LUMINUS MANAGEMENT LLC

Holdings History for SPDR S&P 500 ETF TRUST - TR UNIT (SPY)

Symbol: SPY on NYSE
Investment type: Equity - Shares of Stock
Class: TR UNIT

Shares, Excluding Options vs Price

Value, Excluding Options

Holdings date	Option	Weight	Change	Value $	Shares	Change	Activity %	Price	All Holders
9/30/2021	put		-5.74%	$0	0	-5,000	-100%		Q3 2021
6/30/2021	put	5.74%		$2.14M	5K			$428.00	Q2 2021
3/31/2021	put	5.62%	+5.62%	$1.98M	5K	+5,000	NEW	$396.40	Q1 2021
12/31/2020			-0.12%	$0	0	-1,557	-100%		Q4 2020
12/31/2020	put		-65%	$0	0	-15,000	-100%		Q4 2020
9/30/2020		0.12%	-3.52%	$521K	1.56K	-44,526	-96.6%	$334.62	Q3 2020
9/30/2020	put	65%		$5.02M	15K			$334.87	Q3 2020
6/30/2020		2.12%	+2.12%	$14.2M	46.1K	+46,083	NEW	$308.36	Q2 2020
6/30/2020	put	17.9%	+17.9%	$4.63M	15K	+15,000	NEW	$308.40	Q2 2020
3/31/2020	put		-93.5%	$0	0	-1,077,900	-100%		Q1 2020
12/31/2019			-4.03%	$0	0	-441,176	-100%		Q4 2019
12/31/2019	put	93.5%	+43.5%	$347M	1.08M	+501,400	+87%	$321.86	Q4 2019
9/30/2019		4.03%	+3.16%	$131M	441K	+346,318	+365%	$296.77	Q3 2019
9/30/2019	put	84.1%	-6.71%	$171M	577K	-46,000	-7.39%	$296.77	Q3 2019
6/30/2019		0.71%	+0.71%	$27.8M	94.9K	+94,858	NEW	$293.00	Q2 2019
6/30/2019	put	67.1%	+28.3%	$182M	623K	+262,500	+72.9%	$293.00	Q2 2019
3/31/2019	put	27.7%	-74.3%	$102M	360K	-965,000	-72.8%	$282.48	Q1 2019
12/31/2018	put	50.9%	-3.39%	$331M	1.33M	-88,400	-6.25%	$249.92	Q4 2018
9/30/2018	put	52.9%		$411M	1.41M			$290.72	Q3 2018
6/30/2018			-3.14%	$0	0	-540,734	-100%		Q2 2018
6/30/2018	put			$8.15M	9.63K			$845.86^*	Q2 2018
3/31/2018		3.14%	+3.14%	$142M	541K	+540,734	NEW	$263.15	Q1 2018
3/31/2018	call		-49.1%	$0	0	-1,550,000	-100%		Q1 2018
3/31/2018	put	81.4%	-61.7%	$232M	881K	-668,200	-43.1%	$263.15	Q1 2018
12/31/2017			-3.91%	$0	0	-497,082	-100%		Q4 2017
12/31/2017	call	49.1%	+36.6%	$414M	1.55M	+1,155,000	+292%	$266.86	Q4 2017
12/31/2017	put	49.1%	-1.14%	$413M	1.55M	-36,000	-2.27%	$266.86	Q4 2017
9/30/2017		3.91%	+2.04%	$125M	497K	+258,775	+109%	$251.23	Q3 2017
9/30/2017	call	17%	-2.42%	$99.2M	395K	-56,000	-12.4%	$251.23	Q3 2017
9/30/2017	put	68.4%	-27.5%	$398M	1.59M	-637,100	-28.7%	$251.23	Q3 2017
6/30/2017		1.52%	-3.56%	$57.6M	238K	-558,898	-70.1%	$241.80	Q2 2017
6/30/2017	call	11%	+11%	$109M	451K	+451,000	NEW	$241.80	Q2 2017
6/30/2017	put	54.2%	-8.99%	$537M	2.22M	-368,400	-14.2%	$241.80	Q2 2017
3/31/2017		5.88%	+5.88%	$188M	797K	+797,205	NEW	$235.74	Q1 2017
3/31/2017	call		-41.1%	$0	0	-2,025,900	-100%		Q1 2017
3/31/2017	put	90%	+7.14%	$611M	2.59M	+205,500	+8.62%	$235.74	Q1 2017
12/31/2016			-3.35%	$0	0	-490,289	-100%		Q4 2016
12/31/2016	call	41.1%	+23%	$453M	2.03M	+1,132,700	+127%	$223.53	Q4 2016
12/31/2016	put	48.4%	+3.25%	$533M	2.39M	+160,000	+7.19%	$223.53	Q4 2016
9/30/2016		3.35%	+2.41%	$106M	490K	+352,429	+256%	$216.30	Q3 2016
9/30/2016	call	25.7%	+25.7%	$193M	893K	+893,200	NEW	$216.30	Q3 2016
9/30/2016	put	63.9%	+8.58%	$481M	2.23M	+298,600	+15.5%	$216.30	Q3 2016
6/30/2016		1.09%	-1%	$28.9M	138K	-125,730	-47.7%	$209.47	Q2 2016
6/30/2016	put	48.7%	+48%	$404M	1.93M	+1,901,400	+7606%	$209.48	Q2 2016
3/31/2016		2.03%	+2.03%	$54.2M	264K	+263,590	NEW	$205.52	Q1 2016
3/31/2016	put	1.47%	+1.47%	$5.14M	25K	+25,000	NEW	$205.52	Q1 2016
12/31/2015	put		-56.3%	$0	0	-555,000	-100%		Q4 2015
9/30/2015	call		-18.2%	$0	0	-454,000	-100%		Q3 2015
9/30/2015	put	56.3%	-40.3%	$106M	555K	-397,500	-41.7%	$191.63	Q3 2015
6/30/2015			-3.05%	$0	0	-379,000	-100%		Q2 2015

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Showing 1 to 50 of 65 entries

* Reported Price is the price of the security as of the portfolio date. This value is significant in that it is the last known price at which the security was still held.
An asterisk sign (*) next to the price indicates that the price is likely invalid.