LUMINUS MANAGEMENT LLC Quant / Systematic

Location: Houston, TX

CIK: 0001279151 · Show all filings

Period: Q3 2014 (← Previous) (Next →)

Filing Date: Nov 14, 2014

Total Value: $3.109B (100.0% shares, 0.0% debt)

Holdings (143)

SPY SPDR S&P 500 ETF TR 11.7%
Value $364M Shares 1,848,600 Est. Cost $195.72 Unrealized
EXC EXELON CORP 6.8%
Value $211M Shares 6,191,453 Est. Cost $16.22 Unrealized -3.6%
CALPINE CORP 5.2%
Value $162M Shares 7,448,654 Est. Cost $21.00 Unrealized
SPY SPDR S&P 500 ETF TR 4.0%
Value $126M Shares 638,300 Est. Cost $195.72 Unrealized
FE FIRSTENERGY CORP 3.8%
Value $117M Shares 3,482,894 Est. Cost $19.88 Unrealized +3.6%
PPL PPL CORP 3.6%
Value $111M Shares 3,394,968 Est. Cost $18.20 Unrealized +3.2%
PCG PG&E CORP 3.1%
Value $96.09M Shares 2,133,373 Est. Cost $37.26 Unrealized +9.6%
EXC EXELON CORP 2.9%
Value $91.36M Shares 2,680,100 Est. Cost $16.22 Unrealized -3.6%
LACLEDE GROUP INC 2.2%
Value $68.25M Shares 1,470,924 Est. Cost $47.60 Unrealized
D DOMINION RES INC VA NEW 2.1%
Value $66.62M Shares 964,244 Est. Cost $42.86 Unrealized -0.5%
AEE AMEREN CORP 1.9%
Value $60.61M Shares 1,581,252 Est. Cost $27.58 Unrealized -0.3%
OGE OGE ENERGY CORP 1.8%
Value $57.23M Shares 1,542,274 Est. Cost $36.61 Unrealized +0.5%
NEE NEXTERA ENERGY INC 1.7%
Value $53.22M Shares 566,902 Est. Cost $17.17 Unrealized +4.4%
DYNEGY INC NEW DEL 1.6%
Value $50.83M Shares 1,761,425 Est. Cost $22.67 Unrealized
EIX EDISON INTL 1.6%
Value $48.35M Shares 864,704 Est. Cost $35.87 Unrealized +2.6%
TECO ENERGY INC 1.5%
Value $47.11M Shares 2,710,841 Est. Cost $18.24 Unrealized
DUK DUKE ENERGY CORP NEW 1.5%
Value $46.66M Shares 623,973 Est. Cost $42.42 Unrealized +7.6%
NI NISOURCE INC 1.5%
Value $46.51M Shares 1,135,000 Est. Cost Unrealized
CSX CSX CORP 1.5%
Value $45.68M Shares 1,424,837 Est. Cost $8.24 Unrealized +4.6%
ASHLAND INC NEW 1.4%
Value $44.59M Shares 428,302 Est. Cost $98.98 Unrealized
ATO ATMOS ENERGY CORP 1.3%
Value $39.47M Shares 827,536 Est. Cost $36.97 Unrealized +2.3%
WMB WILLIAMS COS INC DEL 1.2%
Value $37.86M Shares 683,991 Est. Cost $23.75 Unrealized +27.3%
TECK TECK RESOURCES LTD 1.2%
Value $36.71M Shares 1,943,172 Est. Cost $23.39 Unrealized -2.9%
R RYDER SYS INC 1.1%
Value $32.67M Shares 363,114 Est. Cost $86.87 Unrealized +3.2%
VLO VALERO ENERGY CORP NEW 1.0%
Value $30.79M Shares 665,453 Est. Cost $31.88 Unrealized +2.4%
KMI KINDER MORGAN INC DEL 0.8%
