LUMINUS MANAGEMENT LLC Quant / Systematic

Location: Houston, TX

CIK: 0001279151 · Show all filings

Period: Q1 2016 (← Previous) (Next →)

Filing Date: May 16, 2016

Total Value: $3.021B (100.0% shares, 0.0% debt)

Holdings (117)

PCG PG&E CORP 7.8%
Value $235M Shares 3,940,575 Est. Cost $45.46 Unrealized +14.8%
FE FIRSTENERGY CORP 7.0%
Value $213M Shares 5,909,685 Est. Cost $21.21 Unrealized +5.1%
CSX CSX CORP 3.8%
Value $116M Shares 4,492,933 Est. Cost $7.17 Unrealized -2.2%
FE FIRSTENERGY CORP 3.5%
Value $104M Shares 2,900,000 Est. Cost $21.21 Unrealized +5.1%
FXI ISHARES TR 3.4%
Value $101M Shares 3,000,000 Est. Cost Unrealized
R RYDER SYS INC 3.2%
Value $95.49M Shares 1,474,027 Est. Cost $71.55 Unrealized -20.6%
D DOMINION RES INC VA NEW 3.0%
Value $90.59M Shares 1,206,000 Est. Cost $44.75 Unrealized +3.0%
DOW CHEM CO 2.7%
Value $82.83M Shares 1,628,591 Est. Cost $51.25 Unrealized
PCG PG&E CORP 2.5%
Value $76.44M Shares 1,280,000 Est. Cost $45.46 Unrealized +14.8%
SWIFT TRANSN CO 2.5%
Value $74.53M Shares 4,000,307 Est. Cost $18.01 Unrealized
VLO VALERO ENERGY CORP NEW 2.3%
Value $70.2M Shares 1,094,552 Est. Cost $43.35 Unrealized -1.1%
RIO RIO TINTO PLC 2.2%
Value $66.81M Shares 2,363,419 Est. Cost $28.79 Unrealized
DUK DUKE ENERGY CORP NEW 2.1%
Value $64.42M Shares 798,523 Est. Cost $48.11 Unrealized +4.9%
EEM ISHARES TR 1.9%
Value $58.09M Shares 1,696,000 Est. Cost $34.25 Unrealized
SPDR SERIES TRUST 1.9%
Value $57.68M Shares 1,900,467 Est. Cost $30.33 Unrealized
UNP UNION PAC CORP 1.8%
Value $55.41M Shares 696,502 Est. Cost $68.07 Unrealized -9.0%
ARCELORMITTAL SA LUXEMBOURG 1.8%
Value $54.24M Shares 11,843,033 Est. Cost $4.60 Unrealized
SPY SPDR S&P 500 ETF TR 1.8%
Value $54.17M Shares 263,590 Est. Cost $205.52 Unrealized
LYB LYONDELLBASELL INDUSTRIES N 1.8%
Value $54.03M Shares 631,370 Est. Cost $47.64 Unrealized -3.9%
CE CELANESE CORP DEL 1.7%
Value $52.85M Shares 806,903 Est. Cost $51.46 Unrealized -0.4%
IWM ISHARES TR 1.7%
Value $52.55M Shares 475,000 Est. Cost $110.63 Unrealized
NSC NORFOLK SOUTHERN CORP 1.7%
Value $51.6M Shares 619,865 Est. Cost $61.54 Unrealized 0.0%
VALE VALE S A 1.6%
Value $48.32M Shares 11,476,454 Est. Cost $4.48 Unrealized
PPG PPG INDS INC 1.5%
Value $46.07M Shares 413,213 Est. Cost $85.70 Unrealized -4.2%
CNP CENTERPOINT ENERGY INC 1.5%
Value $43.88M Shares 2,097,619 Est. Cost $13.41 Unrealized +2.0%
GRACE W R & CO DEL NEW 1.3%
Value $39.37M Shares 553,166 Est. Cost $78.14 Unrealized
XPO XPO LOGISTICS INC 1.3%
Value $39.21M Shares 1,277,155 Est. Cost $10.19 Unrealized -14.4%
