IMC Chicago Portfolio holdings
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.
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 |
ProShares UltraPro QQQ
TQQQ
|
+$12.3M |
| 3 |
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 |
Direxion Daily Small Cap Bull 3x ETF
TNA
|
+$8.59M |
Top Sells
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 | |
|---|---|---|---|---|---|---|
301
CALL
Altria Group
MO
$122B
| $2.53M | 0.01% |
+51,200
| New | +$2.97M |
|
302
CALL
ConocoPhillips
COP
$147B
| $2.51M | 0.01% |
+40,300
| New | +$2.74M |
|
303
PUT
Snap
SNAP
$7.32B
| $2.51M | 0.01% |
+454,800
| New | +$2.96M |
|
|
ATVI
304
CALL
DELISTED
Activision Blizzard
ATVI
| $2.5M | 0.01% |
+53,800
| New | +$3.22M |
|
305
PUT
Honeywell
HON
$77.1B
| $2.5M | 0.01% |
+20,053
| New | +$2.74M |
|
306
PUT
Charter Communications
CHTR
$14.7B
| $2.48M | 0.01% |
+8,700
| New | +$2.73M |
|
307
PUT
Automatic Data Processing
ADP
$100B
| $2.45M | 0.01% |
+18,700
| New | +$2.64M |
|
308
CALL
Invesco CurrencyShares Euro Currency Trust
FXE
$331M
| $2.45M | 0.01% |
+22,400
| New | +$2.45M |
|
|
309
PUT
Invesco CurrencyShares Euro Currency Trust
FXE
$331M
| $2.44M | 0.01% |
+22,300
| New | +$2.43M |
|
310
CALL
CVS Health
CVS
$137B
| $2.44M | 0.01% |
+37,200
| New | +$2.78M |
|
311
ProShares UltraPro Short Russell2000
SRTY
$76.3M
| $2.42M | 0.01% |
+613
| New | +$1.9M |
|
312
PUT
Intuit
INTU
$81.1B
| $2.42M | 0.01% |
+12,300
| New | +$2.56M |
|
313
CALL
Halliburton
HAL
$27.9B
| $2.39M | 0.01% |
+90,000
| New | +$3.04M |
|
314
PUT
Philip Morris
PM
$301B
| $2.37M | 0.01% |
+35,500
| New | +$2.96M |
|
315
PUT
Blackrock
BLK
$164B
| $2.36M | 0.01% |
+6,000
| New | +$2.46M |
|
316
PUT
Freeport-McMoran
FCX
$90B
| $2.35M | 0.01% |
+228,200
| New | +$2.66M |
|
317
CALL
Royal Caribbean
RCL
$78.7B
| $2.34M | 0.01% |
+23,900
| New | +$2.62M |
|
318
CALL
ProShares UltraShort Health Care
RXD
$3.25M
| $2.33M | 0.01% |
+16,600
| New | +$1.59M |
|
|
AABA
319
CALL
DELISTED
Altaba Inc
AABA
| $2.31M | 0.01% |
+39,900
| New | +$2.46M |
|
320
PUT
Yelp
YELP
$1.38B
| $2.3M | 0.01% |
+65,800
| New | +$2.51M |
|
321
PUT
Texas Instruments
TXN
$255B
| $2.3M | 0.01% |
+24,300
| New | +$2.35M |
|
322
PUT
Medtronic
MDT
$107B
| $2.29M | 0.01% |
+25,200
| New | +$2.35M |
|
323
Direxion Daily Gold Miners Index Bull 2X ETF
NUGT
$863M
| $2.28M | 0.01% |
+26,081
| New | +$1.91M |
|
324
CALL
3M
MMM
$89B
| $2.25M | 0.01% |
+14,113
| New | +$2.34M |
|
325
PUT
CME Group
CME
$92.2B
| $2.24M | 0.01% |
+11,900
| New | +$2.2M |
|
Similar funds
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.