LUMINUS MANAGEMENT LLC Quant / Systematic

CIK: 0001279151 · Show all filings

Period: Q4 2013 (← Previous) (Next →)

Filing Date: Feb 26, 2014

Total Value ($000): $1,722,856 (100.0% shares, 0.0% debt)

Holdings (138)

EXC EXELON CORP 8.1%
Value ($000) $139,491 Shares 5,092,779 Est. Cost $13.07 Unrealized -0.2%
CALPINE CORP 7.5%
Value ($000) $128,705 Shares 6,596,896 Est. Cost $20.85 Unrealized
SPY SPDR S&P 500 ETF TR 7.1%
Value ($000) $121,895 Shares 660,000 Est. Cost $168.15 Unrealized
DYNEGY INC NEW DEL 6.4%
Value ($000) $110,941 Shares 5,155,268 Est. Cost $22.55 Unrealized
PCG PG&E CORP 5.9%
Value ($000) $101,770 Shares 2,526,567 Est. Cost $36.73 Unrealized -4.0%
ETR ENTERGY CORP NEW 4.6%
Value ($000) $79,646 Shares 1,258,833 Est. Cost $19.84 Unrealized -1.5%
DUK DUKE ENERGY CORP NEW 4.3%
Value ($000) $74,881 Shares 1,085,077 Est. Cost $41.83 Unrealized +1.2%
NATIONAL GRID PLC 2.6%
Value ($000) $44,792 Shares 685,735 Est. Cost $56.81 Unrealized
INTEGRYS ENERGY GROUP INC 2.5%
Value ($000) $43,558 Shares 800,559 Est. Cost $54.98 Unrealized
VLO VALERO ENERGY CORP NEW 2.1%
Value ($000) $36,207 Shares 718,400 Est. Cost $26.85 Unrealized 0.0%
CMS CMS ENERGY CORP 1.9%
Value ($000) $32,851 Shares 1,227,149 Est. Cost $18.69 Unrealized -0.4%
MPC MARATHON PETE CORP 1.8%
Value ($000) $31,647 Shares 345,000 Est. Cost $26.69 Unrealized +0.5%
AWK AMERICAN WTR WKS CO INC NEW 1.6%
Value ($000) $27,944 Shares 661,251 Est. Cost $32.75 Unrealized 0.0%
POR PORTLAND GEN ELEC CO 1.6%
Value ($000) $27,370 Shares 906,304 Est. Cost $19.33 Unrealized -2.1%
FE FIRSTENERGY CORP 1.5%
Value ($000) $25,983 Shares 787,827 Est. Cost $21.26 Unrealized -0.5%
LACLEDE GROUP INC 1.4%
Value ($000) $24,185 Shares 531,067 Est. Cost $45.66 Unrealized
UNP UNION PAC CORP 1.4%
Value ($000) $23,831 Shares 141,853 Est. Cost $60.55 Unrealized 0.0%
UIL HLDG CORP 1.3%
Value ($000) $22,320 Shares 576,000 Est. Cost $37.25 Unrealized
PEG PUBLIC SVC ENTERPRISE GROUP 1.3%
Value ($000) $21,631 Shares 675,130 Est. Cost $21.50 Unrealized 0.0%
PPL PPL CORP 1.2%
Value ($000) $19,879 Shares 660,661 Est. Cost $16.36 Unrealized +0.0%
CNI CANADIAN NATL RY CO 1.1%
Value ($000) $18,532 Shares 325,000 Est. Cost Unrealized
PEPCO HOLDINGS INC 1.1%
Value ($000) $18,276 Shares 955,374 Est. Cost $18.46 Unrealized
PBF PBF ENERGY INC 1.0%
Value ($000) $17,029 Shares 541,300 Est. Cost $29.73 Unrealized -8.2%
KBR KBR INC 0.9%
Value ($000) $15,946 Shares 500,000 Est. Cost $26.48 Unrealized +5.0%
CLIFFS NAT RES INC 0.9%
Value ($000) $15,726 Shares 600,000 Est. Cost Unrealized
