IMC-Chicago, LLC
Q3 2020 13F-HR Holdings
Net value change ($000)
+13,760,695
(28.1%)
New positions
81
Sold out positions
82
Turnover %
88.2%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q2 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)
| QQQ | 98,531 | 1416.3% |
| AMZN | 52,319 | NEW |
| META | 45,610 | 792.5% |
| UBS AG LONDON BRANCH | 29,667 | NEW |
| IWM | 25,909 | NEW |
| PROSHARES TR II ULTRA VIX SHORT TERM FUTURES ETF | 16,289 | NEW |
| BA | 12,730 | 49.2% |
| PROSHARES TRUST | 10,062 | 100.4% |
| NFLX | 8,718 | NEW |
| PROSHARES TRUST | 7,732 | NEW |
Top Reduces (Value $000, Stocks/ETFs)
| BARCLAYS BANK PLC | -68,453 | -100.0% |
| IVV | -49,583 | -100.0% |
| CREDIT SUISSE AG NASSAU BRH | -26,788 | -85.0% |
| BAC | -22,966 | -87.9% |
| C | -20,551 | -64.2% |
| UAL | -19,238 | -100.0% |
| CREDIT SUISSE AG NASSAU BRH | -16,153 | -100.0% |
| CREDIT SUISSE AG NASSAU BRH | -15,700 | -100.0% |
| UPRO | -12,397 | -62.4% |
| AGQ | -11,832 | -100.0% |
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000):
61,999,831
(98.8% 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 |
|---|