LUMINUS MANAGEMENT LLC Quant / Systematic

CIK: 0001279151 · Show all filings

Period: Q4 2014 (← Previous) (Next →)

Filing Date: Mar 5, 2015

Total Value ($000): $2,882,009

Holdings (125)

SPY SPDR S&P 500 ETF TR 8.2%
Value ($000) $237,028 Shares 1,153,200 Est. Cost Unrealized
SPY SPDR S&P 500 ETF TR 7.0%
Value ($000) $201,943 Shares 982,500 Est. Cost Unrealized
CALPINE CORP 6.6%
Value ($000) $191,530 Shares 8,654,764 Est. Cost $21.16 Unrealized
FE FIRSTENERGY CORP 6.4%
Value ($000) $184,040 Shares 4,720,181 Est. Cost $20.72 Unrealized +11.4%
PCG PG&E CORP 4.1%
Value ($000) $117,058 Shares 2,198,687 Est. Cost $37.47 Unrealized +18.6%
NEE NEXTERA ENERGY INC 4.0%
Value ($000) $114,924 Shares 1,081,232 Est. Cost $17.98 Unrealized +5.0%
DYNEGY INC NEW DEL 3.8%
Value ($000) $109,842 Shares 3,619,129 Est. Cost $26.61 Unrealized
EXC EXELON CORP 3.5%
Value ($000) $99,879 Shares 2,693,597 Est. Cost $16.22 Unrealized +6.6%
EXC EXELON CORP 3.4%
Value ($000) $97,388 Shares 2,626,400 Est. Cost $16.22 Unrealized +6.6%
LACLEDE GROUP INC 3.3%
Value ($000) $95,340 Shares 1,792,107 Est. Cost $48.61 Unrealized
D DOMINION RES INC VA NEW 2.9%
Value ($000) $84,288 Shares 1,096,074 Est. Cost $43.13 Unrealized +4.5%
DUK DUKE ENERGY CORP NEW 2.5%
Value ($000) $71,169 Shares 851,907 Est. Cost $44.71 Unrealized +14.0%
OGE OGE ENERGY CORP 2.5%
Value ($000) $70,812 Shares 1,995,834 Est. Cost $36.50 Unrealized -1.1%
ATO ATMOS ENERGY CORP 2.3%
Value ($000) $66,841 Shares 1,199,159 Est. Cost $37.98 Unrealized +5.9%
CANADIAN PAC RY LTD 2.1%
Value ($000) $60,182 Shares 312,325 Est. Cost $193.00 Unrealized
PPL PPL CORP 1.7%
Value ($000) $48,263 Shares 1,328,435 Est. Cost $18.20 Unrealized +9.0%
STLD STEEL DYNAMICS INC 1.6%
Value ($000) $46,743 Shares 2,367,957 Est. Cost $16.58 Unrealized +2.3%
R RYDER SYS INC 1.6%
Value ($000) $46,366 Shares 499,361 Est. Cost $87.52 Unrealized +2.0%
ASHLAND INC NEW 1.4%
Value ($000) $40,964 Shares 342,047 Est. Cost $98.98 Unrealized
PWR QUANTA SVCS INC 1.1%
Value ($000) $32,424 Shares 1,142,096 Est. Cost $31.63 Unrealized -2.6%
EL PASO ELEC CO 1.1%
Value ($000) $30,539 Shares 762,334 Est. Cost $38.58 Unrealized
TECK TECK RESOURCES LTD 1.0%
Value ($000) $29,585 Shares 2,169,009 Est. Cost $22.54 Unrealized -32.3%
SUNEDISON INC 1.0%
Value ($000) $29,187 Shares 1,496,027 Est. Cost $21.69 Unrealized
CF CF INDS HLDGS INC 0.9%
Value ($000) $26,936 Shares 98,833 Est. Cost $38.51 Unrealized +0.5%
PPG PPG INDS INC 0.9%
Value ($000) $25,124 Shares 108,693 Est. Cost $76.71 Unrealized +11.1%
RS RELIANCE STEEL & ALUMINUM CO 0.9%
Value ($000) $24,764 Shares 404,186 Est. Cost $69.95 Unrealized -9.3%
MTZ MASTEC INC 0.8%
Value ($000) $23,466 Shares 1,037,878 Est. Cost $24.73 Unrealized 0.0%
TERRAFORM PWR INC 0.8%
Value ($000) $23,453 Shares 759,489 Est. Cost $28.96 Unrealized
SWX SOUTHWEST GAS CORP 0.8%
Value ($000) $22,653 Shares 366,500 Est. Cost $51.98 Unrealized +9.2%
