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 | |
|---|---|---|---|---|---|---|
126
PUT
Chevron
CVX
$378B
| $9.51M | 0.03% |
+87,400
| New | +$10.1M |
|
127
PUT
Target
TGT
$63.1B
| $9.39M | 0.03% |
+142,100
| New | +$10.9M |
|
128
CALL
Cisco
CSCO
$438B
| $9.3M | 0.03% |
+214,700
| New | +$9.82M |
|
|
129
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$6.68B
| $9.16M | 0.03% |
+278,296
| New | +$11.9M |
|
|
130
ProShares UltraPro QQQ
TQQQ
$33B
| $9.08M | 0.03% |
+1,961,616
| New | +$12.3M |
|
131
PUT
Regeneron Pharmaceuticals
REGN
$70.7B
| $9.04M | 0.03% |
+24,200
| New | +$8.86M |
|
132
PUT
McDonald's
MCD
$190B
| $8.97M | 0.03% |
+50,500
| New | +$8.96M |
|
133
PUT
Verizon
VZ
$182B
| $8.94M | 0.03% |
+159,000
| New | +$9.02M |
|
134
CALL
JD.com
JD
$41.4B
| $8.76M | 0.03% |
+418,600
| New | +$9.37M |
|
135
PUT
Merck
MRK
$308B
| $8.76M | 0.03% |
+120,101
| New | +$8.48M |
|
136
CALL
Intuitive Surgical
ISRG
$125B
| $8.72M | 0.03% |
+54,600
| New | +$9.25M |
|
137
CALL
Pfizer
PFE
$141B
| $8.7M | 0.03% |
+209,957
| New | +$8.72M |
|
138
PUT
iShares Silver Trust
SLV
$27.3B
| $8.61M | 0.03% |
+593,100
| New | +$8.11M |
|
139
CALL
Lowe's Companies
LOW
$114B
| $8.11M | 0.03% |
+87,800
| New | +$8.47M |
|
|
140
CALL
Regeneron Pharmaceuticals
REGN
$70.7B
| $7.81M | 0.02% |
+20,900
| New | +$7.65M |
|
141
PUT
Caterpillar
CAT
$397B
| $7.79M | 0.02% |
+61,300
| New | +$7.98M |
|
|
142
CALL
Caterpillar
CAT
$397B
| $7.78M | 0.02% |
+61,200
| New | +$7.96M |
|
143
PUT
Wells Fargo
WFC
$261B
| $7.58M | 0.02% |
+164,500
| New | +$8.43M |
|
144
CALL
SLB Ltd
SLB
$69.7B
| $7.5M | 0.02% |
+207,900
| New | +$10.3M |
|
145
CALL
Petrobras
PBR
$118B
| $7.47M | 0.02% |
+574,200
| New | +$8.31M |
|
146
PUT
Oracle
ORCL
$352B
| $7.23M | 0.02% |
+160,200
| New | +$7.68M |
|
147
PUT
ExxonMobil
XOM
$617B
| $7.22M | 0.02% |
+105,900
| New | +$8.31M |
|
148
PUT
Autodesk
ADSK
$46B
| $7.15M | 0.02% |
+55,600
| New | +$7.51M |
|
|
CELG
149
CALL
DELISTED
Celgene Corp
CELG
| $7.07M | 0.02% |
+110,300
| New | +$8.14M |
|
150
CALL
Northrop Grumman
NOC
$74.9B
| $7M | 0.02% |
+28,600
| New | +$7.9M |
|
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.