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 | |
|---|---|---|---|---|---|---|
226
Microsoft
MSFT
$2.84T
| $4.45M | 0.01% |
+43,796
| New | +$4.69M |
|
227
PUT
Applied Materials
AMAT
$426B
| $4.38M | 0.01% |
+133,800
| New | +$4.59M |
|
228
CALL
American Express
AXP
$223B
| $4.38M | 0.01% |
+45,900
| New | +$4.8M |
|
|
RHT
229
CALL
DELISTED
Red Hat Inc
RHT
| $4.36M | 0.01% |
+24,800
| New | +$3.93M |
|
230
CALL
Newmont
NEM
$98.2B
| $4.35M | 0.01% |
+125,500
| New | +$4.07M |
|
231
CALL
Procter & Gamble
PG
$343B
| $4.3M | 0.01% |
+46,800
| New | +$4.18M |
|
232
PUT
Macy's
M
$6.15B
| $4.27M | 0.01% |
+143,300
| New | +$4.72M |
|
233
PUT
Illumina
ILMN
$29.4B
| $4.23M | 0.01% |
+14,495
| New | +$4.49M |
|
234
PUT
NXP Semiconductors
NXPI
$68B
| $4.21M | 0.01% |
+57,500
| New | +$4.55M |
|
235
CALL
United Parcel Service
UPS
$97.6B
| $4.2M | 0.01% |
+43,100
| New | +$4.67M |
|
236
Meta Platforms (Facebook)
META
$1.51T
| $4.2M | 0.01% |
+32,022
| New | +$4.64M |
|
237
PUT
ConocoPhillips
COP
$147B
| $4.18M | 0.01% |
+67,100
| New | +$4.57M |
|
238
CALL
Cigna
CI
$76.6B
| $4.18M | 0.01% |
+22,000
| New | +$4.59M |
|
239
CALL
AbbVie
ABBV
$458B
| $4.16M | 0.01% |
+45,100
| New | +$3.97M |
|
240
PUT
lululemon athletica
LULU
$13B
| $4.15M | 0.01% |
+34,100
| New | +$4.57M |
|
241
CALL
Blackrock
BLK
$164B
| $4.08M | 0.01% |
+10,400
| New | +$4.26M |
|
242
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$42.1B
| $4.02M | 0.01% |
+46,500
| New | +$4.21M |
|
243
CALL
Expedia Group
EXPE
$31.2B
| $4.02M | 0.01% |
+35,700
| New | +$4.27M |
|
244
CALL
Coca-Cola
KO
$354B
| $4.01M | 0.01% |
+84,700
| New | +$4.05M |
|
|
RTN
245
CALL
DELISTED
Raytheon Company
RTN
| $4M | 0.01% |
+26,100
| New | +$4.67M |
|
246
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$33.9B
| $3.94M | 0.01% |
+61,200
| New | +$4.34M |
|
|
B
247
CALL
Barrick Mining
B
$62.2B
| $3.94M | 0.01% |
+290,800
| New | +$3.76M |
|
|
248
CALL
Illumina
ILMN
$29.4B
| $3.93M | 0.01% |
+13,467
| New | +$4.17M |
|
249
PUT
Bristol-Myers Squibb
BMY
$127B
| $3.9M | 0.01% |
+75,000
| New | +$4.03M |
|
|
CGC
250
PUT
Canopy Growth
CGC
$375M
| $3.77M | 0.01% |
+14,040
| New | +$5.27M |
|
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.