IMC-CHICAGO, LLC

CHICAGO, IL How do I update this listing?

Imc-chicago is based out of Chicago. Their last reported 13F filing for Q3 2020 included $62,721,522,000 in managed 13F securities and a top 10 holdings concentration of 66.11%. Imc-chicago's largest holding is SPDR S&P 500 ETF Trust with shares held of 33,404,600. Whalewisdom has at least 14 13F filings

Download 13F Summary Create Alert

09/30/2020

13F Activity

  • Market Value $62.722 Billion
  • Prior Market Value $48.961 Billion
  • New Purchases180 stocks
  • Additional Purchases441 stocks
  • Sold out of124 stocks
  • Reduced holdings in334 stocks
  • Top 10 Holdings % 66.11 %
  • Turnover % [1]:31.57%
  • Turnover Alt % [2]: 15.01 %
  • Time Held Top20:5.20 quarters
  • Time Held Top10:5.30 quarters
  • Time Held All:4.25 quarters

[1]: Turnover is calculated by taking the # of new holdings (initial purchases) + the # of positions sold out of (not just reduced) divided by the total # of holdings for the quarter.

[2]: Alt Turnover is calculated by taking either the total MV of new purchases or the MV of securities sold, whichever is less, divided by the total MV of the fund.

09/30/2020

13F Sector Allocation Over Time

Portfolio Performance

Top 20 equal-weighted holdings. Performance numbers calculated through 2020-11-16

Performance for Q3 2020: 8.63%
Performance Last 4 Quarters: 7.65%
Performance Metrics
Stdev (5-yrs): Subscription required BETA (5-yrs): Subscription required ALPHA (3-yrs): Subscription required
Max Drawdown (all-years): Subscription required Annualized Perf (3-yrs): Subscription required Batting Avg vs S&P. (3-yrs): Subscription required
Sortino (3-yrs): Subscription required Stutzer (3-yrs): Subscription required Treynor (3-yrs): Subscription required
Sterling (3-yrs): Subscription required Calmar (3-yrs): Subscription required Information Ratio (3-yrs): Subscription required
Tracking Error (3 yrs): Subscription required Stdev Down (3-yrs): Subscription required Winning Months %: Subscription required
Losing Months %: Subscription required Best 12 Months: Subscription required Worst 12 Months: Subscription required
Efficiency Ratio (3-yrs): Subscription required Sharpe: Subscription required Stdev Sectors: Subscription required
Skewness (3-yrs): Subscription required Kurtosis (3-yrs): Subscription required Upside Potential (3-yrs): Subscription required

Refresh Advanced Export Download CSV Download Excel (.xlsx) Download TSV
Filter by:

Security Types:

Refresh
*Shares are split adjusted

Active Schedule 13D and 13G events

Sign in to see

Insider Transactions in the past year

Loading...

Elevate your investments