LUMINUS MANAGEMENT LLC Quant / Systematic

CIK: 0001279151 · Show all filings

Period: Q1 2015 (← Previous) (Next →)

Filing Date: May 15, 2015

Total Value ($000): $2,816,671 (100.0% shares, 0.0% debt)

Holdings (112)

FE FIRSTENERGY CORP 7.1%
Value ($000) $200,621 Shares 5,722,206 Est. Cost $21.25 Unrealized +11.8%
EXC EXELON CORP 6.1%
Value ($000) $172,339 Shares 5,127,601 Est. Cost $16.51 Unrealized +1.9%
DUK DUKE ENERGY CORP NEW 5.8%
Value ($000) $163,373 Shares 2,127,807 Est. Cost $48.96 Unrealized +5.8%
CALPINE CORP 4.6%
Value ($000) $130,178 Shares 5,692,074 Est. Cost $21.16 Unrealized
D DOMINION RES INC VA NEW 4.6%
Value ($000) $128,647 Shares 1,815,251 Est. Cost $44.50 Unrealized +4.7%
DYNEGY INC NEW DEL 4.5%
Value ($000) $127,594 Shares 4,059,585 Est. Cost $27.13 Unrealized
EXC EXELON CORP 4.2%
Value ($000) $119,012 Shares 3,541,000 Est. Cost $16.51 Unrealized +1.9%
LACLEDE GROUP INC 2.9%
Value ($000) $82,168 Shares 1,604,207 Est. Cost $48.61 Unrealized
NEE NEXTERA ENERGY INC 2.8%
Value ($000) $80,171 Shares 770,505 Est. Cost $17.98 Unrealized +10.5%
SPY SPDR S&P 500 ETF TR 2.8%
Value ($000) $78,237 Shares 379,000 Est. Cost $206.43 Unrealized
CANADIAN PAC RY LTD 2.7%
Value ($000) $75,704 Shares 413,894 Est. Cost $190.52 Unrealized
PCG PG&E CORP 2.6%
Value ($000) $74,403 Shares 1,401,972 Est. Cost $37.47 Unrealized +33.2%
STLD STEEL DYNAMICS INC 2.4%
Value ($000) $66,925 Shares 3,329,582 Est. Cost $16.05 Unrealized -8.1%
UPS UNITED PARCEL SERVICE INC 2.2%
Value ($000) $61,460 Shares 634,000 Est. Cost $69.43 Unrealized -0.0%
NRG NRG ENERGY INC 2.2%
Value ($000) $60,755 Shares 2,411,867 Est. Cost $19.83 Unrealized 0.0%
AEE AMEREN CORP 1.7%
Value ($000) $47,829 Shares 1,133,389 Est. Cost $31.21 Unrealized 0.0%
EXC EXELON CORP 1.7%
Value ($000) $46,533 Shares 1,384,500 Est. Cost $16.51 Unrealized +1.9%
HON HONEYWELL INTL INC 1.5%
Value ($000) $41,907 Shares 401,751 Est. Cost $72.29 Unrealized +1.0%
SUNEDISON INC 1.4%
Value ($000) $39,377 Shares 1,640,695 Est. Cost $21.89 Unrealized
ATO ATMOS ENERGY CORP 1.4%
Value ($000) $38,705 Shares 699,916 Est. Cost $37.98 Unrealized +11.5%
UIL HLDG CORP 1.3%
Value ($000) $37,509 Shares 729,457 Est. Cost $51.42 Unrealized
AEP AMERICAN ELEC PWR INC 1.3%
Value ($000) $35,944 Shares 639,000 Est. Cost $40.34 Unrealized 0.0%
MPC MARATHON PETE CORP 1.3%
Value ($000) $35,492 Shares 346,633 Est. Cost $32.19 Unrealized +6.8%
EIX EDISON INTL 1.2%
Value ($000) $33,822 Shares 541,404 Est. Cost $42.55 Unrealized 0.0%
PWR QUANTA SVCS INC 1.2%
Value ($000) $32,724 Shares 1,146,996 Est. Cost $31.63 Unrealized -13.0%
R RYDER SYS INC 1.1%
