LUMINUS MANAGEMENT LLC Quant / Systematic

CIK: 0001279151 · Show all filings

Period: Q3 2015 (← Previous) (Next →)

Filing Date: Nov 16, 2015

Total Value ($000): $3,235,998 (100.0% shares, 0.0% debt)

Holdings (134)

DUK DUKE ENERGY CORP NEW 7.1%
Value ($000) $229,647 Shares 3,192,205 Est. Cost $48.11 Unrealized -1.9%
FE FIRSTENERGY CORP 7.1%
Value ($000) $228,159 Shares 7,287,085 Est. Cost $21.23 Unrealized -0.2%
NEE NEXTERA ENERGY INC 4.2%
Value ($000) $134,419 Shares 1,377,951 Est. Cost $18.60 Unrealized +4.5%
PCG PG&E CORP 3.9%
Value ($000) $126,103 Shares 2,388,322 Est. Cost $42.30 Unrealized +11.2%
CALPINE CORP 3.8%
Value ($000) $121,900 Shares 8,349,362 Est. Cost $18.69 Unrealized
SPY SPDR S&P 500 ETF TR 3.3%
Value ($000) $106,354 Shares 555,000 Est. Cost Unrealized
DYNEGY INC NEW DEL 3.1%
Value ($000) $99,382 Shares 4,808,040 Est. Cost $26.05 Unrealized
CNP CENTERPOINT ENERGY INC 2.5%
Value ($000) $82,187 Shares 4,555,815 Est. Cost $13.41 Unrealized -1.9%
CSX CSX CORP 2.5%
Value ($000) $82,074 Shares 3,051,085 Est. Cost $8.37 Unrealized 0.0%
PPL PPL CORP 2.5%
Value ($000) $81,394 Shares 2,474,747 Est. Cost $19.41 Unrealized +1.4%
MPC MARATHON PETE CORP 2.5%
Value ($000) $81,243 Shares 1,753,575 Est. Cost $36.06 Unrealized +3.2%
AGL RES INC 2.5%
Value ($000) $80,762 Shares 1,323,104 Est. Cost $60.37 Unrealized
TAC TRANSALTA CORP 2.5%
Value ($000) $79,707 Shares 17,141,200 Est. Cost $6.36 Unrealized -10.2%
D DOMINION RES INC VA NEW 2.3%
Value ($000) $74,967 Shares 1,065,173 Est. Cost $44.50 Unrealized +1.0%
ETR ENTERGY CORP NEW 2.0%
Value ($000) $65,909 Shares 1,012,419 Est. Cost $22.53 Unrealized 0.0%
UNP UNION PAC CORP 2.0%
Value ($000) $64,951 Shares 734,661 Est. Cost $73.44 Unrealized -1.7%
AEE AMEREN CORP 2.0%
Value ($000) $64,607 Shares 1,528,436 Est. Cost $30.25 Unrealized -2.5%
STLD STEEL DYNAMICS INC 1.9%
Value ($000) $62,598 Shares 3,643,647 Est. Cost $15.86 Unrealized -2.1%
PPG PPG INDS INC 1.9%
Value ($000) $61,945 Shares 706,402 Est. Cost $85.70 Unrealized -1.5%
NSC NORFOLK SOUTHERN CORP 1.7%
Value ($000) $56,255 Shares 736,321 Est. Cost $73.06 Unrealized -10.9%
LACLEDE GROUP INC 1.7%
Value ($000) $54,655 Shares 1,002,295 Est. Cost $48.67 Unrealized
HON HONEYWELL INTL INC 1.5%
Value ($000) $47,952 Shares 506,411 Est. Cost $72.59 Unrealized +1.0%
EXC EXELON CORP 1.4%
Value ($000) $45,755 Shares 1,540,578 Est. Cost $16.51 Unrealized -5.7%
SWIFT TRANSN CO 1.4%
Value ($000) $44,901 Shares 2,989,408 Est. Cost $19.06 Unrealized
