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
|
+$69.8M |
| 2 |
Apple
AAPL
|
+$58.3M |
| 3 |
ProShares UltraPro S&P 500
UPRO
|
+$58.1M |
| 4 |
Invesco QQQ Trust
QQQ
|
+$24.6M |
| 5 |
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
|
+$20.1M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Amazon
AMZN
|
+$52.7M |
| 2 |
iShares 20+ Year Treasury Bond ETF
TLT
|
+$27.3M |
| 3 |
ProShares Short VIX Short-Term Futures ETF
SVXY
|
+$25.4M |
| 4 |
State Street SPDR S&P Biotech ETF
XBI
|
+$16M |
| 5 |
SPDR Gold Trust
GLD
|
+$11.3M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 0.29% |
| 2 | Financials | 0.15% |
| 3 | Healthcare | 0.09% |
| 4 | Consumer Discretionary | 0.06% |
| 5 | Communication Services | 0.05% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
226
PUT
Whirlpool
WHR
$2.42B
| $9.22M | 0.02% |
62,500
-4,200
| -6% | -$634K |
|
227
CALL
Amgen
AMGN
$203B
| $9.19M | 0.02% |
38,100
+9,400
| +33% | +$2.07M |
|
|
RWVG
228
DELISTED
Direxion Russell 1000 Value Over Growth ETF
RWVG
| $9.16M | 0.02% |
160,356
+76,782
| +92% | +$4.28M |
|
229
PUT
Verizon
VZ
$194B
| $9.12M | 0.02% |
148,500
+4,000
| +3% | +$241K |
|
230
PUT
NetEase
NTES
$76.5B
| $9.11M | 0.02% |
148,500
+37,500
| +34% | +$2.2M |
|
231
PUT
Delta Air Lines
DAL
$55.9B
| $9.09M | 0.02% |
155,500
+101,300
| +187% | +$5.68M |
|
232
PUT
Uber
UBER
$134B
| $9.09M | 0.02% |
305,800
-79,300
| -21% | -$2.35M |
|
233
CALL
General Motors
GM
$74.7B
| $9.07M | 0.02% |
247,800
+68,500
| +38% | +$2.49M |
|
234
PUT
Gilead Sciences
GILD
$161B
| $9.04M | 0.02% |
139,200
+65,300
| +88% | +$4.25M |
|
235
CALL
Petrobras
PBR
$121B
| $9.02M | 0.02% |
565,800
-149,700
| -21% | -$2.29M |
|
236
PUT
Accenture
ACN
$89.9B
| $9.01M | 0.02% |
42,800
-2,300
| -5% | -$448K |
|
237
CALL
Bausch Health
BHC
$1.65B
| $8.82M | 0.02% |
294,700
+66,300
| +29% | +$1.72M |
|
238
PUT
Elevance Health
ELV
$81.9B
| $8.79M | 0.02% |
29,100
-800
| -3% | -$220K |
|
|
ATVI
239
CALL
DELISTED
Activision Blizzard
ATVI
| $8.73M | 0.02% |
147,000
+8,000
| +6% | +$443K |
|
240
CALL
Comcast
CMCSA
$79.1B
| $8.73M | 0.02% |
194,100
+105,700
| +120% | +$4.71M |
|
|
SPLK
241
PUT
DELISTED
Splunk Inc
SPLK
| $8.66M | 0.02% |
57,800
+29,600
| +105% | +$3.89M |
|
|
SPLK
242
CALL
DELISTED
Splunk Inc
SPLK
| $8.64M | 0.02% |
57,700
+29,600
| +105% | +$3.89M |
|
243
CALL
Oracle
ORCL
$331B
| $8.62M | 0.02% |
162,700
+24,400
| +18% | +$1.34M |
|
244
PUT
PNC Financial Services
PNC
$100B
| $8.56M | 0.02% |
53,600
+28,700
| +115% | +$4.31M |
|
|
245
CALL
Verizon
VZ
$194B
| $8.54M | 0.02% |
139,100
-8,000
| -5% | -$483K |
|
246
CALL
Illumina
ILMN
$29.4B
| $8.53M | 0.02% |
26,420
+3,290
| +14% | +$997K |
|
247
PUT
CVS Health
CVS
$137B
| $8.45M | 0.02% |
113,700
-24,600
| -18% | -$1.73M |
|
248
CALL
Applied Materials
AMAT
$426B
| $8.42M | 0.02% |
138,000
-21,500
| -13% | -$1.21M |
|
249
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$42.1B
| $8.42M | 0.02% |
82,700
-31,200
| -27% | -$3M |
|
250
PUT
Skyworks Solutions
SWKS
$9.06B
| $8.24M | 0.02% |
68,200
+53,000
| +349% | +$5.21M |
|
Similar funds
IMC Chicago's Q4 2019 Portfolio in Review
As of Q4 2019, IMC Chicago held 887 positions worth $38.9B, up 20% from $32.3B the previous quarter. Its ten largest holdings account for 70% of the portfolio.
IMC Chicago deployed $3.25B of net new capital in Q4 2019, opening 162 new positions and adding to 363 existing holdings. Its largest new stake was Apple: 905,484 shares worth $66.5M.
By sector, the portfolio is most concentrated in Technology at 0.29% of assets, up from 0.1% a quarter earlier, followed by Financials and Healthcare.
On the sell side, the largest reduction was iShares 20+ Year Treasury Bond ETF, an estimated $27.3M trimmed.
- IMC Chicago's largest Q4 2019 buy was Apple: 905,484 shares worth $66.5M.
- IMC Chicago added most to State Street SPDR S&P 500 ETF Trust in Q4 2019, an estimated $69.8M increase.
- IMC Chicago's biggest Q4 2019 reduction was iShares 20+ Year Treasury Bond ETF, cutting an estimated $27.3M.
- IMC Chicago fully exited Amazon in Q4 2019, selling an estimated $52.7M.
- IMC Chicago's ten largest holdings make up 70% of its $38.9B portfolio in Q4 2019.
- IMC Chicago opened 162 new positions and closed 117 in Q4 2019.
- IMC Chicago's portfolio value rose 20% quarter-over-quarter to $38.9B.
Based on IMC Chicago's 13F filing for Q4 2019, filed 13 Feb 2020.