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 | |
|---|---|---|---|---|---|---|
401
PUT
Whirlpool
WHR
$2.42B
| $1.41M | ﹤0.01% |
+13,200
| New | +$1.5M |
|
402
CALL
American Tower
AMT
$77.7B
| $1.41M | ﹤0.01% |
+8,900
| New | +$1.39M |
|
403
CALL
iShares Morningstar Value ETF
ILCV
$1.3B
| $1.4M | ﹤0.01% |
+34,400
| New | +$1.77M |
|
404
PUT
Cummins
CMI
$91.7B
| $1.36M | ﹤0.01% |
+10,200
| New | +$1.44M |
|
405
CALL
Seagate
STX
$193B
| $1.36M | ﹤0.01% |
+35,300
| New | +$1.49M |
|
|
APC
406
PUT
DELISTED
Anadarko Petroleum
APC
| $1.35M | ﹤0.01% |
+30,900
| New | +$1.74M |
|
407
PUT
Occidental Petroleum
OXY
$57B
| $1.35M | ﹤0.01% |
+22,000
| New | +$1.55M |
|
408
CALL
Mohawk Industries
MHK
$6.9B
| $1.34M | ﹤0.01% |
+11,500
| New | +$1.53M |
|
|
SAGE
409
PUT
DELISTED
Sage Therapeutics
SAGE
| $1.34M | ﹤0.01% |
+14,000
| New | +$1.6M |
|
410
CALL
Kroger
KR
$34.8B
| $1.33M | ﹤0.01% |
+48,300
| New | +$1.4M |
|
411
CALL
Dropbox
DBX
$6.81B
| $1.32M | ﹤0.01% |
+64,800
| New | +$1.49M |
|
412
CALL
Medtronic
MDT
$107B
| $1.32M | ﹤0.01% |
+14,500
| New | +$1.36M |
|
413
United Airlines
UAL
$38.4B
| $1.32M | ﹤0.01% |
+15,756
| New | +$1.38M |
|
414
PUT
Diamondback Energy
FANG
$57.6B
| $1.32M | ﹤0.01% |
+14,200
| New | +$1.59M |
|
|
TIF
415
PUT
DELISTED
Tiffany & Co.
TIF
| $1.3M | ﹤0.01% |
+16,200
| New | +$1.65M |
|
|
FL
416
PUT
DELISTED
Foot Locker
FL
| $1.28M | ﹤0.01% |
+24,100
| New | +$1.21M |
|
|
VMW
417
PUT
DELISTED
VMware, Inc
VMW
| $1.27M | ﹤0.01% |
+9,300
| New | +$1.4M |
|
418
PUT
General Mills
GIS
$19.2B
| $1.27M | ﹤0.01% |
+32,500
| New | +$1.37M |
|
|
GRMN
419
PUT
Garmin
GRMN
$46.9B
| $1.25M | ﹤0.01% |
+19,800
| New | +$1.28M |
|
420
CALL
General Dynamics
GD
$105B
| $1.24M | ﹤0.01% |
+7,900
| New | +$1.42M |
|
421
PUT
Harley-Davidson
HOG
$2.68B
| $1.23M | ﹤0.01% |
+36,100
| New | +$1.42M |
|
422
CALL
DuPont de Nemours
DD
$18.6B
| $1.22M | ﹤0.01% |
+9,003
| New | +$1.29M |
|
423
PUT
W.W. Grainger
GWW
$65.3B
| $1.21M | ﹤0.01% |
+4,300
| New | +$1.28M |
|
|
ETFC
424
PUT
DELISTED
E*Trade Financial Corporation
ETFC
| $1.21M | ﹤0.01% |
+27,500
| New | +$1.35M |
|
425
CALL
Southwest Airlines
LUV
$22.1B
| $1.2M | ﹤0.01% |
+25,900
| New | +$1.38M |
|
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.