XLU SELECT SECTOR SPDR TR 1.3%
Value ($000) $42,959 Shares 992,365 Est. Cost $43.29 Unrealized
R RYDER SYS INC 1.2%
Value ($000) $38,190 Shares 515,801 Est. Cost $86.70 Unrealized -1.6%
ENB ENBRIDGE INC 1.2%
Value ($000) $37,275 Shares 1,003,900 Est. Cost $25.32 Unrealized -9.1%
EXC EXELON CORP 1.1%
Value ($000) $35,827 Shares 1,206,300 Est. Cost $16.51 Unrealized -5.7%
XPO XPO LOGISTICS INC 1.1%
Value ($000) $34,607 Shares 1,452,242 Est. Cost $13.12 Unrealized 0.0%
ASHLAND INC NEW 1.0%
Value ($000) $32,799 Shares 325,966 Est. Cost $105.66 Unrealized
UPS UNITED PARCEL SERVICE INC 1.0%
Value ($000) $30,821 Shares 312,297 Est. Cost $69.27 Unrealized -2.1%
HOLLYFRONTIER CORP 0.9%
Value ($000) $29,006 Shares 593,900 Est. Cost $41.85 Unrealized
WMB WILLIAMS COS INC DEL 0.9%
Value ($000) $27,721 Shares 752,259 Est. Cost $26.66 Unrealized +2.8%
ALB ALBEMARLE CORP 0.8%
Value ($000) $26,974 Shares 611,644 Est. Cost $43.82 Unrealized -4.0%
TERRAFORM GLOBAL INC 0.8%
Value ($000) $26,789 Shares 4,022,471 Est. Cost $6.66 Unrealized
ACM AECOM 0.8%
Value ($000) $26,516 Shares 963,887 Est. Cost $27.92 Unrealized 0.0%
TRANSCANADA CORP 0.8%
Value ($000) $24,339 Shares 770,700 Est. Cost $42.73 Unrealized
VALE VALE S A 0.7%
Value ($000) $22,369 Shares 5,325,958 Est. Cost $5.14 Unrealized
HYG ISHARES TR 0.6%
Value ($000) $20,823 Shares 250,000 Est. Cost $83.29 Unrealized
GLNG GOLAR LNG LTD BERMUDA 0.6%
Value ($000) $20,808 Shares 746,325 Est. Cost $32.94 Unrealized -1.6%
IEX IDEX CORP 0.6%
Value ($000) $20,272 Shares 284,324 Est. Cost $65.18 Unrealized -1.0%
CE CELANESE CORP DEL 0.6%
Value ($000) $19,763 Shares 334,000 Est. Cost $51.96 Unrealized 0.0%
ITT CORP NEW 0.6%
Value ($000) $19,119 Shares 571,904 Est. Cost $39.36 Unrealized
VLO VALERO ENERGY CORP NEW 0.6%
Value ($000) $18,664 Shares 310,552 Est. Cost $42.17 Unrealized 0.0%
RIG TRANSOCEAN LTD 0.6%
Value ($000) $18,405 Shares 1,424,524 Est. Cost $13.88 Unrealized 0.0%
NWE NORTHWESTERN CORP 0.6%
Value ($000) $18,283 Shares 339,649 Est. Cost $33.38 Unrealized +1.9%
WLK WESTLAKE CHEM CORP 0.6%
Value ($000) $17,894 Shares 344,848 Est. Cost $51.25 Unrealized -2.5%
GRACE W R & CO DEL NEW 0.5%
Value ($000) $15,654 Shares 168,234 Est. Cost $100.18 Unrealized
OKE ONEOK INC NEW 0.4%
Value ($000) $13,982 Shares 434,239 Est. Cost $19.11 Unrealized 0.0%
SWK STANLEY BLACK & DECKER INC 0.4%
Value ($000) $13,423 Shares 138,412 Est. Cost $78.59 Unrealized +0.3%
SUNEDISON INC 0.4%
