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 | |
|---|---|---|---|---|---|---|
826
Allegiant Air
ALGT
$2.75B
| $215K | ﹤0.01% |
+2,149
| New | +$256K |
|
827
PUT
Core Laboratories
CLB
$520M
| $215K | ﹤0.01% |
+3,600
| New | +$311K |
|
|
BERY
828
DELISTED
Berry Global Group, Inc.
BERY
| $214K | ﹤0.01% |
+4,901
| New | +$209K |
|
829
PUT
Ashland
ASH
$3.11B
| $213K | ﹤0.01% |
+3,000
| New | +$231K |
|
|
SWN
830
DELISTED
Southwestern Energy Company
SWN
| $212K | ﹤0.01% |
+62,210
| New | +$306K |
|
831
CALL
Rockwell Automation
ROK
$51.5B
| $211K | ﹤0.01% |
+1,400
| New | +$234K |
|
832
PUT
Bread Financial
BFH
$4.07B
| $210K | ﹤0.01% |
+1,754
| New | +$275K |
|
833
CALL
Trane Technologies
TT
$103B
| $210K | ﹤0.01% |
+2,300
| New | +$226K |
|
834
Ulta Beauty
ULTA
$21B
| $210K | ﹤0.01% |
+859
| New | +$237K |
|
|
CRZO
835
CALL
DELISTED
Carrizo Oil & Gas Inc
CRZO
| $210K | ﹤0.01% |
+18,600
| New | +$331K |
|
836
PUT
Acuity Brands
AYI
$9.9B
| $207K | ﹤0.01% |
+1,800
| New | +$222K |
|
837
iShares Core Dividend ETF
DIVB
$1.6B
| $207K | ﹤0.01% |
+8,740
| New | +$225K |
|
838
PUT
Vale
VALE
$60.4B
| $207K | ﹤0.01% |
+15,700
| New | +$224K |
|
|
HTZ
839
CALL
DELISTED
Hertz Global Holdings, Inc.
HTZ
| $206K | ﹤0.01% |
+17,380
| New | +$244K |
|
840
CALL
Hershey
HSY
$34.6B
| $204K | ﹤0.01% |
+1,900
| New | +$202K |
|
841
PUT
Linde
LIN
$238B
| $203K | ﹤0.01% |
+1,300
| New | +$205K |
|
842
Papa John's
PZZA
$1.09B
| $203K | ﹤0.01% |
+5,100
| New | +$257K |
|
843
CALL
Canadian Solar
CSIQ
$1.02B
| $202K | ﹤0.01% |
+14,100
| New | +$213K |
|
|
JNPR
844
CALL
DELISTED
Juniper Networks
JNPR
| $202K | ﹤0.01% |
+7,500
| New | +$212K |
|
845
United Parcel Service
UPS
$96.7B
| $202K | ﹤0.01% |
+2,074
| New | +$225K |
|
|
PPLI
846
CALL
People Inc
PPLI
$3.37B
| $201K | ﹤0.01% |
+6,155
| New | +$207K |
|
847
CALL
KB Home
KBH
$3.39B
| $201K | ﹤0.01% |
+10,500
| New | +$215K |
|
848
US Bancorp
USB
$98.6B
| $201K | ﹤0.01% |
+4,407
| New | +$227K |
|
|
849
CALL
Allegiant Air
ALGT
$2.75B
| $200K | ﹤0.01% |
+2,000
| New | +$239K |
|
850
Boston Scientific
BSX
$65.7B
| $200K | ﹤0.01% |
+5,659
| New | +$205K |
|
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.