IMC-Chicago, LLC

Top Holdings749 positions

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Activity:AllNewIncreasedDecreasedExitedUnchangedFirst report

Stock	Shares	Value	Weight	Price Trend	Avg Buy	Est. P&L	Held	Conviction
??SPDR S&P 500 ETF TR PUT	41.1M	$12.2B	37.7%	—	—	—	—	Increased —
??SPDR S&P 500 ETF TR CALL Delisted	18.7M	$5.5B	17.2%	—	—	—	—	Increased —
??AMAZON COM INC PUT	883,100	$1.5B	4.7%	—	—	—	—	Decreased —
??AMAZON COM INC CALL Delisted	709,800	$1.2B	3.8%	—	—	—	—	Increased —
??INVESCO QQQ TR PUT	5M	$939.5M	2.9%	—	—	—	—	Decreased —
??ISHARES TR PUT Delisted	3.5M	$504M	1.6%	—	—	—	—	Increased —
??INVESCO QQQ TR CALL Delisted	2.4M	$454.6M	1.4%	—	—	—	—	Decreased —
??ISHARES TR CALL Delisted	2.3M	$329.8M	1.0%	—	—	—	—	Increased —
??ALPHABET INC CALL	219,900	$268.5M	0.8%	—	—	—	—	Decreased —
??ALPHABET INC PUT	218,700	$267.1M	0.8%	—	—	—	—	Increased —
??APPLE INC CALL Delisted	1.2M	$263.4M	0.8%	—	—	—	—	Decreased —
??APPLE INC PUT	1.1M	$257.5M	0.8%	—	—	—	—	Decreased —
??ALPHABET INC CALL	197,100	$240.3M	0.7%	—	—	—	—	Increased —
??TESLA INC PUT Delisted	924,700	$222.7M	0.7%	—	—	—	—	Decreased —
??ALPHABET INC PUT	176,100	$214.7M	0.7%	—	—	—	—	Decreased —
??META PLATFORMS INC PUT Delisted	988,100	$176M	0.5%	—	—	—	—	Increased —
??CHIPOTLE MEXICAN GRILL INC PUT	190,300	$159.9M	0.5%	—	—	—	—	Decreased —
??MICROSOFT CORP PUT	1.1M	$155.4M	0.5%	—	—	—	—	Increased —
??BOOKING HOLDINGS INC PUT Delisted	78,000	$153.1M	0.5%	—	—	—	—	Decreased —
SPY Unit SPDR S&P 500 ETF TR	499,191	$148.1M	0.5%	—	$268.52	0.00%	1 qtr	New 50

$32.3B

AUM

749

Positions

Q3 2019

Filing

HI score · 1.0/5

Quarterly 13F Value Change

FilingEquity

Activity profile

$ moved · Q3'19

New10%Increased51%Decreased35%Exited4%

Composition

Equity vs derivatives

Equity2%Puts62%Calls36%

Holding period

Avg 1.6 quarters

<1Q15%1-4Q85%1-2Y0%2Y+0%

IMC-Chicago, LLC manages $32.3B across 749 positions as of Q3 2019. Top holdings: SPDR S&P 500 ETF TR puts (37.7%), SPDR S&P 500 ETF TR calls (17.2%), AMAZON COM INC puts (4.7%). Fund DNA: Diversified Scout. HoldingsIntel Score: 1/5.0.

Position Outcomes

Best and worst performing positions by estimated return

Top Winners

SPHQ1Q held

INVESCO S&P 500 QUALITY ETF

Avg $30.53 · $981,464 est. P&L

—

Est. P&L

+181.13%

TMTMV1Q held

Direxion Daily 20-Year Treasury

Avg $23.35 · $9.9M est. P&L

—

Est. P&L

+111.01%

JPM3Q held

JPMorgan Chase & Co.

Avg $85.18 · $233,145 est. P&L

—

Est. P&L

+14.53%

Top Losers

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Cost basis estimates based on full filing history using quarter-end prices. Actual transaction prices are not disclosed in 13F filings.