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 | |
|---|---|---|---|---|---|---|
251
CALL
Bristol-Myers Squibb
BMY
$127B
| $8.24M | 0.02% |
128,400
-56,900
| -31% | -$3.26M |
|
252
CALL
Halliburton
HAL
$27.9B
| $8.21M | 0.02% |
335,300
+157,300
| +88% | +$3.32M |
|
253
CALL
3M
MMM
$89B
| $8.15M | 0.02% |
55,255
+25,714
| +87% | +$3.6M |
|
254
PUT
ConocoPhillips
COP
$147B
| $8.11M | 0.02% |
124,700
+38,500
| +45% | +$2.26M |
|
255
CALL
Ford
F
$57.3B
| $8.09M | 0.02% |
869,500
+116,500
| +15% | +$1.05M |
|
256
AT&T
T
$165B
| $8.08M | 0.02% |
+273,863
| New | +$7.91M |
|
257
PUT
Domino's
DPZ
$11B
| $8.08M | 0.02% |
27,500
-4,600
| -14% | -$1.27M |
|
258
CALL
Western Digital
WDC
$179B
| $8M | 0.02% |
166,830
-63,107
| -27% | -$2.63M |
|
|
259
PUT
Ford
F
$57.3B
| $7.99M | 0.02% |
859,600
+119,200
| +16% | +$1.07M |
|
260
CALL
United Airlines
UAL
$38.4B
| $7.99M | 0.02% |
90,700
+31,900
| +54% | +$2.86M |
|
261
CALL
PepsiCo
PEP
$186B
| $7.97M | 0.02% |
58,300
+1,100
| +2% | +$150K |
|
262
CALL
American Express
AXP
$223B
| $7.94M | 0.02% |
63,800
+42,000
| +193% | +$5.02M |
|
263
CALL
NXP Semiconductors
NXPI
$68B
| $7.94M | 0.02% |
62,400
-26,400
| -30% | -$3.06M |
|
264
PUT
Illumina
ILMN
$29.4B
| $7.83M | 0.02% |
24,261
+7,916
| +48% | +$2.4M |
|
265
CALL
Macy's
M
$6.15B
| $7.81M | 0.02% |
459,500
+167,100
| +57% | +$2.61M |
|
266
CALL
Accenture
ACN
$89.9B
| $7.69M | 0.02% |
36,500
+19,100
| +110% | +$3.72M |
|
267
CALL
Autodesk
ADSK
$44.3B
| $7.63M | 0.02% |
41,600
-12,000
| -22% | -$1.94M |
|
268
PUT
Oracle
ORCL
$331B
| $7.62M | 0.02% |
143,800
-34,900
| -20% | -$1.92M |
|
269
PUT
AB InBev
BUD
$158B
| $7.61M | 0.02% |
92,800
-31,600
| -25% | -$2.63M |
|
270
PUT
Capital One
COF
$124B
| $7.61M | 0.02% |
73,900
+28,500
| +63% | +$2.75M |
|
|
X
271
CALL
DELISTED
US Steel
X
| $7.55M | 0.02% |
662,000
-21,100
| -3% | -$262K |
|
272
CALL
Coca-Cola
KO
$354B
| $7.51M | 0.02% |
135,700
-6,400
| -5% | -$344K |
|
|
UWC
273
CALL
DELISTED
PROSHARES TR ULTRA RUSSELL3000
UWC
| $7.5M | 0.02% |
86,600
-42,200
| -33% | -$3.65M |
|
|
UWC
274
PUT
DELISTED
PROSHARES TR ULTRA RUSSELL3000
UWC
| $7.45M | 0.02% |
86,100
-25,400
| -23% | -$2.2M |
|
275
CALL
US Bancorp Series B Preferred Stock
USB.PRH
$746M
| $7.45M | 0.02% |
125,600
+67,400
| +116% | +$1.46M |
|
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.