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 | |
|---|---|---|---|---|---|---|
501
CALL
AerCap
AER
$23.9B
| $1.56M | ﹤0.01% |
28,500
-3,300
| -10% | -$174K |
|
502
PUT
Kimberly-Clark
KMB
$36.4B
| $1.55M | ﹤0.01% |
10,900
-1,300
| -11% | -$179K |
|
|
GRMN
503
PUT
Garmin
GRMN
$46.9B
| $1.54M | ﹤0.01% |
18,200
-10,000
| -35% | -$807K |
|
|
ALXN
504
CALL
DELISTED
Alexion Pharmaceuticals
ALXN
| $1.54M | ﹤0.01% |
15,700
-3,900
| -20% | -$440K |
|
505
ProShares Ultra Silver
AGQ
$1.16B
| $1.54M | ﹤0.01% |
52,114
+33,128
| +174% | +$997K |
|
|
506
CALL
Kimberly-Clark
KMB
$36.4B
| $1.53M | ﹤0.01% |
10,800
+600
| +6% | +$82.5K |
|
|
TIF
507
CALL
DELISTED
Tiffany & Co.
TIF
| $1.52M | ﹤0.01% |
+16,400
| New | +$1.48M |
|
508
PUT
Invesco DB US Dollar Index Bullish Fund
UUP
$434M
| $1.51M | ﹤0.01% |
55,900
+45,200
| +422% | +$1.2M |
|
509
CALL
NetApp
NTAP
$32.9B
| $1.51M | ﹤0.01% |
28,800
+11,900
| +70% | +$638K |
|
|
CY
510
CALL
DELISTED
Cypress Semiconductor
CY
| $1.49M | ﹤0.01% |
64,000
+43,700
| +215% | +$999K |
|
511
CALL
Marriott International
MAR
$98.7B
| $1.47M | ﹤0.01% |
11,800
-3,200
| -21% | -$425K |
|
512
Roku
ROKU
$21.1B
| $1.47M | ﹤0.01% |
14,393
-6,953
| -33% | -$850K |
|
513
CALL
Devon Energy
DVN
$51.9B
| $1.46M | ﹤0.01% |
60,600
+3,500
| +6% | +$87.6K |
|
514
CALL
Suncor Energy
SU
$77.7B
| $1.46M | ﹤0.01% |
+46,100
| New | +$1.39M |
|
515
Invesco S&P Spin-Off ETF
CSD
$225M
| $1.45M | ﹤0.01% |
+31,263
| New | +$1.48M |
|
516
PUT
Dropbox
DBX
$6.81B
| $1.45M | ﹤0.01% |
72,000
+18,100
| +34% | +$386K |
|
517
ProShares Ultra Gold
UGL
$650M
| $1.44M | ﹤0.01% |
122,632
+62,236
| +103% | +$738K |
|
518
Direxion Daily Gold Miners Index Bear 2X ETF
DUST
$72.3M
| $1.42M | ﹤0.01% |
69
+47
| +214% | +$948K |
|
519
State Street SPDR NYSE Technology ETF
XNTK
$2.06B
| $1.41M | ﹤0.01% |
+19,432
| New | +$1.43M |
|
520
PUT
MetLife
MET
$61B
| $1.39M | ﹤0.01% |
29,500
+18,900
| +178% | +$901K |
|
|
SKX
521
CALL
DELISTED
Skechers
SKX
| $1.39M | ﹤0.01% |
37,100
+24,600
| +197% | +$844K |
|
522
CALL
Teva Pharmaceuticals
TEVA
$35.9B
| $1.38M | ﹤0.01% |
199,800
-30,100
| -13% | -$231K |
|
523
Ford
F
$57.3B
| $1.37M | ﹤0.01% |
+150,042
| New | +$1.43M |
|
|
524
PUT
Devon Energy
DVN
$51.9B
| $1.36M | ﹤0.01% |
56,600
+15,700
| +38% | +$393K |
|
525
Okta
OKTA
$24.1B
| $1.35M | ﹤0.01% |
+13,722
| New | +$1.71M |
|
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.