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 | |
|---|---|---|---|---|---|---|
176
CALL
Western Digital
WDC
$179B
| $10.4M | 0.03% |
229,937
-5,425
| -2% | -$232K |
|
177
CALL
Petrobras
PBR
$121B
| $10.4M | 0.03% |
715,500
+602,400
| +533% | +$8.85M |
|
178
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$42.1B
| $10.3M | 0.03% |
113,900
+5,300
| +5% | +$484K |
|
179
PUT
Biogen
BIIB
$29.9B
| $10.2M | 0.03% |
44,000
-4,400
| -9% | -$1.02M |
|
|
CGC
180
CALL
Canopy Growth
CGC
$375M
| $9.99M | 0.03% |
43,590
+18,400
| +73% | +$5.63M |
|
181
PUT
Constellation Brands
STZ
$22.2B
| $9.91M | 0.03% |
47,800
-1,700
| -3% | -$341K |
|
182
PUT
Oracle
ORCL
$331B
| $9.83M | 0.03% |
178,700
-30,500
| -15% | -$1.68M |
|
183
CALL
Pfizer
PFE
$140B
| $9.82M | 0.03% |
288,164
+31,304
| +12% | +$1.14M |
|
|
AGN
184
CALL
DELISTED
Allergan plc
AGN
| $9.74M | 0.03% |
57,900
-54,500
| -48% | -$8.88M |
|
185
CALL
CVS Health
CVS
$137B
| $9.71M | 0.03% |
154,000
-12,000
| -7% | -$711K |
|
186
CALL
NXP Semiconductors
NXPI
$68B
| $9.69M | 0.03% |
88,800
+6,700
| +8% | +$684K |
|
187
CALL
Bristol-Myers Squibb
BMY
$127B
| $9.4M | 0.03% |
185,300
-300
| -0.2% | -$14.1K |
|
188
PUT
Applied Materials
AMAT
$426B
| $9.28M | 0.03% |
186,000
+35,900
| +24% | +$1.73M |
|
189
PUT
Trade Desk
TTD
$8.13B
| $9.17M | 0.03% |
+489,000
| New | +$11.6M |
|
190
VanEck Junior Gold Miners ETF
GDXJ
$7.06B
| $9.07M | 0.03% |
+250,192
| New | +$9.71M |
|
|
191
PUT
Western Digital
WDC
$179B
| $9.05M | 0.03% |
200,699
-34,530
| -15% | -$1.47M |
|
192
PUT
Amgen
AMGN
$203B
| $9.04M | 0.03% |
46,700
-20,200
| -30% | -$3.88M |
|
193
CALL
Lam Research
LRCX
$382B
| $8.97M | 0.03% |
388,000
-108,000
| -22% | -$2.27M |
|
194
CALL
JD.com
JD
$40.8B
| $8.96M | 0.03% |
317,800
-28,300
| -8% | -$855K |
|
195
CALL
Verizon
VZ
$194B
| $8.88M | 0.03% |
147,100
+18,000
| +14% | +$1.04M |
|
196
PUT
United Parcel Service
UPS
$97.6B
| $8.81M | 0.03% |
73,500
+600
| +0.8% | +$68.6K |
|
|
197
PUT
CVS Health
CVS
$137B
| $8.72M | 0.03% |
138,300
+6,800
| +5% | +$403K |
|
|
198
PUT
Verizon
VZ
$194B
| $8.72M | 0.03% |
144,500
+19,500
| +16% | +$1.12M |
|
199
PUT
Accenture
ACN
$89.9B
| $8.68M | 0.03% |
45,100
+15,100
| +50% | +$2.92M |
|
200
CALL
American Airlines Group
AAL
$9.58B
| $8.6M | 0.03% |
318,700
+52,500
| +20% | +$1.54M |
|
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.