HON HONEYWELL INTL INC 1.2%
Value $37.2M Shares 331,994 Est. Cost $72.59 Unrealized +5.2%
APD AIR PRODS & CHEMS INC 1.2%
Value $36.72M Shares 254,898 Est. Cost $96.49 Unrealized -1.8%
TRINSEO S A 1.2%
Value $36.16M Shares 982,194 Est. Cost $34.92 Unrealized
SRE SEMPRA ENERGY 1.0%
Value $31.21M Shares 300,000 Est. Cost $35.23 Unrealized 0.0%
PPL PPL CORP 1.0%
Value $30.84M Shares 810,000 Est. Cost $22.88 Unrealized 0.0%
OGE OGE ENERGY CORP 0.9%
Value $28.14M Shares 982,734 Est. Cost $26.60 Unrealized -0.9%
BERRY PLASTICS GROUP INC 0.9%
Value $27.73M Shares 767,038 Est. Cost $34.64 Unrealized
DYNEGY INC NEW DEL 0.9%
Value $27.62M Shares 1,922,250 Est. Cost $24.42 Unrealized
DY DYCOM INDS INC 0.9%
Value $25.78M Shares 398,583 Est. Cost $61.00 Unrealized 0.0%
ED CONSOLIDATED EDISON INC 0.8%
Value $25.54M Shares 333,291 Est. Cost $49.79 Unrealized 0.0%
LACLEDE GROUP INC 0.8%
Value $23.71M Shares 350,000 Est. Cost $48.67 Unrealized
MPC MARATHON PETE CORP 0.7%
Value $21.36M Shares 574,624 Est. Cost $36.06 Unrealized -22.7%
MEOH METHANEX CORP 0.7%
Value $20.07M Shares 625,000 Est. Cost Unrealized
CALPINE CORP 0.6%
Value $19.44M Shares 1,281,292 Est. Cost $18.69 Unrealized
WESTAR ENERGY INC 0.6%
Value $18.97M Shares 382,435 Est. Cost $49.61 Unrealized
AEE AMEREN CORP 0.6%
Value $18.56M Shares 370,513 Est. Cost $30.62 Unrealized +12.6%
PBF PBF ENERGY INC 0.6%
Value $18.43M Shares 555,000 Est. Cost $31.85 Unrealized +0.4%
UNITED STATES STL CORP NEW 0.6%
Value $17.43M Shares 1,085,694 Est. Cost $7.98 Unrealized
HOLLYFRONTIER CORP 0.6%
Value $16.8M Shares 475,537 Est. Cost $41.05 Unrealized
ENB ENBRIDGE INC 0.5%
Value $16.35M Shares 420,300 Est. Cost $25.32 Unrealized -24.1%
MHK MOHAWK INDS INC 0.5%
Value $14.78M Shares 77,412 Est. Cost $180.27 Unrealized -3.5%
ACM AECOM 0.5%
Value $14.72M Shares 478,056 Est. Cost $27.42 Unrealized -2.7%
GRACE W R & CO DEL NEW 0.5%
Value $14.24M Shares 200,000 Est. Cost $78.14 Unrealized
BKH BLACK HILLS CORP 0.5%
Value $13.88M Shares 230,882 Est. Cost $30.44 Unrealized +22.6%
WESTERN REFNG INC 0.4%
Value $13.37M Shares 459,600 Est. Cost $39.19 Unrealized
DTE DTE ENERGY CO 0.4%
Value $11.63M Shares 128,300 Est. Cost $49.08 Unrealized +5.9%
GASLOG PARTNERS LP 0.4%
Value $11.25M Shares 676,578 Est. Cost $19.97 Unrealized
TERRAFORM GLOBAL INC 0.4%
Value $11.24M Shares 4,720,827 Est. Cost $5.56 Unrealized
FERRO CORP 0.4%
Value $11.23M Shares 946,143 Est. Cost $11.91 Unrealized
GREAT PLAINS ENERGY INC 0.4%
Value $11.08M Shares 343,600 Est. Cost $32.25 Unrealized