DU PONT E I DE NEMOURS & CO 0.8%
Value ($000) $22,182 Shares 300,000 Est. Cost Unrealized
RIO RIO TINTO PLC 0.8%
Value ($000) $21,618 Shares 469,355 Est. Cost $46.06 Unrealized
MPC MARATHON PETE CORP 0.7%
Value ($000) $18,988 Shares 210,372 Est. Cost $30.77 Unrealized +1.9%
FERRO CORP 0.7%
Value ($000) $18,830 Shares 1,452,959 Est. Cost $13.55 Unrealized
SWIFT TRANSN CO 0.6%
Value ($000) $18,489 Shares 645,807 Est. Cost $21.63 Unrealized
NWE NORTHWESTERN CORP 0.6%
Value ($000) $17,237 Shares 304,649 Est. Cost $33.16 Unrealized 0.0%
QUESTAR CORP 0.6%
Value ($000) $16,708 Shares 660,900 Est. Cost $24.04 Unrealized
BABCOCK & WILCOX CO NEW 0.6%
Value ($000) $16,513 Shares 544,999 Est. Cost $31.45 Unrealized
RIG TRANSOCEAN LTD 0.6%
Value ($000) $16,498 Shares 900,000 Est. Cost Unrealized
WMB WILLIAMS COS INC DEL 0.5%
Value ($000) $15,459 Shares 343,991 Est. Cost $23.75 Unrealized +14.4%
HUN HUNTSMAN CORP 0.5%
Value ($000) $15,171 Shares 666,000 Est. Cost $23.96 Unrealized +1.2%
ARCELORMITTAL SA LUXEMBOURG 0.5%
Value ($000) $14,691 Shares 1,331,900 Est. Cost $12.82 Unrealized
POR PORTLAND GEN ELEC CO 0.5%
Value ($000) $14,473 Shares 382,578 Est. Cost $24.12 Unrealized 0.0%
TRANSCANADA CORP 0.5%
Value ($000) $14,406 Shares 293,400 Est. Cost $49.10 Unrealized
NJR NEW JERSEY RES 0.5%
Value ($000) $13,790 Shares 225,330 Est. Cost $17.87 Unrealized +10.2%
POLYONE CORP 0.5%
Value ($000) $13,780 Shares 363,500 Est. Cost $35.89 Unrealized
AGL RES INC 0.5%
Value ($000) $13,028 Shares 239,000 Est. Cost $54.51 Unrealized
ALB ALBEMARLE CORP 0.4%
Value ($000) $12,918 Shares 214,837 Est. Cost $54.91 Unrealized -8.9%
OCEAN RIG UDW INC 0.4%
Value ($000) $12,347 Shares 1,330,507 Est. Cost $15.56 Unrealized
TECO ENERGY INC 0.4%
Value ($000) $11,618 Shares 567,000 Est. Cost $18.24 Unrealized
GRACE W R & CO DEL NEW 0.4%
Value ($000) $11,456 Shares 120,100 Est. Cost $95.20 Unrealized
PACIFIC DRILLING SA LUXEMBOU 0.4%
Value ($000) $11,106 Shares 2,393,642 Est. Cost $10.07 Unrealized
APD AIR PRODS & CHEMS INC 0.4%
Value ($000) $10,372 Shares 71,913 Est. Cost $82.56 Unrealized +16.6%
HOLLYFRONTIER CORP 0.3%
Value ($000) $9,857 Shares 263,000 Est. Cost $37.48 Unrealized
FE FIRSTENERGY CORP 0.3%
Value ($000) $9,748 Shares 250,000 Est. Cost $20.72 Unrealized +11.4%
GRACE W R & CO DEL NEW 0.3%
Value ($000) $9,539 Shares 100,000 Est. Cost $95.20 Unrealized
DOW CHEM CO 0.3%
Value ($000) $9,350 Shares 205,000 Est. Cost $50.46 Unrealized
MOS MOSAIC CO NEW 0.3%
Value ($000) $9,165 Shares 200,758 Est. Cost $35.46 Unrealized 0.0%
TXNM PNM RES INC 0.3%
Value ($000) $9,131 Shares 308,171 Est. Cost $27.94 Unrealized +1.4%
SPECTRA ENERGY CORP 0.3%
Value ($000) $9,075 Shares 250,000 Est. Cost Unrealized
NI NISOURCE INC 0.3%
Value ($000) $8,484 Shares 200,000 Est. Cost Unrealized
HNRG HALLADOR ENERGY COMPANY 0.3%
Value ($000) $7,873 Shares 715,045 Est. Cost $9.29 Unrealized +20.6%
