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 | |
|---|---|---|---|---|---|---|
576
PUT
Emerson Electric
EMR
$81.2B
| $747K | ﹤0.01% |
+11,200
| New | +$750K |
|
577
CALL
Campbell Soup
CPB
$6.38B
| $741K | ﹤0.01% |
18,500
+5,200
| +39% | +$204K |
|
578
CALL
Transocean
RIG
$5.89B
| $733K | ﹤0.01% |
114,400
-50,200
| -30% | -$373K |
|
579
CALL
First Majestic Silver
AG
$8.12B
| $721K | ﹤0.01% |
+91,200
| New | +$577K |
|
580
Plains All American Pipeline
PAA
$17.4B
| $685K | ﹤0.01% |
+28,140
| New | +$672K |
|
581
CALL
Abercrombie & Fitch
ANF
$4.04B
| $674K | ﹤0.01% |
42,000
+21,500
| +105% | +$497K |
|
|
BID
582
CALL
DELISTED
Sotheby's
BID
| $668K | ﹤0.01% |
11,500
-600
| -5% | -$25.1K |
|
|
MMP
583
DELISTED
Magellan Midstream Partners, L.P.
MMP
| $663K | ﹤0.01% |
+10,356
| New | +$643K |
|
584
ProShares Ultra Gold
UGL
$648M
| $661K | ﹤0.01% |
+60,396
| New | +$574K |
|
585
CALL
Viatris
VTRS
$20.1B
| $661K | ﹤0.01% |
34,700
+6,200
| +22% | +$137K |
|
586
Enterprise Products Partners
EPD
$83.9B
| $659K | ﹤0.01% |
+22,837
| New | +$658K |
|
587
PUT
Deutsche Bank
DB
$65.3B
| $658K | ﹤0.01% |
86,300
+44,300
| +105% | +$342K |
|
588
PUT
Agnico Eagle Mines
AEM
$72.3B
| $646K | ﹤0.01% |
+12,600
| New | +$550K |
|
|
BNY
589
PUT
Bank of New York Mellon
BNY
$109B
| $645K | ﹤0.01% |
14,600
+3,700
| +34% | +$174K |
|
|
WLL
590
CALL
DELISTED
Whiting Petroleum Corporation
WLL
| $637K | ﹤0.01% |
+455
| New | +$782K |
|
591
CALL
Cardinal Health
CAH
$52.9B
| $636K | ﹤0.01% |
13,500
+900
| +7% | +$41.5K |
|
592
Direxion Daily Gold Miners Index Bear 2X ETF
DUST
$72.8M
| $631K | ﹤0.01% |
22
-9
| -29% | -$430K |
|
593
PUT
Rio Tinto
RIO
$149B
| $630K | ﹤0.01% |
+10,100
| New | +$605K |
|
594
CALL
Gen Digital
GEN
$15.1B
| $629K | ﹤0.01% |
28,900
-30,400
| -51% | -$653K |
|
595
MPLX
MPLX
$58.4B
| $629K | ﹤0.01% |
+19,533
| New | +$622K |
|
596
CALL
Signet Jewelers
SIG
$3.48B
| $629K | ﹤0.01% |
35,200
+23,100
| +191% | +$496K |
|
597
PUT
Coty
COTY
$2.29B
| $627K | ﹤0.01% |
+46,800
| New | +$575K |
|
598
Direxion Daily FTSE Europe Bull 3x ETF
EURL
$49M
| $619K | ﹤0.01% |
+21,525
| New | +$592K |
|
599
PUT
Capri Holdings
CPRI
$1.78B
| $617K | ﹤0.01% |
17,800
-1,100
| -6% | -$44.7K |
|
600
CALL
BorgWarner
BWA
$13.2B
| $613K | ﹤0.01% |
+16,586
| New | +$588K |
|
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.