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 | |
|---|---|---|---|---|---|---|
426
CALL
General Mills
GIS
$19.2B
| $1.18M | ﹤0.01% |
+30,400
| New | +$1.28M |
|
427
ProShares UltraShort Russell2000
TWM
$43.2M
| $1.18M | ﹤0.01% |
+2,860
| New | +$990K |
|
428
PUT
Simon Property Group
SPG
$74.5B
| $1.18M | ﹤0.01% |
+7,000
| New | +$1.25M |
|
429
Wynn Resorts
WYNN
$10.1B
| $1.17M | ﹤0.01% |
+11,866
| New | +$1.28M |
|
430
CALL
Valero Energy
VLO
$89.8B
| $1.16M | ﹤0.01% |
+15,400
| New | +$1.35M |
|
|
VMW
431
CALL
DELISTED
VMware, Inc
VMW
| $1.15M | ﹤0.01% |
+8,400
| New | +$1.27M |
|
432
CALL
Allstate
ALL
$66.9B
| $1.15M | ﹤0.01% |
+13,900
| New | +$1.25M |
|
433
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
| $1.13M | ﹤0.01% |
+13,934
| New | +$1.17M |
|
434
PUT
Prudential Financial
PRU
$41.7B
| $1.13M | ﹤0.01% |
+13,800
| New | +$1.27M |
|
435
Las Vegas Sands
LVS
$30.5B
| $1.12M | ﹤0.01% |
+21,529
| New | +$1.17M |
|
436
PUT
Gen Digital
GEN
$15.6B
| $1.12M | ﹤0.01% |
+59,300
| New | +$1.23M |
|
437
iShares MSCI Emerging Markets ETF
EEM
$28B
| $1.12M | ﹤0.01% |
+28,641
| New | +$1.15M |
|
438
PUT
Carnival Corporation Ltd
CCL
$36.1B
| $1.11M | ﹤0.01% |
+22,600
| New | +$1.29M |
|
439
CALL
Stryker
SYK
$127B
| $1.11M | ﹤0.01% |
+7,100
| New | +$1.19M |
|
440
CALL
Cleveland-Cliffs
CLF
$6.81B
| $1.11M | ﹤0.01% |
+144,500
| New | +$1.45M |
|
441
PUT
Incyte
INCY
$23.5B
| $1.1M | ﹤0.01% |
+17,300
| New | +$1.12M |
|
442
Spotify
SPOT
$99.2B
| $1.07M | ﹤0.01% |
+9,451
| New | +$1.32M |
|
443
PUT
CF Industries
CF
$19.2B
| $1.06M | ﹤0.01% |
+24,400
| New | +$1.14M |
|
444
CALL
Cheniere Energy
LNG
$56.5B
| $1.06M | ﹤0.01% |
+17,900
| New | +$1.1M |
|
445
CALL
Martin Marietta Materials
MLM
$33.6B
| $1.03M | ﹤0.01% |
+6,000
| New | +$1.07M |
|
|
GAP
446
PUT
The Gap Inc
GAP
$6.84B
| $1.01M | ﹤0.01% |
+39,300
| New | +$1.05M |
|
447
CALL
Agnico Eagle Mines
AEM
$72.6B
| $1.01M | ﹤0.01% |
+24,900
| New | +$917K |
|
448
ProShares UltraPro S&P 500
UPRO
$5.1B
| $986K | ﹤0.01% |
+56,684
| New | +$1.27M |
|
449
CALL
ProShares UltraShort Industrials
SIJ
$5.74M
| $985K | ﹤0.01% |
+3,675
| New | +$1.03M |
|
450
PUT
Becton Dickinson
BDX
$43.1B
| $969K | ﹤0.01% |
+4,408
| New | +$1.02M |
|
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.