LUMINUS MANAGEMENT LLC Quant / Systematic

Location: Houston, TX

CIK: 0001279151 · Show all filings

Period: Q1 2017 (← Previous) (Next →)

Filing Date: May 15, 2017

Total Value: $3.877B (100.0% shares, 0.0% debt)

Holdings (139)

SPY SPDR S&P 500 ETF TR 15.8%
Value $611M Shares 2,590,500 Est. Cost $235.74 Unrealized
FE FIRSTENERGY CORP 6.2%
Value $240M Shares 7,533,423 Est. Cost $21.88 Unrealized -2.3%
SPY SPDR S&P 500 ETF TR 4.8%
Value $188M Shares 797,205 Est. Cost $235.74 Unrealized
APD AIR PRODS & CHEMS INC 3.5%
Value $137M Shares 1,014,934 Est. Cost $106.69 Unrealized +6.0%
ASH ASHLAND GLOBAL HLDGS INC 2.8%
Value $108M Shares 868,321 Est. Cost $49.51 Unrealized +1.4%
R RYDER SYS INC 2.7%
Value $105M Shares 1,388,178 Est. Cost $70.40 Unrealized +7.5%
AEP AMERICAN ELEC PWR INC 2.3%
Value $89.78M Shares 1,337,403 Est. Cost $45.78 Unrealized +3.5%
DOW CHEM CO 2.3%
Value $87.76M Shares 1,381,138 Est. Cost $60.11 Unrealized
EXTRACTION OIL AND GAS INC 2.0%
Value $79.27M Shares 4,273,033 Est. Cost $20.04 Unrealized
SRE SEMPRA ENERGY 2.0%
Value $75.91M Shares 687,000 Est. Cost $38.00 Unrealized +5.1%
BERRY PLASTICS GROUP INC 1.8%
Value $71.46M Shares 1,471,209 Est. Cost $43.65 Unrealized
NEE NEXTERA ENERGY INC 1.8%
Value $69.65M Shares 542,590 Est. Cost $24.30 Unrealized +3.5%
WAB WABTEC CORP 1.7%
Value $66.47M Shares 852,235 Est. Cost $78.20 Unrealized +0.2%
CHRW C H ROBINSON WORLDWIDE INC 1.7%
Value $65.12M Shares 842,529 Est. Cost $57.12 Unrealized +9.1%
RIO RIO TINTO PLC 1.6%
Value $61.88M Shares 1,521,187 Est. Cost $32.52 Unrealized
GRACE W R & CO DEL NEW 1.5%
Value $59.15M Shares 848,442 Est. Cost $69.95 Unrealized
FTV FORTIVE CORP 1.5%
Value $56.47M Shares 937,760 Est. Cost $31.35 Unrealized +10.3%
JBHT HUNT J B TRANS SVCS INC 1.4%
Value $54.69M Shares 596,169 Est. Cost $80.81 Unrealized +10.5%
WESTAR ENERGY INC 1.4%
Value $53.74M Shares 990,259 Est. Cost $55.76 Unrealized
HOLLYFRONTIER CORP 1.4%
Value $53.52M Shares 1,888,580 Est. Cost $31.22 Unrealized
ROWAN COMPANIES PLC 1.2%
Value $46.95M Shares 3,013,386 Est. Cost $16.89 Unrealized
KMI KINDER MORGAN INC DEL 1.1%
Value $43.29M Shares 1,991,429 Est. Cost $13.09 Unrealized +4.1%
SWIFT TRANSN CO 1.1%
Value $42.47M Shares 2,067,595 Est. Cost $20.54 Unrealized
STN STANTEC INC 1.0%
Value $40.04M Shares 1,545,911 Est. Cost $25.25 Unrealized
ETN EATON CORP PLC 1.0%
Value $39.75M Shares 536,101 Est. Cost $54.15 Unrealized +9.0%
