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 | |
|---|---|---|---|---|---|---|
801
PUT
HP
HPQ
$22.4B
| $246K | ﹤0.01% |
+12,000
| New | +$280K |
|
802
PUT
GoPro
GPRO
$119M
| $242K | ﹤0.01% |
+57,100
| New | +$319K |
|
|
KSU
803
CALL
DELISTED
Kansas City Southern
KSU
| $239K | ﹤0.01% |
+2,500
| New | +$254K |
|
|
KSU
804
PUT
DELISTED
Kansas City Southern
KSU
| $239K | ﹤0.01% |
+2,500
| New | +$254K |
|
805
PUT
Shake Shack
SHAK
$2.28B
| $232K | ﹤0.01% |
+5,100
| New | +$263K |
|
806
CALL
Kimberly-Clark
KMB
$35.9B
| $228K | ﹤0.01% |
+2,000
| New | +$222K |
|
807
PUT
Cboe Global Markets
CBOE
$29.1B
| $225K | ﹤0.01% |
+2,300
| New | +$239K |
|
808
PUT
3D Systems Corp
DDD
$430M
| $223K | ﹤0.01% |
+21,900
| New | +$300K |
|
809
iShares MSCI Brazil ETF
EWZ
$9B
| $223K | ﹤0.01% |
+5,843
| New | +$226K |
|
810
CALL
Synaptics
SYNA
$4.5B
| $223K | ﹤0.01% |
+6,000
| New | +$225K |
|
811
PUT
T. Rowe Price
TROW
$25.1B
| $222K | ﹤0.01% |
+2,400
| New | +$233K |
|
|
WLL
812
PUT
DELISTED
Whiting Petroleum Corporation
WLL
| $222K | ﹤0.01% |
+131
| New | +$337K |
|
813
Ambarella
AMBA
$2.81B
| $221K | ﹤0.01% |
+6,318
| New | +$224K |
|
814
Fossil Group
FOSL
$243M
| $221K | ﹤0.01% |
+14,068
| New | +$273K |
|
815
McKesson
MCK
$97.7B
| $221K | ﹤0.01% |
+2,005
| New | +$250K |
|
|
DISH
816
PUT
DELISTED
DISH Network Corp.
DISH
| $220K | ﹤0.01% |
+8,800
| New | +$276K |
|
817
ServiceNow
NOW
$108B
| $219K | ﹤0.01% |
+6,145
| New | +$218K |
|
818
CALL
Vale
VALE
$60B
| $219K | ﹤0.01% |
+16,600
| New | +$237K |
|
819
PUT
APA Corp
APA
$12.4B
| $218K | ﹤0.01% |
+8,300
| New | +$306K |
|
|
HBI
820
CALL
DELISTED
Hanesbrands
HBI
| $218K | ﹤0.01% |
+17,400
| New | +$271K |
|
821
Rio Tinto
RIO
$145B
| $218K | ﹤0.01% |
+4,497
| New | +$219K |
|
|
THS
822
CALL
DELISTED
Treehouse Foods
THS
| $218K | ﹤0.01% |
+4,300
| New | +$212K |
|
|
CLR
823
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $218K | ﹤0.01% |
+5,419
| New | +$277K |
|
|
JCP
824
CALL
DELISTED
J.C. Penney Company, Inc.
JCP
| $217K | ﹤0.01% |
+208,200
| New | +$292K |
|
825
Direxion Daily Small Cap Bear 3x ETF
TZA
$206M
| $216K | ﹤0.01% |
+36
| New | +$172K |
|
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.