LUMINUS MANAGEMENT LLC Quant / Systematic

CIK: 0001279151 · Show all filings

Period: Q1 2014 (← Previous) (Next →)

Filing Date: May 15, 2014

Total Value ($000): $1,651,301 (100.0% shares, 0.0% debt)

Holdings (128)

DYNEGY INC NEW DEL 8.2%
Value ($000) $135,284 Shares 5,424,371 Est. Cost $22.67 Unrealized
CALPINE CORP 7.8%
Value ($000) $128,568 Shares 6,148,654 Est. Cost $20.85 Unrealized
DUK DUKE ENERGY CORP NEW 7.1%
Value ($000) $116,803 Shares 1,640,033 Est. Cost $42.11 Unrealized +1.3%
PCG PG&E CORP 6.4%
Value ($000) $105,158 Shares 2,434,202 Est. Cost $36.73 Unrealized +0.5%
FE FIRSTENERGY CORP 6.3%
Value ($000) $103,710 Shares 3,047,592 Est. Cost $19.77 Unrealized -2.6%
ETR ENTERGY CORP NEW 5.4%
Value ($000) $88,963 Shares 1,330,779 Est. Cost $19.83 Unrealized -1.0%
ASHLAND INC NEW 2.9%
Value ($000) $48,308 Shares 485,601 Est. Cost $98.98 Unrealized
ATO ATMOS ENERGY CORP 2.9%
Value ($000) $47,139 Shares 1,000,190 Est. Cost $34.39 Unrealized 0.0%
NATIONAL GRID PLC 2.2%
Value ($000) $36,410 Shares 529,675 Est. Cost $56.81 Unrealized
D DOMINION RES INC VA NEW 2.1%
Value ($000) $35,495 Shares 500,000 Est. Cost $34.53 Unrealized +20.0%
TECK TECK RESOURCES LTD 2.1%
Value ($000) $34,141 Shares 1,574,781 Est. Cost $23.62 Unrealized -1.8%
NEE NEXTERA ENERGY INC 1.8%
Value ($000) $30,216 Shares 316,000 Est. Cost $16.57 Unrealized 0.0%
INTEGRYS ENERGY GROUP INC 1.8%
Value ($000) $29,924 Shares 501,667 Est. Cost $54.98 Unrealized
WISCONSIN ENERGY CORP 1.7%
Value ($000) $27,930 Shares 600,000 Est. Cost Unrealized
PPL PPL CORP 1.7%
Value ($000) $27,860 Shares 840,661 Est. Cost $16.52 Unrealized +3.4%
NSC NORFOLK SOUTHERN CORP 1.5%
Value ($000) $24,302 Shares 250,100 Est. Cost $68.95 Unrealized +3.6%
PCG PG&E CORP 1.4%
Value ($000) $23,760 Shares 550,000 Est. Cost $36.73 Unrealized +0.5%
LACLEDE GROUP INC 1.4%
Value ($000) $23,468 Shares 497,724 Est. Cost $45.66 Unrealized
EXC EXELON CORP 1.3%
Value ($000) $20,923 Shares 623,452 Est. Cost $13.07 Unrealized +5.6%
ASHLAND INC NEW 1.2%
Value ($000) $19,786 Shares 198,900 Est. Cost $98.98 Unrealized
POR PORTLAND GEN ELEC CO 1.2%
Value ($000) $19,122 Shares 591,272 Est. Cost $19.33 Unrealized +3.5%
CMS CMS ENERGY CORP 1.1%
Value ($000) $18,923 Shares 646,267 Est. Cost $18.69 Unrealized +3.4%
CON-WAY INC 1.0%
Value ($000) $17,182 Shares 418,250 Est. Cost $40.23 Unrealized
CSX CSX CORP 1.0%
Value ($000) $16,484 Shares 569,000 Est. Cost $7.67 Unrealized 0.0%
RS RELIANCE STEEL & ALUMINUM CO 0.9%
Value ($000) $15,545 Shares 220,000 Est. Cost $71.36 Unrealized 0.0%
MPC MARATHON PETE CORP 0.9%
Value ($000) $14,797 Shares 170,000 Est. Cost $26.69 Unrealized +15.1%
DIAMOND OFFSHORE DRILLING IN 0.9%
Value ($000) $14,628 Shares 300,000 Est. Cost Unrealized
R RYDER SYS INC 0.9%
Value ($000) $14,331 Shares 179,314 Est. Cost $74.08 Unrealized 0.0%
PBF PBF ENERGY INC 0.8%
Value ($000) $13,785 Shares 534,300 Est. Cost $26.58 Unrealized 0.0%
SWIFT TRANSN CO 0.8%
