LUMINUS MANAGEMENT LLC Quant / Systematic

Location: Houston, TX

CIK: 0001279151 · Show all filings

Period: Q4 2016 (← Previous) (Next →)

Filing Date: Feb 22, 2017

Total Value: $4.447B (100.0% shares, 0.0% debt)

Holdings (133)

SPY SPDR S&P 500 ETF TR 12.0%
Value $533M Shares 2,385,000 Est. Cost $213.27 Unrealized
SPY SPDR S&P 500 ETF TR 10.2%
Value $453M Shares 2,025,900 Est. Cost $213.27 Unrealized
FE FIRSTENERGY CORP 4.9%
Value $217M Shares 6,998,054 Est. Cost $21.92 Unrealized +0.0%
RIO RIO TINTO PLC 3.1%
Value $139M Shares 3,602,935 Est. Cost $32.52 Unrealized
UNP UNION PAC CORP 3.1%
Value $137M Shares 1,319,060 Est. Cost $75.10 Unrealized +6.9%
NEE NEXTERA ENERGY INC 2.8%
Value $127M Shares 1,060,833 Est. Cost $24.30 Unrealized -2.4%
NSC NORFOLK SOUTHERN CORP 2.8%
Value $124M Shares 1,144,931 Est. Cost $75.16 Unrealized +11.7%
VLO VALERO ENERGY CORP NEW 2.7%
Value $120M Shares 1,761,097 Est. Cost $42.04 Unrealized +1.7%
R RYDER SYS INC 2.6%
Value $114M Shares 1,530,583 Est. Cost $70.40 Unrealized +4.7%
SRE SEMPRA ENERGY 2.3%
Value $102M Shares 1,012,000 Est. Cost $38.00 Unrealized 0.0%
EXTRACTION OIL AND GAS INC 1.9%
Value $86.24M Shares 4,303,217 Est. Cost $20.04 Unrealized
APD AIR PRODS & CHEMS INC 1.9%
Value $83.57M Shares 581,107 Est. Cost $101.88 Unrealized +9.6%
ASH ASHLAND GLOBAL HLDGS INC 1.8%
Value $79.03M Shares 723,126 Est. Cost $49.37 Unrealized -4.0%
CHRW C H ROBINSON WORLDWIDE INC 1.6%
Value $71.75M Shares 979,375 Est. Cost $57.12 Unrealized +2.0%
TESORO CORP 1.6%
Value $70.26M Shares 803,476 Est. Cost $86.77 Unrealized
FTV FORTIVE CORP 1.3%
Value $58.94M Shares 1,099,058 Est. Cost $31.35 Unrealized +1.6%
KMI KINDER MORGAN INC DEL 1.3%
Value $55.71M Shares 2,689,800 Est. Cost $13.09 Unrealized +0.1%
EIX EDISON INTL 1.2%
Value $54.2M Shares 752,928 Est. Cost $48.33 Unrealized 0.0%
HON HONEYWELL INTL INC 1.2%
Value $52.31M Shares 451,535 Est. Cost $81.44 Unrealized +3.4%
SO SOUTHERN CO 1.2%
Value $51.34M Shares 1,043,659 Est. Cost $35.29 Unrealized -4.9%
EEM ISHARES TR 1.1%
Value $50.77M Shares 1,450,000 Est. Cost $34.25 Unrealized
AEP AMERICAN ELEC PWR INC 1.1%
Value $50.36M Shares 799,900 Est. Cost $44.69 Unrealized 0.0%
UNITED STATES STL CORP NEW 1.1%
Value $48.85M Shares 1,479,883 Est. Cost $15.28 Unrealized
WESTAR ENERGY INC 1.1%
Value $48.78M Shares 865,672 Est. Cost $55.97 Unrealized
ROWAN COMPANIES PLC 1.1%
Value $48.5M Shares 2,567,380 Est. Cost $17.12 Unrealized
JBHT HUNT J B TRANS SVCS INC 1.1%
Value $48.39M Shares 498,485 Est. Cost $79.15 Unrealized +3.3%
ETN EATON CORP PLC 1.1%
Value $48M Shares 715,491 Est. Cost $54.15 Unrealized 0.0%
TRANSCANADA CORP 1.1%
Value $46.82M Shares 1,036,894 Est. Cost $45.22 Unrealized
PPL PPL CORP 1.0%
Value $42.28M Shares 1,241,696 Est. Cost $23.54 Unrealized -5.4%
D DOMINION RES INC VA NEW 0.9%
Value $42.13M Shares 550,000 Est. Cost $45.51 Unrealized +8.6%
ATO ATMOS ENERGY CORP 0.9%
