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 | |
|---|---|---|---|---|---|---|
101
PUT
Cisco
CSCO
$441B
| $13.2M | 0.04% |
+303,800
| New | +$13.9M |
|
|
VXX
102
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $13.1M | 0.04% |
+280,368
| New | +$10.4M |
|
103
PUT
Qualcomm
QCOM
$181B
| $13M | 0.04% |
+228,600
| New | +$13.9M |
|
104
CALL
Broadcom
AVGO
$1.76T
| $12.8M | 0.04% |
+502,000
| New | +$11.8M |
|
105
CALL
FedEx
FDX
$74.7B
| $12.7M | 0.04% |
+79,000
| New | +$16.7M |
|
|
106
PUT
FedEx
FDX
$74.7B
| $12.4M | 0.04% |
+76,700
| New | +$16.2M |
|
107
PUT
Starbucks
SBUX
$120B
| $11.8M | 0.04% |
+183,500
| New | +$11.5M |
|
108
PUT
Nike
NKE
$64.9B
| $11.8M | 0.04% |
+159,000
| New | +$11.9M |
|
|
109
CALL
Nike
NKE
$64.9B
| $11.7M | 0.04% |
+157,500
| New | +$11.8M |
|
110
CALL
Wynn Resorts
WYNN
$10B
| $11.7M | 0.04% |
+117,800
| New | +$12.7M |
|
111
CALL
Target
TGT
$63.4B
| $11.6M | 0.04% |
+176,000
| New | +$13.5M |
|
112
CALL
Mastercard
MA
$480B
| $11.6M | 0.04% |
+61,300
| New | +$12.2M |
|
113
PUT
Citigroup
C
$217B
| $11.3M | 0.03% |
+216,200
| New | +$13.7M |
|
114
PUT
Baidu
BIDU
$36.5B
| $10.8M | 0.03% |
+68,300
| New | +$12.7M |
|
|
115
PUT
Wynn Resorts
WYNN
$10B
| $10.8M | 0.03% |
+109,100
| New | +$11.8M |
|
116
PUT
PayPal
PYPL
$49.9B
| $10.7M | 0.03% |
+127,600
| New | +$10.6M |
|
|
DWT
117
DELISTED
VelocityShares 3x Inverse Crude Oil ETNs linked to the S&P GSCI Crude Oil Index ER
DWT
| $10.5M | 0.03% |
+657,643
| New | +$6.65M |
|
118
CALL
ExxonMobil
XOM
$611B
| $10.3M | 0.03% |
+150,400
| New | +$11.8M |
|
|
119
CALL
PayPal
PYPL
$49.9B
| $10.1M | 0.03% |
+120,500
| New | +$10M |
|
120
CALL
Gilead Sciences
GILD
$167B
| $9.96M | 0.03% |
+159,200
| New | +$11.1M |
|
121
PUT
United Airlines
UAL
$37.5B
| $9.75M | 0.03% |
+116,400
| New | +$10.2M |
|
122
PUT
Biogen
BIIB
$30.4B
| $9.66M | 0.03% |
+32,100
| New | +$10.2M |
|
123
CALL
Wells Fargo
WFC
$265B
| $9.56M | 0.03% |
+207,400
| New | +$10.6M |
|
124
PUT
Pfizer
PFE
$143B
| $9.54M | 0.03% |
+230,404
| New | +$9.56M |
|
|
125
CALL
Starbucks
SBUX
$120B
| $9.51M | 0.03% |
+147,700
| New | +$9.24M |
|
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.