Value ($000) $30,817 Shares 324,761 Est. Cost $87.52 Unrealized +5.0%
ASHLAND INC NEW 1.1%
Value ($000) $29,658 Shares 232,958 Est. Cost $98.98 Unrealized
AGL RES INC 1.0%
Value ($000) $29,035 Shares 584,791 Est. Cost $51.64 Unrealized
TERRAFORM PWR INC 1.0%
Value ($000) $28,660 Shares 784,994 Est. Cost $29.20 Unrealized
RPM RPM INTL INC 1.0%
Value ($000) $27,008 Shares 562,784 Est. Cost $48.36 Unrealized 0.0%
PPG PPG INDS INC 1.0%
Value ($000) $26,939 Shares 119,443 Est. Cost $78.30 Unrealized +20.5%
SPY SPDR S&P 500 ETF TR 0.8%
Value ($000) $23,739 Shares 115,000 Est. Cost $206.43 Unrealized
FERRO CORP 0.8%
Value ($000) $23,628 Shares 1,882,693 Est. Cost $13.32 Unrealized
WLK WESTLAKE CHEM CORP 0.8%
Value ($000) $23,299 Shares 323,871 Est. Cost $55.01 Unrealized -0.8%
APD AIR PRODS & CHEMS INC 0.8%
Value ($000) $21,317 Shares 140,913 Est. Cost $93.95 Unrealized +12.6%
ABENGOA YIELD PLC 0.7%
Value ($000) $20,572 Shares 609,006 Est. Cost $33.78 Unrealized
ECL ECOLAB INC 0.7%
Value ($000) $20,518 Shares 179,385 Est. Cost $97.11 Unrealized +0.1%
SWIFT TRANSN CO 0.7%
Value ($000) $20,326 Shares 781,161 Est. Cost $22.39 Unrealized
VALSPAR CORP 0.7%
Value ($000) $19,831 Shares 236,000 Est. Cost $84.03 Unrealized
NWE NORTHWESTERN CORP 0.6%
Value ($000) $18,270 Shares 339,649 Est. Cost $33.38 Unrealized +5.8%
POLYONE CORP 0.6%
Value ($000) $18,260 Shares 488,876 Est. Cost $36.27 Unrealized
RIG TRANSOCEAN LTD 0.6%
Value ($000) $17,898 Shares 1,220,000 Est. Cost Unrealized
MTZ MASTEC INC 0.6%
Value ($000) $17,772 Shares 920,805 Est. Cost $24.73 Unrealized -19.2%
BABCOCK & WILCOX CO NEW 0.6%
Value ($000) $16,731 Shares 521,380 Est. Cost $31.45 Unrealized
HOLLYFRONTIER CORP 0.6%
Value ($000) $16,064 Shares 398,900 Est. Cost $38.43 Unrealized
QUESTAR CORP 0.5%
Value ($000) $14,337 Shares 600,900 Est. Cost $24.04 Unrealized
NJR NEW JERSEY RES 0.5%
Value ($000) $13,998 Shares 450,660 Est. Cost $19.89 Unrealized +10.2%
ARCELORMITTAL SA LUXEMBOURG 0.5%
Value ($000) $13,582 Shares 1,441,856 Est. Cost $12.56 Unrealized
UNITED TECHNOLOGIES CORP 0.5%
Value ($000) $12,717 Shares 108,503 Est. Cost $117.20 Unrealized
ROWAN COMPANIES PLC 0.5%
Value ($000) $12,694 Shares 716,787 Est. Cost $17.71 Unrealized
INTEGRYS ENERGY GROUP INC 0.4%
Value ($000) $12,030 Shares 167,035 Est. Cost $72.02 Unrealized
FE FIRSTENERGY CORP 0.4%
Value ($000) $12,019 Shares 342,800 Est. Cost $21.25 Unrealized +11.8%
OGE OGE ENERGY CORP 0.4%
Value ($000) $11,827 Shares 374,153 Est. Cost $36.50 Unrealized -8.1%
ATWOOD OCEANICS INC 0.4%
Value ($000) $11,031 Shares 392,440 Est. Cost $31.46 Unrealized
