LUMINUS MANAGEMENT LLC
Q1 2014 13F-HR Holdings
Net value change ($000)
-71,555
(-4.2%)
New positions
36
Sold out positions
40
Turnover %
32.7%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q4 2013
Methodology:
sector metrics are equities-only;
instrument mix chart is ex-options;
options exposure is shown separately.
Why this matters.
Top Adds (Value $000, Stocks/ETFs)
| FE | 77,727 | 299.1% |
| ATO | 47,139 | NEW |
| DUK | 41,922 | 56.0% |
| Ashland | 39,613 | 455.6% |
| NEE | 30,216 | NEW |
| TECK | 26,296 | 335.2% |
| DYNEGY INC NEW DEL | 24,343 | 21.9% |
| CSX | 16,484 | NEW |
| RS | 15,545 | NEW |
| R | 14,331 | NEW |
Top Reduces (Value $000, Stocks/ETFs)
| EXC | -118,568 | -85.0% |
| AWK | -27,944 | -100.0% |
| UNP | -23,831 | -100.0% |
| PEG | -21,631 | -100.0% |
| PEPCO | -18,276 | -100.0% |
| TECO ENERGY INC | -14,344 | -100.0% |
| CMS | -13,928 | -42.4% |
| INTEGRYS ENERGY GR | -13,634 | -31.3% |
| UIL HOLDINGS CORPORATION | -13,464 | -60.3% |
| ED | -12,280 | -100.0% |
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000):
216,377
(13.1% of total reported value)
How this table is calculated:
SEC
VALUE ($000) is used as reported.
For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received.
Column % is bucket-based:
non-options share is calculated inside non-option total, options share is calculated inside options total.
Details.
Filter:
Instrument:
| Issuer Name | Ticker | Sector | Industry | Class | History | Value ($000) | % | Shares | Shares Δ | Shares Δ% | Value Δ ($000) | Value Δ% | Principal | Option Type |
|---|