Value $26.19M Shares 683,031 Est. Cost $21.42 Unrealized 0.0%
SWIFT TRANSN CO 0.8%
Value $26.17M Shares 1,247,485 Est. Cost $21.63 Unrealized
SWX SOUTHWEST GAS CORP 0.8%
Value $25.57M Shares 526,342 Est. Cost $51.98 Unrealized -1.7%
WISCONSIN ENERGY CORP 0.8%
Value $25.18M Shares 585,492 Est. Cost $43.00 Unrealized
SUNEDISON INC 0.8%
Value $24.47M Shares 1,296,027 Est. Cost $22.03 Unrealized
RIG TRANSOCEAN LTD 0.8%
Value $23.98M Shares 750,000 Est. Cost Unrealized
RS RELIANCE STEEL & ALUMINUM CO 0.7%
Value $22.11M Shares 323,256 Est. Cost $71.58 Unrealized -0.7%
TERRAFORM PWR INC 0.7%
Value $20.89M Shares 723,689 Est. Cost $28.86 Unrealized
GPRE GREEN PLAINS INC 0.6%
Value $19.32M Shares 516,743 Est. Cost $38.99 Unrealized +2.4%
PACIFIC DRILLING SA LUXEMBOU 0.6%
Value $19.13M Shares 2,312,614 Est. Cost $10.26 Unrealized
NATIONAL OILWELL VARCO INC 0.6%
Value $19.02M Shares 250,000 Est. Cost Unrealized
MONSANTO CO NEW 0.6%
Value $18.96M Shares 168,500 Est. Cost $112.05 Unrealized
XLU SELECT SECTOR SPDR TR 0.6%
Value $18.52M Shares 440,000 Est. Cost Unrealized
WMB WILLIAMS COS INC DEL 0.6%
Value $17.71M Shares 320,000 Est. Cost $23.75 Unrealized +27.3%
DU PONT E I DE NEMOURS & CO 0.5%
Value $16.15M Shares 225,000 Est. Cost Unrealized
ABENGOA YIELD PLC 0.5%
Value $16.13M Shares 453,267 Est. Cost $37.40 Unrealized
CNP CENTERPOINT ENERGY INC 0.5%
Value $15.72M Shares 642,305 Est. Cost $16.40 Unrealized +1.0%
DOW CHEM CO 0.5%
Value $15.7M Shares 299,414 Est. Cost $50.46 Unrealized
ATWOOD OCEANICS INC 0.5%
Value $15.57M Shares 356,377 Est. Cost $51.83 Unrealized
ASHLAND INC NEW 0.5%
Value $15.5M Shares 148,900 Est. Cost $98.98 Unrealized
MPC MARATHON PETE CORP 0.5%
Value $15.45M Shares 182,454 Est. Cost $30.68 Unrealized -2.1%
OCEAN RIG UDW INC 0.5%
Value $15.13M Shares 938,759 Est. Cost $18.18 Unrealized
CHICAGO BRIDGE & IRON CO N V 0.5%
Value $14.86M Shares 256,893 Est. Cost $61.73 Unrealized
PPG PPG INDS INC 0.5%
Value $14.75M Shares 74,994 Est. Cost $72.89 Unrealized +14.4%
UGI UGI CORP NEW 0.5%
Value $14.53M Shares 426,347 Est. Cost $34.01 Unrealized 0.0%
NSC NORFOLK SOUTHERN CORP 0.5%
Value $14.53M Shares 130,200 Est. Cost $68.95 Unrealized +19.8%
EMN EASTMAN CHEM CO 0.5%
Value $14.44M Shares 178,524 Est. Cost $58.46 Unrealized 0.0%
TXNM PNM RES INC 0.5%
Value $14.38M Shares 577,393 Est. Cost $27.94 Unrealized -5.1%
STLD STEEL DYNAMICS INC 0.5%
Value $14.13M Shares 625,000 Est. Cost $13.59 Unrealized +26.0%
ALLETE INC 0.5%