HUBG HUB GROUP INC 0.3%
Value ($000) $7,764 Shares 203,881 Est. Cost $22.76 Unrealized -18.3%
TRANSOCEAN PARTNERS LLC 0.3%
Value ($000) $7,723 Shares 528,228 Est. Cost $20.08 Unrealized
OKE ONEOK INC NEW 0.2%
Value ($000) $6,871 Shares 138,000 Est. Cost $27.77 Unrealized 0.0%
HUN HUNTSMAN CORP 0.2%
Value ($000) $6,834 Shares 300,000 Est. Cost $23.96 Unrealized +1.2%
LYB LYONDELLBASELL INDUSTRIES N 0.2%
Value ($000) $6,739 Shares 84,880 Est. Cost $47.78 Unrealized 0.0%
AXTA AXALTA COATING SYS LTD 0.2%
Value ($000) $6,640 Shares 255,200 Est. Cost $24.63 Unrealized 0.0%
JKS JINKOSOLAR HLDG CO LTD 0.2%
Value ($000) $6,240 Shares 316,614 Est. Cost $19.71 Unrealized
OGS ONE GAS INC 0.2%
Value ($000) $6,118 Shares 148,430 Est. Cost $38.82 Unrealized 0.0%
HON HONEYWELL INTL INC 0.2%
Value ($000) $6,012 Shares 60,173 Est. Cost $68.28 Unrealized 0.0%
AIRGAS INC 0.2%
Value ($000) $5,759 Shares 50,000 Est. Cost $115.17 Unrealized
FMC F M C CORP 0.2%
Value ($000) $5,703 Shares 100,000 Est. Cost Unrealized
ISRAEL CHEMICALS LTD 0.2%
Value ($000) $5,491 Shares 757,400 Est. Cost $7.23 Unrealized
ETN EATON CORP PLC 0.2%
Value ($000) $5,437 Shares 80,000 Est. Cost $50.65 Unrealized 0.0%
TAC TRANSALTA CORP 0.2%
Value ($000) $5,432 Shares 599,600 Est. Cost $9.59 Unrealized 0.0%
GREAT PLAINS ENERGY INC 0.2%
Value ($000) $5,199 Shares 183,000 Est. Cost $28.41 Unrealized
INGERSOLL-RAND PLC 0.2%
Value ($000) $5,090 Shares 80,297 Est. Cost $57.51 Unrealized
TKR TIMKEN CO 0.2%
Value ($000) $5,036 Shares 118,000 Est. Cost $45.43 Unrealized -7.5%
BUNGE LIMITED 0.2%
Value ($000) $4,836 Shares 53,200 Est. Cost $87.97 Unrealized
CNP CENTERPOINT ENERGY INC 0.2%
Value ($000) $4,613 Shares 196,900 Est. Cost $16.40 Unrealized -1.0%
DELEK US HLDGS INC 0.1%
Value ($000) $4,214 Shares 154,462 Est. Cost $27.28 Unrealized
PCAR PACCAR INC 0.1%
Value ($000) $4,013 Shares 59,000 Est. Cost $28.21 Unrealized 0.0%
TERRAFORM PWR INC 0.1%
Value ($000) $3,921 Shares 127,000 Est. Cost $28.96 Unrealized
CMS CMS ENERGY CORP 0.1%
Value ($000) $3,887 Shares 111,865 Est. Cost $23.42 Unrealized 0.0%
TEX TEREX CORP NEW 0.1%
Value ($000) $3,485 Shares 125,000 Est. Cost $28.59 Unrealized 0.0%
PTC PTC INC 0.1%
Value ($000) $3,359 Shares 91,649 Est. Cost $33.89 Unrealized +9.2%
SDLPEUR SEADRILL PARTNERS LLC 0.1%
Value ($000) $3,261 Shares 200,903 Est. Cost $23.12 Unrealized
ECL ECOLAB INC 0.1%
Value ($000) $3,259 Shares 31,185 Est. Cost $96.70 Unrealized 0.0%
AXIALL CORP 0.1%
Value ($000) $3,234 Shares 76,138 Est. Cost $41.25 Unrealized
DQ DAQO NEW ENERGY CORP 0.1%
Value ($000) $3,112 Shares 118,150 Est. Cost $33.79 Unrealized
WLK WESTLAKE CHEM CORP 0.1%
Value ($000) $2,749 Shares 45,000 Est. Cost $57.80 Unrealized 0.0%
TTEK TETRA TECH INC NEW 0.1%
Value ($000) $2,748 Shares 102,931 Est. Cost $5.39 Unrealized -3.1%
TRINSEO S A 0.1%
