LUMINUS MANAGEMENT LLC Quant / Systematic

CIK: 0001279151 · Show all filings

Period: Q2 2014 (← Previous) (Next →)

Filing Date: Aug 14, 2014

Total Value ($000): $2,610,850 (100.0% shares, 0.0% debt)

Holdings (143)

EXC EXELON CORP 6.8%
Value ($000) $177,648 Shares 4,869,736 Est. Cost $16.38 Unrealized +3.0%
SPY SPDR S&P 500 ETF TR 6.5%
Value ($000) $170,472 Shares 871,000 Est. Cost $195.72 Unrealized
CALPINE CORP 5.6%
Value ($000) $146,399 Shares 6,148,654 Est. Cost $20.85 Unrealized
DUK DUKE ENERGY CORP NEW 5.4%
Value ($000) $140,246 Shares 1,890,362 Est. Cost $42.42 Unrealized +4.9%
FE FIRSTENERGY CORP 4.4%
Value ($000) $113,661 Shares 3,273,654 Est. Cost $19.83 Unrealized +4.5%
EIX EDISON INTL 3.4%
Value ($000) $89,929 Shares 1,547,557 Est. Cost $35.87 Unrealized 0.0%
PCG PG&E CORP 3.4%
Value ($000) $89,187 Shares 1,857,280 Est. Cost $36.73 Unrealized +8.5%
PPL PPL CORP 3.3%
Value ($000) $86,195 Shares 2,425,981 Est. Cost $17.97 Unrealized +4.3%
DYNEGY INC NEW DEL 3.0%
Value ($000) $79,217 Shares 2,276,337 Est. Cost $22.67 Unrealized
LACLEDE GROUP INC 2.8%
Value ($000) $73,700 Shares 1,518,024 Est. Cost $47.60 Unrealized
SPY SPDR S&P 500 ETF TR 2.3%
Value ($000) $60,673 Shares 310,000 Est. Cost $195.72 Unrealized
D DOMINION RES INC VA NEW 2.2%
Value ($000) $58,325 Shares 815,500 Est. Cost $42.90 Unrealized +0.1%
ASHLAND INC NEW 1.9%
Value ($000) $50,418 Shares 463,652 Est. Cost $98.98 Unrealized
OGE OGE ENERGY CORP 1.9%
Value ($000) $49,526 Shares 1,267,289 Est. Cost $36.57 Unrealized +0.1%
NEE NEXTERA ENERGY INC 1.8%
Value ($000) $47,448 Shares 463,000 Est. Cost $17.00 Unrealized +5.4%
NI NISOURCE INC 1.7%
Value ($000) $45,182 Shares 1,148,500 Est. Cost Unrealized
AEE AMEREN CORP 1.7%
Value ($000) $44,873 Shares 1,097,683 Est. Cost $27.62 Unrealized +0.5%
CANADIAN PAC RY LTD 1.6%
Value ($000) $41,662 Shares 230,000 Est. Cost $181.13 Unrealized
TECO ENERGY INC 1.5%
Value ($000) $39,298 Shares 2,126,536 Est. Cost $18.48 Unrealized
WMB WILLIAMS COS INC DEL 1.5%
Value ($000) $38,767 Shares 665,991 Est. Cost $23.57 Unrealized +2.5%
SPY SPDR S&P 500 ETF TR 1.3%
Value ($000) $34,975 Shares 178,700 Est. Cost $195.72 Unrealized
RIG TRANSOCEAN LTD 1.3%
Value ($000) $33,773 Shares 750,000 Est. Cost Unrealized
TECK TECK RESOURCES LTD 1.3%
Value ($000) $32,921 Shares 1,442,005 Est. Cost $23.62 Unrealized -5.1%
UIL HLDG CORP 1.2%
Value ($000) $32,081 Shares 828,752 Est. Cost $38.29 Unrealized
RS RELIANCE STEEL & ALUMINUM CO 1.1%
Value ($000) $28,493 Shares 386,556 Est. Cost $71.58 Unrealized +0.4%
ATWOOD OCEANICS INC 1.0%
Value ($000) $26,423 Shares 503,486 Est. Cost $51.83 Unrealized
