IMC-Chicago, LLC
Q4 2020 13F-HR Holdings
Net value change ($000)
+15,513,281
(24.7%)
New positions
102
Sold out positions
73
Turnover %
52.5%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q3 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)
| AMZN | 150,321 | 287.3% |
| BA | 101,801 | 263.7% |
| NVDA | 66,433 | NEW |
| TQQQ | 47,320 | 296.9% |
| GOOGL | 40,731 | NEW |
| SH | 36,567 | NEW |
| SHOP | 17,165 | NEW |
| IWM | 16,257 | 62.7% |
| NFLX | 16,076 | 184.4% |
| XYZ | 12,986 | 548.6% |
Top Reduces (Value $000, Stocks/ETFs)
| QQQ | -105,488 | -100.0% |
| UBS AG LONDON BRANCH | -23,908 | -80.6% |
| JPM | -14,144 | -100.0% |
| C | -11,483 | -100.0% |
| META | -11,355 | -22.1% |
| PROSHARES TRUST | -8,014 | -39.9% |
| VNQ | -7,442 | -100.0% |
| AGQ | -6,738 | -100.0% |
| SSO | -6,439 | -73.5% |
| DIA | -6,278 | -100.0% |
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000):
77,000,446
(98.4% 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 |
|---|