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 | |
|---|---|---|---|---|---|---|
326
CALL
Eli Lilly
LLY
$1.07T
| $4.06M | 0.01% |
36,300
+1,400
| +4% | +$156K |
|
327
PUT
Union Pacific
UNP
$183B
| $4.05M | 0.01% |
25,000
-4,100
| -14% | -$689K |
|
328
Invesco S&P 500 Equal Weight Technology ETF
RSPT
$5.38B
| $4.04M | 0.01% |
225,980
-40,970
| -15% | -$735K |
|
329
PUT
Okta
OKTA
$24.1B
| $4.03M | 0.01% |
40,900
+18,300
| +81% | +$2.29M |
|
330
PUT
Las Vegas Sands
LVS
$30.5B
| $4.01M | 0.01% |
69,500
-18,800
| -21% | -$1.1M |
|
331
CALL
Comcast
CMCSA
$79.1B
| $3.98M | 0.01% |
88,400
-73,000
| -45% | -$3.23M |
|
332
CALL
Occidental Petroleum
OXY
$57B
| $3.98M | 0.01% |
89,600
-25,200
| -22% | -$1.19M |
|
333
Direxion Daily 20+ Year Treasury Bear 3X ETF
TMV
$180M
| $3.96M | 0.01% |
+152,511
| New | +$4.48M |
|
|
OILD
334
DELISTED
ProShares UltraPro 3x Short Crude Oil ETF
OILD
| $3.95M | 0.01% |
235,363
+215,246
| +1,070% | +$4.16M |
|
|
335
PUT
Occidental Petroleum
OXY
$57B
| $3.92M | 0.01% |
88,100
-9,200
| -9% | -$435K |
|
|
RWGV
336
DELISTED
Direxion Russell 1000 Growth Over Value ETF
RWGV
| $3.86M | 0.01% |
64,929
+45,654
| +237% | +$2.75M |
|
337
PUT
Marriott International
MAR
$98.7B
| $3.85M | 0.01% |
31,000
-6,800
| -18% | -$902K |
|
338
PUT
Bausch Health
BHC
$1.65B
| $3.82M | 0.01% |
175,000
+51,700
| +42% | +$1.18M |
|
339
CALL
Kroger
KR
$34.8B
| $3.82M | 0.01% |
148,200
+35,100
| +31% | +$817K |
|
340
Microsoft
MSFT
$2.84T
| $3.8M | 0.01% |
27,326
+5,640
| +26% | +$776K |
|
341
PUT
Carnival Corporation Ltd
CCL
$36.1B
| $3.75M | 0.01% |
85,900
+24,400
| +40% | +$1.13M |
|
|
CELG
342
PUT
DELISTED
Celgene Corp
CELG
| $3.73M | 0.01% |
37,600
-7,300
| -16% | -$694K |
|
343
CALL
Freeport-McMoran
FCX
$90B
| $3.71M | 0.01% |
388,000
+120,800
| +45% | +$1.24M |
|
344
CALL
State Street Technology Select Sector SPDR ETF
XLK
$115B
| $3.7M | 0.01% |
92,000
-84,800
| -48% | -$3.39M |
|
345
Direxion Daily Junior Gold Miners Index Bear 2X ETF
JDST
$30.4M
| $3.7M | 0.01% |
42
+33
| +367% | +$2.83M |
|
346
Direxion Daily Gold Miners Index Bull 2X ETF
NUGT
$863M
| $3.69M | 0.01% |
26,469
+19,405
| +275% | +$3.31M |
|
347
Invesco Bloomberg MVP Multi-factor ETF
BMVP
$104M
| $3.65M | 0.01% |
+115,203
| New | +$3.7M |
|
348
PUT
Regeneron Pharmaceuticals
REGN
$68.8B
| $3.63M | 0.01% |
13,100
-13,200
| -50% | -$3.91M |
|
349
PUT
Workday
WDAY
$33.4B
| $3.62M | 0.01% |
21,300
-1,200
| -5% | -$232K |
|
350
PUT
Tilray
TLRY
$479M
| $3.62M | 0.01% |
14,620
+9,490
| +185% | +$3.46M |
|
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.