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 | |
|---|---|---|---|---|---|---|
626
PUT
Cheniere Energy
LNG
$56.5B
| $631K | ﹤0.01% |
10,000
-4,600
| -32% | -$295K |
|
627
PUT
Synchrony
SYF
$23.7B
| $624K | ﹤0.01% |
+18,300
| New | +$628K |
|
|
FITB
628
PUT
Fifth Third Bancorp
FITB
$52B
| $619K | ﹤0.01% |
+22,600
| New | +$620K |
|
629
PUT
CF Industries
CF
$19.2B
| $615K | ﹤0.01% |
12,500
-5,700
| -31% | -$276K |
|
630
CALL
Harley-Davidson
HOG
$2.68B
| $611K | ﹤0.01% |
17,000
-4,100
| -19% | -$141K |
|
631
PUT
NOV
NOV
$7.45B
| $608K | ﹤0.01% |
+28,700
| New | +$612K |
|
|
AMRN
632
PUT
Amarin Corp
AMRN
$284M
| $602K | ﹤0.01% |
1,985
-1,755
| -47% | -$613K |
|
633
Invesco S&P 500 Quality ETF
SPHQ
$19.4B
| $595K | ﹤0.01% |
+17,748
| New | +$592K |
|
634
General Motors
GM
$74.7B
| $594K | ﹤0.01% |
+15,857
| New | +$610K |
|
635
Ovintiv
OVV
$17.7B
| $593K | ﹤0.01% |
+25,790
| New | +$591K |
|
636
PUT
Avis
CAR
$5.63B
| $591K | ﹤0.01% |
20,900
+9,500
| +83% | +$291K |
|
|
DSLV
637
DELISTED
VelocitySharesTM 3x Inverse Silver ETN linked to the S&P GSCI Silver Inverse Index ER
DSLV
| $590K | ﹤0.01% |
+31,207
| New | +$653K |
|
638
CALL
International Paper
IP
$22.3B
| $581K | ﹤0.01% |
14,678
-14,573
| -50% | -$570K |
|
639
PUT
Dick's Sporting Goods
DKS
$18.4B
| $571K | ﹤0.01% |
14,000
-10,700
| -43% | -$385K |
|
640
BlackBerry
BB
$5.01B
| $561K | ﹤0.01% |
106,844
-23,236
| -18% | -$163K |
|
|
641
PUT
BlackBerry
BB
$5.01B
| $559K | ﹤0.01% |
106,400
-66,800
| -39% | -$469K |
|
642
PUT
Gen Digital
GEN
$15.6B
| $555K | ﹤0.01% |
23,500
-4,000
| -15% | -$93.3K |
|
643
United States Natural Gas Fund
UNG
$470M
| $554K | ﹤0.01% |
+6,951
| New | +$559K |
|
644
PUT
NIO
NIO
$11.3B
| $547K | ﹤0.01% |
350,500
-49,400
| -12% | -$151K |
|
645
PUT
Signet Jewelers
SIG
$3.55B
| $545K | ﹤0.01% |
32,500
-24,300
| -43% | -$382K |
|
646
ProShares UltraPro Short S&P 500
SPXU
$436M
| $519K | ﹤0.01% |
200
-170
| -46% | -$459K |
|
647
ProShares UltraShort Bloomberg Natural Gas
KOLD
$110M
| $518K | ﹤0.01% |
+1,757
| New | +$519K |
|
648
CALL
Invesco DB US Dollar Index Bullish Fund
UUP
$434M
| $518K | ﹤0.01% |
19,100
+8,200
| +75% | +$218K |
|
649
PUT
Assured Guaranty
AGO
$3.78B
| $516K | ﹤0.01% |
11,600
-6,400
| -36% | -$282K |
|
650
Direxion Daily MSCI Emerging Markets Bear 3X ETF
EDZ
$18.4M
| $507K | ﹤0.01% |
1,063
-1,949
| -65% | -$917K |
|
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.