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 | |
|---|---|---|---|---|---|---|
351
Invesco AI and Next Gen Software ETF
IGPT
$1.21B
| $3.6M | 0.01% |
+116,031
| New | +$3.78M |
|
352
PUT
iShares Core MSCI Emerging Markets ETF
IEMG
$149B
| $3.58M | 0.01% |
63,000
+13,900
| +28% | +$689K |
|
353
CALL
Southwest Airlines
LUV
$22.1B
| $3.54M | 0.01% |
65,600
+11,100
| +20% | +$581K |
|
354
Invesco S&P MidCap 400 Pure Value ETF
RFV
$335M
| $3.54M | 0.01% |
+55,427
| New | +$3.5M |
|
355
PUT
Freeport-McMoran
FCX
$90B
| $3.52M | 0.01% |
367,300
+111,900
| +44% | +$1.15M |
|
356
PUT
Halliburton
HAL
$27.9B
| $3.5M | 0.01% |
185,600
+9,600
| +5% | +$199K |
|
357
ProShares UltraShort S&P500
SDS
$406M
| $3.5M | 0.01% |
+4,741
| New | +$3.58M |
|
358
PUT
PNC Financial Services
PNC
$100B
| $3.49M | 0.01% |
24,900
-15,700
| -39% | -$2.13M |
|
359
CALL
Workday
WDAY
$33.4B
| $3.45M | 0.01% |
20,300
+5,700
| +39% | +$1.1M |
|
360
CALL
American International
AIG
$41.9B
| $3.44M | 0.01% |
61,700
-41,400
| -40% | -$2.29M |
|
361
PUT
Dollar General
DG
$25.9B
| $3.43M | 0.01% |
21,600
+10,500
| +95% | +$1.52M |
|
362
PUT
Expedia Group
EXPE
$31.2B
| $3.41M | 0.01% |
25,400
-4,900
| -16% | -$647K |
|
363
CALL
Kraft Heinz
KHC
$30.4B
| $3.41M | 0.01% |
122,000
-59,900
| -33% | -$1.72M |
|
|
VMW
364
CALL
DELISTED
VMware, Inc
VMW
| $3.41M | 0.01% |
22,700
+9,700
| +75% | +$1.53M |
|
|
WBA
365
PUT
DELISTED
Walgreens Boots Alliance
WBA
| $3.39M | 0.01% |
61,300
-5,800
| -9% | -$311K |
|
366
PUT
Marathon Petroleum
MPC
$90.3B
| $3.37M | 0.01% |
55,400
-26,700
| -33% | -$1.41M |
|
|
367
CALL
Halliburton
HAL
$27.9B
| $3.35M | 0.01% |
178,000
-36,900
| -17% | -$764K |
|
368
CALL
Accenture
ACN
$89.9B
| $3.35M | 0.01% |
17,400
-4,300
| -20% | -$832K |
|
|
SPLK
369
PUT
DELISTED
Splunk Inc
SPLK
| $3.32M | 0.01% |
28,200
-5,900
| -17% | -$737K |
|
|
SPLK
370
CALL
DELISTED
Splunk Inc
SPLK
| $3.31M | 0.01% |
28,100
-18,600
| -40% | -$2.32M |
|
|
371
CALL
Expedia Group
EXPE
$31.2B
| $3.31M | 0.01% |
24,600
+700
| +3% | +$92.5K |
|
372
CALL
Abbott
ABT
$180B
| $3.3M | 0.01% |
39,400
-1,600
| -4% | -$136K |
|
373
CALL
US Bancorp Series B Preferred Stock
USB.PRH
$746M
| $3.22M | 0.01% |
58,200
+13,800
| +31% | +$287K |
|
374
Visa
V
$677B
| $3.19M | 0.01% |
+18,516
| New | +$3.3M |
|
375
PUT
Kroger
KR
$34.8B
| $3.18M | 0.01% |
123,400
+29,400
| +31% | +$684K |
|
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.