Value $14.06M Shares 316,802 Est. Cost $44.39 Unrealized
SPECTRA ENERGY CORP 0.4%
Value $13.74M Shares 350,000 Est. Cost Unrealized
JA SOLAR HOLDINGS CO LTD 0.4%
Value $13.42M Shares 1,451,057 Est. Cost $9.76 Unrealized
ALB ALBEMARLE CORP 0.4%
Value $13.06M Shares 221,700 Est. Cost $54.91 Unrealized 0.0%
JACOBS ENGR GROUP INC DEL 0.4%
Value $12.94M Shares 265,031 Est. Cost $58.65 Unrealized
PSX PHILLIPS 66 0.4%
Value $12.63M Shares 155,369 Est. Cost $54.80 Unrealized +0.6%
INTEGRYS ENERGY GROUP INC 0.4%
Value $12.51M Shares 193,004 Est. Cost $54.98 Unrealized
LNT ALLIANT ENERGY CORP 0.4%
Value $12.47M Shares 225,000 Est. Cost $20.07 Unrealized 0.0%
APD AIR PRODS & CHEMS INC 0.4%
Value $12.36M Shares 94,913 Est. Cost $82.56 Unrealized +12.0%
ARCELORMITTAL SA LUXEMBOURG 0.4%
Value $12.28M Shares 896,900 Est. Cost $13.69 Unrealized
ROWAN COMPANIES PLC 0.4%
Value $12.09M Shares 477,526 Est. Cost $25.54 Unrealized
PWR QUANTA SVCS INC 0.4%
Value $11.76M Shares 324,067 Est. Cost $33.68 Unrealized +3.6%
EL PASO ELEC CO 0.4%
Value $11.72M Shares 320,644 Est. Cost $36.55 Unrealized
FERRO CORP 0.4%
Value $11.51M Shares 794,299 Est. Cost $14.04 Unrealized
NJR NEW JERSEY RES 0.4%
Value $11.38M Shares 225,330 Est. Cost $17.87 Unrealized +1.0%
POLYONE CORP 0.4%
Value $11.2M Shares 314,849 Est. Cost $35.58 Unrealized
IDA IDACORP INC 0.3%
Value $10.62M Shares 198,031 Est. Cost $55.05 Unrealized 0.0%
UIL HLDG CORP 0.3%
Value $10.46M Shares 295,374 Est. Cost $38.29 Unrealized
HUN HUNTSMAN CORP 0.3%
Value $10.41M Shares 400,500 Est. Cost $23.76 Unrealized +14.7%
DIAMOND OFFSHORE DRILLING IN 0.3%
Value $10.28M Shares 300,000 Est. Cost $40.03 Unrealized
ALON USA ENERGY INC 0.3%
Value $10.03M Shares 698,305 Est. Cost $14.09 Unrealized
CANADIAN PAC RY LTD 0.3%
Value $9.86M Shares 47,525 Est. Cost $194.72 Unrealized
FDX FEDEX CORP 0.3%
Value $9.476M Shares 58,695 Est. Cost $129.06 Unrealized 0.0%
SEADRILL LIMITED 0.3%
Value $9.366M Shares 350,000 Est. Cost Unrealized
WGL HLDGS INC 0.3%
Value $9.13M Shares 216,761 Est. Cost $43.10 Unrealized
GRACE W R & CO DEL NEW 0.3%
Value $9.094M Shares 100,000 Est. Cost $94.53 Unrealized
HNRG HALLADOR ENERGY COMPANY 0.3%
Value $9.039M Shares 763,430 Est. Cost $9.29 Unrealized +38.1%
CHEMTURA CORP 0.3%
Value $8.994M Shares 385,503 Est. Cost $24.11 Unrealized
HUBG HUB GROUP INC 0.3%
Value $8.263M Shares 203,881 Est. Cost $22.76 Unrealized 0.0%
URI UNITED RENTALS INC 0.3%