Value ($000) $2,668 Shares 152,900 Est. Cost $17.45 Unrealized
PRAXAIR INC 0.1%
Value ($000) $2,604 Shares 20,100 Est. Cost Unrealized
HERCULES OFFSHORE INC 0.1%
Value ($000) $2,580 Shares 2,579,900 Est. Cost $1.00 Unrealized
IEX IDEX CORP 0.1%
Value ($000) $2,560 Shares 32,894 Est. Cost $64.42 Unrealized 0.0%
TESORO CORP 0.1%
Value ($000) $2,550 Shares 34,300 Est. Cost $74.34 Unrealized
LII LENNOX INTL INC 0.1%
Value ($000) $2,253 Shares 23,695 Est. Cost $75.37 Unrealized +3.2%
AIRGAS INC 0.1%
Value ($000) $2,073 Shares 18,000 Est. Cost $115.17 Unrealized
BDC BELDEN INC 0.1%
Value ($000) $1,952 Shares 24,769 Est. Cost $68.91 Unrealized -0.7%
DHR DANAHER CORP DEL 0.1%
Value ($000) $1,937 Shares 22,600 Est. Cost $32.68 Unrealized +0.7%
TRONOX LTD 0.1%
Value ($000) $1,836 Shares 76,900 Est. Cost $24.85 Unrealized
URI UNITED RENTALS INC 0.1%
Value ($000) $1,836 Shares 18,000 Est. Cost $93.73 Unrealized +10.7%
RYI RYERSON HLDG CORP 0.1%
Value ($000) $1,694 Shares 170,580 Est. Cost $11.44 Unrealized -1.5%
ATWOOD OCEANICS INC 0.1%
Value ($000) $1,575 Shares 55,500 Est. Cost $51.83 Unrealized
UPS UNITED PARCEL SERVICE INC 0.1%
Value ($000) $1,556 Shares 14,000 Est. Cost $70.93 Unrealized 0.0%
ACM AECOM TECHNOLOGY CORP DELAWA 0.0%
Value ($000) $1,163 Shares 38,293 Est. Cost $30.01 Unrealized 0.0%
ESE ESCO TECHNOLOGIES INC 0.0%
Value ($000) $937 Shares 25,399 Est. Cost $33.04 Unrealized +2.9%
ALLE ALLEGION PUB LTD CO 0.0%
Value ($000) $932 Shares 16,799 Est. Cost $43.11 Unrealized +6.7%
YINGLI GREEN ENERGY HLDG CO 0.0%
Value ($000) $911 Shares 387,826 Est. Cost $2.58 Unrealized
APH AMPHENOL CORP NEW 0.0%
Value ($000) $895 Shares 16,630 Est. Cost $11.51 Unrealized 0.0%
MONSANTO CO NEW 0.0%
Value ($000) $764 Shares 6,397 Est. Cost $112.05 Unrealized
TYCO INTL PLC 0.0%
Value ($000) $746 Shares 17,000 Est. Cost $43.88 Unrealized
LEA LEAR CORP 0.0%
Value ($000) $510 Shares 5,200 Est. Cost $75.60 Unrealized 0.0%
XIFR NEXTERA ENERGY PARTNERS LP 0.0%
Value ($000) $507 Shares 15,012 Est. Cost $34.25 Unrealized 0.0%
LIQTECH INTL INC 0.0%
Value ($000) $462 Shares 423,846 Est. Cost $2.25 Unrealized
JOHNSON CTLS INC 0.0%
Value ($000) $459 Shares 9,500 Est. Cost $48.32 Unrealized
THR THERMON GROUP HLDGS INC 0.0%
Value ($000) $452 Shares 18,678 Est. Cost $23.79 Unrealized 0.0%
GWW GRAINGER W W INC 0.0%
Value ($000) $432 Shares 1,693 Est. Cost $204.90 Unrealized +0.5%
PNR PENTAIR PLC 0.0%
Value ($000) $382 Shares 5,753 Est. Cost $41.21 Unrealized -11.8%
EXA CORP 0.0%
Value ($000) $342 Shares 29,210 Est. Cost $11.07 Unrealized
FLS FLOWSERVE CORP 0.0%
Value ($000) $332 Shares 5,552 Est. Cost $51.25 Unrealized 0.0%
WERN WERNER ENTERPRISES INC 0.0%
Value ($000) $315 Shares 10,100 Est. Cost $28.17 Unrealized 0.0%
PBF PBF ENERGY INC 0.0%
Value ($000) $266 Shares 10,000 Est. Cost $26.05 Unrealized 0.0%
CAPSTONE TURBINE CORP 0.0%
Value ($000) $118 Shares 158,955 Est. Cost $1.23 Unrealized