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 | |
|---|---|---|---|---|---|---|
76
CALL
IBM
IBM
$200B
| $18.6M | 0.06% |
+171,544
| New | +$20.6M |
|
|
TWTR
77
CALL
DELISTED
Twitter, Inc.
TWTR
| $18.4M | 0.06% |
+639,700
| New | +$20.1M |
|
78
CALL
Johnson & Johnson
JNJ
$609B
| $18.3M | 0.06% |
+142,100
| New | +$19.8M |
|
79
CALL
Walt Disney
DIS
$170B
| $18M | 0.06% |
+164,400
| New | +$18.7M |
|
|
XYZ
80
PUT
Block Inc
XYZ
$47.6B
| $17.8M | 0.05% |
+316,700
| New | +$22.4M |
|
81
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.34B
| $17.2M | 0.05% |
+626,200
| New | +$16.7M |
|
82
PUT
AutoZone
AZO
$49.7B
| $16.9M | 0.05% |
+20,200
| New | +$16.2M |
|
83
CALL
Visa
V
$682B
| $16.9M | 0.05% |
+128,000
| New | +$17.7M |
|
84
CALL
iShares Silver Trust
SLV
$27.1B
| $16.4M | 0.05% |
+1,130,800
| New | +$15.5M |
|
85
CALL
Baidu
BIDU
$36.5B
| $16.3M | 0.05% |
+102,900
| New | +$19.2M |
|
|
86
PUT
IBM
IBM
$200B
| $16.1M | 0.05% |
+148,323
| New | +$17.8M |
|
87
PUT
United States Oil Fund
USO
$2.54B
| $16.1M | 0.05% |
+208,400
| New | +$21M |
|
88
PUT
Intuitive Surgical
ISRG
$122B
| $15.9M | 0.05% |
+99,600
| New | +$16.9M |
|
89
CALL
Costco
COST
$417B
| $15.8M | 0.05% |
+77,400
| New | +$17.3M |
|
90
CALL
Qualcomm
QCOM
$181B
| $15.6M | 0.05% |
+274,300
| New | +$16.7M |
|
91
PUT
Mastercard
MA
$480B
| $15.1M | 0.05% |
+79,900
| New | +$15.9M |
|
92
PUT
Broadcom
AVGO
$1.76T
| $14.8M | 0.05% |
+583,000
| New | +$13.8M |
|
93
PUT
Adobe
ADBE
$94.3B
| $14.7M | 0.05% |
+64,800
| New | +$15.6M |
|
|
TWTR
94
PUT
DELISTED
Twitter, Inc.
TWTR
| $14.6M | 0.05% |
+508,100
| New | +$15.9M |
|
95
PUT
GE Aerospace
GE
$364B
| $14.5M | 0.04% |
+398,920
| New | +$18M |
|
|
96
CALL
Adobe
ADBE
$94.3B
| $14.1M | 0.04% |
+62,300
| New | +$15M |
|
97
CALL
Salesforce
CRM
$140B
| $14M | 0.04% |
+102,200
| New | +$14.1M |
|
|
98
CALL
United States Oil Fund
USO
$2.54B
| $13.8M | 0.04% |
+178,263
| New | +$17.9M |
|
99
PUT
Lowe's Companies
LOW
$117B
| $13.5M | 0.04% |
+145,800
| New | +$14.1M |
|
|
XYZ
100
CALL
Block Inc
XYZ
$47.6B
| $13.4M | 0.04% |
+238,600
| New | +$16.8M |
|
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.