Value ($000) $13,291 Shares 1,851,095 Est. Cost $21.45 Unrealized
TERRAFORM PWR INC 0.4%
Value ($000) $13,103 Shares 921,394 Est. Cost $31.42 Unrealized
NJR NEW JERSEY RES 0.4%
Value ($000) $11,356 Shares 378,160 Est. Cost $19.89 Unrealized +1.4%
VALSPAR CORP 0.3%
Value ($000) $10,689 Shares 148,700 Est. Cost Unrealized
JBHT HUNT J B TRANS SVCS INC 0.3%
Value ($000) $10,602 Shares 148,483 Est. Cost $71.83 Unrealized 0.0%
ABENGOA YIELD PLC 0.3%
Value ($000) $10,399 Shares 628,351 Est. Cost $33.68 Unrealized
GASLOG PARTNERS LP 0.3%
Value ($000) $10,376 Shares 643,246 Est. Cost $20.16 Unrealized
ECHO GLOBAL LOGISTICS INC 0.3%
Value ($000) $10,079 Shares 514,245 Est. Cost $19.60 Unrealized
DVN DEVON ENERGY CORP NEW 0.3%
Value ($000) $10,077 Shares 271,692 Est. Cost $34.77 Unrealized -9.3%
FERRO CORP 0.3%
Value ($000) $10,071 Shares 919,694 Est. Cost $12.28 Unrealized
DU PONT E I DE NEMOURS & CO 0.3%
Value ($000) $9,650 Shares 200,200 Est. Cost Unrealized
ASHLAND INC NEW 0.3%
Value ($000) $9,508 Shares 94,500 Est. Cost $105.66 Unrealized
ECL ECOLAB INC 0.3%
Value ($000) $9,381 Shares 85,500 Est. Cost $99.79 Unrealized 0.0%
TECK TECK RESOURCES LTD 0.3%
Value ($000) $9,287 Shares 1,934,722 Est. Cost $12.92 Unrealized -45.1%
WESTERN REFNG INC 0.3%
Value ($000) $9,265 Shares 210,000 Est. Cost $44.12 Unrealized
URI UNITED RENTALS INC 0.3%
Value ($000) $9,074 Shares 151,100 Est. Cost $67.22 Unrealized 0.0%
ANADARKO PETE CORP 0.3%
Value ($000) $9,022 Shares 149,396 Est. Cost $81.61 Unrealized
SUMMIT MATLS INC 0.3%
Value ($000) $8,436 Shares 449,423 Est. Cost $18.77 Unrealized
CAT CATERPILLAR INC DEL 0.3%
Value ($000) $8,320 Shares 127,300 Est. Cost Unrealized
EL PASO ELEC CO 0.3%
Value ($000) $8,208 Shares 222,917 Est. Cost $38.27 Unrealized
CONTINENTAL RESOURCES INC 0.2%
Value ($000) $7,895 Shares 272,540 Est. Cost $37.31 Unrealized
MTZ MASTEC INC 0.2%
Value ($000) $7,771 Shares 490,924 Est. Cost $21.45 Unrealized -18.8%
LYB LYONDELLBASELL INDUSTRIES N 0.2%
Value ($000) $7,573 Shares 90,844 Est. Cost $52.35 Unrealized -4.9%
LNT ALLIANT ENERGY CORP 0.2%
Value ($000) $7,428 Shares 127,000 Est. Cost $21.20 Unrealized 0.0%
VALE VALE S A 0.2%
Value ($000) $7,350 Shares 1,750,000 Est. Cost $5.14 Unrealized
CSIQ CANADIAN SOLAR INC 0.2%
Value ($000) $7,160 Shares 430,787 Est. Cost $24.86 Unrealized -10.6%
RIO RIO TINTO PLC 0.2%
Value ($000) $7,084 Shares 209,460 Est. Cost $33.82 Unrealized
INGERSOLL-RAND PLC 0.2%
Value ($000) $7,047 Shares 138,797 Est. Cost $53.00 Unrealized