ANADARKO PETE CORP 0.4%
Value ($000) $10,682 Shares 129,000 Est. Cost $82.81 Unrealized
TRANSCANADA CORP 0.4%
Value ($000) $10,483 Shares 245,400 Est. Cost $49.10 Unrealized
SEADRILL LIMITED 0.4%
Value ($000) $10,463 Shares 1,119,019 Est. Cost $9.35 Unrealized
HUN HUNTSMAN CORP 0.4%
Value ($000) $9,977 Shares 450,000 Est. Cost $23.96 Unrealized -6.8%
SWX SOUTHWEST GAS CORP 0.3%
Value ($000) $9,493 Shares 163,192 Est. Cost $51.98 Unrealized +13.6%
PACIFIC DRILLING SA LUXEMBOU 0.3%
Value ($000) $9,071 Shares 2,331,904 Est. Cost $10.07 Unrealized
ETR ENTERGY CORP NEW 0.3%
Value ($000) $8,989 Shares 116,000 Est. Cost $26.63 Unrealized 0.0%
EL PASO ELEC CO 0.3%
Value ($000) $8,883 Shares 229,892 Est. Cost $38.58 Unrealized
WMB WILLIAMS COS INC DEL 0.3%
Value ($000) $8,499 Shares 168,000 Est. Cost $23.75 Unrealized +5.1%
BHP BHP BILLITON LTD 0.3%
Value ($000) $7,929 Shares 170,625 Est. Cost $46.47 Unrealized
MTZ MASTEC INC 0.3%
Value ($000) $7,720 Shares 400,000 Est. Cost $24.73 Unrealized -19.2%
LII LENNOX INTL INC 0.3%
Value ($000) $7,568 Shares 67,756 Est. Cost $85.25 Unrealized +6.2%
HUN HUNTSMAN CORP 0.3%
Value ($000) $7,423 Shares 334,800 Est. Cost $23.96 Unrealized -6.8%
DELEK US HLDGS INC 0.3%
Value ($000) $7,332 Shares 184,462 Est. Cost $29.31 Unrealized
BERRY PLASTICS GROUP INC 0.3%
Value ($000) $7,274 Shares 201,000 Est. Cost $36.19 Unrealized
DVN DEVON ENERGY CORP NEW 0.3%
Value ($000) $7,117 Shares 118,000 Est. Cost $41.56 Unrealized 0.0%
IDA IDACORP INC 0.3%
Value ($000) $7,081 Shares 112,633 Est. Cost $64.29 Unrealized 0.0%
NSC NORFOLK SOUTHERN CORP 0.2%
Value ($000) $6,909 Shares 67,125 Est. Cost $84.19 Unrealized 0.0%
JKS JINKOSOLAR HLDG CO LTD 0.2%
Value ($000) $6,455 Shares 251,745 Est. Cost $19.71 Unrealized
OCEAN RIG UDW INC 0.2%
Value ($000) $6,187 Shares 938,816 Est. Cost $15.56 Unrealized
CE CELANESE CORP DEL 0.2%
Value ($000) $5,586 Shares 100,000 Est. Cost Unrealized
AGCO AGCO CORP 0.2%
Value ($000) $4,764 Shares 100,000 Est. Cost Unrealized
MLM MARTIN MARIETTA MATLS INC 0.2%
Value ($000) $4,613 Shares 33,000 Est. Cost $117.97 Unrealized 0.0%
TRANSOCEAN PARTNERS LLC 0.2%
Value ($000) $4,459 Shares 363,993 Est. Cost $20.08 Unrealized
ETN EATON CORP PLC 0.1%
Value ($000) $4,151 Shares 61,100 Est. Cost $50.65 Unrealized +3.7%
BUNGE LIMITED 0.1%
Value ($000) $3,611 Shares 43,850 Est. Cost $87.97 Unrealized
ALB ALBEMARLE CORP 0.1%
Value ($000) $3,583 Shares 67,800 Est. Cost $54.91 Unrealized -15.2%
PTC PTC INC 0.1%
Value ($000) $3,021 Shares 83,514 Est. Cost $33.89 Unrealized +1.9%
ISRAEL CHEMICALS LTD 0.1%
Value ($000) $3,007 Shares 424,177 Est. Cost $7.23 Unrealized
