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 | |
|---|---|---|---|---|---|---|
351
iShares Core S&P 500 ETF
IVV
$876B
| $3.15M | 0.01% |
+10,685
| New | +$3.1M |
|
352
PUT
Bausch Health
BHC
$1.65B
| $3.11M | 0.01% |
123,300
-22,300
| -15% | -$529K |
|
353
CALL
Freeport-McMoran
FCX
$90B
| $3.1M | 0.01% |
267,200
+27,900
| +12% | +$325K |
|
354
CALL
CME Group
CME
$92.2B
| $3.05M | 0.01% |
15,700
+3,900
| +33% | +$719K |
|
355
CALL
Workday
WDAY
$33.4B
| $3M | 0.01% |
14,600
+700
| +5% | +$141K |
|
356
CALL
Kohl's
KSS
$2.03B
| $2.99M | 0.01% |
62,900
+6,600
| +12% | +$398K |
|
357
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.4B
| $2.97M | 0.01% |
49,800
+6,400
| +15% | +$375K |
|
|
358
PUT
Freeport-McMoran
FCX
$90B
| $2.96M | 0.01% |
255,400
-33,400
| -12% | -$389K |
|
359
CALL
Tilray
TLRY
$479M
| $2.94M | 0.01% |
6,320
+570
| +10% | +$272K |
|
360
Microsoft
MSFT
$2.84T
| $2.9M | 0.01% |
21,686
-29,888
| -58% | -$3.79M |
|
361
PUT
Carnival Corporation Ltd
CCL
$36.1B
| $2.86M | 0.01% |
61,500
+7,600
| +14% | +$398K |
|
|
VIIX
362
DELISTED
VelocityShares VIX Short Term ETN
VIIX
| $2.86M | 0.01% |
52,043
-6,854
| -12% | -$402K |
|
363
CALL
Marvell Technology
MRVL
$174B
| $2.85M | 0.01% |
119,600
+68,600
| +135% | +$1.6M |
|
|
CRON
364
CALL
Cronos Group
CRON
$1.05B
| $2.84M | 0.01% |
177,600
+38,900
| +28% | +$628K |
|
365
PUT
Okta
OKTA
$24.1B
| $2.79M | 0.01% |
+22,600
| New | +$2.45M |
|
366
CALL
Southwest Airlines
LUV
$22B
| $2.77M | 0.01% |
54,500
-10,700
| -16% | -$554K |
|
367
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$33.9B
| $2.71M | 0.01% |
35,000
-57,200
| -62% | -$4.35M |
|
368
PUT
MongoDB
MDB
$24B
| $2.69M | 0.01% |
+17,700
| New | +$2.57M |
|
|
DWT
369
DELISTED
VelocityShares 3x Inverse Crude Oil ETNs linked to the S&P GSCI Crude Oil Index ER
DWT
| $2.69M | 0.01% |
+407,256
| New | +$2.7M |
|
370
PUT
iShares Core MSCI Emerging Markets ETF
IEMG
$149B
| $2.68M | 0.01% |
49,100
+24,000
| +96% | +$1.23M |
|
371
PUT
Tyson Foods
TSN
$20.2B
| $2.66M | 0.01% |
+33,000
| New | +$2.54M |
|
372
State Street Energy Select Sector SPDR ETF
XLE
$39.5B
| $2.64M | 0.01% |
82,816
-116,510
| -58% | -$3.73M |
|
373
CALL
Centene
CNC
$31.3B
| $2.61M | 0.01% |
49,800
+34,800
| +232% | +$1.88M |
|
374
NextEra Energy
NEE
$187B
| $2.6M | 0.01% |
+50,832
| New | +$2.5M |
|
|
ALXN
375
CALL
DELISTED
Alexion Pharmaceuticals
ALXN
| $2.57M | 0.01% |
19,600
-5,600
| -22% | -$722K |
|
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.