GENERAL ELECTRIC CO 0.2%
Value ($000) $6,821 Shares 270,446 Est. Cost $25.44 Unrealized
MONSANTO CO NEW 0.2%
Value ($000) $6,559 Shares 76,862 Est. Cost $106.59 Unrealized
CANADIAN PAC RY LTD 0.2%
Value ($000) $6,304 Shares 43,909 Est. Cost $190.52 Unrealized
CHEMTURA CORP 0.2%
Value ($000) $6,252 Shares 218,432 Est. Cost $28.62 Unrealized
OM GROUP INC 0.2%
Value ($000) $5,847 Shares 177,762 Est. Cost $33.10 Unrealized
BERRY PLASTICS GROUP INC 0.2%
Value ($000) $5,743 Shares 191,000 Est. Cost $30.07 Unrealized
DQ DAQO NEW ENERGY CORP 0.2%
Value ($000) $5,371 Shares 335,915 Est. Cost $24.00 Unrealized
KBR KBR INC 0.2%
Value ($000) $4,921 Shares 295,400 Est. Cost $15.33 Unrealized -1.2%
APD AIR PRODS & CHEMS INC 0.2%
Value ($000) $4,870 Shares 38,174 Est. Cost $93.95 Unrealized +4.7%
JA SOLAR HOLDINGS CO LTD 0.1%
Value ($000) $4,759 Shares 610,132 Est. Cost $8.98 Unrealized
TRINA SOLAR LIMITED 0.1%
Value ($000) $4,710 Shares 525,127 Est. Cost $11.25 Unrealized
SHW SHERWIN WILLIAMS CO 0.1%
Value ($000) $4,456 Shares 20,000 Est. Cost $79.61 Unrealized 0.0%
DELEK US HLDGS INC 0.1%
Value ($000) $4,432 Shares 160,000 Est. Cost $28.97 Unrealized
BWXT BWX TECHNOLOGIES INC 0.1%
Value ($000) $4,378 Shares 166,084 Est. Cost $22.66 Unrealized 0.0%
PWR QUANTA SVCS INC 0.1%
Value ($000) $4,128 Shares 170,513 Est. Cost $31.43 Unrealized -20.5%
PBF PBF ENERGY INC 0.1%
Value ($000) $4,032 Shares 142,819 Est. Cost $29.60 Unrealized +2.4%
JKS JINKOSOLAR HLDG CO LTD 0.1%
Value ($000) $3,594 Shares 163,814 Est. Cost $21.94 Unrealized
BUNGE LIMITED 0.1%
Value ($000) $3,482 Shares 47,500 Est. Cost $73.31 Unrealized
PIMCO DYNAMIC CR INCOME FD 0.1%
Value ($000) $3,388 Shares 185,444 Est. Cost $18.27 Unrealized
TRANSOCEAN PARTNERS LLC 0.1%
Value ($000) $3,342 Shares 349,232 Est. Cost $17.22 Unrealized
ARCELORMITTAL SA LUXEMBOURG 0.1%
Value ($000) $3,175 Shares 616,479 Est. Cost $5.15 Unrealized
TXNM PNM RES INC 0.1%
Value ($000) $2,888 Shares 102,973 Est. Cost $26.09 Unrealized 0.0%
DIAMOND OFFSHORE DRILLING IN 0.1%
Value ($000) $2,683 Shares 155,100 Est. Cost $17.30 Unrealized
HASI HANNON ARMSTRONG SUST INFR C 0.1%
Value ($000) $2,583 Shares 150,000 Est. Cost $11.11 Unrealized +0.6%
AXTA AXALTA COATING SYS LTD 0.1%
Value ($000) $2,437 Shares 96,188 Est. Cost $29.71 Unrealized 0.0%
COLUMBIA PIPELINE GROUP INC 0.1%
Value ($000) $2,432 Shares 132,991 Est. Cost $18.29 Unrealized
WABCO HLDGS INC 0.1%
Value ($000) $2,411 Shares 23,000 Est. Cost $123.72 Unrealized
