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 | |
|---|---|---|---|---|---|---|
251
CALL
Intuitive Surgical
ISRG
$121B
| $6.03M | 0.02% |
34,500
-21,900
| -39% | -$3.75M |
|
252
JPMorgan Chase
JPM
$936B
| $6.02M | 0.02% |
53,863
+14,352
| +36% | +$1.58M |
|
|
SPLK
253
CALL
DELISTED
Splunk Inc
SPLK
| $5.87M | 0.02% |
46,700
+12,800
| +38% | +$1.63M |
|
254
PUT
Elevance Health
ELV
$82B
| $5.87M | 0.02% |
+20,800
| New | +$5.68M |
|
255
CALL
Occidental Petroleum
OXY
$56.9B
| $5.77M | 0.02% |
114,800
+77,300
| +206% | +$4.35M |
|
256
PUT
Sarepta Therapeutics
SRPT
$1.67B
| $5.71M | 0.02% |
37,600
-15,200
| -29% | -$1.85M |
|
257
PUT
Gilead Sciences
GILD
$161B
| $5.7M | 0.02% |
84,300
+17,200
| +26% | +$1.13M |
|
258
CALL
SLB Ltd
SLB
$78B
| $5.66M | 0.02% |
142,500
+24,700
| +21% | +$996K |
|
259
CALL
Kraft Heinz
KHC
$30.4B
| $5.65M | 0.02% |
181,900
-17,900
| -9% | -$564K |
|
260
PUT
NetEase
NTES
$76.9B
| $5.63M | 0.02% |
110,000
+3,500
| +3% | +$186K |
|
261
PUT
PNC Financial Services
PNC
$100B
| $5.57M | 0.02% |
40,600
+19,600
| +93% | +$2.59M |
|
262
CALL
Delta Air Lines
DAL
$55.9B
| $5.57M | 0.02% |
98,100
+37,400
| +62% | +$2.1M |
|
263
PUT
Accenture
ACN
$89.6B
| $5.54M | 0.02% |
30,000
+2,600
| +9% | +$467K |
|
|
CELG
264
CALL
DELISTED
Celgene Corp
CELG
| $5.52M | 0.02% |
59,700
-70,400
| -54% | -$6.69M |
|
265
CALL
American International
AIG
$41.7B
| $5.49M | 0.02% |
103,100
+37,700
| +58% | +$1.88M |
|
266
Starbucks
SBUX
$118B
| $5.4M | 0.02% |
+64,401
| New | +$5.05M |
|
267
PUT
Zoom
ZM
$25.7B
| $5.37M | 0.02% |
+60,500
| New | +$4.98M |
|
268
PUT
Marriott International
MAR
$98.7B
| $5.3M | 0.02% |
37,800
-16,800
| -31% | -$2.23M |
|
269
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.34B
| $5.28M | 0.02% |
+84,688
| New | +$5.21M |
|
270
CALL
eBay
EBAY
$48.5B
| $5.22M | 0.02% |
132,100
+42,200
| +47% | +$1.59M |
|
271
PUT
Las Vegas Sands
LVS
$30.4B
| $5.22M | 0.02% |
88,300
+37,800
| +75% | +$2.34M |
|
272
PUT
Kohl's
KSS
$2.08B
| $5.21M | 0.02% |
109,500
+51,000
| +87% | +$3.08M |
|
273
CALL
Lowe's Companies
LOW
$116B
| $5.18M | 0.02% |
51,300
-19,300
| -27% | -$2.04M |
|
|
VMW
274
PUT
DELISTED
VMware, Inc
VMW
| $5.1M | 0.02% |
30,500
+14,400
| +89% | +$2.7M |
|
275
PUT
CarMax
KMX
$8.3B
| $5.1M | 0.02% |
58,700
+23,100
| +65% | +$1.81M |
|
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.