Value $8.218M Shares 73,971 Est. Cost $93.73 Unrealized +16.2%
TERRAFORM PWR INC 0.2%
Value $6.551M Shares 227,000 Est. Cost $28.86 Unrealized
TRANSOCEAN PARTNERS LLC 0.2%
Value $6.527M Shares 249,300 Est. Cost $26.18 Unrealized
ISRAEL CHEMICALS LTD 0.2%
Value $6.146M Shares 850,000 Est. Cost $7.23 Unrealized
QUESTAR CORP 0.2%
Value $6.13M Shares 275,000 Est. Cost $22.29 Unrealized
STLD STEEL DYNAMICS INC 0.2%
Value $6.116M Shares 270,500 Est. Cost $13.59 Unrealized +26.0%
BABCOCK & WILCOX CO NEW 0.2%
Value $5.936M Shares 214,372 Est. Cost $33.21 Unrealized
XLI SELECT SECTOR SPDR TR 0.2%
Value $5.888M Shares 110,772 Est. Cost $53.45 Unrealized
POTASH CORP SASK INC 0.2%
Value $5.854M Shares 169,400 Est. Cost $34.56 Unrealized
CMC COMMERCIAL METALS CO 0.2%
Value $5.605M Shares 328,351 Est. Cost $13.76 Unrealized 0.0%
AIRGAS INC 0.2%
Value $5.533M Shares 50,000 Est. Cost Unrealized
TKR TIMKEN CO 0.2%
Value $5.299M Shares 125,000 Est. Cost $45.43 Unrealized +1.3%
CX CEMEX SAB DE CV 0.2%
Value $5.269M Shares 404,100 Est. Cost $13.21 Unrealized
BDC BELDEN INC 0.2%
Value $5.256M Shares 82,097 Est. Cost $68.91 Unrealized +1.4%
ROCKWOOD HLDGS INC 0.2%
Value $4.931M Shares 64,506 Est. Cost $74.62 Unrealized
IWM ISHARES TR 0.1%
Value $3.865M Shares 35,341 Est. Cost $109.36 Unrealized
HYG ISHARES 0.1%
Value $3.678M Shares 40,000 Est. Cost Unrealized
INGERSOLL-RAND PLC 0.1%
Value $3.661M Shares 64,959 Est. Cost $56.13 Unrealized
CAT CATERPILLAR INC DEL 0.1%
Value $3.565M Shares 36,000 Est. Cost $79.29 Unrealized 0.0%
CF CF INDS HLDGS INC 0.1%
Value $3.462M Shares 12,400 Est. Cost $37.05 Unrealized 0.0%
ITW ILLINOIS TOOL WKS INC 0.1%
Value $3.123M Shares 36,996 Est. Cost $66.18 Unrealized 0.0%
CONSOL ENERGY INC 0.1%
Value $2.915M Shares 77,004 Est. Cost $40.21 Unrealized
DQ DAQO NEW ENERGY CORP 0.1%
Value $2.819M Shares 65,853 Est. Cost $39.71 Unrealized
CLIFFS NAT RES INC 0.1%
Value $2.732M Shares 263,200 Est. Cost $10.38 Unrealized
SDLPEUR SEADRILL PARTNERS LLC 0.1%
Value $2.682M Shares 86,000 Est. Cost $32.32 Unrealized
PRAXAIR INC 0.1%
Value $2.593M Shares 20,100 Est. Cost Unrealized
ARCH COAL INC 0.1%
Value $2.58M Shares 1,217,000 Est. Cost $2.12 Unrealized
TTEK TETRA TECH INC NEW 0.1%
Value $2.571M Shares 102,931 Est. Cost $5.39 Unrealized -3.4%
RYZ RYERSON HLDG CORP 0.1%
Value $2.56M Shares 200,000 Est. Cost $11.44 Unrealized 0.0%
JACOBS ENGR GROUP INC DEL 0.1%
Value $2.441M Shares 50,000 Est. Cost $58.65 Unrealized
