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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
SRE icon
501
PUT
Sempra
SRE
$60.8B
$768K ﹤0.01%
+14,200
New +$810K
FSLR icon
502
CALL
First Solar
FSLR
$21.8B
$764K ﹤0.01%
+18,000
New +$790K
RCL icon
503
Royal Caribbean
RCL
$78.7B
$763K ﹤0.01%
+7,803
New +$855K
MCK icon
504
PUT
McKesson
MCK
$98.5B
$762K ﹤0.01%
+6,900
New +$860K
ALL icon
505
PUT
Allstate
ALL
$66.9B
$760K ﹤0.01%
+9,200
New +$826K
RIG icon
506
PUT
Transocean
RIG
$5.92B
$758K ﹤0.01%
+109,200
New +$1.11M
CPRI icon
507
PUT
Capri Holdings
CPRI
$1.77B
$751K ﹤0.01%
+19,800
New +$996K
FIVE icon
508
PUT
Five Below
FIVE
$11.2B
$747K ﹤0.01%
+7,300
New +$807K
PPLC
509
DELISTED
PortfolioPlus S&P 500 ETF
PPLC
$747K ﹤0.01%
+22,873
New +$826K
AMP icon
510
PUT
Ameriprise Financial
AMP
$46.8B
$741K ﹤0.01%
+7,100
New +$892K
BMRN icon
511
PUT
BioMarin Pharmaceuticals
BMRN
$11.5B
$741K ﹤0.01%
+8,700
New +$828K
CFR icon
512
PUT
Cullen/Frost Bankers
CFR
$10.3B
$739K ﹤0.01%
+8,400
New +$817K
DEO icon
513
CALL
Diageo
DEO
$46.2B
$737K ﹤0.01%
+5,200
New +$731K
HYDD
514
DELISTED
Direxion Daily High Yield Bear 2X Shares
HYDD
$736K ﹤0.01%
+36,726
New +$702K
GG.WS.A
515
CALL
DELISTED
GOLDCORP INC SERIES A WARRANTS EXP 5/30/2007
GG.WS.A
$736K ﹤0.01%
+75,100
New +$736K
VRTX icon
516
CALL
Vertex Pharmaceuticals
VRTX
$121B
$729K ﹤0.01%
+4,400
New +$762K
UAA icon
517
CALL
Under Armour
UAA
$3B
$728K ﹤0.01%
+41,200
New +$846K
EWJ icon
518
iShares MSCI Japan ETF
EWJ
$21.7B
$726K ﹤0.01%
+14,331
New +$786K
AEP icon
519
CALL
American Electric Power
AEP
$73.7B
$725K ﹤0.01%
+9,700
New +$728K
INCY icon
520
CALL
Incyte
INCY
$23.5B
$725K ﹤0.01%
+11,400
New +$740K
SAGE
521
CALL
DELISTED
Sage Therapeutics
SAGE
$718K ﹤0.01%
+7,500
New +$858K
HES
522
CALL
DELISTED
Hess
HES
$713K ﹤0.01%
+17,600
New +$1M
UUP icon
523
PUT
Invesco DB US Dollar Index Bullish Fund
UUP
$434M
$710K ﹤0.01%
+27,900
New +$717K
DFS
524
CALL
DELISTED
Discover Financial Services
DFS
$708K ﹤0.01%
+12,000
New +$828K
HES
525
PUT
DELISTED
Hess
HES
$705K ﹤0.01%
+17,400
New +$992K
19 20
21
22 23

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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.