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 | |
|---|---|---|---|---|---|---|
301
Invesco S&P 500 Equal Weight Consumer Staples ETF
RSPS
$249M
| $4.37M | 0.01% |
+163,390
| New | +$4.36M |
|
302
CALL
United Airlines
UAL
$38.4B
| $4.36M | 0.01% |
49,800
+700
| +1% | +$59.2K |
|
303
CALL
Proshares UltraShort Technology
REW
$3.48M
| $4.32M | 0.01% |
+1,919
| New | +$2.32M |
|
304
CALL
Bausch Health
BHC
$1.65B
| $4.31M | 0.01% |
170,900
+12,300
| +8% | +$292K |
|
305
CALL
NetEase
NTES
$76.5B
| $4.3M | 0.01% |
84,000
+13,000
| +18% | +$690K |
|
|
SPLK
306
PUT
DELISTED
Splunk Inc
SPLK
| $4.29M | 0.01% |
34,100
-14,000
| -29% | -$1.78M |
|
|
WBA
307
CALL
DELISTED
Walgreens Boots Alliance
WBA
| $4.25M | 0.01% |
77,700
+66,500
| +594% | +$3.54M |
|
308
Invesco S&P 500 Equal Weight Energy ETF
RSPG
$572M
| $4.24M | 0.01% |
+87,394
| New | +$4.3M |
|
|
OILU
309
DELISTED
ProShares UltraPro 3x Crude Oil ETF
OILU
| $4.23M | 0.01% |
192,399
+111,992
| +139% | +$2.96M |
|
310
PUT
Skyworks Solutions
SWKS
$9.05B
| $4.2M | 0.01% |
54,300
+40,100
| +282% | +$3.18M |
|
|
B
311
CALL
Barrick Mining
B
$62.2B
| $4.16M | 0.01% |
263,700
+122,000
| +86% | +$1.62M |
|
312
CALL
Dropbox
DBX
$6.81B
| $4.15M | 0.01% |
165,800
+78,200
| +89% | +$1.81M |
|
|
CELG
313
PUT
DELISTED
Celgene Corp
CELG
| $4.15M | 0.01% |
44,900
-90,300
| -67% | -$8.57M |
|
314
PUT
Northrop Grumman
NOC
$77B
| $4.1M | 0.01% |
12,700
-11,500
| -48% | -$3.43M |
|
315
CALL
Whirlpool
WHR
$2.42B
| $4.1M | 0.01% |
+28,800
| New | +$3.86M |
|
316
PUT
Crown Castle
CCI
$32.7B
| $4.04M | 0.01% |
+31,000
| New | +$3.99M |
|
317
PUT
Expedia Group
EXPE
$31.2B
| $4.03M | 0.01% |
30,300
-400
| -1% | -$49.3K |
|
318
CALL
Accenture
ACN
$90B
| $4.01M | 0.01% |
21,700
-14,300
| -40% | -$2.57M |
|
319
PUT
Halliburton
HAL
$27.9B
| $4M | 0.01% |
176,000
+76,900
| +78% | +$2M |
|
320
CALL
iShares Core MSCI Emerging Markets ETF
IEMG
$149B
| $3.97M | 0.01% |
72,800
+38,200
| +110% | +$1.95M |
|
321
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.4B
| $3.97M | 0.01% |
66,600
+13,000
| +24% | +$761K |
|
322
CALL
CarMax
KMX
$8.27B
| $3.97M | 0.01% |
45,700
+5,500
| +14% | +$430K |
|
323
CALL
Macy's
M
$6.15B
| $3.92M | 0.01% |
182,700
-17,700
| -9% | -$402K |
|
324
CALL
Eli Lilly
LLY
$1.07T
| $3.87M | 0.01% |
34,900
-17,400
| -33% | -$2.05M |
|
325
CALL
Zoom
ZM
$25.8B
| $3.85M | 0.01% |
+43,300
| New | +$3.56M |
|
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.