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 | |
|---|---|---|---|---|---|---|
601
PUT
Corning
GLW
$126B
| $529K | ﹤0.01% |
+17,500
| New | +$558K |
|
602
Yelp
YELP
$1.38B
| $528K | ﹤0.01% |
+15,082
| New | +$576K |
|
603
CALL
CME Group
CME
$92.2B
| $527K | ﹤0.01% |
+2,800
| New | +$517K |
|
604
ProShares Trust UltraShort Lehman 7-10 Year Treasury
PST
$10.6M
| $527K | ﹤0.01% |
+24,183
| New | +$560K |
|
605
PUT
Emerson Electric
EMR
$82.9B
| $526K | ﹤0.01% |
+8,800
| New | +$593K |
|
606
CALL
Ashland
ASH
$3.04B
| $525K | ﹤0.01% |
+7,400
| New | +$571K |
|
607
CALL
Nucor
NUE
$56.4B
| $523K | ﹤0.01% |
+10,100
| New | +$597K |
|
608
PUT
Agnico Eagle Mines
AEM
$72.6B
| $521K | ﹤0.01% |
+12,900
| New | +$475K |
|
609
CALL
Cullen/Frost Bankers
CFR
$10.3B
| $519K | ﹤0.01% |
+5,900
| New | +$574K |
|
610
CALL
Duke Energy
DUK
$102B
| $518K | ﹤0.01% |
+6,000
| New | +$511K |
|
611
CALL
Humana
HUM
$46.7B
| $516K | ﹤0.01% |
+1,800
| New | +$571K |
|
|
TFCFA
612
CALL
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $515K | ﹤0.01% |
+10,700
| New | +$507K |
|
|
P
613
PUT
DELISTED
Pandora Media Inc
P
| $515K | ﹤0.01% |
+63,700
| New | +$550K |
|
614
PUT
Rio Tinto
RIO
$148B
| $514K | ﹤0.01% |
+10,600
| New | +$517K |
|
615
iShares US Real Estate ETF
IYR
$4.59B
| $513K | ﹤0.01% |
+6,844
| New | +$538K |
|
|
K
616
PUT
DELISTED
Kellanova
K
| $513K | ﹤0.01% |
+9,585
| New | +$579K |
|
617
CALL
Mondelez International
MDLZ
$77.7B
| $512K | ﹤0.01% |
+12,800
| New | +$546K |
|
618
CALL
Parker-Hannifin
PH
$125B
| $507K | ﹤0.01% |
+3,400
| New | +$550K |
|
619
PUT
Waste Management
WM
$95.9B
| $507K | ﹤0.01% |
+5,700
| New | +$512K |
|
620
Vanguard FTSE Europe ETF
VGK
$30B
| $505K | ﹤0.01% |
+10,382
| New | +$535K |
|
621
PUT
Cardinal Health
CAH
$53.4B
| $504K | ﹤0.01% |
+11,300
| New | +$589K |
|
622
CALL
Crown Castle
CCI
$32.7B
| $500K | ﹤0.01% |
+4,600
| New | +$505K |
|
623
Harley-Davidson
HOG
$2.68B
| $500K | ﹤0.01% |
+14,645
| New | +$574K |
|
624
CALL
Yum! Brands
YUM
$41B
| $496K | ﹤0.01% |
+5,400
| New | +$483K |
|
|
AKS
625
CALL
DELISTED
AK Steel Holding Corp
AKS
| $496K | ﹤0.01% |
+220,500
| New | +$797K |
|
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.