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 | |
|---|---|---|---|---|---|---|
201
PUT
State Street Technology Select Sector SPDR ETF
XLK
$115B
| $5M | 0.02% |
+161,200
| New | +$5.45M |
|
202
PUT
American Airlines Group
AAL
$9.58B
| $4.96M | 0.02% |
+154,500
| New | +$5.38M |
|
203
CALL
Western Digital
WDC
$179B
| $4.95M | 0.02% |
+177,017
| New | +$6.27M |
|
204
CALL
AutoZone
AZO
$48.3B
| $4.95M | 0.02% |
+5,900
| New | +$4.73M |
|
205
PUT
Lockheed Martin
LMT
$134B
| $4.92M | 0.02% |
+18,800
| New | +$5.7M |
|
206
PUT
PepsiCo
PEP
$186B
| $4.89M | 0.02% |
+44,300
| New | +$5M |
|
207
CALL
Amgen
AMGN
$203B
| $4.89M | 0.02% |
+25,100
| New | +$4.9M |
|
208
CALL
Macy's
M
$6.15B
| $4.88M | 0.02% |
+164,000
| New | +$5.4M |
|
209
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$33.9B
| $4.82M | 0.01% |
+74,900
| New | +$5.31M |
|
210
PUT
Align Technology
ALGN
$12B
| $4.82M | 0.01% |
+23,000
| New | +$5.81M |
|
211
ProShares Short VIX Short-Term Futures ETF
SVXY
$220M
| $4.81M | 0.01% |
+227,296
| New | +$5.58M |
|
|
AGN
212
CALL
DELISTED
Allergan plc
AGN
| $4.75M | 0.01% |
+35,500
| New | +$5.82M |
|
213
PUT
3M
MMM
$89B
| $4.74M | 0.01% |
+29,780
| New | +$4.94M |
|
214
CALL
Comcast
CMCSA
$79.7B
| $4.74M | 0.01% |
+139,100
| New | +$5.08M |
|
215
PUT
Twilio
TWLO
$29.1B
| $4.71M | 0.01% |
+52,700
| New | +$4.28M |
|
216
PUT
Gilead Sciences
GILD
$161B
| $4.67M | 0.01% |
+74,700
| New | +$5.22M |
|
217
CALL
Snap
SNAP
$7.32B
| $4.66M | 0.01% |
+846,100
| New | +$5.5M |
|
218
PUT
Electronic Arts
EA
$52.4B
| $4.65M | 0.01% |
+58,900
| New | +$5.4M |
|
219
United States Oil Fund
USO
$2.45B
| $4.64M | 0.01% |
+60,073
| New | +$6.05M |
|
|
CGC
220
CALL
Canopy Growth
CGC
$375M
| $4.64M | 0.01% |
+17,270
| New | +$6.49M |
|
221
CALL
Union Pacific
UNP
$182B
| $4.56M | 0.01% |
+33,000
| New | +$4.89M |
|
|
X
222
PUT
DELISTED
US Steel
X
| $4.56M | 0.01% |
+249,800
| New | +$6.25M |
|
223
CALL
Spotify
SPOT
$99.2B
| $4.5M | 0.01% |
+39,600
| New | +$5.53M |
|
|
224
PUT
Union Pacific
UNP
$182B
| $4.49M | 0.01% |
+32,500
| New | +$4.82M |
|
225
PUT
Bausch Health
BHC
$1.65B
| $4.45M | 0.01% |
+241,000
| New | +$5.73M |
|
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.