AXIALL CORP 0.1%
Value ($000) $2,097 Shares 133,640 Est. Cost $15.69 Unrealized
VALE S A 0.1%
Value ($000) $1,977 Shares 590,000 Est. Cost $5.05 Unrealized
DOW CHEM CO 0.1%
Value ($000) $1,908 Shares 45,000 Est. Cost $51.00 Unrealized
OLN OLIN CORP 0.1%
Value ($000) $1,799 Shares 107,021 Est. Cost $21.65 Unrealized -28.2%
BLACKROCK CR ALLCTN INC TR 0.0%
Value ($000) $1,595 Shares 131,053 Est. Cost $12.17 Unrealized
SEMGROUP CORP 0.0%
Value ($000) $1,513 Shares 35,000 Est. Cost $43.23 Unrealized
CF CF INDS HLDGS INC 0.0%
Value ($000) $1,485 Shares 33,083 Est. Cost $43.37 Unrealized 0.0%
ENSCO PLC 0.0%
Value ($000) $1,436 Shares 102,000 Est. Cost $14.08 Unrealized
NRG YIELD INC 0.0%
Value ($000) $1,399 Shares 120,500 Est. Cost $11.61 Unrealized
ESE ESCO TECHNOLOGIES INC 0.0%
Value ($000) $1,376 Shares 38,336 Est. Cost $34.42 Unrealized +2.0%
UIL HLDG CORP 0.0%
Value ($000) $1,365 Shares 27,145 Est. Cost $51.42 Unrealized
TTEK TETRA TECH INC NEW 0.0%
Value ($000) $1,338 Shares 55,031 Est. Cost $5.39 Unrealized -5.2%
ISRAEL CHEMICALS LTD 0.0%
Value ($000) $1,287 Shares 251,327 Est. Cost $7.23 Unrealized
BLACKROCK CORPOR HI YLD FD I 0.0%
Value ($000) $1,193 Shares 120,827 Est. Cost $9.87 Unrealized
ALSN ALLISON TRANSMISSION HLDGS I 0.0%
Value ($000) $1,100 Shares 41,200 Est. Cost $24.10 Unrealized 0.0%
HUN HUNTSMAN CORP 0.0%
Value ($000) $969 Shares 100,000 Est. Cost Unrealized
FMC TECHNOLOGIES INC 0.0%
Value ($000) $784 Shares 25,300 Est. Cost $30.99 Unrealized
NRG YIELD INC 0.0%
Value ($000) $780 Shares 69,964 Est. Cost $15.03 Unrealized
INVESCO DYNAMIC CR OPP FD 0.0%
Value ($000) $621 Shares 58,772 Est. Cost $10.57 Unrealized
TYCO INTL PLC 0.0%
Value ($000) $535 Shares 16,000 Est. Cost $39.24 Unrealized
PTC PTC INC 0.0%
Value ($000) $442 Shares 13,914 Est. Cost $34.54 Unrealized +3.6%
NUVEEN CR STRATEGIES INCM FD 0.0%
Value ($000) $416 Shares 52,176 Est. Cost $7.97 Unrealized
LIQTECH INTL INC 0.0%
Value ($000) $411 Shares 423,846 Est. Cost $2.25 Unrealized
CYTEC INDS INC 0.0%
Value ($000) $391 Shares 5,300 Est. Cost $73.77 Unrealized
CAMERON INTERNATIONAL CORP 0.0%
Value ($000) $307 Shares 5,000 Est. Cost $61.40 Unrealized
BDC BELDEN INC 0.0%
Value ($000) $289 Shares 6,183 Est. Cost $68.91 Unrealized -17.2%
XYL XYLEM INC 0.0%
Value ($000) $263 Shares 8,000 Est. Cost $31.84 Unrealized -7.2%
EXA CORP 0.0%
Value ($000) $186 Shares 18,015 Est. Cost $11.07 Unrealized
CC CHEMOURS CO 0.0%
Value ($000) $128 Shares 19,800 Est. Cost Unrealized