GRAN TIERRA ENERGY INC 1.0%
Value $37.9M Shares 14,354,327 Est. Cost $2.85 Unrealized
ATO ATMOS ENERGY CORP 1.0%
Value $37.36M Shares 472,937 Est. Cost $61.11 Unrealized +1.7%
SPDR SERIES TRUST 0.9%
Value $36.53M Shares 989,100 Est. Cost $36.93 Unrealized
TS TENARIS S A 0.9%
Value $35.85M Shares 1,050,000 Est. Cost Unrealized
CMI CUMMINS INC 0.8%
Value $31.77M Shares 210,147 Est. Cost $106.24 Unrealized +10.4%
VALE VALE S A 0.8%
Value $31.73M Shares 3,340,000 Est. Cost $7.48 Unrealized
MHK MOHAWK INDS INC 0.8%
Value $30.84M Shares 134,371 Est. Cost $198.37 Unrealized +10.8%
RIG TRANSOCEAN LTD 0.8%
Value $30.48M Shares 2,448,400 Est. Cost $13.42 Unrealized +2.4%
KANSAS CITY SOUTHERN 0.8%
Value $30.2M Shares 352,176 Est. Cost $85.66 Unrealized
CE CELANESE CORP DEL 0.8%
Value $30.12M Shares 335,185 Est. Cost $69.58 Unrealized +5.8%
PPL PPL CORP 0.8%
Value $29.91M Shares 800,000 Est. Cost $23.54 Unrealized +2.1%
SUMMIT MATLS INC 0.8%
Value $29.71M Shares 1,202,220 Est. Cost $20.46 Unrealized
GREAT PLAINS ENERGY INC 0.7%
Value $25.66M Shares 878,280 Est. Cost $27.71 Unrealized
TESORO CORP 0.7%
Value $25.53M Shares 314,921 Est. Cost $86.77 Unrealized
PAGP PLAINS GP HLDGS L P 0.6%
Value $24.76M Shares 792,000 Est. Cost $31.26 Unrealized
HUN HUNTSMAN CORP 0.6%
Value $24.54M Shares 1,000,000 Est. Cost $19.06 Unrealized +12.8%
TRANSCANADA CORP 0.6%
Value $23.91M Shares 518,025 Est. Cost $45.22 Unrealized
ENSCO PLC 0.6%
Value $22.79M Shares 2,546,600 Est. Cost $8.95 Unrealized
ECHO GLOBAL LOGISTICS INC 0.6%
Value $22.52M Shares 1,054,850 Est. Cost $23.17 Unrealized
FERRO CORP 0.6%
Value $21.45M Shares 1,411,958 Est. Cost $14.32 Unrealized
ACM AECOM 0.5%
Value $20.75M Shares 582,994 Est. Cost $31.59 Unrealized +11.3%
NOBLE CORP PLC 0.5%
Value $20.59M Shares 3,325,798 Est. Cost $6.23 Unrealized
LNT ALLIANT ENERGY CORP 0.5%
Value $20.35M Shares 513,666 Est. Cost $27.74 Unrealized +4.8%
PEG PUBLIC SVC ENTERPRISE GROUP 0.5%
Value $19.96M Shares 450,000 Est. Cost $32.55 Unrealized +0.0%
MONSANTO CO NEW 0.5%
Value $19.26M Shares 170,146 Est. Cost $106.69 Unrealized
DELEK US HLDGS INC 0.5%
Value $18.69M Shares 770,000 Est. Cost $22.56 Unrealized
VLO VALERO ENERGY CORP NEW 0.5%
Value $18.27M Shares 275,650 Est. Cost $42.04 Unrealized +11.8%
CC CHEMOURS CO 0.5%
Value $17.83M Shares 463,152 Est. Cost $22.02 Unrealized 0.0%
MPC MARATHON PETE CORP 0.4%
Value $17.38M Shares 343,879 Est. Cost $32.94 Unrealized +14.8%
