IMC-Chicago, LLC

Q4 2019 13F-HR Holdings

Location
Chicago, IL
Holdings as of
12/31/2019
Date filed
2/13/2020
Form type
13F-HR
Num holdings
805
Total value ($000)
$38,887,976
Net value change ($000)
—
New positions
175
Sold out positions
0
Turnover %
100.0%
Sector allocation + QoQ delta (equities-only)
Prev filing: — Next filing: 5/14/2020 SEC filing

Snapshot: Change Analysis

Compared to previous filing: —
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)
SPY 233,581 —
UPRO 73,283 —
AAPL 66,474 —
QQQ 26,082 —
C 18,376 —
CREDIT SUISSE AG NASSAU BRH 17,382 —
SLV 16,569 —
BARCLAYS BANK PLC 16,050 —
BMY 15,780 —
MSFT 14,452 —
Top Reduces (Value $000, Stocks/ETFs)
—
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 37,894,348 (97.4% 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