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 | |
|---|---|---|---|---|---|---|
851
PUT
KKR & Co
KKR
$87.6B
| $196K | ﹤0.01% |
+10,000
| New | +$229K |
|
852
CALL
Coty
COTY
$2.4B
| $192K | ﹤0.01% |
+29,300
| New | +$270K |
|
853
Canadian Solar
CSIQ
$1.03B
| $175K | ﹤0.01% |
+12,178
| New | +$184K |
|
854
PUT
Cemex
CX
$18.3B
| $174K | ﹤0.01% |
+36,200
| New | +$193K |
|
855
CALL
First Majestic Silver
AG
$7.88B
| $172K | ﹤0.01% |
+29,200
| New | +$162K |
|
856
CALL
Range Resources
RRC
$8.66B
| $172K | ﹤0.01% |
+18,000
| New | +$274K |
|
|
857
Cemex
CX
$18.3B
| $169K | ﹤0.01% |
+35,108
| New | +$187K |
|
858
Transocean
RIG
$5.69B
| $165K | ﹤0.01% |
+23,843
| New | +$243K |
|
859
CALL
Stellantis
STLA
$16.6B
| $165K | ﹤0.01% |
+11,400
| New | +$184K |
|
860
CALL
Nokia
NOK
$57.1B
| $162K | ﹤0.01% |
+27,900
| New | +$157K |
|
|
CRZO
861
DELISTED
Carrizo Oil & Gas Inc
CRZO
| $155K | ﹤0.01% |
+13,696
| New | +$244K |
|
|
CY
862
DELISTED
Cypress Semiconductor
CY
| $153K | ﹤0.01% |
+12,037
| New | +$160K |
|
|
863
Range Resources
RRC
$8.66B
| $138K | ﹤0.01% |
+14,368
| New | +$218K |
|
864
CALL
Huntington Bancshares
HBAN
$36.6B
| $137K | ﹤0.01% |
+11,500
| New | +$160K |
|
865
CALL
GameStop
GME
$9.76B
| $136K | ﹤0.01% |
+43,200
| New | +$151K |
|
|
866
GameStop
GME
$9.76B
| $127K | ﹤0.01% |
+40,308
| New | +$141K |
|
867
CALL
Ovintiv
OVV
$16.4B
| $121K | ﹤0.01% |
+4,180
| New | +$180K |
|
|
MDR
868
CALL
DELISTED
McDermott International
MDR
| $120K | ﹤0.01% |
+18,400
| New | +$194K |
|
|
869
CALL
Cemex
CX
$18.3B
| $119K | ﹤0.01% |
+24,600
| New | +$131K |
|
|
S
870
CALL
DELISTED
Sprint Corporation
S
| $101K | ﹤0.01% |
+17,300
| New | +$107K |
|
|
JCP
871
PUT
DELISTED
J.C. Penney Company, Inc.
JCP
| $99K | ﹤0.01% |
+94,800
| New | +$133K |
|
872
PUT
SiriusXM
SIRI
$10.3B
| $98K | ﹤0.01% |
+1,710
| New | +$104K |
|
|
AUY
873
CALL
DELISTED
Yamana Gold, Inc.
AUY
| $88K | ﹤0.01% |
+37,200
| New | +$86.7K |
|
874
CALL
Flex
FLEX
$44.3B
| $87K | ﹤0.01% |
+15,128
| New | +$106K |
|
|
SPWR
875
CALL
DELISTED
SunPower Corporation Common Stock
SPWR
| $79K | ﹤0.01% |
+24,127
| New | +$100K |
|
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.