SRC ENERGY INC 0.4%
Value $17.04M Shares 2,018,418 Est. Cost $8.44 Unrealized
HON HONEYWELL INTL INC 0.4%
Value $16.48M Shares 131,993 Est. Cost $81.44 Unrealized +12.9%
AWK AMERICAN WTR WKS CO INC NEW 0.4%
Value $16.01M Shares 205,815 Est. Cost $65.21 Unrealized -3.8%
CLIFFS NAT RES INC 0.4%
Value $15.89M Shares 1,935,700 Est. Cost $5.51 Unrealized
PBF PBF ENERGY INC 0.4%
Value $15.23M Shares 687,000 Est. Cost $26.97 Unrealized -13.1%
KMT KENNAMETAL INC 0.4%
Value $15.15M Shares 386,097 Est. Cost $21.68 Unrealized +33.3%
WEC WEC ENERGY GROUP INC 0.4%
Value $14.81M Shares 244,276 Est. Cost $44.32 Unrealized 0.0%
CTRA CABOT OIL & GAS CORP 0.4%
Value $14.47M Shares 605,300 Est. Cost $16.40 Unrealized +1.0%
ENB ENBRIDGE INC 0.4%
Value $14.08M Shares 336,500 Est. Cost $24.73 Unrealized 0.0%
TRONOX LTD 0.3%
Value $12.94M Shares 701,579 Est. Cost $18.45 Unrealized
ALB ALBEMARLE CORP 0.3%
Value $12.18M Shares 115,316 Est. Cost $86.27 Unrealized 0.0%
AXTA AXALTA COATING SYS LTD 0.3%
Value $11.68M Shares 362,685 Est. Cost $26.32 Unrealized +12.8%
UNITED STATES STL CORP NEW 0.3%
Value $11.47M Shares 339,331 Est. Cost $15.28 Unrealized
KNIGHT TRANSN INC 0.3%
Value $11.46M Shares 365,645 Est. Cost $31.35 Unrealized
SHW SHERWIN WILLIAMS CO 0.3%
Value $11.04M Shares 35,583 Est. Cost $92.99 Unrealized 0.0%
IWM ISHARES TR 0.3%
Value $10.44M Shares 75,900 Est. Cost $112.07 Unrealized
GASLOG PARTNERS LP 0.3%
Value $10.24M Shares 417,889 Est. Cost $20.14 Unrealized
EMN EASTMAN CHEM CO 0.3%
Value $10.12M Shares 125,302 Est. Cost $55.90 Unrealized +4.6%
XPO XPO LOGISTICS INC 0.3%
Value $10.06M Shares 210,000 Est. Cost Unrealized
PPG PPG INDS INC 0.3%
Value $10.04M Shares 95,502 Est. Cost $80.65 Unrealized +6.5%
F FORD MTR CO DEL 0.3%
Value $9.93M Shares 853,100 Est. Cost $7.47 Unrealized +4.1%
CLOUD PEAK ENERGY INC 0.3%
Value $9.847M Shares 2,150,000 Est. Cost $4.99 Unrealized
CIMAREX ENERGY CO 0.3%
Value $9.799M Shares 82,009 Est. Cost $135.90 Unrealized
LNG CHENIERE ENERGY INC 0.2%
Value $9.563M Shares 202,304 Est. Cost $41.36 Unrealized +11.5%
DIAMOND OFFSHORE DRILLING IN 0.2%
Value $9.554M Shares 571,777 Est. Cost $17.39 Unrealized
TERRAFORM GLOBAL INC 0.2%
Value $9.413M Shares 1,961,030 Est. Cost $5.42 Unrealized
SR SPIRE INC 0.2%
Value $9.352M Shares 138,546 Est. Cost $70.69 Unrealized
ATWOOD OCEANICS INC 0.2%
Value $9.216M Shares 967,057 Est. Cost $10.62 Unrealized
