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 | |
|---|---|---|---|---|---|---|
|
HES
501
CALL
DELISTED
Hess
HES
| $1.28M | ﹤0.01% |
20,200
+5,100
| +34% | +$315K |
|
502
CALL
DuPont de Nemours
DD
$18.6B
| $1.28M | ﹤0.01% |
13,543
-1,344
| -9% | -$160K |
|
503
Direxion Daily MSCI Emerging Markets Bear 3X ETF
EDZ
$18.1M
| $1.27M | ﹤0.01% |
3,012
+653
| +28% | +$295K |
|
504
Energy Transfer Partners
ET
$70.2B
| $1.23M | ﹤0.01% |
+87,075
| New | +$1.29M |
|
505
Direxion Daily Junior Gold Miners Index Bear 2X ETF
JDST
$30.4M
| $1.22M | ﹤0.01% |
9
+2
| +29% | +$435K |
|
506
PUT
Abercrombie & Fitch
ANF
$4.19B
| $1.21M | ﹤0.01% |
75,700
+53,900
| +247% | +$1.25M |
|
507
CALL
International Paper
IP
$21.6B
| $1.2M | ﹤0.01% |
29,251
+11,299
| +63% | +$478K |
|
508
CALL
Agnico Eagle Mines
AEM
$72.5B
| $1.19M | ﹤0.01% |
23,200
-100
| -0.4% | -$4.36K |
|
|
509
PUT
International Paper
IP
$21.6B
| $1.18M | ﹤0.01% |
28,829
+13,306
| +86% | +$563K |
|
510
PUT
Invesco CurrencyShares Euro Currency Trust
FXE
$331M
| $1.18M | ﹤0.01% |
+10,900
| New | +$1.17M |
|
511
PUT
Devon Energy
DVN
$51.9B
| $1.17M | ﹤0.01% |
40,900
-18,100
| -31% | -$538K |
|
512
ProShares Short 7-10 Year Treasury
TBX
$15.8M
| $1.16M | ﹤0.01% |
43,171
+32,333
| +298% | +$894K |
|
513
CALL
American Electric Power
AEP
$73.6B
| $1.15M | ﹤0.01% |
13,100
+1,800
| +16% | +$155K |
|
514
PUT
Transocean
RIG
$5.91B
| $1.15M | ﹤0.01% |
179,700
+103,300
| +135% | +$767K |
|
515
CALL
General Mills
GIS
$19.2B
| $1.15M | ﹤0.01% |
21,800
-9,400
| -30% | -$486K |
|
|
RWGV
516
DELISTED
Direxion Russell 1000 Growth Over Value ETF
RWGV
| $1.13M | ﹤0.01% |
19,275
-17,491
| -48% | -$1.01M |
|
517
PUT
APA Corp
APA
$12.9B
| $1.13M | ﹤0.01% |
+38,900
| New | +$1.21M |
|
|
ACB
518
PUT
Aurora Cannabis
ACB
$165M
| $1.13M | ﹤0.01% |
1,198
-727
| -38% | -$730K |
|
519
CALL
Best Buy
BBY
$18B
| $1.12M | ﹤0.01% |
16,000
-13,600
| -46% | -$949K |
|
|
APC
520
PUT
DELISTED
Anadarko Petroleum
APC
| $1.11M | ﹤0.01% |
15,800
-16,600
| -51% | -$1.11M |
|
521
PUT
Shake Shack
SHAK
$2.27B
| $1.1M | ﹤0.01% |
15,300
+5,200
| +51% | +$321K |
|
522
CALL
Ball Corp
BALL
$16.9B
| $1.1M | ﹤0.01% |
+15,700
| New | +$975K |
|
523
CALL
Capital One
COF
$124B
| $1.09M | ﹤0.01% |
12,000
-12,200
| -50% | -$1.09M |
|
524
CALL
Ambarella
AMBA
$2.97B
| $1.07M | ﹤0.01% |
24,200
+10,900
| +82% | +$488K |
|
|
525
PUT
Ambarella
AMBA
$2.97B
| $1.06M | ﹤0.01% |
24,100
+9,800
| +69% | +$439K |
|
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.