est. Cost $64.03 Unrealized
KMT KENNAMETAL INC 0.2%
Value ($000) $2,908 Shares 74,900 Est. Cost $28.75 Unrealized 0.0%
GNRC GENERAC HLDGS INC 0.2%
Value ($000) $2,838 Shares 76,695 Est. Cost $32.90 Unrealized 0.0%
CMI CUMMINS INC 0.2%
Value ($000) $2,703 Shares 24,920 Est. Cost $81.53 Unrealized 0.0%
WGL HLDGS INC 0.2%
Value ($000) $2,593 Shares 60,000 Est. Cost $43.22 Unrealized
ITC HLDGS CORP 0.2%
Value ($000) $2,556 Shares 28,000 Est. Cost Unrealized
HUN HUNTSMAN CORP 0.2%
Value ($000) $2,487 Shares 150,200 Est. Cost $18.29 Unrealized 0.0%
HNRG HALLADOR ENERGY COMPANY 0.2%
Value ($000) $2,407 Shares 298,980 Est. Cost $7.40 Unrealized 0.0%
PNW PINNACLE WEST CAP CORP 0.2%
Value ($000) $2,351 Shares 42,382 Est. Cost $35.40 Unrealized 0.0%
CYTEC INDS INC 0.2%
Value ($000) $2,198 Shares 30,000 Est. Cost $73.27 Unrealized
GRACE W R & CO DEL NEW 0.2%
Value ($000) $2,129 Shares 25,328 Est. Cost $84.06 Unrealized
POLYONE CORP 0.2%
Value ($000) $2,090 Shares 84,333 Est. Cost $24.78 Unrealized
OSK OSHKOSH CORP 0.2%
Value ($000) $1,899 Shares 50,000 Est. Cost $31.79 Unrealized 0.0%
CSIQ CANADIAN SOLAR INC 0.1%
Value ($000) $1,757 Shares 159,834 Est. Cost $6.87 Unrealized 0.0%
GARDNER DENVER INC 0.1%
Value ($000) $1,756 Shares 23,363 Est. Cost $75.16 Unrealized
THE ADT CORPORATION 0.1%
Value ($000) $1,734 Shares 43,520 Est. Cost $39.84 Unrealized
MCDERMOTT INTL INC 0.1%
Value ($000) $1,636 Shares 200,000 Est. Cost $8.18 Unrealized
AGCO AGCO CORP 0.1%
Value ($000) $1,600 Shares 31,874 Est. Cost $41.52 Unrealized 0.0%
URS CORP NEW 0.1%
Value ($000) $1,552 Shares 32,862 Est. Cost $47.23 Unrealized
CE CELANESE CORP DEL 0.1%
Value ($000) $1,523 Shares 34,000 Est. Cost $37.17 Unrealized 0.0%
ASPEN TECHNOLOGY INC 0.1%
Value ($000) $1,497 Shares 52,000 Est. Cost $28.79 Unrealized
MTZ MASTEC INC 0.1%
Value ($000) $1,471 Shares 44,699 Est. Cost $30.13 Unrealized 0.0%
INTREPID POTASH INC 0.1%
Value ($000) $1,419 Shares 74,508 Est. Cost $19.04 Unrealized
OSK OSHKOSH CORP 0.1%
Value ($000) $1,413 Shares 37,201 Est. Cost $31.79 Unrealized 0.0%
FOSTER WHEELER AG 0.1%
Value ($000) $1,274 Shares 58,700 Est. Cost $21.70 Unrealized
TKR TIMKEN CO 0.1%
Value ($000) $1,266 Shares 22,500 Est. Cost $39.57 Unrealized 0.0%
URI UNITED RENTALS INC 0.1%
Value ($000) $1,248 Shares 25,000 Est. Cost $51.55 Unrealized 0.0%
ENS ENERSYS 0.1%
Value ($000) $1,134 Shares 23,117 Est. Cost $41.85 Unrealized 0.0%
CAPSTONE TURBINE CORP 0.1%
Value ($000) $1,109 Shares 948,200 Est. Cost $1.17 Unrealized
TRONOX LTD 0.1%
Value ($000) $1,008 Shares 50,000 Est. Cost $20.16 Unrealized
GWW GRAINGER W W INC 0.1%
Value ($000) $984 Shares 3,900 Est. Cost $201.89 Unrealized 0.0%
AZZ AZZ INC 0.1%
Value ($000) $915 Shares 23,720 Est. Cost $36.09 Unrealized 0.0%
HUBBELL INC 0.1%
Value ($000) $902 Shares 9,108 Est. Cost $99.03 Unrealized
WCC WESCO INTL INC 0.1%
Value ($000) $895 Shares 13,163 Est. Cost $69.34 Unrealized 0.0%
POWL POWELL INDS INC 0.1%
Value ($000) $805 Shares 15,584 Est. Cost $36.18 Unrealized 0.0%
FAST FASTENAL CO 0.1%
Value ($000) $788 Shares 17,200 Est. Cost $8.84 Unrealized 0.0%
PTC PTC INC 0.1%
Value ($000) $770 Shares 31,400 Est. Cost $24.01 Unrealized 0.0%
ESE ESCO TECHNOLOGIES INC 0.1%
Value ($000) $673 Shares 20,793 Est. Cost $32.29 Unrealized 0.0%
LEA LEAR CORP 0.1%
Value ($000) $641 Shares 10,600 Est. Cost $46.85 Unrealized 0.0%
EXA CORP 0.1%
Value ($000) $627 Shares 60,914 Est. Cost $10.29 Unrealized
CHEMTURA CORP 0.1%
Value ($000) $627 Shares 30,881 Est. Cost $20.30 Unrealized
ROK ROCKWELL AUTOMATION INC 0.0%
Value ($000) $499 Shares 6,000 Est. Cost $67.20 Unrealized 0.0%
NWE NORTHWESTERN CORP 0.0%
Value ($000) $435 Shares 10,911 Est. Cost $24.78 Unrealized 0.0%
ADSK AUTODESK INC 0.0%
Value ($000) $407 Shares 12,000 Est. Cost $37.26 Unrealized 0.0%
NATIONAL INSTRS CORP 0.0%
Value ($000) $370 Shares 13,250 Est. Cost $27.92 Unrealized
AXIALL CORP 0.0%
Value ($000) $316 Shares 7,420 Est. Cost $42.59 Unrealized
D DOMINION RES INC VA NEW 0.0%
Value ($000) $313 Shares 5,500 Est. Cost $34.53 Unrealized 0.0%
SO SOUTHERN CO 0.0%
Value ($000) $291 Shares 6,600 Est. Cost $26.74 Unrealized 0.0%
DGII DIGI INTL INC 0.0%
Value ($000) $247 Shares 26,374 Est. Cost $9.32 Unrealized 0.0%
EDGEN GROUP INC 0.0%
Value ($000) $220 Shares 34,540 Est. Cost $6.37 Unrealized
NORTHEAST UTILS 0.0%
Value ($000) $214 Shares 5,092 Est. Cost $42.03 Unrealized
MAXWELL TECHNOLOGIES INC 0.0%
Value ($000) $107 Shares 15,000 Est. Cost $7.13 Unrealized