SUNEDISON INC 0.9%
Value ($000) $24,770 Shares 1,096,027 Est. Cost $22.60 Unrealized
NSC NORFOLK SOUTHERN CORP 0.9%
Value ($000) $24,336 Shares 236,200 Est. Cost $68.95 Unrealized +10.3%
MPC MARATHON PETE CORP 0.9%
Value ($000) $23,424 Shares 300,038 Est. Cost $30.68 Unrealized +1.6%
DOW CHEM CO 0.8%
Value ($000) $22,033 Shares 428,161 Est. Cost $50.46 Unrealized
BABCOCK & WILCOX CO NEW 0.8%
Value ($000) $21,380 Shares 658,662 Est. Cost $33.21 Unrealized
NATIONAL OILWELL VARCO INC 0.8%
Value ($000) $20,588 Shares 250,000 Est. Cost Unrealized
TXNM PNM RES INC 0.8%
Value ($000) $19,657 Shares 670,193 Est. Cost $27.94 Unrealized 0.0%
JACOBS ENGR GROUP INC DEL 0.7%
Value ($000) $19,465 Shares 365,331 Est. Cost $58.65 Unrealized
INTEGRYS ENERGY GROUP INC 0.7%
Value ($000) $19,150 Shares 269,225 Est. Cost $54.98 Unrealized
APD AIR PRODS & CHEMS INC 0.7%
Value ($000) $18,569 Shares 144,373 Est. Cost $82.56 Unrealized +1.6%
EXC EXELON CORP 0.7%
Value ($000) $18,240 Shares 500,000 Est. Cost $16.38 Unrealized +3.0%
EXC EXELON CORP 0.7%
Value ($000) $18,240 Shares 500,000 Est. Cost $16.38 Unrealized +3.0%
IYT ISHARES 0.7%
Value ($000) $17,641 Shares 120,000 Est. Cost Unrealized
CSX CSX CORP 0.7%
Value ($000) $17,544 Shares 569,437 Est. Cost $7.67 Unrealized +5.6%
CLECO CORP NEW 0.7%
Value ($000) $17,263 Shares 292,836 Est. Cost $58.95 Unrealized
PACIFIC DRILLING SA LUXEMBOU 0.6%
Value ($000) $16,774 Shares 1,677,398 Est. Cost $11.02 Unrealized
ASHLAND INC NEW 0.6%
Value ($000) $16,192 Shares 148,900 Est. Cost $98.98 Unrealized
PPG PPG INDS INC 0.6%
Value ($000) $15,487 Shares 73,694 Est. Cost $72.71 Unrealized +11.3%
WESTERN REFNG INC 0.6%
Value ($000) $15,173 Shares 404,078 Est. Cost $37.62 Unrealized
DIAMOND OFFSHORE DRILLING IN 0.6%
Value ($000) $14,889 Shares 300,000 Est. Cost $49.64 Unrealized
CON-WAY INC 0.6%
Value ($000) $14,583 Shares 289,294 Est. Cost $40.23 Unrealized
PWR QUANTA SVCS INC 0.5%
Value ($000) $14,305 Shares 413,678 Est. Cost $33.68 Unrealized +0.8%
ABENGOA YIELD PLC 0.5%
Value ($000) $13,907 Shares 367,707 Est. Cost $37.82 Unrealized
MPC MARATHON PETE CORP 0.5%
Value ($000) $13,272 Shares 170,000 Est. Cost $30.68 Unrealized +1.6%
OCEAN RIG UDW INC 0.5%
Value ($000) $13,038 Shares 688,759 Est. Cost $18.93 Unrealized
SWX SOUTHWEST GAS CORP 0.5%
Value ($000) $12,909 Shares 244,542 Est. Cost $53.02 Unrealized 0.0%
WGL HLDGS INC 0.5%
Value ($000) $12,550 Shares 291,189 Est. Cost $43.10 Unrealized
ITC HLDGS CORP 0.4%
Value ($000) $11,626 Shares 318,700 Est. Cost $36.48 Unrealized
ATO ATMOS ENERGY CORP 0.4%
Value ($000) $11,100 Shares 207,864 Est. Cost $34.39 Unrealized +10.6%
