IMC-Chicago, LLC

Q1 2020 13F-HR Holdings

Location
Chicago, IL
Holdings as of
3/31/2020
Date filed
5/14/2020
Form type
13F-HR
Num holdings
860
Total value ($000)
$47,553,397
Net value change ($000)
+8,665,421 (22.3%)
New positions
75
Sold out positions
92
Turnover %
123.0%
Sector allocation + QoQ delta (equities-only)
Prev filing: 2/13/2020 Next filing: 8/14/2020 SEC filing

Snapshot: Change Analysis

Compared to Q4 2019
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)
IWM 42,399 301.6%
AGQ 30,294 305.0%
CREDIT SUISSE AG NASSAU BRH 28,207 1023.1%
MA 24,547 NEW
PROSHARES TRUST 19,925 393.5%
PROSHARES TR II ULTRA VIX SHORT TERM FUTURES ETF 16,703 516.0%
IVV 14,800 NEW
AGQ 13,812 NEW
Direxion Shares ETF Trust 10,360 554.0%
Allergan plc 9,783 NEW
Top Reduces (Value $000, Stocks/ETFs)
SPY -233,581 -100.0%
UPRO -72,997 -99.6%
AAPL -66,474 -100.0%
CREDIT SUISSE AG NASSAU BRH -17,382 -100.0%
BMY -15,780 -100.0%
MSFT -14,452 -100.0%
QQQ -14,307 -54.9%
XLY -14,138 -100.0%
SLV -14,063 -84.9%
XBI -12,883 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 46,955,237 (98.7% 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.
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Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type