IMC-Chicago, LLC
Q2 2020 13F-HR Holdings
Net value change ($000)
+1,407,430
(3.0%)
New positions
84
Sold out positions
72
Turnover %
70.1%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q1 2020
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)
| BARCLAYS BANK PLC | 53,300 | 351.7% |
| IVV | 34,783 | 235.0% |
| CREDIT SUISSE AG NASSAU BRH | 31,504 | NEW |
| BA | 25,868 | NEW |
| AAPL | 25,549 | NEW |
| C | 21,635 | 208.0% |
| UPRO | 19,586 | 6848.3% |
| UAL | 19,238 | NEW |
| SPXL | 18,633 | NEW |
| JPM | 17,402 | NEW |
Top Reduces (Value $000, Stocks/ETFs)
| IWM | -56,458 | -100.0% |
| AGQ | -28,394 | -70.6% |
| PROSHARES TRUST | -24,988 | -100.0% |
| MA | -24,547 | -100.0% |
| PROSHARES TR II ULTRA VIX SHORT TERM FUTURES ETF | -19,940 | -100.0% |
| CREDIT SUISSE AG NASSAU BRH | -15,264 | -49.3% |
| Direxion Shares ETF Trust | -11,526 | -94.2% |
| USO | -11,346 | -100.0% |
| GILD | -11,025 | -100.0% |
| Allergan plc | -9,783 | -100.0% |
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000):
48,152,944
(98.3% 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 |
|---|