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
Top Sells
Sector Composition
| 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 | |
|---|---|---|---|---|---|---|
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$774B
| $9.6B | 29.7% |
+38,419,000
| New | +$10.4B |
|
|
2
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$774B
| $7.94B | 24.56% |
+31,773,800
| New | +$8.57B |
|
3
PUT
Amazon
AMZN
$2.69T
| $1.79B | 5.53% |
+23,828,000
| New | +$1.98B |
|
|
4
CALL
Amazon
AMZN
$2.69T
| $1.65B | 5.1% |
+21,944,000
| New | +$1.82B |
|
5
PUT
Invesco QQQ Trust
QQQ
$466B
| $1.38B | 4.27% |
+8,954,400
| New | +$1.5B |
|
|
6
CALL
Invesco QQQ Trust
QQQ
$466B
| $1.16B | 3.59% |
+7,531,600
| New | +$1.26B |
|
7
CALL
iShares S&P 100 ETF
OEF
$20.1B
| $780M | 2.41% |
+6,514,700
| New | +$784M |
|
|
8
PUT
iShares S&P 100 ETF
OEF
$20.1B
| $706M | 2.18% |
+5,991,500
| New | +$721M |
|
9
PUT
Tesla
TSLA
$1.47T
| $324M | 1% |
+14,590,500
| New | +$314M |
|
10
CALL
Apple
AAPL
$4.89T
| $295M | 0.91% |
+7,472,800
| New | +$362M |
|
|
11
PUT
Apple
AAPL
$4.89T
| $277M | 0.86% |
+7,015,600
| New | +$340M |
|
12
PUT
Netflix
NFLX
$313B
| $267M | 0.83% |
+9,980,000
| New | +$299M |
|
13
CALL
Alphabet (Google) Class A
GOOGL
$4.33T
| $264M | 0.82% |
+5,056,000
| New | +$273M |
|
|
14
PUT
Alphabet (Google) Class A
GOOGL
$4.33T
| $259M | 0.8% |
+4,960,000
| New | +$268M |
|
|
15
PUT
Alphabet (Google) Class C
GOOG
$4.32T
| $243M | 0.75% |
+4,700,000
| New | +$252M |
|
|
16
CALL
Netflix
NFLX
$313B
| $240M | 0.74% |
+8,964,000
| New | +$268M |
|
|
17
CALL
Alphabet (Google) Class C
GOOG
$4.32T
| $210M | 0.65% |
+4,052,000
| New | +$217M |
|
|
18
CALL
Tesla
TSLA
$1.47T
| $189M | 0.58% |
+8,518,500
| New | +$183M |
|
19
CALL
Meta Platforms (Facebook)
META
$1.69T
| $186M | 0.57% |
+1,416,100
| New | +$205M |
|
|
20
PUT
Meta Platforms (Facebook)
META
$1.69T
| $171M | 0.53% |
+1,307,000
| New | +$189M |
|
21
PUT
Booking.com
BKNG
$143B
| $151M | 0.47% |
+2,187,500
| New | +$160M |
|
22
CALL
Alibaba
BABA
$282B
| $124M | 0.38% |
+904,700
| New | +$134M |
|
|
23
CALL
Booking.com
BKNG
$143B
| $111M | 0.34% |
+1,617,500
| New | +$119M |
|
|
24
PUT
Alibaba
BABA
$282B
| $110M | 0.34% |
+805,200
| New | +$119M |
|
25
CALL
SPDR Gold Trust
GLD
$130B
| $95M | 0.29% |
+783,900
| New | +$91.1M |
|
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.