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 | |
|---|---|---|---|---|---|---|
|
VMW
251
PUT
DELISTED
VMware, Inc
VMW
| $6.24M | 0.02% |
41,600
+11,100
| +36% | +$1.75M |
|
252
CALL
Domino's
DPZ
$11B
| $6.24M | 0.02% |
25,500
+12,500
| +96% | +$3.1M |
|
253
Autodesk
ADSK
$44.3B
| $6.21M | 0.02% |
+42,033
| New | +$6.54M |
|
254
State Street Energy Select Sector SPDR ETF
XLE
$39.5B
| $6.19M | 0.02% |
209,074
+126,258
| +152% | +$3.82M |
|
255
CALL
United Parcel Service
UPS
$97.6B
| $6.1M | 0.02% |
50,900
+5,500
| +12% | +$629K |
|
256
CALL
Constellation Brands
STZ
$22.2B
| $6.05M | 0.02% |
29,200
-7,800
| -21% | -$1.57M |
|
|
CGC
257
PUT
Canopy Growth
CGC
$375M
| $6.01M | 0.02% |
26,230
+7,510
| +40% | +$2.3M |
|
|
RTN
258
CALL
DELISTED
Raytheon Company
RTN
| $5.96M | 0.02% |
30,400
-10,600
| -26% | -$1.96M |
|
259
PUT
Palo Alto Networks
PANW
$264B
| $5.93M | 0.02% |
174,600
-46,200
| -21% | -$1.64M |
|
260
PUT
NetEase
NTES
$76.5B
| $5.91M | 0.02% |
111,000
+1,000
| +0.9% | +$50.9K |
|
261
PUT
Blackrock
BLK
$164B
| $5.88M | 0.02% |
13,200
-1,600
| -11% | -$713K |
|
262
Meta Platforms (Facebook)
META
$1.51T
| $5.85M | 0.02% |
+32,827
| New | +$6.24M |
|
263
CALL
BP
BP
$113B
| $5.79M | 0.02% |
152,500
+72,066
| +90% | +$2.75M |
|
264
CALL
Gilead Sciences
GILD
$161B
| $5.78M | 0.02% |
91,200
-93,500
| -51% | -$6.11M |
|
|
SHNY
265
CALL
DELISTED
Direxion Daily Silver Miners Index Bull 2X Shares
SHNY
| $5.61M | 0.02% |
184,900
-100,600
| -35% | -$3.05M |
|
266
PUT
eBay
EBAY
$48.6B
| $5.59M | 0.02% |
143,500
+18,200
| +15% | +$730K |
|
267
CALL
Elevance Health
ELV
$81.9B
| $5.59M | 0.02% |
23,300
+6,800
| +41% | +$1.86M |
|
268
CALL
Amgen
AMGN
$203B
| $5.55M | 0.02% |
28,700
-28,300
| -50% | -$5.43M |
|
269
iShares US Consumer Discretionary ETF
IYC
$1.12B
| $5.53M | 0.02% |
+101,816
| New | +$5.59M |
|
|
270
CALL
NetEase
NTES
$76.5B
| $5.48M | 0.02% |
103,000
+19,000
| +23% | +$967K |
|
271
CALL
Spotify
SPOT
$99.2B
| $5.47M | 0.02% |
48,000
+500
| +1% | +$70.6K |
|
|
ATVI
272
PUT
DELISTED
Activision Blizzard
ATVI
| $5.47M | 0.02% |
103,300
+200
| +0.2% | +$9.97K |
|
|
UCD
273
PUT
DELISTED
PROSHARES ULTRA BLOOMBERG COMMODITY
UCD
| $5.43M | 0.02% |
208,500
-56,800
| -21% | -$1.48M |
|
274
CALL
AB InBev
BUD
$158B
| $5.42M | 0.02% |
+57,000
| New | +$5.41M |
|
275
CALL
Deere & Co
DE
$170B
| $5.38M | 0.02% |
31,900
+2,300
| +8% | +$368K |
|
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.