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 | |
|---|---|---|---|---|---|---|
176
CALL
Biogen
BIIB
$29.9B
| $5.84M | 0.02% |
+19,400
| New | +$6.19M |
|
177
PUT
Tilray
TLRY
$475M
| $5.75M | 0.02% |
+8,150
| New | +$8.94M |
|
178
CALL
Applied Materials
AMAT
$434B
| $5.71M | 0.02% |
+174,300
| New | +$5.98M |
|
179
CALL
Verizon
VZ
$190B
| $5.68M | 0.02% |
+101,100
| New | +$5.74M |
|
180
CALL
General Motors
GM
$74.7B
| $5.66M | 0.02% |
+169,200
| New | +$5.84M |
|
181
CALL
Autodesk
ADSK
$43.7B
| $5.59M | 0.02% |
+43,500
| New | +$5.88M |
|
182
CALL
American Airlines Group
AAL
$9.52B
| $5.59M | 0.02% |
+174,200
| New | +$6.06M |
|
|
OILD
183
DELISTED
ProShares UltraPro 3x Short Crude Oil ETF
OILD
| $5.55M | 0.02% |
+114,603
| New | +$3.56M |
|
184
CALL
Ulta Beauty
ULTA
$20.5B
| $5.53M | 0.02% |
+22,600
| New | +$6.25M |
|
185
CALL
State Street Technology Select Sector SPDR ETF
XLK
$116B
| $5.53M | 0.02% |
+178,400
| New | +$6.03M |
|
186
PUT
AbbVie
ABBV
$456B
| $5.5M | 0.02% |
+59,700
| New | +$5.25M |
|
187
CALL
Merck
MRK
$324B
| $5.49M | 0.02% |
+75,351
| New | +$5.32M |
|
188
ProShares Short Russell2000
RWM
$121M
| $5.48M | 0.02% |
+117,277
| New | +$4.99M |
|
189
CALL
Oracle
ORCL
$340B
| $5.44M | 0.02% |
+120,400
| New | +$5.77M |
|
190
PUT
Palo Alto Networks
PANW
$266B
| $5.37M | 0.02% |
+171,000
| New | +$5.33M |
|
191
PUT
American Express
AXP
$222B
| $5.27M | 0.02% |
+55,300
| New | +$5.79M |
|
192
PUT
Coca-Cola
KO
$353B
| $5.26M | 0.02% |
+111,200
| New | +$5.32M |
|
193
PUT
Delta Air Lines
DAL
$56.1B
| $5.24M | 0.02% |
+105,100
| New | +$5.72M |
|
|
VIIX
194
DELISTED
VelocityShares VIX Short Term ETN
VIIX
| $5.15M | 0.02% |
+51,842
| New | +$4.05M |
|
195
PUT
SLB Ltd
SLB
$77.9B
| $5.13M | 0.02% |
+142,300
| New | +$7.02M |
|
|
X
196
CALL
DELISTED
US Steel
X
| $5.13M | 0.02% |
+281,400
| New | +$7.04M |
|
197
PUT
Altria Group
MO
$122B
| $5.11M | 0.02% |
+103,500
| New | +$6M |
|
198
CALL
Lockheed Martin
LMT
$133B
| $5.05M | 0.02% |
+19,300
| New | +$5.86M |
|
199
CALL
McDonald's
MCD
$188B
| $5.04M | 0.02% |
+28,400
| New | +$5.04M |
|
200
CALL
Twilio
TWLO
$29B
| $5.03M | 0.02% |
+56,300
| New | +$4.57M |
|
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.