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 | |
|---|---|---|---|---|---|---|
376
PUT
International Paper
IP
$22.3B
| $1.61M | 0.01% |
+42,240
| New | +$1.77M |
|
377
PUT
Domino's
DPZ
$11B
| $1.61M | 0.01% |
+6,500
| New | +$1.71M |
|
|
ATVI
378
PUT
DELISTED
Activision Blizzard
ATVI
| $1.61M | 0.01% |
+34,600
| New | +$2.07M |
|
379
CALL
US Bancorp Series B Preferred Stock
USB.PRH
$746M
| $1.61M | 0.01% |
+35,200
| New | +$710K |
|
|
XLNX
380
CALL
DELISTED
Xilinx Inc
XLNX
| $1.59M | ﹤0.01% |
+18,700
| New | +$1.56M |
|
|
FL
381
CALL
DELISTED
Foot Locker
FL
| $1.56M | ﹤0.01% |
+29,400
| New | +$1.48M |
|
382
PUT
CarMax
KMX
$8.27B
| $1.56M | ﹤0.01% |
+24,900
| New | +$1.64M |
|
383
PUT
Best Buy
BBY
$18B
| $1.54M | ﹤0.01% |
+29,100
| New | +$1.9M |
|
384
PUT
Cheniere Energy
LNG
$56.5B
| $1.53M | ﹤0.01% |
+25,800
| New | +$1.59M |
|
385
PUT
MGM Resorts International
MGM
$11.7B
| $1.52M | ﹤0.01% |
+62,600
| New | +$1.63M |
|
386
PUT
Devon Energy
DVN
$51.9B
| $1.51M | ﹤0.01% |
+67,200
| New | +$2.06M |
|
387
PUT
General Dynamics
GD
$105B
| $1.51M | ﹤0.01% |
+9,600
| New | +$1.72M |
|
|
ETFC
388
CALL
DELISTED
E*Trade Financial Corporation
ETFC
| $1.5M | ﹤0.01% |
+34,200
| New | +$1.68M |
|
389
CALL
Kinder Morgan
KMI
$73.1B
| $1.5M | ﹤0.01% |
+97,400
| New | +$1.65M |
|
390
CALL
Yelp
YELP
$1.38B
| $1.49M | ﹤0.01% |
+42,500
| New | +$1.62M |
|
391
ProShares Short 7-10 Year Treasury
TBX
$15.8M
| $1.48M | ﹤0.01% |
+51,963
| New | +$1.52M |
|
392
PUT
Seagate
STX
$193B
| $1.46M | ﹤0.01% |
+37,800
| New | +$1.59M |
|
393
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.24B
| $1.46M | ﹤0.01% |
+14,468
| New | +$1.51M |
|
|
ALXN
394
PUT
DELISTED
Alexion Pharmaceuticals
ALXN
| $1.45M | ﹤0.01% |
+14,900
| New | +$1.76M |
|
395
CALL
CSX Corp
CSX
$98.6B
| $1.45M | ﹤0.01% |
+69,900
| New | +$1.61M |
|
|
APC
396
CALL
DELISTED
Anadarko Petroleum
APC
| $1.43M | ﹤0.01% |
+32,700
| New | +$1.84M |
|
397
PUT
Alcoa
AA
$11.7B
| $1.43M | ﹤0.01% |
+53,900
| New | +$1.81M |
|
|
GRMN
398
CALL
Garmin
GRMN
$46.9B
| $1.43M | ﹤0.01% |
+22,600
| New | +$1.46M |
|
|
CHK
399
CALL
DELISTED
Chesapeake Energy Corporation
CHK
| $1.42M | ﹤0.01% |
+3,379
| New | +$2.33M |
|
400
PUT
Stryker
SYK
$127B
| $1.41M | ﹤0.01% |
+9,000
| New | +$1.51M |
|
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.