EMN EASTMAN CHEM CO 0.9%
Value ($000) $15,219 Shares 188,586 Est. Cost $53.31 Unrealized +0.7%
CON-WAY INC 0.9%
Value ($000) $14,822 Shares 373,250 Est. Cost $40.13 Unrealized
TECO ENERGY INC 0.9%
Value ($000) $14,654 Shares 850,000 Est. Cost $17.24 Unrealized
TECO ENERGY INC 0.8%
Value ($000) $14,344 Shares 832,020 Est. Cost $17.24 Unrealized
DU PONT E I DE NEMOURS & CO 0.8%
Value ($000) $12,994 Shares 200,000 Est. Cost Unrealized
ED CONSOLIDATED EDISON INC 0.7%
Value ($000) $12,280 Shares 222,141 Est. Cost $35.90 Unrealized -0.0%
ED CONSOLIDATED EDISON INC 0.7%
Value ($000) $11,255 Shares 203,600 Est. Cost $35.90 Unrealized -0.0%
JBHT HUNT J B TRANS SVCS INC 0.6%
Value ($000) $11,054 Shares 143,000 Est. Cost $66.44 Unrealized 0.0%
MPC MARATHON PETE CORP 0.6%
Value ($000) $11,026 Shares 120,205 Est. Cost $26.69 Unrealized +0.5%
CSX CSX CORP 0.6%
Value ($000) $10,645 Shares 370,000 Est. Cost Unrealized
PCG PG&E CORP 0.6%
Value ($000) $10,070 Shares 250,000 Est. Cost $36.73 Unrealized -4.0%
NSC NORFOLK SOUTHERN CORP 0.6%
Value ($000) $10,026 Shares 108,000 Est. Cost $65.71 Unrealized 0.0%
VLO VALERO ENERGY CORP NEW 0.6%
Value ($000) $10,025 Shares 198,900 Est. Cost $26.85 Unrealized 0.0%
ACM AECOM TECHNOLOGY CORP DELAWA 0.6%
Value ($000) $9,989 Shares 339,420 Est. Cost $29.07 Unrealized 0.0%
TESORO CORP 0.6%
Value ($000) $9,982 Shares 170,631 Est. Cost $43.98 Unrealized
PEABODY ENERGY CORP 0.5%
Value ($000) $9,413 Shares 482,000 Est. Cost $19.53 Unrealized
PACIFIC DRILLING SA LUXEMBOU 0.5%
Value ($000) $9,331 Shares 759,338 Est. Cost $11.97 Unrealized
CAT CATERPILLAR INC DEL 0.5%
Value ($000) $9,082 Shares 100,000 Est. Cost Unrealized
EMN EASTMAN CHEM CO 0.5%
Value ($000) $8,958 Shares 111,000 Est. Cost $53.31 Unrealized +0.7%
ASHLAND INC NEW 0.5%
Value ($000) $8,695 Shares 89,604 Est. Cost $96.78 Unrealized
CLOUD PEAK ENERGY INC 0.5%
Value ($000) $7,950 Shares 441,680 Est. Cost $16.40 Unrealized
RIO RIO TINTO PLC 0.5%
Value ($000) $7,879 Shares 139,628 Est. Cost $54.14 Unrealized
TECK TECK RESOURCES LTD 0.5%
Value ($000) $7,845 Shares 301,600 Est. Cost $25.42 Unrealized +1.6%
MRC GLOBAL INC 0.4%
Value ($000) $7,740 Shares 239,934 Est. Cost $27.50 Unrealized
WESTAR ENERGY INC 0.4%
Value ($000) $7,635 Shares 237,336 Est. Cost $30.65 Unrealized
PPG PPG INDS INC 0.4%
Value ($000) $7,611 Shares 40,129 Est. Cost $66.48 Unrealized +9.9%
WALTER ENERGY INC 0.4%
Value ($000) $7,317 Shares 440,000 Est. Cost Unrealized
BABCOCK & WILCOX CO NEW 0.4%
