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 | |
|---|---|---|---|---|---|---|
276
ProShares UltraPro S&P 500
UPRO
$5.1B
| $5.38M | 0.02% |
194,574
+58,812
| +43% | +$1.61M |
|
277
Invesco S&P 500 Equal Weight Industrials ETF
RSPN
$1.1B
| $5.37M | 0.02% |
+212,280
| New | +$5.29M |
|
278
PUT
Petrobras
PBR
$121B
| $5.22M | 0.02% |
360,800
+247,500
| +218% | +$3.63M |
|
279
CALL
United Airlines
UAL
$38.4B
| $5.2M | 0.02% |
58,800
+9,000
| +18% | +$795K |
|
280
PUT
MongoDB
MDB
$24B
| $5.17M | 0.02% |
42,900
+25,200
| +142% | +$3.64M |
|
281
Invesco CurrencyShares Japanese Yen Trust
FXY
$423M
| $5.13M | 0.02% |
+58,281
| New | +$5.17M |
|
282
CALL
RH
RH
$3.3B
| $5.06M | 0.02% |
+29,600
| New | +$4.21M |
|
283
CALL
Bausch Health
BHC
$1.65B
| $4.99M | 0.02% |
228,400
+57,500
| +34% | +$1.32M |
|
284
PUT
3M
MMM
$89B
| $4.93M | 0.02% |
35,880
-7,894
| -18% | -$1.1M |
|
285
PUT
ConocoPhillips
COP
$147B
| $4.91M | 0.02% |
86,200
+5,400
| +7% | +$307K |
|
286
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.4B
| $4.88M | 0.02% |
80,800
+31,000
| +62% | +$1.87M |
|
287
Invesco S&P 500 Equal Weight Consumer Staples ETF
RSPS
$249M
| $4.85M | 0.02% |
172,720
+9,330
| +6% | +$256K |
|
288
PUT
Illumina
ILMN
$29.4B
| $4.84M | 0.02% |
+16,345
| New | +$4.82M |
|
|
UCD
289
CALL
DELISTED
PROSHARES ULTRA BLOOMBERG COMMODITY
UCD
| $4.8M | 0.01% |
184,300
-16,400
| -8% | -$427K |
|
|
290
CALL
ConocoPhillips
COP
$147B
| $4.8M | 0.01% |
84,200
+7,800
| +10% | +$444K |
|
291
PUT
Intuit
INTU
$81.1B
| $4.79M | 0.01% |
18,000
+5,900
| +49% | +$1.62M |
|
292
CALL
Northrop Grumman
NOC
$77B
| $4.76M | 0.01% |
+12,700
| New | +$4.5M |
|
293
PUT
Spotify
SPOT
$99.2B
| $4.72M | 0.01% |
41,400
-4,400
| -10% | -$621K |
|
294
CALL
Whirlpool
WHR
$2.42B
| $4.7M | 0.01% |
29,700
+900
| +3% | +$129K |
|
295
PUT
Gilead Sciences
GILD
$161B
| $4.68M | 0.01% |
73,900
-10,400
| -12% | -$680K |
|
296
CALL
iShares Core MSCI Emerging Markets ETF
IEMG
$149B
| $4.67M | 0.01% |
82,300
+9,500
| +13% | +$471K |
|
|
297
CALL
MongoDB
MDB
$24B
| $4.66M | 0.01% |
38,700
+27,700
| +252% | +$4M |
|
|
SHNY
298
PUT
DELISTED
Direxion Daily Silver Miners Index Bull 2X Shares
SHNY
| $4.61M | 0.01% |
138,500
-78,700
| -36% | -$2.62M |
|
299
CALL
Carnival Corporation Ltd
CCL
$36.1B
| $4.61M | 0.01% |
105,400
+58,000
| +122% | +$2.68M |
|
|
RWVG
300
DELISTED
Direxion Russell 1000 Value Over Growth ETF
RWVG
| $4.58M | 0.01% |
83,574
+64,023
| +327% | +$3.43M |
|
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.