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 | |
|---|---|---|---|---|---|---|
526
PUT
Baxter International
BAX
$11.6B
| $698K | ﹤0.01% |
+10,600
| New | +$712K |
|
527
CALL
Centene
CNC
$31.3B
| $692K | ﹤0.01% |
+12,000
| New | +$803K |
|
528
CALL
Dollar General
DG
$25.9B
| $692K | ﹤0.01% |
+6,400
| New | +$693K |
|
529
PUT
Kinder Morgan
KMI
$73.1B
| $691K | ﹤0.01% |
+44,900
| New | +$760K |
|
|
SKX
530
CALL
DELISTED
Skechers
SKX
| $687K | ﹤0.01% |
+30,000
| New | +$787K |
|
|
SKX
531
PUT
DELISTED
Skechers
SKX
| $682K | ﹤0.01% |
+29,800
| New | +$782K |
|
532
CALL
Corning
GLW
$126B
| $677K | ﹤0.01% |
+22,400
| New | +$715K |
|
533
PUT
ServiceNow
NOW
$102B
| $677K | ﹤0.01% |
+19,000
| New | +$674K |
|
534
CALL
Dick's Sporting Goods
DKS
$18.4B
| $674K | ﹤0.01% |
+21,600
| New | +$750K |
|
|
HTZ
535
PUT
DELISTED
Hertz Global Holdings, Inc.
HTZ
| $673K | ﹤0.01% |
+56,744
| New | +$797K |
|
|
TWTR
536
DELISTED
Twitter, Inc.
TWTR
| $670K | ﹤0.01% |
+23,298
| New | +$731K |
|
537
CALL
Ciena
CIEN
$55.3B
| $665K | ﹤0.01% |
+19,600
| New | +$621K |
|
538
PUT
Tyson Foods
TSN
$20.2B
| $662K | ﹤0.01% |
+12,400
| New | +$729K |
|
539
PUT
Edwards Lifesciences
EW
$47.6B
| $659K | ﹤0.01% |
+12,900
| New | +$653K |
|
540
ProShares Ultra 20+ Year Treasury
UBT
$58M
| $659K | ﹤0.01% |
+17,134
| New | +$596K |
|
541
CALL
Ambarella
AMBA
$2.99B
| $658K | ﹤0.01% |
+18,800
| New | +$666K |
|
|
PPSC
542
DELISTED
PortfolioPlus S&P Small Cap ETF
PPSC
| $651K | ﹤0.01% |
+21,215
| New | +$749K |
|
|
GAP
543
CALL
The Gap Inc
GAP
$6.84B
| $649K | ﹤0.01% |
+25,200
| New | +$673K |
|
544
CALL
Ameriprise Financial
AMP
$46.8B
| $647K | ﹤0.01% |
+6,200
| New | +$779K |
|
545
CALL
Cboe Global Markets
CBOE
$29.8B
| $646K | ﹤0.01% |
+6,600
| New | +$687K |
|
546
PUT
JetBlue
JBLU
$1.96B
| $644K | ﹤0.01% |
+40,100
| New | +$699K |
|
547
PUT
ProShares UltraShort Health Care
RXD
$3.25M
| $643K | ﹤0.01% |
+4,575
| New | +$438K |
|
548
PUT
Trip.com Group
TCOM
$27.5B
| $639K | ﹤0.01% |
+23,600
| New | +$719K |
|
549
CALL
Prudential Financial
PRU
$41.7B
| $636K | ﹤0.01% |
+7,800
| New | +$718K |
|
550
PUT
Deutsche Bank
DB
$66.3B
| $635K | ﹤0.01% |
+77,900
| New | +$761K |
|
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.