CVI CVR ENERGY INC 0.4%
Value ($000) $9,638 Shares 200,000 Est. Cost Unrealized
CYTEC INDS INC 0.4%
Value ($000) $9,593 Shares 91,000 Est. Cost $105.42 Unrealized
AVY AVERY DENNISON CORP 0.4%
Value ($000) $9,481 Shares 185,000 Est. Cost $39.53 Unrealized 0.0%
GRACE W R & CO DEL NEW 0.4%
Value ($000) $9,453 Shares 100,000 Est. Cost $94.53 Unrealized
STLD STEEL DYNAMICS INC 0.4%
Value ($000) $9,262 Shares 515,999 Est. Cost $13.59 Unrealized +2.9%
ROCKWOOD HLDGS INC 0.4%
Value ($000) $9,233 Shares 121,506 Est. Cost $74.62 Unrealized
CONSOL ENERGY INC 0.3%
Value ($000) $8,615 Shares 187,004 Est. Cost $40.21 Unrealized
SWIFT TRANSN CO 0.3%
Value ($000) $8,527 Shares 337,987 Est. Cost $23.38 Unrealized
JA SOLAR HOLDINGS CO LTD 0.3%
Value ($000) $8,274 Shares 761,855 Est. Cost $10.22 Unrealized
PH PARKER HANNIFIN CORP 0.3%
Value ($000) $8,047 Shares 64,000 Est. Cost $102.75 Unrealized 0.0%
GRACE W R & CO DEL NEW 0.3%
Value ($000) $7,965 Shares 84,256 Est. Cost $94.53 Unrealized
NJR NEW JERSEY RES 0.3%
Value ($000) $7,164 Shares 125,330 Est. Cost $17.72 Unrealized 0.0%
TKR TIMKEN CO 0.3%
Value ($000) $7,089 Shares 104,500 Est. Cost $45.32 Unrealized 0.0%
HUN HUNTSMAN CORP 0.3%
Value ($000) $6,828 Shares 243,000 Est. Cost $21.49 Unrealized +21.8%
CNP CENTERPOINT ENERGY INC 0.3%
Value ($000) $6,707 Shares 262,602 Est. Cost $16.16 Unrealized 0.0%
CHICAGO BRIDGE & IRON CO N V 0.3%
Value ($000) $6,560 Shares 96,183 Est. Cost $68.20 Unrealized
MOS MOSAIC CO NEW 0.2%
Value ($000) $6,487 Shares 131,187 Est. Cost $39.00 Unrealized 0.0%
FLR FLUOR CORP NEW 0.2%
Value ($000) $6,152 Shares 80,000 Est. Cost Unrealized
CHEMTURA CORP 0.2%
Value ($000) $6,036 Shares 231,003 Est. Cost $24.63 Unrealized
EXPD EXPEDITORS INTL WASH INC 0.2%
Value ($000) $5,962 Shares 135,000 Est. Cost $36.93 Unrealized 0.0%
R RYDER SYS INC 0.2%
Value ($000) $5,754 Shares 65,314 Est. Cost $74.08 Unrealized +13.0%
WLK WESTLAKE CHEM CORP 0.2%
Value ($000) $5,444 Shares 65,000 Est. Cost $47.34 Unrealized +33.8%
DOW CHEM CO 0.2%
Value ($000) $5,146 Shares 100,000 Est. Cost $50.46 Unrealized
ETN EATON CORP PLC 0.2%
Value ($000) $5,017 Shares 65,000 Est. Cost $47.31 Unrealized +18.9%
HNRG HALLADOR ENERGY COMPANY 0.2%
Value ($000) $4,768 Shares 502,429 Est. Cost $7.45 Unrealized +20.9%
CX CEMEX SAB DE CV 0.2%
Value ($000) $4,763 Shares 360,000 Est. Cost $13.23 Unrealized
XLI SELECT SECTOR SPDR TR 0.2%
Value ($000) $4,703 Shares 87,000 Est. Cost $54.05 Unrealized
LII LENNOX INTL INC 0.2%
Value ($000) $4,526 Shares 50,534 Est. Cost $75.37 Unrealized +0.2%
VLO VALERO ENERGY CORP NEW 0.2%
Value ($000) $4,327 Shares 86,370 Est. Cost $26.85 Unrealized +32.1%
