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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
DBX icon
476
PUT
Dropbox
DBX
$6.81B
$866K ﹤0.01%
+42,400
New +$977K
ICE icon
477
CALL
Intercontinental Exchange
ICE
$82.4B
$866K ﹤0.01%
+11,500
New +$881K
CF icon
478
CALL
CF Industries
CF
$19.2B
$857K ﹤0.01%
+19,700
New +$924K
DG icon
479
PUT
Dollar General
DG
$25.9B
$854K ﹤0.01%
+7,900
New +$855K
IP icon
480
International Paper
IP
$22.3B
$851K ﹤0.01%
+22,272
New +$935K
EFX icon
481
CALL
Equifax
EFX
$20.3B
$847K ﹤0.01%
+9,100
New +$969K
DPZ icon
482
CALL
Domino's
DPZ
$11B
$843K ﹤0.01%
+3,400
New +$895K
AMD icon
483
Advanced Micro Devices
AMD
$851B
$834K ﹤0.01%
+45,189
New +$977K
LLY icon
484
CALL
Eli Lilly
LLY
$1.07T
$833K ﹤0.01%
+7,200
New +$804K
IEMG icon
485
CALL
iShares Core MSCI Emerging Markets ETF
IEMG
$149B
$831K ﹤0.01%
+16,400
New +$793K
EA icon
486
Electronic Arts
EA
$52.4B
$827K ﹤0.01%
+10,480
New +$961K
SHAK icon
487
CALL
Shake Shack
SHAK
$2.3B
$827K ﹤0.01%
+18,200
New +$939K
TRV icon
488
PUT
Travelers Companies
TRV
$80.8B
$826K ﹤0.01%
+6,900
New +$864K
SHNY
489
PUT
DELISTED
Direxion Daily Silver Miners Index Bull 2X Shares
SHNY
$823K ﹤0.01%
+47,000
New +$823K
CHK
490
DELISTED
Chesapeake Energy Corporation
CHK
$819K ﹤0.01%
+1,950
New +$1.34M
IEMG icon
491
PUT
iShares Core MSCI Emerging Markets ETF
IEMG
$149B
$816K ﹤0.01%
+16,100
New +$778K
VRTX icon
492
PUT
Vertex Pharmaceuticals
VRTX
$121B
$812K ﹤0.01%
+4,900
New +$849K
MPC icon
493
Marathon Petroleum
MPC
$90.3B
$798K ﹤0.01%
+13,518
New +$923K
UUP icon
494
CALL
Invesco DB US Dollar Index Bullish Fund
UUP
$434M
$791K ﹤0.01%
+31,100
New +$799K
FIT
495
PUT
DELISTED
Fitbit, Inc. Class A common stock
FIT
$790K ﹤0.01%
+159,000
New +$821K
AMBA icon
496
PUT
Ambarella
AMBA
$2.99B
$787K ﹤0.01%
+22,500
New +$797K
FCX icon
497
Freeport-McMoran
FCX
$90B
$780K ﹤0.01%
+75,611
New +$882K
LIN icon
498
CALL
Linde
LIN
$237B
$780K ﹤0.01%
+5,000
New +$790K
T icon
499
AT&T
T
$165B
$780K ﹤0.01%
+36,172
New +$842K
TFCFA
500
PUT
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$780K ﹤0.01%
+16,200
New +$768K
18 19
20
21 22

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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.