We are live on ! Find out more
IMC Chicago

IMC Chicago Portfolio holdings

AUM $278B
1-Year Est. Return 44.93%
 

IMC-Chicago, a key arm of IMC Trading founded in 1989 by Rob Defares and René Schelvis in Amsterdam, is a proprietary trading firm and market maker headquartered in Chicago since opening its first overseas office there in 2000. Employing over 650 of IMC’s 1,600+ global workforce, it operates at the heart of North America’s financial hub, trading equities, options, futures, and other derivatives on major exchanges like the Chicago Mercantile Exchange (CME) and Chicago Board Options Exchange (CBOE). Known for its technology-driven approach, IMC-Chicago leverages advanced algorithms and low-latency systems to provide liquidity across more than 100 global venues, evolving from a trading outfit with strong tech to a tech company that trades. Under CEO Rob Defares, the firm emphasizes innovation, quantitative strategies, and a collaborative culture, making it a powerhouse in the U.S. derivatives market.

This Fund
S&P 500
This Quarter Est. Return
+13.18%
1 Year Est. Return
+44.93%
3 Year Est. Return
+175.12%
5 Year Est. Return
+169.81%
10 Year Est. Return
–
AUM
$32.3B
AUM Growth
–
Cap. Flow
+$35B
Cap. Flow %
108.11%
Top 10 Hldgs %
79.26%
Holding
887
New
887
Increased
–
Reduced
–
Closed
–

Top Buys

Rank Stock Value
1
DGAZ
VelocityShares 3x Inverse Natural Gas ETN linked to the S&P GSCI Natural Gas Index Excess Return
DGAZ
+$32.3M
2
TQQQ icon
ProShares UltraPro QQQ
TQQQ
+$12.3M
3
SPXL icon
Direxion Daily S&P 500 Bull 3x ETF
SPXL
+$11.9M
4
VXX
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
+$10.4M
5
TNA icon
Direxion Daily Small Cap Bull 3x ETF
TNA
+$8.59M

Top Sells

No sells this quarter

Sector Composition

Rank Sector Weight
1 Technology 0.04%
2 Communication Services 0.03%
3 Consumer Discretionary 0.03%
4 Energy 0.01%
5 Healthcare 0.01%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
RHT
276
PUT
DELISTED
Red Hat Inc
RHT
$3.04M 0.01%
+17,300
New +$2.74M
RTN
277
PUT
DELISTED
Raytheon Company
RTN
$3.04M 0.01%
+19,800
New +$3.55M
ABT icon
278
PUT
Abbott
ABT
$180B
$3.02M 0.01%
+41,700
New +$2.93M
KSS icon
279
CALL
Kohl's
KSS
$2.03B
$2.98M 0.01%
+45,000
New +$3.16M
XOP icon
280
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.42B
$2.97M 0.01%
+27,968
New +$3.91M
FCX icon
281
CALL
Freeport-McMoran
FCX
$90B
$2.94M 0.01%
+285,400
New +$3.33M
MAR icon
282
PUT
Marriott International
MAR
$98.7B
$2.94M 0.01%
+27,100
New +$3.11M
WDAY icon
283
PUT
Workday
WDAY
$33.4B
$2.94M 0.01%
+18,400
New +$2.61M
AIG icon
284
CALL
American International
AIG
$41.9B
$2.88M 0.01%
+73,100
New +$3.19M
SPOT icon
285
PUT
Spotify
SPOT
$99.2B
$2.84M 0.01%
+25,000
New +$3.49M
KOLD icon
286
ProShares UltraShort Bloomberg Natural Gas
KOLD
$110M
$2.81M 0.01%
+13,231
New +$2.87M
ABT icon
287
CALL
Abbott
ABT
$180B
$2.8M 0.01%
+38,700
New +$2.72M
COF icon
288
PUT
Capital One
COF
$124B
$2.77M 0.01%
+36,600
New +$3.17M
VXX icon
289
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$162M
$2.75M 0.01%
+914
New +$2.17M
IVV icon
290
iShares Core S&P 500 ETF
IVV
$876B
$2.73M 0.01%
+10,868
New +$2.95M
LVS icon
291
PUT
Las Vegas Sands
LVS
$30.5B
$2.7M 0.01%
+51,800
New +$2.81M
MPC icon
292
CALL
Marathon Petroleum
MPC
$90.3B
$2.68M 0.01%
+45,400
New +$3.1M
EXPE icon
293
PUT
Expedia Group
EXPE
$31.2B
$2.67M 0.01%
+23,700
New +$2.84M
MPC icon
294
PUT
Marathon Petroleum
MPC
$90.3B
$2.65M 0.01%
+44,900
New +$3.06M
DVN icon
295
CALL
Devon Energy
DVN
$51.9B
$2.64M 0.01%
+117,000
New +$3.59M
TXN icon
296
CALL
Texas Instruments
TXN
$255B
$2.64M 0.01%
+27,900
New +$2.7M
ILCV icon
297
PUT
iShares Morningstar Value ETF
ILCV
$1.3B
$2.59M 0.01%
+73,000
New +$3.76M
RCL icon
298
PUT
Royal Caribbean
RCL
$78.7B
$2.59M 0.01%
+26,500
New +$2.9M
EBAY icon
299
PUT
eBay
EBAY
$48.6B
$2.55M 0.01%
+90,800
New +$2.67M
MGM icon
300
CALL
MGM Resorts International
MGM
$11.7B
$2.53M 0.01%
+104,400
New +$2.72M
10 11
12
13 14

Similar funds

Bank of Montreal
Bank of Montreal Toronto, Ontario, Canada $269B AUM 31.4% 1-Year Est. Return
Optiver Holding
Optiver Holding Amsterdam, Netherlands $289B AUM 33.63% 1-Year Est. Return
Berkshire Hathaway
Berkshire Hathaway Omaha, Nebraska $263B AUM 16.68% 1-Year Est. Return
Fisher Asset Management
Fisher Asset Management Camas, Washington $295B AUM 31.6% 1-Year Est. Return
Massachusetts Financial Services
Massachusetts Financial Services Boston, Massachusetts $298B AUM 21.96% 1-Year Est. Return
Deutsche Bank
Deutsche Bank Frankfurt Am Main Ge, Germany $303B AUM 30.15% 1-Year Est. Return
AllianceBernstein
AllianceBernstein Nashville, Tennessee $309B AUM 23.92% 1-Year Est. Return
Millennium Management
Millennium Management New York $240B AUM 35.51% 1-Year Est. Return

IMC Chicago's Q4 2018 Portfolio in Review

Q4 2018 is the first quarter with a 13F filing on record for IMC Chicago, which disclosed 887 positions worth $32.3B. Its ten largest holdings account for 79% of the portfolio.

Its largest position is VelocityShares 3x Inverse Natural Gas ETN linked to the S&P GSCI Natural Gas Index Excess Return: 188,483 shares worth $22.3M.

By sector, the portfolio is most concentrated in Technology at 0.04% of assets, followed by Communication Services and Consumer Discretionary.

  • IMC Chicago's largest Q4 2018 buy was VelocityShares 3x Inverse Natural Gas ETN linked to the S&P GSCI Natural Gas Index Excess Return: 188,483 shares worth $22.3M.
  • IMC Chicago's ten largest holdings make up 79% of its $32.3B portfolio in Q4 2018.
  • IMC Chicago disclosed 887 positions in Q4 2018, its first 13F filing on record.

Based on IMC Chicago's 13F filing for Q4 2018, filed 24 Apr 2019.