PSX PHILLIPS 66 0.2%
Value ($000) $4,325 Shares 53,769 Est. Cost $54.20 Unrealized 0.0%
CANADIAN PAC RY LTD 0.2%
Value ($000) $4,166 Shares 23,000 Est. Cost $181.13 Unrealized
MONSANTO CO NEW 0.2%
Value ($000) $4,050 Shares 32,464 Est. Cost $110.12 Unrealized
TEX TEREX CORP NEW 0.2%
Value ($000) $4,049 Shares 98,504 Est. Cost $40.65 Unrealized 0.0%
JKS JINKOSOLAR HLDG CO LTD 0.2%
Value ($000) $4,021 Shares 133,273 Est. Cost $27.95 Unrealized
URI UNITED RENTALS INC 0.1%
Value ($000) $3,906 Shares 37,300 Est. Cost $78.77 Unrealized +20.2%
VECTREN CORP 0.1%
Value ($000) $3,188 Shares 75,000 Est. Cost $42.51 Unrealized
ECL ECOLAB INC 0.1%
Value ($000) $3,118 Shares 28,000 Est. Cost $84.18 Unrealized +12.0%
WABCO HLDGS INC 0.1%
Value ($000) $2,777 Shares 26,000 Est. Cost $75.32 Unrealized
FERRO CORP 0.1%
Value ($000) $2,324 Shares 185,000 Est. Cost $12.56 Unrealized
ADM ARCHER DANIELS MIDLAND CO 0.1%
Value ($000) $2,206 Shares 50,000 Est. Cost $31.61 Unrealized 0.0%
TRONOX LTD 0.1%
Value ($000) $2,092 Shares 77,774 Est. Cost $26.90 Unrealized
PTC PTC INC 0.1%
Value ($000) $2,030 Shares 52,321 Est. Cost $26.65 Unrealized +35.2%
XLI SELECT SECTOR SPDR TR 0.1%
Value ($000) $2,001 Shares 37,022 Est. Cost $54.05 Unrealized
INGERSOLL-RAND PLC 0.1%
Value ($000) $2,000 Shares 32,000 Est. Cost $55.89 Unrealized
TTEK TETRA TECH INC NEW 0.1%
Value ($000) $1,980 Shares 72,000 Est. Cost $5.47 Unrealized 0.0%
TRINA SOLAR LIMITED 0.1%
Value ($000) $1,925 Shares 150,000 Est. Cost Unrealized
TAMINCO CORP 0.1%
Value ($000) $1,824 Shares 78,424 Est. Cost $20.21 Unrealized
SDLPEUR SEADRILL PARTNERS LLC 0.1%
Value ($000) $1,635 Shares 49,300 Est. Cost $33.16 Unrealized
TYCO INTERNATIONAL LTD 0.1%
Value ($000) $1,522 Shares 33,386 Est. Cost $37.75 Unrealized
ENS ENERSYS 0.1%
Value ($000) $1,513 Shares 22,000 Est. Cost $56.81 Unrealized +6.6%
GPRE GREEN PLAINS INC 0.1%
Value ($000) $1,503 Shares 45,720 Est. Cost $29.41 Unrealized 0.0%
APH AMPHENOL CORP NEW 0.1%
Value ($000) $1,426 Shares 14,800 Est. Cost $10.01 Unrealized +6.6%
AXIALL CORP 0.1%
Value ($000) $1,418 Shares 30,000 Est. Cost $44.92 Unrealized
ALON USA ENERGY INC 0.0%
Value ($000) $1,202 Shares 96,619 Est. Cost $12.44 Unrealized
YINGLI GREEN ENERGY HLDG CO 0.0%
Value ($000) $1,010 Shares 270,000 Est. Cost Unrealized
PNR PENTAIR PLC 0.0%
Value ($000) $981 Shares 13,600 Est. Cost $41.76 Unrealized 0.0%
LIQTECH INTL INC 0.0%
Value ($000) $839 Shares 423,846 Est. Cost $2.25 Unrealized
ESE ESCO TECHNOLOGIES INC 0.0%
Value ($000) $832 Shares 24,023 Est. Cost $31.65 Unrealized +2.2%
EMR EMERSON ELEC CO 0.0%
Value ($000) $796 Shares 12,000 Est. Cost $48.03 Unrealized +2.3%