Value ($000) $13,539 Shares 547,029 Est. Cost $23.38 Unrealized
BABCOCK & WILCOX CO NEW 0.8%
Value ($000) $12,953 Shares 390,137 Est. Cost $33.73 Unrealized
RIG TRANSOCEAN LTD 0.8%
Value ($000) $12,402 Shares 300,000 Est. Cost Unrealized
JACOBS ENGR GROUP INC DEL 0.7%
Value ($000) $12,195 Shares 192,045 Est. Cost $63.50 Unrealized
MONSANTO CO NEW 0.7%
Value ($000) $11,903 Shares 104,625 Est. Cost $110.12 Unrealized
SPY SPDR S&P 500 ETF TR 0.7%
Value ($000) $11,221 Shares 60,000 Est. Cost Unrealized
AEP AMERICAN ELEC PWR INC 0.7%
Value ($000) $11,196 Shares 221,000 Est. Cost $31.78 Unrealized +0.2%
PACIFIC DRILLING SA LUXEMBOU 0.7%
Value ($000) $10,929 Shares 1,004,538 Est. Cost $11.70 Unrealized
CAT CATERPILLAR INC DEL 0.6%
Value ($000) $9,937 Shares 100,000 Est. Cost Unrealized
URS CORP NEW 0.6%
Value ($000) $9,736 Shares 206,893 Est. Cost $47.06 Unrealized
ATWOOD OCEANICS INC 0.6%
Value ($000) $9,525 Shares 189,028 Est. Cost $50.76 Unrealized
PPG PPG INDS INC 0.6%
Value ($000) $9,132 Shares 47,203 Est. Cost $68.09 Unrealized +13.4%
PH PARKER HANNIFIN CORP 0.5%
Value ($000) $8,978 Shares 75,000 Est. Cost $88.52 Unrealized +11.3%
UIL HLDG CORP 0.5%
Value ($000) $8,856 Shares 240,600 Est. Cost $37.25 Unrealized
STLD STEEL DYNAMICS INC 0.5%
Value ($000) $8,108 Shares 455,759 Est. Cost $13.53 Unrealized 0.0%
PNW PINNACLE WEST CAP CORP 0.5%
Value ($000) $7,942 Shares 145,300 Est. Cost $33.65 Unrealized 0.0%
TESORO CORP 0.5%
Value ($000) $7,691 Shares 152,031 Est. Cost $43.98 Unrealized
DOW CHEM CO 0.4%
Value ($000) $7,244 Shares 149,083 Est. Cost $48.59 Unrealized
EMN EASTMAN CHEM CO 0.4%
Value ($000) $7,125 Shares 82,650 Est. Cost $53.31 Unrealized +6.9%
JKS JINKOSOLAR HLDG CO LTD 0.4%
Value ($000) $6,877 Shares 246,039 Est. Cost $27.95 Unrealized
VLO VALERO ENERGY CORP NEW 0.4%
Value ($000) $6,659 Shares 125,400 Est. Cost $26.85 Unrealized +22.2%
CONSOL ENERGY INC 0.4%
Value ($000) $6,592 Shares 165,004 Est. Cost $39.43 Unrealized
CHEMTURA CORP 0.4%
Value ($000) $6,452 Shares 255,104 Est. Cost $24.63 Unrealized
HUN HUNTSMAN CORP 0.4%
Value ($000) $6,071 Shares 248,625 Est. Cost $21.49 Unrealized +8.0%
ETN EATON CORP PLC 0.3%
Value ($000) $5,719 Shares 76,126 Est. Cost $47.31 Unrealized +17.0%
VALSPAR CORP 0.3%
Value ($000) $5,193 Shares 72,000 Est. Cost $72.13 Unrealized
ECL ECOLAB INC 0.3%
Value ($000) $5,146 Shares 47,653 Est. Cost $84.18 Unrealized +9.2%
DELEK US HLDGS INC 0.3%
Value ($000) $5,118 Shares 176,237 Est. Cost $29.04 Unrealized
AEE AMEREN CORP 0.3%
Value ($000) $5,109 Shares 124,000 Est. Cost $26.55 Unrealized 0.0%
APD AIR PRODS & CHEMS INC 0.3%
Value ($000) $4,940 Shares 41,500 Est. Cost $79.28 Unrealized 0.0%
ROWAN COMPANIES PLC 0.3%
Value ($000) $4,853 Shares 144,100 Est. Cost $35.36 Unrealized
EL PASO ELEC CO 0.3%
Value ($000) $4,687 Shares 131,184 Est. Cost $35.73 Unrealized
URI UNITED RENTALS INC 0.3%
Value ($000) $4,462 Shares 47,000 Est. Cost $78.77 Unrealized +4.2%