CLECO CORP NEW 0.4%
Value $10.99M Shares 198,984 Est. Cost $55.21 Unrealized
GENERAL ELECTRIC CO 0.4%
Value $10.82M Shares 340,491 Est. Cost $31.79 Unrealized
NOBLE CORP PLC 0.3%
Value $10.57M Shares 1,021,000 Est. Cost $10.51 Unrealized
CHICAGO BRIDGE & IRON CO N V 0.3%
Value $10.21M Shares 279,000 Est. Cost $36.59 Unrealized
NRG YIELD INC 0.3%
Value $10.19M Shares 750,745 Est. Cost $13.99 Unrealized
XLE SELECT SECTOR SPDR TR 0.3%
Value $10.09M Shares 163,000 Est. Cost $61.89 Unrealized
GCP APPLIED TECHNOLOGIES INC 0.3%
Value $9.764M Shares 489,693 Est. Cost $19.94 Unrealized
HUN HUNTSMAN CORP 0.3%
Value $9.31M Shares 700,000 Est. Cost $11.85 Unrealized -12.8%
SUMMIT MATLS INC 0.3%
Value $9.167M Shares 471,300 Est. Cost $18.83 Unrealized
NWE NORTHWESTERN CORP 0.3%
Value $9.139M Shares 148,000 Est. Cost $38.33 Unrealized 0.0%
RIG TRANSOCEAN LTD 0.3%
Value $8.838M Shares 967,000 Est. Cost $10.58 Unrealized -6.0%
ASHLAND INC NEW 0.3%
Value $8.793M Shares 79,968 Est. Cost $104.22 Unrealized
MONSANTO CO NEW 0.3%
Value $8.774M Shares 100,000 Est. Cost Unrealized
DHR DANAHER CORP DEL 0.3%
Value $8.253M Shares 87,000 Est. Cost $36.46 Unrealized 0.0%
ETN EATON CORP PLC 0.3%
Value $7.857M Shares 125,590 Est. Cost $43.21 Unrealized +2.4%
GENESEE & WYO INC 0.2%
Value $7.148M Shares 114,000 Est. Cost $62.70 Unrealized
TESORO CORP 0.2%
Value $7.052M Shares 81,990 Est. Cost $105.37 Unrealized
TEX TEREX CORP NEW 0.2%
Value $6.753M Shares 271,408 Est. Cost $20.49 Unrealized +2.2%
MAS MASCO CORP 0.2%
Value $6.699M Shares 212,999 Est. Cost $23.79 Unrealized 0.0%
ENSCO PLC 0.2%
Value $6.424M Shares 619,488 Est. Cost $15.24 Unrealized
DELPHI AUTOMOTIVE PLC 0.2%
Value $6.336M Shares 84,457 Est. Cost $75.02 Unrealized
HUN HUNTSMAN CORP 0.2%
Value $6.198M Shares 466,000 Est. Cost $11.85 Unrealized -12.8%
BUNGE LIMITED 0.2%
Value $5.667M Shares 100,000 Est. Cost $69.72 Unrealized
SPY SPDR S&P 500 ETF TR 0.2%
Value $5.138M Shares 25,000 Est. Cost $205.52 Unrealized
TYCO INTL PLC 0.2%
Value $4.919M Shares 134,000 Est. Cost $37.01 Unrealized
OLN OLIN CORP 0.2%
Value $4.898M Shares 282,000 Est. Cost $16.26 Unrealized -28.4%
TEEKAY OFFSHORE PARTNERS L P 0.2%
Value $4.67M Shares 823,609 Est. Cost $5.67 Unrealized
CANADIAN PAC RY LTD 0.2%
Value $4.548M Shares 34,277 Est. Cost $132.68 Unrealized
CC CHEMOURS CO 0.1%
Value $4.424M Shares 631,985 Est. Cost $3.64 Unrealized 0.0%
PBA PEMBINA PIPELINE CORP 0.1%
Value $4.371M Shares 162,000 Est. Cost $13.88 Unrealized 0.0%
TKR TIMKEN CO 0.1%
