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 | |
|---|---|---|---|---|---|---|
676
Stellantis
STLA
$16.5B
| $406K | ﹤0.01% |
+28,067
| New | +$452K |
|
677
PUT
Ovintiv
OVV
$17.7B
| $405K | ﹤0.01% |
+14,020
| New | +$604K |
|
678
PUT
Norfolk Southern
NSC
$78.8B
| $404K | ﹤0.01% |
+2,700
| New | +$444K |
|
|
SAGE
679
DELISTED
Sage Therapeutics
SAGE
| $403K | ﹤0.01% |
+4,212
| New | +$482K |
|
680
CALL
BHP
BHP
$213B
| $401K | ﹤0.01% |
+9,304
| New | +$390K |
|
|
THS
681
PUT
DELISTED
Treehouse Foods
THS
| $401K | ﹤0.01% |
+7,900
| New | +$389K |
|
682
PUT
H&R Block
HRB
$5.18B
| $398K | ﹤0.01% |
+15,700
| New | +$419K |
|
683
CALL
McKesson
MCK
$98.5B
| $398K | ﹤0.01% |
+3,600
| New | +$449K |
|
684
PUT
Johnson Controls International
JCI
$87.5B
| $397K | ﹤0.01% |
+13,400
| New | +$442K |
|
685
PUT
Mondelez International
MDLZ
$77.7B
| $396K | ﹤0.01% |
+9,900
| New | +$422K |
|
686
PUT
Vulcan Materials
VMC
$36.3B
| $395K | ﹤0.01% |
+4,000
| New | +$406K |
|
687
CALL
APA Corp
APA
$12.8B
| $394K | ﹤0.01% |
+15,000
| New | +$553K |
|
688
PUT
Darden Restaurants
DRI
$22.5B
| $389K | ﹤0.01% |
+3,900
| New | +$417K |
|
|
CERN
689
CALL
DELISTED
Cerner Corp
CERN
| $388K | ﹤0.01% |
+7,400
| New | +$429K |
|
690
PUT
Canadian Solar
CSIQ
$906M
| $386K | ﹤0.01% |
+26,900
| New | +$405K |
|
691
PUT
Suncor Energy
SU
$77.7B
| $386K | ﹤0.01% |
+13,800
| New | +$459K |
|
|
OILU
692
DELISTED
ProShares UltraPro 3x Crude Oil ETF
OILU
| $385K | ﹤0.01% |
+28,569
| New | +$1.05M |
|
693
CALL
Energy Transfer Partners
ET
$70.1B
| $380K | ﹤0.01% |
+28,800
| New | +$437K |
|
694
CALL
Acuity Brands
AYI
$9.88B
| $379K | ﹤0.01% |
+3,300
| New | +$407K |
|
695
CALL
Deutsche Bank
DB
$66.3B
| $379K | ﹤0.01% |
+46,500
| New | +$454K |
|
696
Marvell Technology
MRVL
$174B
| $379K | ﹤0.01% |
+23,424
| New | +$388K |
|
697
HF Sinclair
DINO
$15.9B
| $377K | ﹤0.01% |
+7,372
| New | +$452K |
|
698
PUT
Estee Lauder
EL
$29B
| $377K | ﹤0.01% |
+2,900
| New | +$394K |
|
699
PUT
Digital Realty Trust
DLR
$73.7B
| $373K | ﹤0.01% |
+3,500
| New | +$387K |
|
|
SWN
700
PUT
DELISTED
Southwestern Energy Company
SWN
| $373K | ﹤0.01% |
+109,500
| New | +$539K |
|
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.