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 | |
|---|---|---|---|---|---|---|
|
TVIX
151
DELISTED
VelocityShares Daily 2x VIX Short Term ETN
TVIX
| $6.97M | 0.02% |
+9,831
| New | +$4.65M |
|
152
PUT
Amgen
AMGN
$197B
| $6.95M | 0.02% |
+35,700
| New | +$6.96M |
|
153
CALL
NetEase
NTES
$85.9B
| $6.78M | 0.02% |
+144,000
| New | +$6.5M |
|
154
PUT
United Parcel Service
UPS
$96.2B
| $6.78M | 0.02% |
+69,500
| New | +$7.53M |
|
155
PUT
Northrop Grumman
NOC
$74.4B
| $6.76M | 0.02% |
+27,600
| New | +$7.62M |
|
156
PUT
JD.com
JD
$41.3B
| $6.68M | 0.02% |
+319,400
| New | +$7.15M |
|
157
CALL
United Airlines
UAL
$38.1B
| $6.58M | 0.02% |
+78,600
| New | +$6.9M |
|
158
PUT
Comcast
CMCSA
$84.9B
| $6.56M | 0.02% |
+192,600
| New | +$7.03M |
|
159
CALL
Chevron
CVX
$378B
| $6.54M | 0.02% |
+60,100
| New | +$6.96M |
|
160
PUT
Cigna
CI
$75.1B
| $6.53M | 0.02% |
+34,400
| New | +$7.18M |
|
161
PUT
General Motors
GM
$68.3B
| $6.53M | 0.02% |
+195,300
| New | +$6.74M |
|
162
CALL
Align Technology
ALGN
$12.5B
| $6.51M | 0.02% |
+31,100
| New | +$7.86M |
|
163
CALL
Tilray
TLRY
$522M
| $6.38M | 0.02% |
+9,040
| New | +$9.92M |
|
|
164
PUT
NetEase
NTES
$85.9B
| $6.36M | 0.02% |
+135,000
| New | +$6.09M |
|
165
PUT
Ulta Beauty
ULTA
$21B
| $6.24M | 0.02% |
+25,500
| New | +$7.05M |
|
166
Vanguard S&P 500 ETF
VOO
$973B
| $6.16M | 0.02% |
+26,795
| New | +$6.64M |
|
167
CALL
Electronic Arts
EA
$52.5B
| $6.16M | 0.02% |
+78,000
| New | +$7.16M |
|
168
Apple
AAPL
$4.8T
| $6.13M | 0.02% |
+155,364
| New | +$7.53M |
|
169
CALL
NXP Semiconductors
NXPI
$67.5B
| $6.08M | 0.02% |
+82,900
| New | +$6.56M |
|
170
PUT
Procter & Gamble
PG
$347B
| $6.02M | 0.02% |
+65,500
| New | +$5.86M |
|
171
ProShares VIX Short-Term Futures ETF
VIXY
$209M
| $5.99M | 0.02% |
+1,939
| New | +$4.73M |
|
172
PUT
Morgan Stanley
MS
$332B
| $5.95M | 0.02% |
+150,100
| New | +$6.55M |
|
|
173
CALL
Morgan Stanley
MS
$332B
| $5.94M | 0.02% |
+149,800
| New | +$6.54M |
|
|
174
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.36B
| $5.92M | 0.02% |
+140,655
| New | +$8.59M |
|
175
CALL
lululemon athletica
LULU
$13.2B
| $5.9M | 0.02% |
+48,500
| New | +$6.5M |
|
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.