JA SOLAR HOLDINGS CO LTD 0.1%
Value ($000) $2,868 Shares 300,000 Est. Cost $9.56 Unrealized
AGRIUM INC 0.1%
Value ($000) $2,826 Shares 27,100 Est. Cost $104.28 Unrealized
DQ DAQO NEW ENERGY CORP 0.1%
Value ($000) $2,807 Shares 105,873 Est. Cost $33.79 Unrealized
TTEK TETRA TECH INC NEW 0.1%
Value ($000) $2,472 Shares 102,931 Est. Cost $5.39 Unrealized -8.4%
TRINA SOLAR LIMITED 0.1%
Value ($000) $2,119 Shares 175,244 Est. Cost $12.09 Unrealized
GLNG GOLAR LNG LTD BERMUDA 0.1%
Value ($000) $1,964 Shares 59,000 Est. Cost $26.23 Unrealized 0.0%
BDC BELDEN INC 0.1%
Value ($000) $1,954 Shares 20,883 Est. Cost $68.91 Unrealized +20.8%
MOS MOSAIC CO NEW 0.1%
Value ($000) $1,647 Shares 35,750 Est. Cost $35.46 Unrealized +10.7%
TXNM PNM RES INC 0.1%
Value ($000) $1,642 Shares 56,229 Est. Cost $27.94 Unrealized +4.2%
CONTINENTAL RESOURCES INC 0.1%
Value ($000) $1,528 Shares 35,000 Est. Cost $43.66 Unrealized
TYCO INTL PLC 0.1%
Value ($000) $1,507 Shares 35,000 Est. Cost $43.46 Unrealized
DOW CHEM CO 0.1%
Value ($000) $1,489 Shares 31,024 Est. Cost $48.00 Unrealized
ADM ARCHER DANIELS MIDLAND CO 0.1%
Value ($000) $1,422 Shares 30,000 Est. Cost $34.59 Unrealized 0.0%
ALPHA NATURAL RESOURCES INC 0.0%
Value ($000) $1,405 Shares 1,405,000 Est. Cost $1.00 Unrealized
IEX IDEX CORP 0.0%
Value ($000) $1,375 Shares 18,134 Est. Cost $64.42 Unrealized +1.5%
CHEMTURA CORP 0.0%
Value ($000) $1,365 Shares 50,000 Est. Cost Unrealized
INGERSOLL-RAND PLC 0.0%
Value ($000) $1,280 Shares 18,797 Est. Cost $57.51 Unrealized
HE HAWAIIAN ELEC INDUSTRIES 0.0%
Value ($000) $1,197 Shares 37,277 Est. Cost $33.33 Unrealized 0.0%
MEOH METHANEX CORP 0.0%
Value ($000) $1,194 Shares 22,300 Est. Cost Unrealized
RYZ RYERSON HLDG CORP 0.0%
Value ($000) $1,087 Shares 170,580 Est. Cost $11.44 Unrealized -40.7%
ESE ESCO TECHNOLOGIES INC 0.0%
Value ($000) $641 Shares 16,433 Est. Cost $33.04 Unrealized +7.9%
SAIA SAIA INC 0.0%
Value ($000) $576 Shares 12,995 Est. Cost $46.09 Unrealized 0.0%
CORN TEUCRIUM COMMODITY TR 0.0%
Value ($000) $470 Shares 19,011 Est. Cost $24.72 Unrealized
ASPEN TECHNOLOGY INC 0.0%
Value ($000) $385 Shares 10,000 Est. Cost $38.50 Unrealized
ITC HLDGS CORP 0.0%
Value ($000) $335 Shares 8,962 Est. Cost $37.38 Unrealized
LIQTECH INTL INC 0.0%
Value ($000) $285 Shares 423,846 Est. Cost $2.25 Unrealized
EXA CORP 0.0%
Value ($000) $241 Shares 20,315 Est. Cost $11.07 Unrealized
SDLPEUR SEADRILL PARTNERS LLC 0.0%
Value ($000) $131 Shares 11,150 Est. Cost $23.12 Unrealized
YINGLI GREEN ENERGY HLDG CO 0.0%
Value ($000) $123 Shares 66,638 Est. Cost $2.58 Unrealized