Value $4.354M Shares 130,000 Est. Cost $29.00 Unrealized 0.0%
KBR KBR INC 0.1%
Value $4.264M Shares 275,437 Est. Cost $15.71 Unrealized -21.9%
TRANSOCEAN PARTNERS LLC 0.1%
Value $4.152M Shares 468,655 Est. Cost $15.08 Unrealized
MLM MARTIN MARIETTA MATLS INC 0.1%
Value $4.099M Shares 25,697 Est. Cost $127.52 Unrealized 0.0%
HASI HANNON ARMSTRONG SUST INFR C 0.1%
Value $3.844M Shares 200,000 Est. Cost $10.91 Unrealized -2.4%
CE CELANESE CORP DEL 0.1%
Value $3.275M Shares 50,000 Est. Cost $51.46 Unrealized -0.4%
DIAMOND OFFSHORE DRILLING IN 0.1%
Value $3.064M Shares 141,000 Est. Cost $20.00 Unrealized
DELEK US HLDGS INC 0.1%
Value $2.914M Shares 191,205 Est. Cost $26.73 Unrealized
DAR DARLING INGREDIENTS INC 0.1%
Value $2.724M Shares 206,821 Est. Cost $10.24 Unrealized -1.6%
GPRE GREEN PLAINS INC 0.1%
Value $2.695M Shares 168,857 Est. Cost $16.08 Unrealized 0.0%
TEEKAY CORPORATION 0.1%
Value $2.525M Shares 291,590 Est. Cost $9.49 Unrealized
ROADRUNNER TRNSN SVCS HLDG I 0.1%
Value $2.48M Shares 199,021 Est. Cost $9.43 Unrealized
JA SOLAR HOLDINGS CO LTD 0.1%
Value $2.281M Shares 264,939 Est. Cost $8.61 Unrealized
DQ DAQO NEW ENERGY CORP 0.1%
Value $2.277M Shares 122,360 Est. Cost $24.00 Unrealized
ITT CORP NEW 0.1%
Value $2.195M Shares 59,500 Est. Cost $39.36 Unrealized
AXIALL CORP 0.1%
Value $2.184M Shares 100,000 Est. Cost $21.84 Unrealized
DOV DOVER CORP 0.1%
Value $2.059M Shares 32,000 Est. Cost $40.98 Unrealized 0.0%
WABCO HLDGS INC 0.1%
Value $1.978M Shares 18,500 Est. Cost $109.31 Unrealized
CLIFFS NAT RES INC 0.1%
Value $1.95M Shares 650,000 Est. Cost $1.58 Unrealized
XLU SELECT SECTOR SPDR TR 0.1%
Value $1.935M Shares 39,000 Est. Cost $49.62 Unrealized
POLYONE CORP 0.1%
Value $1.892M Shares 62,533 Est. Cost $30.26 Unrealized
GLNG GOLAR LNG LTD BERMUDA 0.1%
Value $1.797M Shares 100,000 Est. Cost $31.26 Unrealized -52.7%
INGR INGREDION INC 0.0%
Value $1.505M Shares 14,093 Est. Cost $94.78 Unrealized +5.1%
TRMB TRIMBLE NAVIGATION LTD 0.0%
Value $1.488M Shares 60,000 Est. Cost $22.08 Unrealized 0.0%
CSIQ CANADIAN SOLAR INC 0.0%
Value $1.172M Shares 60,767 Est. Cost $20.51 Unrealized 0.0%
SEMGROUP CORP 0.0%
Value $1.12M Shares 50,000 Est. Cost $22.40 Unrealized
XME SPDR SERIES TRUST 0.0%
Value $994K Shares 48,600 Est. Cost $14.96 Unrealized
TSN TYSON FOODS INC 0.0%
Value $972K Shares 14,574 Est. Cost $47.25 Unrealized 0.0%
ATWOOD OCEANICS INC 0.0%
Value $931K Shares 101,493 Est. Cost $10.23 Unrealized
URI UNITED RENTALS INC 0.0%
Value $852K Shares 13,700 Est. Cost $67.22 Unrealized -19.9%