CSIQ CANADIAN SOLAR INC 0.0%
Value ($000) $666 Shares 21,300 Est. Cost $26.97 Unrealized 0.0%
ETR ENTERGY CORP NEW 0.0%
Value ($000) $665 Shares 8,100 Est. Cost $19.83 Unrealized +18.2%
ANIXTER INTL INC 0.0%
Value ($000) $660 Shares 6,600 Est. Cost $100.82 Unrealized
CE CELANESE CORP DEL 0.0%
Value ($000) $643 Shares 10,000 Est. Cost $48.63 Unrealized 0.0%
ALLE ALLEGION PUB LTD CO 0.0%
Value ($000) $639 Shares 11,273 Est. Cost $38.52 Unrealized +20.7%
ADSK AUTODESK INC 0.0%
Value ($000) $620 Shares 11,000 Est. Cost $43.21 Unrealized +17.4%
LYB LYONDELLBASELL INDUSTRIES N 0.0%
Value ($000) $608 Shares 6,225 Est. Cost $51.88 Unrealized 0.0%
RRX REGAL BELOIT CORP 0.0%
Value ($000) $605 Shares 7,700 Est. Cost $66.43 Unrealized +14.2%
DQ DAQO NEW ENERGY CORP 0.0%
Value ($000) $603 Shares 18,847 Est. Cost $31.99 Unrealized
AEP AMERICAN ELEC PWR INC 0.0%
Value ($000) $552 Shares 9,900 Est. Cost $31.78 Unrealized +9.8%
DIAMOND OFFSHORE DRILLING IN 0.0%
Value ($000) $546 Shares 11,000 Est. Cost $49.64 Unrealized
ANDE ANDERSONS INC 0.0%
Value ($000) $530 Shares 10,272 Est. Cost $43.45 Unrealized 0.0%
SWK STANLEY BLACK & DECKER INC 0.0%
Value ($000) $527 Shares 6,000 Est. Cost $59.39 Unrealized +6.9%
BDC BELDEN INC 0.0%
Value ($000) $506 Shares 6,477 Est. Cost $57.68 Unrealized +22.7%
WCC WESCO INTL INC 0.0%
Value ($000) $496 Shares 5,742 Est. Cost $83.35 Unrealized +1.8%
ITT CORP NEW 0.0%
Value ($000) $414 Shares 8,613 Est. Cost $42.76 Unrealized
PNW PINNACLE WEST CAP CORP 0.0%
Value ($000) $414 Shares 7,166 Est. Cost $33.65 Unrealized +4.3%
SENSATA TECHNOLOGIES HLDG NV 0.0%
Value ($000) $374 Shares 8,000 Est. Cost $46.75 Unrealized
ROWAN COMPANIES PLC 0.0%
Value ($000) $343 Shares 10,744 Est. Cost $35.36 Unrealized
POWL POWELL INDS INC 0.0%
Value ($000) $341 Shares 5,223 Est. Cost $46.30 Unrealized 0.0%
ROK ROCKWELL AUTOMATION INC 0.0%
Value ($000) $319 Shares 2,550 Est. Cost $93.82 Unrealized +4.3%
EXA CORP 0.0%
Value ($000) $292 Shares 25,907 Est. Cost $10.72 Unrealized
GWW GRAINGER W W INC 0.0%
Value ($000) $281 Shares 1,107 Est. Cost $210.58 Unrealized +0.4%
HON HONEYWELL INTL INC 0.0%
Value ($000) $279 Shares 3,000 Est. Cost $65.70 Unrealized 0.0%
HUBBELL INC 0.0%
Value ($000) $263 Shares 2,132 Est. Cost $108.89 Unrealized
WSO WATSCO INC 0.0%
Value ($000) $247 Shares 2,400 Est. Cost $96.52 Unrealized +4.8%
DHR DANAHER CORP DEL 0.0%
Value ($000) $236 Shares 3,000 Est. Cost $31.10 Unrealized 0.0%
THR THERMON GROUP HLDGS INC 0.0%
Value ($000) $228 Shares 8,644 Est. Cost $25.87 Unrealized -5.6%
CAPSTONE TURBINE CORP 0.0%
Value ($000) $176 Shares 116,700 Est. Cost $1.35 Unrealized