TECK TECK RESOURCES LTD 0.2%
Value $9.176M Shares 419,007 Est. Cost $14.01 Unrealized +59.6%
DOV DOVER CORP 0.2%
Value $9.126M Shares 113,574 Est. Cost $48.13 Unrealized +14.7%
NRG YIELD INC 0.2%
Value $9.073M Shares 521,746 Est. Cost $14.57 Unrealized
AQUA AMERICA INC 0.2%
Value $8.819M Shares 274,311 Est. Cost $32.15 Unrealized
CONCHO RES INC 0.2%
Value $8.74M Shares 68,100 Est. Cost $128.34 Unrealized
DYNEGY INC NEW DEL 0.2%
Value $8.13M Shares 138,378 Est. Cost $58.75 Unrealized
FLS FLOWSERVE CORP 0.2%
Value $7.941M Shares 164,000 Est. Cost $40.10 Unrealized +0.8%
FLR FLUOR CORP NEW 0.2%
Value $7.893M Shares 150,000 Est. Cost Unrealized
UNP UNION PAC CORP 0.2%
Value $7.791M Shares 73,560 Est. Cost $75.10 Unrealized +16.7%
MEOH METHANEX CORP 0.2%
Value $7.355M Shares 156,815 Est. Cost $43.53 Unrealized +10.2%
RSP PERMIAN INC 0.2%
Value $7.346M Shares 177,300 Est. Cost $42.78 Unrealized
TEEKAY OFFSHORE PARTNERS L P 0.2%
Value $7.224M Shares 1,424,780 Est. Cost $5.63 Unrealized
ADNT ADIENT PLC 0.2%
Value $6.94M Shares 95,500 Est. Cost $64.14 Unrealized 0.0%
OLN OLIN CORP 0.2%
Value $6.903M Shares 210,000 Est. Cost $23.45 Unrealized 0.0%
RAMACO RES INC 0.2%
Value $6.894M Shares 712,927 Est. Cost $9.67 Unrealized
SEMGROUP CORP 0.2%
Value $6.827M Shares 189,625 Est. Cost $36.00 Unrealized
FE FIRSTENERGY CORP 0.2%
Value $6.762M Shares 212,500 Est. Cost $21.88 Unrealized -2.3%
HASI HANNON ARMSTRONG SUST INFR C 0.2%
Value $6.68M Shares 330,686 Est. Cost $12.71 Unrealized -4.7%
HE HAWAIIAN ELEC INDUSTRIES 0.2%
Value $6.662M Shares 200,000 Est. Cost $30.73 Unrealized +8.0%
BTE BAYTEX ENERGY CORP 0.2%
Value $6.327M Shares 1,850,008 Est. Cost $4.13 Unrealized -10.0%
DQ DAQO NEW ENERGY CORP 0.2%
Value $6.167M Shares 328,588 Est. Cost $22.32 Unrealized
ROK ROCKWELL AUTOMATION INC 0.2%
Value $6.073M Shares 39,000 Est. Cost $126.71 Unrealized 0.0%
OASIS PETE INC NEW 0.1%
Value $5.704M Shares 400,004 Est. Cost $14.26 Unrealized
CALLON PETE CO DEL 0.1%
Value $5.264M Shares 400,000 Est. Cost $13.16 Unrealized
TRINSEO S A 0.1%
Value $5.143M Shares 76,646 Est. Cost $59.30 Unrealized
PH PARKER HANNIFIN CORP 0.1%
Value $5.075M Shares 31,657 Est. Cost $132.60 Unrealized 0.0%
RPM RPM INTL INC 0.1%
Value $5.028M Shares 91,376 Est. Cost $53.31 Unrealized 0.0%
CAT CATERPILLAR INC DEL 0.1%
Value $5.012M Shares 54,034 Est. Cost $77.69 Unrealized 0.0%
SEE SEALED AIR CORP NEW 0.1%
