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 |
Alphabet (Google) Class A
GOOGL
|
+$53.3M |
| 2 |
Amazon
AMZN
|
+$38.2M |
| 3 |
ProShares Short VIX Short-Term Futures ETF
SVXY
|
+$10M |
| 4 |
UGAZ
VelocityShares 3x Long Natural Gas ETN linked to the S&P GSCI Natural Gas Index ER due February 9, 2
UGAZ
|
+$9.52M |
| 5 |
ProShares VIX Short-Term Futures ETF
VIXY
|
+$9.38M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
ProShares Ultra VIX Short-Term Futures ETF
UVXY
|
+$24.6M |
| 2 |
iShares Russell 2000 ETF
IWM
|
+$16.6M |
| 3 |
SPDR Gold Trust
GLD
|
+$13.6M |
| 4 |
State Street Utilities Select Sector SPDR ETF
XLU
|
+$8.65M |
| 5 |
iShares China Large-Cap ETF
FXI
|
+$7.09M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Communication Services | 0.18% |
| 2 | Consumer Discretionary | 0.16% |
| 3 | Technology | 0.08% |
| 4 | Energy | 0.03% |
| 5 | Financials | 0.02% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
226
PUT
NXP Semiconductors
NXPI
$68.1B
| $7M | 0.02% |
71,700
+12,000
| +20% | +$1.16M |
|
227
PUT
Comcast
CMCSA
$79.5B
| $6.99M | 0.02% |
165,200
-14,900
| -8% | -$629K |
|
228
PUT
Blackrock
BLK
$163B
| $6.95M | 0.02% |
14,800
+900
| +6% | +$407K |
|
229
CALL
Spotify
SPOT
$99.2B
| $6.95M | 0.02% |
47,500
+9,600
| +25% | +$1.32M |
|
230
CALL
State Street Technology Select Sector SPDR ETF
XLK
$116B
| $6.9M | 0.02% |
176,800
-200
| -0.1% | -$7.63K |
|
231
PUT
United Airlines
UAL
$38.8B
| $6.87M | 0.02% |
78,500
-9,000
| -10% | -$762K |
|
|
UGAZ
232
DELISTED
VelocityShares 3x Long Natural Gas ETN linked to the S&P GSCI Natural Gas Index ER due February 9, 2
UGAZ
| $6.83M | 0.02% |
+41,656
| New | +$9.52M |
|
|
233
CALL
Comcast
CMCSA
$79.5B
| $6.82M | 0.02% |
161,400
+38,700
| +32% | +$1.63M |
|
234
CALL
Texas Instruments
TXN
$256B
| $6.75M | 0.02% |
58,800
+31,600
| +116% | +$3.53M |
|
235
PUT
Applied Materials
AMAT
$434B
| $6.74M | 0.02% |
150,100
+33,300
| +29% | +$1.4M |
|
|
236
PUT
Spotify
SPOT
$99.2B
| $6.7M | 0.02% |
45,800
+5,000
| +12% | +$688K |
|
237
CALL
Sarepta Therapeutics
SRPT
$1.67B
| $6.69M | 0.02% |
44,000
-1,100
| -2% | -$134K |
|
238
PUT
Lyft
LYFT
$5.51B
| $6.66M | 0.02% |
+101,300
| New | +$6.09M |
|
|
239
CALL
Lyft
LYFT
$5.51B
| $6.65M | 0.02% |
+101,200
| New | +$6.08M |
|
|
UWC
240
PUT
DELISTED
PROSHARES TR ULTRA RUSSELL3000
UWC
| $6.62M | 0.02% |
107,200
-22,400
| -17% | -$1.38M |
|
241
CALL
Marathon Petroleum
MPC
$90.8B
| $6.44M | 0.02% |
115,300
+46,300
| +67% | +$2.53M |
|
242
CALL
Coca-Cola
KO
$353B
| $6.44M | 0.02% |
126,400
-32,800
| -21% | -$1.61M |
|
243
PUT
Macy's
M
$6.14B
| $6.44M | 0.02% |
299,900
+92,900
| +45% | +$2.11M |
|
244
PUT
3M
MMM
$88.4B
| $6.34M | 0.02% |
43,774
+11,602
| +36% | +$1.79M |
|
|
UCD
245
CALL
DELISTED
PROSHARES ULTRA BLOOMBERG COMMODITY
UCD
| $6.32M | 0.02% |
200,700
-68,900
| -26% | -$2.17M |
|
246
iShares MSCI Emerging Markets ETF
EEM
$28.2B
| $6.26M | 0.02% |
+145,894
| New | +$6.19M |
|
247
PUT
Delta Air Lines
DAL
$56.2B
| $6.22M | 0.02% |
109,700
+53,000
| +93% | +$2.97M |
|
|
248
CALL
Applied Materials
AMAT
$434B
| $6.21M | 0.02% |
138,300
+27,900
| +25% | +$1.17M |
|
|
249
CALL
3M
MMM
$88.4B
| $6.21M | 0.02% |
42,817
+13,395
| +46% | +$2.06M |
|
250
PUT
CSX Corp
CSX
$98.1B
| $6.19M | 0.02% |
240,000
+184,200
| +330% | +$4.75M |
|
Similar funds
IMC Chicago's Q2 2019 Portfolio in Review
As of Q2 2019, IMC Chicago held 798 positions worth $31B, up 12% from $27.8B the previous quarter. Its ten largest holdings account for 73% of the portfolio.
IMC Chicago deployed $2.41B of net new capital in Q2 2019, opening 183 new positions and adding to 321 existing holdings. Its largest new stake was Alphabet (Google) Class A: 920,080 shares worth $49.8M.
By sector, the portfolio is most concentrated in Communication Services at 0.18% of assets, up from 0% a quarter earlier, followed by Consumer Discretionary and Technology.
On the sell side, the largest reduction was Microsoft, an estimated $3.79M trimmed.
- IMC Chicago's largest Q2 2019 buy was Alphabet (Google) Class A: 920,080 shares worth $49.8M.
- IMC Chicago added most to ProShares Short VIX Short-Term Futures ETF in Q2 2019, an estimated $10M increase.
- IMC Chicago's biggest Q2 2019 reduction was Microsoft, cutting an estimated $3.79M.
- IMC Chicago fully exited ProShares Ultra VIX Short-Term Futures ETF in Q2 2019, selling an estimated $24.6M.
- IMC Chicago's ten largest holdings make up 73% of its $31B portfolio in Q2 2019.
- IMC Chicago opened 183 new positions and closed 99 in Q2 2019.
- IMC Chicago's portfolio value rose 12% quarter-over-quarter to $31B.
Based on IMC Chicago's 13F filing for Q2 2019, filed 15 Aug 2019.