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 | |
|---|---|---|---|---|---|---|
426
CALL
CarMax
KMX
$8.27B
| $2.38M | 0.01% |
27,100
-18,600
| -41% | -$1.6M |
|
427
PUT
Shake Shack
SHAK
$2.3B
| $2.36M | 0.01% |
24,100
+8,800
| +58% | +$777K |
|
428
PUT
Stryker
SYK
$127B
| $2.36M | 0.01% |
10,900
-4,600
| -30% | -$987K |
|
429
Marvell Technology
MRVL
$174B
| $2.36M | 0.01% |
94,355
+50,209
| +114% | +$1.26M |
|
430
CALL
Tyson Foods
TSN
$20.2B
| $2.35M | 0.01% |
27,300
-19,800
| -42% | -$1.68M |
|
431
PUT
Lyft
LYFT
$5.39B
| $2.34M | 0.01% |
57,200
-44,100
| -44% | -$2.41M |
|
432
CALL
Conagra Brands
CAG
$7.07B
| $2.33M | 0.01% |
76,100
+44,000
| +137% | +$1.27M |
|
|
FL
433
PUT
DELISTED
Foot Locker
FL
| $2.33M | 0.01% |
54,000
-1,600
| -3% | -$64.4K |
|
434
Direxion Daily Energy Bear 2X ETF
ERY
$37.5M
| $2.33M | 0.01% |
4,834
+1,331
| +38% | +$640K |
|
435
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$33.9B
| $2.32M | 0.01% |
29,900
-5,100
| -15% | -$391K |
|
|
436
PUT
Tyson Foods
TSN
$20.2B
| $2.3M | 0.01% |
26,700
-6,300
| -19% | -$536K |
|
437
PUT
Valero Energy
VLO
$89.8B
| $2.28M | 0.01% |
26,800
+5,500
| +26% | +$445K |
|
438
iShares MSCI Emerging Markets ETF
EEM
$28B
| $2.25M | 0.01% |
55,107
-90,787
| -62% | -$3.75M |
|
439
United States Brent Oil Fund
BNO
$815M
| $2.25M | 0.01% |
+124,002
| New | +$2.29M |
|
440
Invesco S&P 500 Equal Weight Materials ETF
RSPM
$185M
| $2.23M | 0.01% |
102,570
-7,425
| -7% | -$160K |
|
441
JPMorgan Chase
JPM
$939B
| $2.22M | 0.01% |
18,831
-35,032
| -65% | -$3.96M |
|
442
PUT
Five Below
FIVE
$11.2B
| $2.21M | 0.01% |
+17,500
| New | +$2.13M |
|
443
CALL
Ciena
CIEN
$55.3B
| $2.19M | 0.01% |
55,700
-1,400
| -2% | -$58.7K |
|
|
DOCU
444
PUT
DocuSign
DOCU
$9.63B
| $2.18M | 0.01% |
+35,200
| New | +$1.84M |
|
445
PUT
Newmont
NEM
$98.2B
| $2.18M | 0.01% |
57,500
-34,500
| -38% | -$1.34M |
|
446
PUT
Proshares UltraShort Technology
REW
$3.48M
| $2.16M | 0.01% |
1,039
+89
| +9% | +$96.8K |
|
447
CALL
Sarepta Therapeutics
SRPT
$1.66B
| $2.16M | 0.01% |
28,700
-15,300
| -35% | -$1.81M |
|
448
CALL
Trip.com Group
TCOM
$27.5B
| $2.15M | 0.01% |
73,400
+17,900
| +32% | +$629K |
|
449
Invesco S&P 500 Equal Weight ETF
RSP
$96.1B
| $2.12M | 0.01% |
+19,623
| New | +$2.11M |
|
450
PUT
Eli Lilly
LLY
$1.07T
| $2.11M | 0.01% |
18,900
-2,600
| -12% | -$289K |
|
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.