Value $4.358M Shares 100,000 Est. Cost $39.16 Unrealized +2.7%
HYG ISHARES TR 0.1%
Value $4.233M Shares 48,226 Est. Cost $87.77 Unrealized
CRESCENT PT ENERGY CORP 0.1%
Value $3.246M Shares 300,000 Est. Cost $10.82 Unrealized
AXTA AXALTA COATING SYS LTD 0.1%
Value $3.22M Shares 100,000 Est. Cost $26.32 Unrealized +12.8%
VVV VALVOLINE INC 0.1%
Value $2.384M Shares 97,088 Est. Cost $23.60 Unrealized -3.0%
TKR TIMKEN CO 0.1%
Value $2.26M Shares 50,000 Est. Cost $44.08 Unrealized 0.0%
PENN WEST PETE LTD NEW 0.1%
Value $1.955M Shares 1,150,000 Est. Cost $1.74 Unrealized
WERN WERNER ENTERPRISES INC 0.1%
Value $1.939M Shares 74,000 Est. Cost $27.25 Unrealized 0.0%
SEE SEALED AIR CORP NEW 0.0%
Value $1.918M Shares 44,000 Est. Cost $39.16 Unrealized +2.7%
WILDHORSE RESOURCE DEV CORP 0.0%
Value $1.842M Shares 148,093 Est. Cost $14.60 Unrealized
ROADRUNNER TRNSN SVCS HLDG I 0.0%
Value $1.367M Shares 199,021 Est. Cost $9.43 Unrealized
FBIN FORTUNE BRANDS HOME & SEC IN 0.0%
Value $1.278M Shares 21,000 Est. Cost $42.96 Unrealized 0.0%
OC OWENS CORNING NEW 0.0%
Value $1.197M Shares 19,500 Est. Cost $57.34 Unrealized 0.0%
IMO IMPERIAL OIL LTD 0.0%
Value $1.129M Shares 37,000 Est. Cost $25.91 Unrealized 0.0%
UPS UNITED PARCEL SERVICE INC 0.0%
Value $1.022M Shares 9,525 Est. Cost $78.36 Unrealized 0.0%
NWE NORTHWESTERN CORP 0.0%
Value $1.021M Shares 17,391 Est. Cost $38.33 Unrealized +3.1%
SPDR SERIES TRUST 0.0%
Value $1.011M Shares 27,000 Est. Cost $37.44 Unrealized
SCANA CORP NEW 0.0%
Value $994K Shares 15,209 Est. Cost $65.36 Unrealized
MTZ MASTEC INC 0.0%
Value $980K Shares 24,466 Est. Cost $38.26 Unrealized 0.0%
AVANGRID INC 0.0%
Value $771K Shares 18,050 Est. Cost $41.68 Unrealized
SANDERSON FARMS INC 0.0%
Value $571K Shares 5,500 Est. Cost $103.82 Unrealized
CVI CVR ENERGY INC 0.0%
Value $524K Shares 26,103 Est. Cost $10.83 Unrealized 0.0%
TEEKAY CORPORATION 0.0%
Value $511K Shares 55,900 Est. Cost $9.14 Unrealized
DAR DARLING INGREDIENTS INC 0.0%
Value $508K Shares 35,000 Est. Cost $13.17 Unrealized 0.0%
JKS JINKOSOLAR HLDG CO LTD 0.0%
Value $349K Shares 21,066 Est. Cost $16.57 Unrealized
BKH BLACK HILLS CORP 0.0%
Value $302K Shares 4,538 Est. Cost $43.19 Unrealized +5.4%
ASIX ADVANSIX INC 0.0%
Value $286K Shares 10,470 Est. Cost $16.41 Unrealized +44.2%
CARRIZO OIL & GAS INC 0.0%
Value $224K Shares 7,799 Est. Cost $28.72 Unrealized
DYNEGY INC NEW DEL 0.0%
Value $101K Shares 176,593 Est. Cost $0.57 Unrealized