Value $41.91M Shares 565,202 Est. Cost $61.11 Unrealized -4.9%
AXTA AXALTA COATING SYS LTD 0.9%
Value $41.73M Shares 1,534,089 Est. Cost $26.32 Unrealized 0.0%
WAB WABTEC CORP 0.9%
Value $41.06M Shares 494,637 Est. Cost $78.11 Unrealized 0.0%
TRINSEO S A 0.9%
Value $40.88M Shares 689,377 Est. Cost $59.30 Unrealized
STN STANTEC INC 0.9%
Value $39.03M Shares 1,545,911 Est. Cost $25.25 Unrealized
EEM ISHARES TR 0.8%
Value $36.24M Shares 1,035,193 Est. Cost $34.25 Unrealized
ACM AECOM 0.8%
Value $35.94M Shares 988,410 Est. Cost $31.59 Unrealized +1.1%
HOLLYFRONTIER CORP 0.8%
Value $34.05M Shares 1,039,517 Est. Cost $33.58 Unrealized
PBF PBF ENERGY INC 0.7%
Value $33.23M Shares 1,192,008 Est. Cost $26.97 Unrealized -9.6%
MPC MARATHON PETE CORP 0.7%
Value $30.19M Shares 599,579 Est. Cost $32.94 Unrealized +3.9%
FE FIRSTENERGY CORP 0.7%
Value $30.04M Shares 970,000 Est. Cost $21.92 Unrealized +0.0%
BERRY PLASTICS GROUP INC 0.7%
Value $29.08M Shares 596,752 Est. Cost $36.44 Unrealized
CMI CUMMINS INC 0.6%
Value $26.5M Shares 193,869 Est. Cost $105.31 Unrealized 0.0%
GRAN TIERRA ENERGY INC 0.5%
Value $24.4M Shares 8,079,600 Est. Cost $3.01 Unrealized
DOW CHEM CO 0.5%
Value $24.17M Shares 422,342 Est. Cost $52.32 Unrealized
GRACE W R & CO DEL NEW 0.5%
Value $23.31M Shares 344,645 Est. Cost $70.30 Unrealized
LNT ALLIANT ENERGY CORP 0.5%
Value $22.18M Shares 585,299 Est. Cost $27.74 Unrealized 0.0%
SUMMIT MATLS INC 0.5%
Value $21.7M Shares 912,332 Est. Cost $19.11 Unrealized
MHK MOHAWK INDS INC 0.5%
Value $21.49M Shares 107,630 Est. Cost $193.06 Unrealized +1.7%
KMT KENNAMETAL INC 0.5%
Value $21.39M Shares 684,191 Est. Cost $21.68 Unrealized +13.1%
TECK TECK RESOURCES LTD 0.5%
Value $21.25M Shares 1,060,734 Est. Cost $14.01 Unrealized +54.5%
XLU SELECT SECTOR SPDR TR 0.5%
Value $20.69M Shares 426,016 Est. Cost $48.57 Unrealized
TERRAFORM GLOBAL INC 0.5%
Value $20.38M Shares 5,158,050 Est. Cost $5.42 Unrealized
NI NISOURCE INC 0.4%
Value $19.14M Shares 864,428 Est. Cost $16.59 Unrealized 0.0%
GREAT PLAINS ENERGY INC 0.4%
Value $18.75M Shares 685,673 Est. Cost $27.29 Unrealized
IWM ISHARES TR 0.4%
Value $17.52M Shares 129,900 Est. Cost $112.07 Unrealized
DELEK US HLDGS INC 0.4%
Value $17.12M Shares 711,205 Est. Cost $22.42 Unrealized
CIMAREX ENERGY CO 0.4%
Value $16.31M Shares 120,000 Est. Cost $135.90 Unrealized
NWE NORTHWESTERN CORP 0.4%
Value $16.02M Shares 281,619 Est. Cost $38.33 Unrealized 0.0%
VALE VALE S A 0.4%
Value $15.86M Shares 2,080,784 Est. Cost $6.26 Unrealized
LNG CHENIERE ENERGY INC 0.3%
Value $15.36M Shares 370,645 Est. Cost $41.36 Unrealized -2.4%
CTRA CABOT OIL & GAS CORP 0.3%
Value $15.18M Shares 649,600 Est. Cost $16.40 Unrealized 0.0%
DOV DOVER CORP 0.3%
Value $15.17M Shares 202,410 Est. Cost $48.13 Unrealized +3.4%
AWK AMERICAN WTR WKS CO INC NEW 0.3%
Value $14.89M Shares 205,817 Est. Cost $65.21 Unrealized -6.8%
MONSANTO CO NEW 0.3%
