IMC-Chicago, LLC
Q2 2021 13F-HR Holdings
Net value change ($000)
+12,633,901
(18.3%)
New positions
108
Sold out positions
100
Turnover %
67.2%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q1 2021
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 | 210,032 | 201.2% |
| DIA | 77,870 | 885.1% |
| BA | 64,853 | 106.3% |
| GLD | 62,895 | NEW |
| NVDA | 44,158 | NEW |
| TSLA | 34,352 | NEW |
| SPY | 30,442 | NEW |
| PYPL | 16,810 | NEW |
| TQQQ | 16,582 | NEW |
| TWTR | 13,506 | 50.8% |
Top Reduces (Value $000, Stocks/ETFs)
| IWM | -62,594 | -100.0% |
| IAU | -62,120 | -100.0% |
| GOOGL | -57,299 | -100.0% |
| BIDU | -42,360 | -65.6% |
| IVV | -22,365 | -100.0% |
| PROSHARES TR II ULTRA VIX SHORT TERM FUTURES ETF | -15,524 | -100.0% |
| TLT | -15,339 | -100.0% |
| TMO | -14,695 | -100.0% |
| SH | -13,080 | -70.4% |
| PROSHARES TRUST | -12,430 | -51.9% |
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000):
80,280,611
(98.5% 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 |
|---|