IMC-Chicago, LLC

Top Holdings1,226 positions

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Activity:AllNewIncreasedDecreasedExitedUnchanged

Stock	Shares	Value	Weight	Price Trend	Avg Buy	Est. P&L	Held	Conviction
??STATE STREET SPDR S&P 500 ETF PUT Delisted	50.5M	$18.1B	23.2%	—	—	—	—	Increased —
??STATE STREET SPDR S&P 500 ETF CALL Delisted	40.4M	$14.4B	18.6%	—	—	—	—	Increased —
??TESLA INC CALL Delisted	12.3M	$3.3B	4.2%	—	—	—	—	Increased —
??INVESCO QQQ TR CALL Delisted	12M	$3.2B	4.1%	—	—	—	—	Increased —
??INVESCO QQQ TRUST SERIES I PUT Delisted	11.4M	$3.1B	3.9%	—	—	—	—	Increased —
??TESLA INC COM PUT Delisted	11.4M	$3B	3.9%	—	—	—	—	Increased —
??AMAZON COM INC CALL Delisted	17.7M	$2B	2.6%	—	—	—	—	Decreased —
??AMAZON COM INC COM PUT Delisted	12.7M	$1.4B	1.8%	—	—	—	—	Decreased —
??APPLE INC CALL Delisted	8.5M	$1.2B	1.5%	—	—	—	—	Increased —
??ISHARES TR PUT Delisted	6M	$976.9M	1.3%	—	—	—	—	Increased —
??APPLE INC PUT Delisted	6.5M	$893.2M	1.1%	—	—	—	—	Increased —
??ISHARES TR CALL Delisted	4.2M	$694.5M	0.9%	—	—	—	—	Increased —
??META PLATFORMS INC CALL Delisted	4.4M	$593.5M	0.8%	—	—	—	—	Increased —
??NETFLIX INC. CALL Delisted	2.3M	$536M	0.7%	—	—	—	—	Increased —
??MICROSOFT CORP COM CALL Delisted	2.1M	$492.6M	0.6%	—	—	—	—	Increased —
??NVIDIA CORPORATION CALL Delisted	3.7M	$453.5M	0.6%	—	—	—	—	Increased —
??ALPHABET INC CALL Delisted	4.4M	$423.3M	0.5%	—	—	—	—	Increased —
??MICROSOFT CORP COM PUT Delisted	1.8M	$413.9M	0.5%	—	—	—	—	Decreased —
??NETFLIX INC. PUT Delisted	1.7M	$390.8M	0.5%	—	—	—	—	Increased —
SPY Unit STATE STREET SPDR S&P 500 ETF TRUST CL USD INC	979,291	$349.8M	0.4%	—	$347.14	0.00%	1 qtr	New 51

$77.8B

AUM

1,226

Positions

Q3 2022

Filing

Rating · 1.5

Quarterly Portfolio Change

FilingEquity

Activity profile

$ moved · Q3'22

New5%Increased76%Decreased16%Exited3%

Composition

Equity vs derivatives

Equity1%Puts49%Calls50%

Holding period

Avg 2.5 years

<1Q6%1-4Q7%1-2Y17%2Y+70%

IMC-Chicago, LLC manages $77.8B across 1226 positions as of Q3 2022. Top holdings: STATE STREET SPDR S&P 500 ETF (23.2%), STATE STREET SPDR S&P 500 ETF (18.6%), TESLA INC (4.2%). Fund DNA: Diversified Scout. HoldingsIntel Rating: 1.5/5.0.

Position Outcomes

Best and worst performing positions by estimated return

Top Winners

IAUM2Q held

ISHARES GOLD TRUST MICRO

Avg $17.45 · $1M est. P&L

Est. P&L

+150.01%

FDN1Q held

FIRST TR EXCHANGE-TRADED FD

Avg $127.68 · $2.2M est. P&L

Est. P&L

+128.21%

RSPN2Q held

INVESCO EXCHANGE TRADED FD T

Avg $30.86 · $647,092 est. P&L

Est. P&L

+110.40%

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.