CMI CUMMINS INC 0.3%
Value ($000) $4,440 Shares 29,800 Est. Cost $96.53 Unrealized +4.9%
ITW ILLINOIS TOOL WKS INC 0.3%
Value ($000) $4,339 Shares 53,351 Est. Cost $61.28 Unrealized 0.0%
PBF PBF ENERGY INC 0.3%
Value ($000) $4,326 Shares 167,679 Est. Cost $26.58 Unrealized 0.0%
HNRG HALLADOR ENERGY COMPANY 0.3%
Value ($000) $4,296 Shares 502,429 Est. Cost $7.45 Unrealized +10.0%
POTASH CORP SASK INC 0.3%
Value ($000) $4,238 Shares 117,000 Est. Cost $32.96 Unrealized
CF CF INDS HLDGS INC 0.3%
Value ($000) $4,170 Shares 16,000 Est. Cost $31.65 Unrealized +11.3%
TAMINCO CORP 0.2%
Value ($000) $4,035 Shares 192,071 Est. Cost $20.21 Unrealized
FMC F M C CORP 0.2%
Value ($000) $3,828 Shares 50,000 Est. Cost Unrealized
FOSTER WHEELER AG 0.2%
Value ($000) $3,637 Shares 112,198 Est. Cost $32.42 Unrealized
CLIFFS NAT RES INC 0.2%
Value ($000) $3,531 Shares 172,589 Est. Cost $20.46 Unrealized
JOY GLOBAL INC 0.2%
Value ($000) $3,480 Shares 60,000 Est. Cost Unrealized
RPM RPM INTL INC 0.2%
Value ($000) $3,410 Shares 81,500 Est. Cost $37.17 Unrealized +10.9%
PWR QUANTA SVCS INC 0.2%
Value ($000) $3,384 Shares 91,717 Est. Cost $32.74 Unrealized 0.0%
MRC GLOBAL INC 0.2%
Value ($000) $3,371 Shares 125,034 Est. Cost $27.50 Unrealized
DU PONT E I DE NEMOURS & CO 0.2%
Value ($000) $3,355 Shares 50,000 Est. Cost Unrealized
ALB ALBEMARLE CORP 0.2%
Value ($000) $3,321 Shares 50,000 Est. Cost Unrealized
VLO VALERO ENERGY CORP NEW 0.2%
Value ($000) $3,101 Shares 58,400 Est. Cost $26.85 Unrealized +22.2%
JA SOLAR HOLDINGS CO LTD 0.2%
Value ($000) $2,914 Shares 286,558 Est. Cost $9.17 Unrealized
OGE OGE ENERGY CORP 0.2%
Value ($000) $2,895 Shares 78,753 Est. Cost $35.79 Unrealized -2.3%
LII LENNOX INTL INC 0.2%
Value ($000) $2,843 Shares 31,278 Est. Cost $75.26 Unrealized +2.4%
MPC MARATHON PETE CORP 0.2%
Value ($000) $2,803 Shares 32,200 Est. Cost $26.69 Unrealized +15.1%
TYCO INTERNATIONAL LTD 0.2%
Value ($000) $2,798 Shares 66,001 Est. Cost $37.75 Unrealized
WABCO HLDGS INC 0.2%
Value ($000) $2,692 Shares 25,499 Est. Cost $74.70 Unrealized
AXIALL CORP 0.2%
Value ($000) $2,523 Shares 56,168 Est. Cost $44.92 Unrealized
WMB WILLIAMS COS INC DEL 0.2%
Value ($000) $2,516 Shares 62,000 Est. Cost $17.72 Unrealized +18.0%
MOS MOSAIC CO NEW 0.2%
Value ($000) $2,500 Shares 50,000 Est. Cost Unrealized
MEOH METHANEX CORP 0.1%
Value ($000) $2,252 Shares 35,224 Est. Cost $63.15 Unrealized 0.0%
SHW SHERWIN WILLIAMS CO 0.1%
Value ($000) $2,168 Shares 11,000 Est. Cost $52.24 Unrealized +10.4%
ARCELORMITTAL SA LUXEMBOURG 0.1%
Value ($000) $2,083 Shares 129,000 Est. Cost $16.15 Unrealized
OLN OLIN CORP 0.1%
Value ($000) $2,071 Shares 75,000 Est. Cost Unrealized
ITT CORP NEW 0.1%
Value ($000) $2,024 Shares 47,339 Est. Cost $42.76 Unrealized
PTC PTC INC 0.1%
Value ($000) $1,995 Shares 56,329 Est. Cost $26.65 Unrealized +37.9%
INGERSOLL-RAND PLC 0.1%
Value ($000) $1,848 Shares 32,289 Est. Cost $55.89 Unrealized