Value ($000) $7,139 Shares 208,800 Est. Cost $34.19 Unrealized
JA SOLAR HOLDINGS CO LTD 0.4%
Value ($000) $6,862 Shares 748,285 Est. Cost $9.17 Unrealized
OGE OGE ENERGY CORP 0.4%
Value ($000) $6,646 Shares 196,033 Est. Cost $35.79 Unrealized 0.0%
SWIFT TRANSN CO 0.4%
Value ($000) $6,572 Shares 295,900 Est. Cost $22.21 Unrealized
PPG PPG INDS INC 0.4%
Value ($000) $6,259 Shares 33,000 Est. Cost $66.48 Unrealized +9.9%
ALPHA NATURAL RESOURCES INC 0.3%
Value ($000) $5,712 Shares 800,000 Est. Cost Unrealized
FLR FLUOR CORP NEW 0.3%
Value ($000) $5,620 Shares 70,000 Est. Cost $57.68 Unrealized +17.3%
GOLAR LNG PARTNERS LP 0.3%
Value ($000) $5,596 Shares 185,000 Est. Cost $30.25 Unrealized
APD AIR PRODS & CHEMS INC 0.3%
Value ($000) $5,590 Shares 50,000 Est. Cost $70.09 Unrealized +6.8%
ROCKWOOD HLDGS INC 0.3%
Value ($000) $5,358 Shares 74,503 Est. Cost $65.90 Unrealized
ETN EATON CORP PLC 0.3%
Value ($000) $5,323 Shares 69,923 Est. Cost $46.59 Unrealized +14.3%
CSIQ CANADIAN SOLAR INC 0.3%
Value ($000) $5,211 Shares 174,763 Est. Cost $12.13 Unrealized +118.0%
WLK WESTLAKE CHEM CORP 0.3%
Value ($000) $5,200 Shares 42,600 Est. Cost $47.34 Unrealized 0.0%
ROWAN COMPANIES PLC 0.3%
Value ($000) $5,127 Shares 145,000 Est. Cost $35.36 Unrealized
POTASH CORP SASK INC 0.3%
Value ($000) $5,079 Shares 154,100 Est. Cost $32.96 Unrealized
GENERAL ELECTRIC CO 0.3%
Value ($000) $4,982 Shares 177,732 Est. Cost $24.57 Unrealized
LYB LYONDELLBASELL INDUSTRIES N 0.3%
Value ($000) $4,833 Shares 60,200 Est. Cost $41.05 Unrealized 0.0%
TAMINCO CORP 0.3%
Value ($000) $4,809 Shares 237,940 Est. Cost $20.21 Unrealized
RPM RPM INTL INC 0.3%
Value ($000) $4,338 Shares 104,500 Est. Cost $37.17 Unrealized +4.7%
MTZ MASTEC INC 0.3%
Value ($000) $4,321 Shares 132,058 Est. Cost $31.67 Unrealized -0.0%
CMI CUMMINS INC 0.2%
Value ($000) $4,006 Shares 28,416 Est. Cost $96.30 Unrealized 0.0%
WMB WILLIAMS COS INC DEL 0.2%
Value ($000) $3,911 Shares 101,400 Est. Cost $17.72 Unrealized +3.7%
NUE NUCOR CORP 0.2%
Value ($000) $3,902 Shares 73,100 Est. Cost Unrealized
HNRG HALLADOR ENERGY COMPANY 0.2%
Value ($000) $3,855 Shares 478,229 Est. Cost $7.41 Unrealized +0.3%
OLN OLIN CORP 0.2%
Value ($000) $3,751 Shares 130,000 Est. Cost Unrealized
MCDERMOTT INTL INC 0.2%
Value ($000) $3,664 Shares 400,000 Est. Cost $8.18 Unrealized
CHEMTURA CORP 0.2%
Value ($000) $3,652 Shares 130,803 Est. Cost $23.99 Unrealized
WABCO HLDGS INC 0.2%
Value ($000) $3,615 Shares 38,696 Est. Cost $74.70 Unrealized
CF CF INDS HLDGS INC 0.2%
Value ($000) $3,566 Shares 15,300 Est. Cost $31.49 Unrealized 0.0%
