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 | |
|---|---|---|---|---|---|---|
701
PUT
GameStop
GME
$9.5B
| $371K | ﹤0.01% |
+117,600
| New | +$412K |
|
702
PUT
Paychex
PAYX
$40.4B
| $371K | ﹤0.01% |
+5,700
| New | +$386K |
|
|
CRZO
703
PUT
DELISTED
Carrizo Oil & Gas Inc
CRZO
| $371K | ﹤0.01% |
+32,900
| New | +$585K |
|
704
Capri Holdings
CPRI
$1.77B
| $369K | ﹤0.01% |
+9,735
| New | +$490K |
|
705
PUT
Elevance Health
ELV
$81.9B
| $368K | ﹤0.01% |
+1,400
| New | +$385K |
|
706
CALL
Blackstone
BX
$104B
| $367K | ﹤0.01% |
+12,300
| New | +$407K |
|
707
CALL
Conagra Brands
CAG
$7.07B
| $367K | ﹤0.01% |
+17,200
| New | +$556K |
|
708
PUT
AvalonBay Communities
AVB
$27.1B
| $366K | ﹤0.01% |
+2,100
| New | +$379K |
|
709
VanEck Semiconductor ETF
SMH
$67.6B
| $366K | ﹤0.01% |
+8,380
| New | +$393K |
|
|
AUY
710
PUT
DELISTED
Yamana Gold, Inc.
AUY
| $364K | ﹤0.01% |
+154,200
| New | +$359K |
|
711
CALL
PVH
PVH
$3.71B
| $363K | ﹤0.01% |
+3,900
| New | +$446K |
|
712
PUT
First Majestic Silver
AG
$8.05B
| $362K | ﹤0.01% |
+61,500
| New | +$342K |
|
713
CALL
Becton Dickinson
BDX
$43.1B
| $361K | ﹤0.01% |
+1,640
| New | +$381K |
|
714
CALL
Avis
CAR
$5.63B
| $360K | ﹤0.01% |
+16,000
| New | +$464K |
|
715
PUT
Campbell Soup
CPB
$6.51B
| $360K | ﹤0.01% |
+10,900
| New | +$412K |
|
|
SWN
716
CALL
DELISTED
Southwestern Energy Company
SWN
| $357K | ﹤0.01% |
+104,800
| New | +$515K |
|
717
W.W. Grainger
GWW
$65.3B
| $356K | ﹤0.01% |
+1,262
| New | +$375K |
|
718
Bausch Health
BHC
$1.65B
| $349K | ﹤0.01% |
+18,872
| New | +$449K |
|
719
CALL
NextEra Energy
NEE
$187B
| $348K | ﹤0.01% |
+8,000
| New | +$350K |
|
|
AKS
720
PUT
DELISTED
AK Steel Holding Corp
AKS
| $348K | ﹤0.01% |
+154,800
| New | +$559K |
|
721
JetBlue
JBLU
$1.96B
| $347K | ﹤0.01% |
+21,626
| New | +$377K |
|
722
PUT
BHP
BHP
$213B
| $343K | ﹤0.01% |
+7,959
| New | +$333K |
|
723
PUT
Molson Coors Class B
TAP
$7.68B
| $343K | ﹤0.01% |
+6,100
| New | +$376K |
|
724
CALL
Tyson Foods
TSN
$20.2B
| $342K | ﹤0.01% |
+6,400
| New | +$376K |
|
725
Ovintiv
OVV
$17.7B
| $340K | ﹤0.01% |
+11,748
| New | +$506K |
|
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.