POLYONE CORP 0.1%
Value ($000) $1,833 Shares 50,000 Est. Cost $35.35 Unrealized
WLK WESTLAKE CHEM CORP 0.1%
Value ($000) $1,745 Shares 26,370 Est. Cost $47.34 Unrealized +13.4%
BDC BELDEN INC 0.1%
Value ($000) $1,624 Shares 23,338 Est. Cost $57.68 Unrealized +16.0%
GWW GRAINGER W W INC 0.1%
Value ($000) $1,467 Shares 5,808 Est. Cost $210.58 Unrealized -2.4%
ASPEN TECHNOLOGY INC 0.1%
Value ($000) $1,387 Shares 32,741 Est. Cost $32.63 Unrealized
ROCKWOOD HLDGS INC 0.1%
Value ($000) $1,228 Shares 16,500 Est. Cost $65.90 Unrealized
ENS ENERSYS 0.1%
Value ($000) $1,166 Shares 16,822 Est. Cost $55.66 Unrealized +12.1%
ALLE ALLEGION PUB LTD CO 0.1%
Value ($000) $1,129 Shares 21,646 Est. Cost $38.52 Unrealized +15.1%
HUBG HUB GROUP INC 0.1%
Value ($000) $1,120 Shares 28,000 Est. Cost $20.24 Unrealized 0.0%
THR THERMON GROUP HLDGS INC 0.1%
Value ($000) $1,094 Shares 47,186 Est. Cost $25.87 Unrealized -0.6%
ESE ESCO TECHNOLOGIES INC 0.1%
Value ($000) $1,092 Shares 31,026 Est. Cost $31.65 Unrealized +4.1%
WESTERN REFNG INC 0.1%
Value ($000) $1,017 Shares 26,353 Est. Cost $38.59 Unrealized
PENTAIR LTD 0.1%
Value ($000) $959 Shares 12,087 Est. Cost $79.34 Unrealized
HE HAWAIIAN ELEC INDUSTRIES 0.1%
Value ($000) $851 Shares 33,475 Est. Cost $25.56 Unrealized 0.0%
SWK STANLEY BLACK & DECKER INC 0.0%
Value ($000) $812 Shares 10,000 Est. Cost $59.39 Unrealized 0.0%
LIQTECH INTL INC 0.0%
Value ($000) $805 Shares 423,846 Est. Cost $2.25 Unrealized
EMR EMERSON ELEC CO 0.0%
Value ($000) $802 Shares 12,000 Est. Cost $48.03 Unrealized -0.5%
ROK ROCKWELL AUTOMATION INC 0.0%
Value ($000) $732 Shares 5,875 Est. Cost $93.82 Unrealized 0.0%
RRX REGAL BELOIT CORP 0.0%
Value ($000) $683 Shares 9,400 Est. Cost $66.43 Unrealized +11.2%
APH AMPHENOL CORP NEW 0.0%
Value ($000) $596 Shares 6,500 Est. Cost $9.17 Unrealized +8.5%
HUBBELL INC 0.0%
Value ($000) $560 Shares 4,670 Est. Cost $108.89 Unrealized
WCC WESCO INTL INC 0.0%
Value ($000) $533 Shares 6,400 Est. Cost $83.35 Unrealized 0.0%
REXNORD CORP NEW 0.0%
Value ($000) $449 Shares 15,500 Est. Cost $28.97 Unrealized
AIT APPLIED INDL TECHNOLOGIES IN 0.0%
Value ($000) $415 Shares 8,600 Est. Cost $40.53 Unrealized -0.8%
ADSK AUTODESK INC 0.0%
Value ($000) $393 Shares 8,000 Est. Cost $40.39 Unrealized +28.3%
RICE ENERGY INC 0.0%
Value ($000) $383 Shares 14,500 Est. Cost $26.41 Unrealized
ANIXTER INTL INC 0.0%
Value ($000) $347 Shares 3,416 Est. Cost $101.58 Unrealized
JOHNSON CTLS INC 0.0%
Value ($000) $331 Shares 7,000 Est. Cost $35.79 Unrealized
EXA CORP 0.0%
Value ($000) $326 Shares 24,596 Est. Cost $10.69 Unrealized
WSO WATSCO INC 0.0%
Value ($000) $270 Shares 2,700 Est. Cost $96.52 Unrealized 0.0%
D DOMINION RES INC VA NEW 0.0%
Value ($000) $248 Shares 3,500 Est. Cost $34.53 Unrealized +20.0%
PACIFIC DRILLING SA LUXEMBOU 0.0%
Value ($000) $169 Shares 15,500 Est. Cost $11.70 Unrealized
CAPSTONE TURBINE CORP 0.0%
Value ($000) $113 Shares 52,840 Est. Cost $1.17 Unrealized