POLYONE CORP 0.2%
Value ($000) $3,538 Shares 100,082 Est. Cost $35.35 Unrealized
PH PARKER HANNIFIN CORP 0.2%
Value ($000) $3,480 Shares 27,050 Est. Cost $88.52 Unrealized +7.3%
YINGLI GREEN ENERGY HLDG CO 0.2%
Value ($000) $3,270 Shares 647,600 Est. Cost Unrealized
CHICAGO BRIDGE & IRON CO N V 0.2%
Value ($000) $3,248 Shares 39,069 Est. Cost $71.33 Unrealized
SHW SHERWIN WILLIAMS CO 0.2%
Value ($000) $3,120 Shares 17,000 Est. Cost $52.24 Unrealized +4.5%
QUESTAR CORP 0.2%
Value ($000) $3,087 Shares 134,296 Est. Cost $22.99 Unrealized
MONSANTO CO NEW 0.2%
Value ($000) $2,972 Shares 25,500 Est. Cost $98.80 Unrealized
CAPSTONE TURBINE CORP 0.2%
Value ($000) $2,767 Shares 1,592,526 Est. Cost $1.17 Unrealized
PTC PTC INC 0.2%
Value ($000) $2,706 Shares 76,465 Est. Cost $26.65 Unrealized +15.3%
CLIFFS NAT RES INC 0.1%
Value ($000) $2,378 Shares 90,700 Est. Cost Unrealized
AXIALL CORP 0.1%
Value ($000) $2,372 Shares 50,000 Est. Cost Unrealized
KBR KBR INC 0.1%
Value ($000) $2,137 Shares 67,000 Est. Cost $26.48 Unrealized +5.0%
HUN HUNTSMAN CORP 0.1%
Value ($000) $2,127 Shares 86,450 Est. Cost $18.27 Unrealized +24.7%
ECL ECOLAB INC 0.1%
Value ($000) $2,085 Shares 20,000 Est. Cost $73.48 Unrealized +23.8%
BUNGE LIMITED 0.1%
Value ($000) $2,012 Shares 24,500 Est. Cost $70.76 Unrealized
HON HONEYWELL INTL INC 0.1%
Value ($000) $1,800 Shares 19,700 Est. Cost $60.82 Unrealized 0.0%
CONSOL ENERGY INC 0.1%
Value ($000) $1,717 Shares 45,147 Est. Cost $38.03 Unrealized
MANITOWOC INC 0.1%
Value ($000) $1,658 Shares 71,100 Est. Cost $23.32 Unrealized
INGERSOLL-RAND PLC 0.1%
Value ($000) $1,568 Shares 25,448 Est. Cost $55.52 Unrealized
HUBBELL INC 0.1%
Value ($000) $1,372 Shares 12,600 Est. Cost $108.89 Unrealized
TYCO INTERNATIONAL LTD 0.1%
Value ($000) $1,332 Shares 32,448 Est. Cost $32.95 Unrealized
ENS ENERSYS 0.1%
Value ($000) $1,272 Shares 18,150 Est. Cost $55.66 Unrealized +7.0%
ATWOOD OCEANICS INC 0.1%
Value ($000) $1,244 Shares 23,300 Est. Cost $53.39 Unrealized
ESE ESCO TECHNOLOGIES INC 0.1%
Value ($000) $1,128 Shares 32,922 Est. Cost $31.65 Unrealized +2.4%
ALLE ALLEGION PUB LTD CO 0.1%
Value ($000) $1,119 Shares 25,315 Est. Cost $38.52 Unrealized 0.0%
NJR NEW JERSEY RES 0.1%
Value ($000) $1,112 Shares 24,059 Est. Cost $14.85 Unrealized +1.4%
NI NISOURCE INC 0.1%
Value ($000) $1,088 Shares 33,092 Est. Cost $8.06 Unrealized +5.5%
POTASH CORP SASK INC 0.1%
Value ($000) $989 Shares 30,000 Est. Cost $32.96 Unrealized
ASPEN TECHNOLOGY INC 0.1%