Value $14.6M Shares 138,728 Est. Cost $105.21 Unrealized
NATIONAL GRID PLC 0.3%
Value $14.58M Shares 250,000 Est. Cost $58.33 Unrealized
GASLOG PARTNERS LP 0.3%
Value $13.59M Shares 661,123 Est. Cost $20.14 Unrealized
ARCH COAL INC 0.3%
Value $13.15M Shares 168,427 Est. Cost $78.05 Unrealized
ECHO GLOBAL LOGISTICS INC 0.3%
Value $13.03M Shares 520,163 Est. Cost $25.05 Unrealized
SR SPIRE INC 0.3%
Value $12.98M Shares 201,106 Est. Cost $70.69 Unrealized
F FORD MTR CO DEL 0.3%
Value $12.32M Shares 1,016,100 Est. Cost $7.47 Unrealized 0.0%
NRG NRG ENERGY INC 0.3%
Value $12.26M Shares 1,000,000 Est. Cost $10.03 Unrealized -5.6%
WGL HLDGS INC 0.3%
Value $12.21M Shares 160,000 Est. Cost $62.70 Unrealized
UGI UGI CORP NEW 0.3%
Value $12.12M Shares 263,049 Est. Cost $44.77 Unrealized 0.0%
SEE SEALED AIR CORP NEW 0.2%
Value $10.8M Shares 238,190 Est. Cost $39.16 Unrealized 0.0%
NRG YIELD INC 0.2%
Value $10.59M Shares 689,219 Est. Cost $14.57 Unrealized
FERRO CORP 0.2%
Value $10.58M Shares 738,575 Est. Cost $13.53 Unrealized
EXC EXELON CORP 0.2%
Value $10.57M Shares 297,900 Est. Cost $17.24 Unrealized 0.0%
PPG PPG INDS INC 0.2%
Value $9.879M Shares 104,256 Est. Cost $80.65 Unrealized 0.0%
CLIFFS NAT RES INC 0.2%
Value $9.547M Shares 1,135,216 Est. Cost $3.61 Unrealized
BTE BAYTEX ENERGY CORP 0.2%
Value $8.784M Shares 1,800,000 Est. Cost $4.14 Unrealized 0.0%
HE HAWAIIAN ELEC INDUSTRIES 0.2%
Value $7.928M Shares 239,737 Est. Cost $30.73 Unrealized -0.8%
HUN HUNTSMAN CORP 0.2%
Value $7.632M Shares 400,000 Est. Cost $11.85 Unrealized +53.2%
DIAMOND OFFSHORE DRILLING IN 0.2%
Value $7.018M Shares 396,500 Est. Cost $17.69 Unrealized
TEEKAY OFFSHORE PARTNERS L P 0.2%
Value $6.813M Shares 1,346,494 Est. Cost $5.66 Unrealized
DQ DAQO NEW ENERGY CORP 0.1%
Value $6.657M Shares 344,936 Est. Cost $22.32 Unrealized
PEG PUBLIC SVC ENTERPRISE GROUP 0.1%
Value $6.626M Shares 151,000 Est. Cost $32.52 Unrealized -6.4%
FE FIRSTENERGY CORP 0.1%
Value $6.581M Shares 212,500 Est. Cost $21.92 Unrealized +0.0%
WLK WESTLAKE CHEM CORP 0.1%
Value $6.215M Shares 111,000 Est. Cost $47.64 Unrealized 0.0%
HASI HANNON ARMSTRONG SUST INFR C 0.1%
Value $5.575M Shares 293,563 Est. Cost $12.78 Unrealized 0.0%
GCP APPLIED TECHNOLOGIES INC 0.1%
Value $5.019M Shares 187,643 Est. Cost $19.94 Unrealized
EMN EASTMAN CHEM CO 0.1%
Value $4.946M Shares 65,760 Est. Cost $53.55 Unrealized -0.4%
WILDHORSE RESOURCE DEV CORP 0.1%
Value $4.93M Shares 337,700 Est. Cost $14.60 Unrealized
CE CELANESE CORP DEL 0.1%
Value $4.914M Shares 62,413 Est. Cost $51.83 Unrealized +21.8%
OGE OGE ENERGY CORP 0.1%
Value $4.841M Shares 144,717 Est. Cost $30.14 Unrealized +4.7%
HUN HUNTSMAN CORP 0.1%
Value $4.823M Shares 252,784 Est. Cost $11.85 Unrealized +53.2%
FLS FLOWSERVE CORP 0.1%
Value $4.805M Shares 100,000 Est. Cost $39.24 Unrealized -2.0%
CLOUD PEAK ENERGY INC 0.1%
Value $4.803M Shares 856,169 Est. Cost $5.61 Unrealized
