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 |
iShares Russell 2000 ETF
IWM
|
+$60.9M |
| 2 |
Mastercard
MA
|
+$30.2M |
| 3 |
United States Oil Fund
USO
|
+$24.4M |
| 4 |
ProShares Short VIX Short-Term Futures ETF
SVXY
|
+$24.3M |
| 5 |
ProShares UltraPro Short QQQ
SQQQ
|
+$22.2M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$221M |
| 2 |
Apple
AAPL
|
+$66.6M |
| 3 |
ProShares UltraPro S&P 500
UPRO
|
+$61.8M |
| 4 |
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
|
+$18.7M |
| 5 |
DGAZ
VelocityShares 3x Inverse Natural Gas ETN linked to the S&P GSCI Natural Gas Index Excess Return
DGAZ
|
+$17.4M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 0.15% |
| 2 | Healthcare | 0.05% |
| 3 | Communication Services | 0.03% |
| 4 | Technology | 0.02% |
| 5 | Consumer Staples | 0.01% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
251
ProShares UltraPro QQQ
TQQQ
$31.4B
| $7.37M | 0.02% |
1,238,104
+1,119,400
| +943% | +$11.7M |
|
252
PUT
Newmont
NEM
$98.7B
| $7.29M | 0.02% |
161,100
+108,000
| +203% | +$4.87M |
|
253
PUT
Constellation Brands
STZ
$22.3B
| $7.21M | 0.02% |
50,300
+16,100
| +47% | +$2.84M |
|
254
Invesco S&P MidCap 400 Pure Growth ETF
RFG
$342M
| $7.21M | 0.02% |
323,010
+89,970
| +39% | +$2.53M |
|
255
PUT
Carnival Corporation Ltd
CCL
$37.2B
| $7.17M | 0.02% |
544,400
+474,100
| +674% | +$16.9M |
|
256
CALL
Elevance Health
ELV
$81.9B
| $7.15M | 0.02% |
31,500
+13,600
| +76% | +$3.71M |
|
257
Invesco S&P 500 Equal Weight Health Care ETF
RSPH
$751M
| $7.09M | 0.01% |
374,690
+61,720
| +20% | +$1.31M |
|
|
DOCU
258
PUT
DocuSign
DOCU
$10.2B
| $7.08M | 0.01% |
76,600
+26,500
| +53% | +$2.13M |
|
|
WORK
259
CALL
DELISTED
Slack Technologies, Inc.
WORK
| $7M | 0.01% |
261,000
+140,600
| +117% | +$3.39M |
|
260
CALL
Twilio
TWLO
$29.5B
| $6.99M | 0.01% |
78,100
-24,400
| -24% | -$2.68M |
|
261
PUT
MongoDB
MDB
$25B
| $6.96M | 0.01% |
51,000
+600
| +1% | +$88.6K |
|
262
CALL
Pinduoduo
PDD
$120B
| $6.94M | 0.01% |
+192,500
| New | +$7.03M |
|
263
CALL
Amgen
AMGN
$203B
| $6.93M | 0.01% |
34,200
-3,900
| -10% | -$852K |
|
264
PUT
BP
BP
$109B
| $6.93M | 0.01% |
284,000
+170,300
| +150% | +$5.51M |
|
265
CALL
Occidental Petroleum
OXY
$54.9B
| $6.9M | 0.01% |
596,100
+497,700
| +506% | +$16.3M |
|
266
CALL
Accenture
ACN
$95.1B
| $6.76M | 0.01% |
41,400
+4,900
| +13% | +$944K |
|
267
AT&T
T
$167B
| $6.64M | 0.01% |
301,716
+27,853
| +10% | +$761K |
|
|
RWVG
268
DELISTED
Direxion Russell 1000 Value Over Growth ETF
RWVG
| $6.64M | 0.01% |
172,270
+11,914
| +7% | +$599K |
|
|
269
CALL
Newmont
NEM
$98.7B
| $6.63M | 0.01% |
146,400
+119,800
| +450% | +$5.41M |
|
|
270
CALL
Constellation Brands
STZ
$22.3B
| $6.61M | 0.01% |
46,100
+22,800
| +98% | +$4.02M |
|
|
WORK
271
PUT
DELISTED
Slack Technologies, Inc.
WORK
| $6.59M | 0.01% |
245,600
+116,400
| +90% | +$2.81M |
|
272
PUT
American Express
AXP
$229B
| $6.55M | 0.01% |
76,500
-79,700
| -51% | -$9.27M |
|
|
DOCU
273
CALL
DocuSign
DOCU
$10.2B
| $6.5M | 0.01% |
70,300
-7,300
| -9% | -$587K |
|
274
CALL
Illumina
ILMN
$28.8B
| $6.47M | 0.01% |
24,364
-2,056
| -8% | -$575K |
|
|
275
CALL
United States Oil Fund
USO
$2.08B
| $6.46M | 0.01% |
191,950
+100,550
| +110% | +$7.75M |
|
Similar funds
IMC Chicago's Q1 2020 Portfolio in Review
As of Q1 2020, IMC Chicago held 982 positions worth $47.6B, up 22% from $38.9B the previous quarter. Its ten largest holdings account for 73% of the portfolio.
IMC Chicago deployed $17.2B of net new capital in Q1 2020, opening 212 new positions and adding to 376 existing holdings. Its largest new stake was Mastercard: 101,619 shares worth $24.5M.
By sector, the portfolio is most concentrated in Financials at 0.15% of assets, down from 0.15% a quarter earlier, followed by Healthcare and Communication Services.
On the sell side, the largest reduction was ProShares UltraPro S&P 500, an estimated $61.8M trimmed.
- IMC Chicago's largest Q1 2020 buy was Mastercard: 101,619 shares worth $24.5M.
- IMC Chicago added most to iShares Russell 2000 ETF in Q1 2020, an estimated $60.9M increase.
- IMC Chicago's biggest Q1 2020 reduction was ProShares UltraPro S&P 500, cutting an estimated $61.8M.
- IMC Chicago fully exited State Street SPDR S&P 500 ETF Trust in Q1 2020, selling an estimated $221M.
- IMC Chicago's ten largest holdings make up 73% of its $47.6B portfolio in Q1 2020.
- IMC Chicago opened 212 new positions and closed 160 in Q1 2020.
- IMC Chicago's portfolio value rose 22% quarter-over-quarter to $47.6B.
Based on IMC Chicago's 13F filing for Q1 2020, filed 14 May 2020.