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 | |
|---|---|---|---|---|---|---|
|
TFCFA
776
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $278K | ﹤0.01% |
+5,787
| New | +$274K |
|
777
Walmart Inc
WMT
$898B
| $277K | ﹤0.01% |
+8,916
| New | +$286K |
|
|
FL
778
DELISTED
Foot Locker
FL
| $276K | ﹤0.01% |
+5,193
| New | +$261K |
|
779
eBay
EBAY
$50.7B
| $275K | ﹤0.01% |
+9,812
| New | +$289K |
|
780
CALL
Sherwin-Williams
SHW
$80.8B
| $275K | ﹤0.01% |
+2,100
| New | +$283K |
|
781
Credicorp
BAP
$31B
| $271K | ﹤0.01% |
+1,223
| New | +$270K |
|
782
PUT
Cheesecake Factory
CAKE
$4.3B
| $270K | ﹤0.01% |
+6,200
| New | +$300K |
|
783
CALL
Molson Coors Class B
TAP
$7.77B
| $270K | ﹤0.01% |
+4,800
| New | +$295K |
|
784
CALL
3D Systems Corp
DDD
$426M
| $267K | ﹤0.01% |
+26,300
| New | +$361K |
|
785
CALL
Rio Tinto
RIO
$145B
| $267K | ﹤0.01% |
+5,500
| New | +$268K |
|
|
786
PUT
Credicorp
BAP
$31B
| $266K | ﹤0.01% |
+1,200
| New | +$265K |
|
787
PUT
Trane Technologies
TT
$103B
| $265K | ﹤0.01% |
+2,900
| New | +$285K |
|
|
CERN
788
PUT
DELISTED
Cerner Corp
CERN
| $262K | ﹤0.01% |
+5,000
| New | +$290K |
|
|
CMA
789
PUT
DELISTED
Comerica
CMA
| $261K | ﹤0.01% |
+3,800
| New | +$302K |
|
|
BERY
790
CALL
DELISTED
Berry Global Group, Inc.
BERY
| $261K | ﹤0.01% |
+5,990
| New | +$256K |
|
791
CALL
Weyerhaeuser
WY
$17.3B
| $260K | ﹤0.01% |
+11,900
| New | +$317K |
|
792
CALL
S&P Global
SPGI
$133B
| $255K | ﹤0.01% |
+1,500
| New | +$269K |
|
793
PUT
Microchip Technology
MCHP
$44.7B
| $252K | ﹤0.01% |
+7,000
| New | +$247K |
|
794
PUT
Viatris
VTRS
$20B
| $252K | ﹤0.01% |
+9,200
| New | +$298K |
|
795
CALL
BlackBerry
BB
$5.22B
| $251K | ﹤0.01% |
+35,300
| New | +$311K |
|
796
Becton Dickinson
BDX
$42.9B
| $249K | ﹤0.01% |
+1,133
| New | +$263K |
|
|
CERN
797
DELISTED
Cerner Corp
CERN
| $249K | ﹤0.01% |
+4,748
| New | +$275K |
|
798
Tyson Foods
TSN
$20.4B
| $248K | ﹤0.01% |
+4,643
| New | +$273K |
|
799
CALL
Vulcan Materials
VMC
$36.6B
| $247K | ﹤0.01% |
+2,500
| New | +$254K |
|
800
BioMarin Pharmaceuticals
BMRN
$11.5B
| $246K | ﹤0.01% |
+2,892
| New | +$275K |
|
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.