SEE SEALED AIR CORP NEW 0.1%
Value $4.534M Shares 100,000 Est. Cost $39.16 Unrealized 0.0%
XLE SELECT SECTOR SPDR TR 0.1%
Value $4.519M Shares 60,000 Est. Cost $73.65 Unrealized
SM SM ENERGY CO 0.1%
Value $4.31M Shares 125,000 Est. Cost $32.31 Unrealized 0.0%
XIFR NEXTERA ENERGY PARTNERS LP 0.1%
Value $4.218M Shares 165,146 Est. Cost $26.13 Unrealized 0.0%
ATWOOD OCEANICS INC 0.1%
Value $3.858M Shares 293,800 Est. Cost $13.13 Unrealized
RIG TRANSOCEAN LTD 0.1%
Value $3.615M Shares 245,268 Est. Cost $10.57 Unrealized +12.1%
KMT KENNAMETAL INC 0.1%
Value $3.495M Shares 111,800 Est. Cost $21.68 Unrealized +13.1%
GRACE W R & CO DEL NEW 0.1%
Value $3.382M Shares 50,000 Est. Cost $70.30 Unrealized
RSP PERMIAN INC 0.1%
Value $3.35M Shares 75,075 Est. Cost $44.62 Unrealized
NOBLE CORP PLC 0.1%
Value $3.26M Shares 550,600 Est. Cost $6.43 Unrealized
KANSAS CITY SOUTHERN 0.1%
Value $3.224M Shares 38,000 Est. Cost $84.84 Unrealized
SYNERGY RES CORP 0.1%
Value $3.161M Shares 354,800 Est. Cost $8.91 Unrealized
LII LENNOX INTL INC 0.1%
Value $3.063M Shares 20,000 Est. Cost $136.91 Unrealized 0.0%
PARSLEY ENERGY INC 0.1%
Value $2.467M Shares 70,000 Est. Cost $35.24 Unrealized
AZREF AZURE PWR GLOBAL LTD 0.1%
Value $2.451M Shares 144,200 Est. Cost $16.77 Unrealized 0.0%
PCAR PACCAR INC 0.1%
Value $2.428M Shares 38,000 Est. Cost $28.43 Unrealized 0.0%
FSLR FIRST SOLAR INC 0.1%
Value $2.328M Shares 72,550 Est. Cost $35.10 Unrealized 0.0%
CVR REFNG LP 0.1%
Value $2.288M Shares 220,000 Est. Cost Unrealized
VVV VALVOLINE INC 0.0%
Value $2.087M Shares 97,088 Est. Cost $23.60 Unrealized -10.2%
BUNGE LIMITED 0.0%
Value $2.069M Shares 28,641 Est. Cost $59.23 Unrealized
ROADRUNNER TRNSN SVCS HLDG I 0.0%
Value $2.068M Shares 199,021 Est. Cost $9.43 Unrealized
FLS FLOWSERVE CORP 0.0%
Value $2.066M Shares 43,000 Est. Cost $39.24 Unrealized -2.0%
MEOH METHANEX CORP 0.0%
Value $1.907M Shares 43,529 Est. Cost $31.94 Unrealized +25.1%
VERSUM MATLS INC 0.0%
Value $1.443M Shares 51,414 Est. Cost $28.07 Unrealized
MEOH METHANEX CORP 0.0%
Value $1.095M Shares 25,000 Est. Cost $31.94 Unrealized +25.1%
PENN WEST PETE LTD NEW 0.0%
Value $1.062M Shares 600,200 Est. Cost $1.77 Unrealized
HRL HORMEL FOODS CORP 0.0%
Value $1.009M Shares 29,000 Est. Cost $29.45 Unrealized -2.5%
AGRIUM INC 0.0%
Value $1.006M Shares 10,000 Est. Cost $100.60 Unrealized
AVANGRID INC 0.0%
Value $988K Shares 26,082 Est. Cost $41.68 Unrealized
TRINA SOLAR LIMITED 0.0%
Value $930K Shares 100,000 Est. Cost $9.30 Unrealized
CF CF INDS HLDGS INC 0.0%
Value $929K Shares 29,500 Est. Cost $18.89 Unrealized +11.7%
PPC PILGRIMS PRIDE CORP NEW 0.0%
Value $760K Shares 40,000 Est. Cost $19.53 Unrealized 0.0%
ASIX ADVANSIX INC 0.0%
Value $545K Shares 24,628 Est. Cost $16.41 Unrealized 0.0%
BKH BLACK HILLS CORP 0.0%
Value $403K Shares 6,567 Est. Cost $43.19 Unrealized -1.3%
WESTERN REFNG INC 0.0%
Value $274K Shares 7,244 Est. Cost $39.19 Unrealized