Value ($000) $981 Shares 23,480 Est. Cost $28.79 Unrealized
JOHNSON CTLS INC 0.1%
Value ($000) $973 Shares 18,975 Est. Cost $35.79 Unrealized
LIQTECH INTL INC 0.1%
Value ($000) $954 Shares 423,846 Est. Cost $2.25 Unrealized
GWW GRAINGER W W INC 0.1%
Value ($000) $945 Shares 3,700 Est. Cost $213.42 Unrealized 0.0%
ITRI ITRON INC 0.1%
Value ($000) $934 Shares 22,553 Est. Cost $41.97 Unrealized +1.1%
AYI ACUITY BRANDS INC 0.1%
Value ($000) $929 Shares 8,500 Est. Cost $97.88 Unrealized 0.0%
BDC BELDEN INC 0.0%
Value ($000) $837 Shares 11,882 Est. Cost $48.78 Unrealized +33.5%
THE ADT CORPORATION 0.0%
Value ($000) $789 Shares 19,500 Est. Cost $39.84 Unrealized
RRX REGAL BELOIT CORP 0.0%
Value ($000) $759 Shares 10,300 Est. Cost $66.43 Unrealized +9.2%
URI UNITED RENTALS INC 0.0%
Value ($000) $709 Shares 9,094 Est. Cost $64.88 Unrealized 0.0%
SPX CORP 0.0%
Value ($000) $647 Shares 6,500 Est. Cost $89.69 Unrealized
THR THERMON GROUP HLDGS INC 0.0%
Value ($000) $639 Shares 23,368 Est. Cost $26.03 Unrealized 0.0%
GNRC GENERAC HLDGS INC 0.0%
Value ($000) $634 Shares 11,200 Est. Cost $32.90 Unrealized +48.6%
AZZ AZZ INC 0.0%
Value ($000) $600 Shares 12,272 Est. Cost $38.50 Unrealized 0.0%
SO SOUTHERN CO 0.0%
Value ($000) $571 Shares 13,900 Est. Cost $25.71 Unrealized -4.5%
LII LENNOX INTL INC 0.0%
Value ($000) $570 Shares 6,700 Est. Cost $68.59 Unrealized 0.0%
EMR EMERSON ELEC CO 0.0%
Value ($000) $527 Shares 7,505 Est. Cost $48.18 Unrealized 0.0%
TEX TEREX CORP NEW 0.0%
Value ($000) $525 Shares 12,500 Est. Cost $30.31 Unrealized +19.6%
AEP AMERICAN ELEC PWR INC 0.0%
Value ($000) $361 Shares 7,716 Est. Cost $30.44 Unrealized -1.8%
APH AMPHENOL CORP NEW 0.0%
Value ($000) $357 Shares 4,000 Est. Cost $8.68 Unrealized +6.2%
PACIFIC DRILLING SA LUXEMBOU 0.0%
Value ($000) $351 Shares 30,600 Est. Cost $11.97 Unrealized
BMI BADGER METER INC 0.0%
Value ($000) $343 Shares 6,300 Est. Cost $22.96 Unrealized 0.0%
ADSK AUTODESK INC 0.0%
Value ($000) $312 Shares 6,200 Est. Cost $37.07 Unrealized +18.2%
LEA LEAR CORP 0.0%
Value ($000) $308 Shares 3,800 Est. Cost $46.85 Unrealized +36.3%
EXA CORP 0.0%
Value ($000) $282 Shares 21,288 Est. Cost $10.29 Unrealized
DGII DIGI INTL INC 0.0%
Value ($000) $274 Shares 22,597 Est. Cost $9.32 Unrealized +15.3%
AIT APPLIED INDL TECHNOLOGIES IN 0.0%
Value ($000) $245 Shares 5,000 Est. Cost $40.76 Unrealized -2.6%
D DOMINION RES INC VA NEW 0.0%
Value ($000) $226 Shares 3,500 Est. Cost $34.53 Unrealized +12.1%
MANH MANHATTAN ASSOCS INC 0.0%
Value ($000) $200 Shares 1,700 Est. Cost $27.50 Unrealized 0.0%