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 | |
|---|---|---|---|---|---|---|
451
PUT
iQIYI
IQ
$1.18B
| $1.69M | 0.01% |
+81,800
| New | +$1.69M |
|
|
K
452
CALL
DELISTED
Kellanova
K
| $1.68M | 0.01% |
33,441
+10,863
| +48% | +$577K |
|
453
CALL
MongoDB
MDB
$24B
| $1.67M | 0.01% |
+11,000
| New | +$1.6M |
|
454
CALL
PG&E
PCG
$47.8B
| $1.66M | 0.01% |
+72,600
| New | +$1.46M |
|
455
Direxion Daily S&P 500 Bear 3x ETF
SPXS
$332M
| $1.66M | 0.01% |
905
+439
| +94% | +$868K |
|
456
CALL
AerCap
AER
$23.9B
| $1.65M | 0.01% |
31,800
+4,200
| +15% | +$206K |
|
457
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.24B
| $1.63M | 0.01% |
14,989
+3,175
| +27% | +$343K |
|
458
CALL
Devon Energy
DVN
$51.9B
| $1.63M | 0.01% |
57,100
-23,000
| -29% | -$684K |
|
459
PUT
Kimberly-Clark
KMB
$36.4B
| $1.63M | 0.01% |
+12,200
| New | +$1.57M |
|
460
PUT
Blackstone
BX
$104B
| $1.62M | 0.01% |
+36,500
| New | +$1.46M |
|
|
CRON
461
PUT
Cronos Group
CRON
$1.05B
| $1.6M | 0.01% |
100,200
-65,400
| -39% | -$1.06M |
|
462
CALL
RTX Corp
RTX
$287B
| $1.6M | 0.01% |
+19,545
| New | +$1.63M |
|
463
PUT
NetApp
NTAP
$32.9B
| $1.59M | 0.01% |
+25,800
| New | +$1.74M |
|
464
CALL
APA Corp
APA
$12.8B
| $1.59M | 0.01% |
+54,900
| New | +$1.71M |
|
465
ProShares UltraShort Silver
ZSL
$92.7M
| $1.58M | 0.01% |
258
-30
| -10% | -$194K |
|
|
UGLD
466
DELISTED
VelocitySharesTM 3x Long Gold ETN linked to the S&P GSCI Gold Index ER
UGLD
| $1.57M | 0.01% |
13,019
+1,396
| +12% | +$136K |
|
467
PUT
Alcoa
AA
$11.7B
| $1.57M | 0.01% |
66,900
-13,600
| -17% | -$339K |
|
468
PUT
Royal Caribbean
RCL
$78.7B
| $1.56M | 0.01% |
12,900
-29,800
| -70% | -$3.63M |
|
|
HES
469
PUT
DELISTED
Hess
HES
| $1.54M | 0.01% |
24,300
+5,000
| +26% | +$309K |
|
470
CALL
Shake Shack
SHAK
$2.3B
| $1.54M | 0.01% |
21,400
+4,400
| +26% | +$272K |
|
|
APC
471
CALL
DELISTED
Anadarko Petroleum
APC
| $1.51M | ﹤0.01% |
21,400
-21,400
| -50% | -$1.43M |
|
472
PUT
Dollar General
DG
$25.9B
| $1.5M | ﹤0.01% |
11,100
+200
| +2% | +$25.3K |
|
473
PUT
General Mills
GIS
$19.2B
| $1.49M | ﹤0.01% |
28,400
+5,800
| +26% | +$300K |
|
|
K
474
PUT
DELISTED
Kellanova
K
| $1.47M | ﹤0.01% |
29,288
+7,881
| +37% | +$418K |
|
475
PUT
Best Buy
BBY
$18B
| $1.47M | ﹤0.01% |
21,100
-18,400
| -47% | -$1.28M |
|
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.