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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
ADP icon
326
CALL
Automatic Data Processing
ADP
$100B
$2.22M 0.01%
+16,900
New +$2.39M
ORLY icon
327
PUT
O'Reilly Automotive
ORLY
$72.4B
$2.2M 0.01%
+96,000
New +$2.19M
SHNY
328
CALL
DELISTED
Direxion Daily Silver Miners Index Bull 2X Shares
SHNY
$2.2M 0.01%
+125,700
New +$2.2M
ACN icon
329
PUT
Accenture
ACN
$89.9B
$2.19M 0.01%
+15,500
New +$2.45M
SHPG
330
PUT
DELISTED
Shire pic
SHPG
$2.18M 0.01%
+12,500
New +$2.19M
PNC icon
331
PUT
PNC Financial Services
PNC
$100B
$2.17M 0.01%
+18,600
New +$2.37M
HUM icon
332
PUT
Humana
HUM
$46.7B
$2.15M 0.01%
+7,500
New +$2.38M
LLY icon
333
PUT
Eli Lilly
LLY
$1.07T
$2.14M 0.01%
+18,500
New +$2.07M
UCO icon
334
ProShares Ultra Bloomberg Crude Oil
UCO
$443M
$2.14M 0.01%
+25,718
New +$3.87M
CSX icon
335
PUT
CSX Corp
CSX
$98.6B
$2.13M 0.01%
+102,600
New +$2.36M
ACN icon
336
CALL
Accenture
ACN
$89.9B
$2.12M 0.01%
+15,000
New +$2.37M
MAR icon
337
CALL
Marriott International
MAR
$98.7B
$2.11M 0.01%
+19,400
New +$2.23M
GOLD
338
CALL
DELISTED
Randgold Resources Ltd
GOLD
$2.1M 0.01%
+25,700
New +$2.08M
HON icon
339
CALL
Honeywell
HON
$77.1B
$2.1M 0.01%
+16,870
New +$2.3M
GEN icon
340
CALL
Gen Digital
GEN
$15.6B
$2.09M 0.01%
+110,400
New +$2.28M
CVS icon
341
PUT
CVS Health
CVS
$137B
$2.06M 0.01%
+31,400
New +$2.34M
QLD icon
342
ProShares Ultra QQQ
QLD
$12.5B
$2.04M 0.01%
+243,136
New +$2.45M
SWKS icon
343
CALL
Skyworks Solutions
SWKS
$9.06B
$2.03M 0.01%
+30,300
New +$2.34M
KSS icon
344
PUT
Kohl's
KSS
$2.03B
$2.02M 0.01%
+30,500
New +$2.14M
CHK
345
PUT
DELISTED
Chesapeake Energy Corporation
CHK
$1.98M 0.01%
+4,724
New +$3.25M
CCL icon
346
CALL
Carnival Corporation Ltd
CCL
$36.1B
$1.98M 0.01%
+40,100
New +$2.3M
B
347
PUT
Barrick Mining
B
$62.2B
$1.97M 0.01%
+145,600
New +$1.88M
XLY icon
348
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.4B
$1.97M 0.01%
+39,800
New +$2.1M
AA icon
349
CALL
Alcoa
AA
$11.7B
$1.96M 0.01%
+73,900
New +$2.49M
BP icon
350
CALL
BP
BP
$113B
$1.93M 0.01%
+52,621
New +$2.1M
12 13
14
15 16

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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.