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 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$147M |
| 2 |
iShares 20+ Year Treasury Bond ETF
TLT
|
+$30.4M |
| 3 |
State Street SPDR S&P Biotech ETF
XBI
|
+$26.7M |
| 4 |
ProShares Ultra VIX Short-Term Futures ETF
UVXY
|
+$17.2M |
| 5 |
Amazon
AMZN
|
+$17.2M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Alphabet (Google) Class A
GOOGL
|
+$54.5M |
| 2 |
Apple
AAPL
|
+$11.4M |
| 3 |
Invesco S&P 500 Equal Weight Health Care ETF
RSPH
|
+$7.85M |
| 4 |
UGAZ
VelocityShares 3x Long Natural Gas ETN linked to the S&P GSCI Natural Gas Index ER due February 9, 2
UGAZ
|
+$6.83M |
| 5 |
Invesco CurrencyShares Canadian Dollar Trust
FXC
|
+$5.03M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 0.19% |
| 2 | Technology | 0.1% |
| 3 | Communication Services | 0.03% |
| 4 | Financials | 0.02% |
| 5 | Healthcare | 0.01% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
226
Direxion Daily S&P 500 Bear 3x ETF
SPXS
$332M
| $7.17M | 0.02% |
4,182
+3,277
| +362% | +$5.84M |
|
|
DWT
227
DELISTED
VelocityShares 3x Inverse Crude Oil ETNs linked to the S&P GSCI Crude Oil Index ER
DWT
| $7.09M | 0.02% |
1,283,986
+876,730
| +215% | +$5.53M |
|
|
AGN
228
PUT
DELISTED
Allergan plc
AGN
| $6.98M | 0.02% |
41,500
-85,800
| -67% | -$14M |
|
229
CALL
Philip Morris
PM
$301B
| $6.95M | 0.02% |
91,500
+49,400
| +117% | +$3.91M |
|
230
PUT
JD.com
JD
$40.8B
| $6.95M | 0.02% |
246,200
-13,600
| -5% | -$411K |
|
231
CALL
Ford
F
$57.3B
| $6.9M | 0.02% |
753,000
-422,600
| -36% | -$4.01M |
|
|
UWC
232
PUT
DELISTED
PROSHARES TR ULTRA RUSSELL3000
UWC
| $6.87M | 0.02% |
111,500
+4,300
| +4% | +$265K |
|
233
PUT
RH
RH
$3.3B
| $6.85M | 0.02% |
+40,100
| New | +$5.71M |
|
234
CALL
Illumina
ILMN
$29.4B
| $6.84M | 0.02% |
+23,130
| New | +$6.82M |
|
|
235
PUT
Ford
F
$57.3B
| $6.78M | 0.02% |
740,400
-181,300
| -20% | -$1.72M |
|
236
PUT
Electronic Arts
EA
$52.4B
| $6.76M | 0.02% |
69,100
-45,500
| -40% | -$4.27M |
|
237
CALL
General Motors
GM
$74.7B
| $6.72M | 0.02% |
179,300
-50,000
| -22% | -$1.92M |
|
238
CALL
SLB Ltd
SLB
$77.8B
| $6.69M | 0.02% |
195,800
+53,300
| +37% | +$1.95M |
|
239
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.4B
| $6.6M | 0.02% |
109,400
+42,800
| +64% | +$2.58M |
|
240
CALL
Lowe's Companies
LOW
$116B
| $6.58M | 0.02% |
59,800
+8,500
| +17% | +$897K |
|
241
iShares China Large-Cap ETF
FXI
$4.31B
| $6.53M | 0.02% |
+164,013
| New | +$6.65M |
|
|
242
PUT
Philip Morris
PM
$301B
| $6.51M | 0.02% |
85,700
+43,200
| +102% | +$3.42M |
|
|
243
PUT
SLB Ltd
SLB
$77.8B
| $6.5M | 0.02% |
190,200
+75,300
| +66% | +$2.75M |
|
244
PUT
Comcast
CMCSA
$79.1B
| $6.46M | 0.02% |
143,200
-22,000
| -13% | -$975K |
|
245
PUT
American Airlines Group
AAL
$9.58B
| $6.45M | 0.02% |
239,200
-1,200
| -0.5% | -$35.1K |
|
246
PUT
Altria Group
MO
$122B
| $6.39M | 0.02% |
156,200
-22,800
| -13% | -$1.05M |
|
247
CALL
Uber
UBER
$134B
| $6.38M | 0.02% |
209,500
-32,100
| -13% | -$1.21M |
|
248
PUT
US Bancorp Series B Preferred Stock
USB.PRH
$746M
| $6.37M | 0.02% |
115,100
+75,500
| +191% | +$1.57M |
|
249
PUT
State Street Technology Select Sector SPDR ETF
XLK
$115B
| $6.37M | 0.02% |
158,200
-76,000
| -32% | -$3.04M |
|
|
B
250
CALL
Barrick Mining
B
$62.2B
| $6.28M | 0.02% |
362,100
+98,400
| +37% | +$1.74M |
|
Similar funds
IMC Chicago's Q3 2019 Portfolio in Review
As of Q3 2019, IMC Chicago held 836 positions worth $32.3B, up 4.3% from $31B the previous quarter. Its ten largest holdings account for 73% of the portfolio.
IMC Chicago deployed $1.43B of net new capital in Q3 2019, opening 137 new positions and adding to 317 existing holdings. Its largest new stake was State Street SPDR S&P 500 ETF Trust: 499,191 shares worth $148M.
By sector, the portfolio is most concentrated in Consumer Discretionary at 0.19% of assets, up from 0.16% a quarter earlier, followed by Technology and Communication Services.
On the sell side, the largest reduction was JPMorgan Chase, an estimated $3.96M trimmed.
- IMC Chicago's largest Q3 2019 buy was State Street SPDR S&P 500 ETF Trust: 499,191 shares worth $148M.
- IMC Chicago added most to Amazon in Q3 2019, an estimated $17.2M increase.
- IMC Chicago's biggest Q3 2019 reduction was JPMorgan Chase, cutting an estimated $3.96M.
- IMC Chicago fully exited Alphabet (Google) Class A in Q3 2019, selling an estimated $54.5M.
- IMC Chicago's ten largest holdings make up 73% of its $32.3B portfolio in Q3 2019.
- IMC Chicago opened 137 new positions and closed 111 in Q3 2019.
- IMC Chicago's portfolio value rose 4.3% quarter-over-quarter to $32.3B.
Based on IMC Chicago's 13F filing for Q3 2019, filed 12 Nov 2019.