GRACE W R & CO DEL NEW 0.1%
Value $2.338M Shares 25,708 Est. Cost $94.53 Unrealized
TRINA SOLAR LIMITED 0.1%
Value $2.254M Shares 186,719 Est. Cost $12.07 Unrealized
BUNGE LIMITED 0.1%
Value $1.971M Shares 23,400 Est. Cost $84.23 Unrealized
AXIALL CORP 0.1%
Value $1.97M Shares 55,000 Est. Cost $40.78 Unrealized
LII LENNOX INTL INC 0.1%
Value $1.854M Shares 24,116 Est. Cost $75.37 Unrealized -2.2%
GWW GRAINGER W W INC 0.1%
Value $1.785M Shares 7,093 Est. Cost $204.90 Unrealized -0.5%
OLN OLIN CORP 0.0%
Value $1.263M Shares 50,000 Est. Cost Unrealized
PNR PENTAIR PLC 0.0%
Value $1.048M Shares 16,000 Est. Cost $41.21 Unrealized -7.6%
PTC PTC INC 0.0%
Value $1.021M Shares 27,672 Est. Cost $26.65 Unrealized +43.5%
DIAMOND OFFSHORE DRILLING IN 0.0%
Value $1.007M Shares 29,372 Est. Cost $40.03 Unrealized
KBR KBR INC 0.0%
Value $791K Shares 42,000 Est. Cost $18.33 Unrealized 0.0%
ENS ENERSYS 0.0%
Value $697K Shares 11,886 Est. Cost $56.81 Unrealized +0.5%
LIQTECH INTL INC 0.0%
Value $653K Shares 423,846 Est. Cost $2.25 Unrealized
TRONOX LTD 0.0%
Value $643K Shares 24,700 Est. Cost $26.90 Unrealized
ITT CORP NEW 0.0%
Value $568K Shares 12,646 Est. Cost $43.44 Unrealized
WCC WESCO INTL INC 0.0%
Value $556K Shares 7,100 Est. Cost $82.79 Unrealized -2.9%
ETR ENTERGY CORP NEW 0.0%
Value $394K Shares 5,100 Est. Cost $19.83 Unrealized +21.4%
WSO WATSCO INC 0.0%
Value $388K Shares 4,507 Est. Cost $94.63 Unrealized -2.3%
YINGLI GREEN ENERGY HLDG CO 0.0%
Value $372K Shares 119,684 Est. Cost $3.11 Unrealized
HUBBELL INC 0.0%
Value $362K Shares 3,000 Est. Cost $112.30 Unrealized
ESE ESCO TECHNOLOGIES INC 0.0%
Value $358K Shares 10,300 Est. Cost $31.65 Unrealized +4.2%
GNRC GENERAC HLDGS INC 0.0%
Value $332K Shares 8,200 Est. Cost $44.79 Unrealized 0.0%
AEP AMERICAN ELEC PWR INC 0.0%
Value $316K Shares 6,050 Est. Cost $31.78 Unrealized +11.1%
EMR EMERSON ELEC CO 0.0%
Value $313K Shares 5,000 Est. Cost $48.03 Unrealized -0.6%
ALLE ALLEGION PUB LTD CO 0.0%
Value $310K Shares 6,499 Est. Cost $38.52 Unrealized +20.4%
REXNORD CORP NEW 0.0%
Value $282K Shares 9,900 Est. Cost $28.48 Unrealized
ADSK AUTODESK INC 0.0%
Value $254K Shares 4,617 Est. Cost $43.21 Unrealized +26.8%
DHR DANAHER CORP DEL 0.0%
Value $228K Shares 3,000 Est. Cost $31.10 Unrealized +0.2%
EXA CORP 0.0%
Value $212K Shares 18,793 Est. Cost $10.72 Unrealized
CAPSTONE TURBINE CORP 0.0%
Value $143K Shares 133,900 Est. Cost $1.32 Unrealized