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 | |
|---|---|---|---|---|---|---|
276
PUT
Eli Lilly
LLY
$1.07T
| $7.44M | 0.02% |
56,600
+37,700
| +199% | +$4.37M |
|
|
277
CALL
Eli Lilly
LLY
$1.07T
| $7.36M | 0.02% |
56,000
+19,700
| +54% | +$2.28M |
|
278
PUT
Palo Alto Networks
PANW
$264B
| $7.26M | 0.02% |
188,400
+13,800
| +8% | +$522K |
|
279
CALL
MongoDB
MDB
$24B
| $7.2M | 0.02% |
54,700
+16,000
| +41% | +$2.1M |
|
280
CALL
Blackrock
BLK
$164B
| $7.19M | 0.02% |
+14,300
| New | +$6.78M |
|
281
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.4B
| $7.17M | 0.02% |
114,400
+5,000
| +5% | +$304K |
|
282
PUT
United States Oil Fund
USO
$2.45B
| $7.15M | 0.02% |
69,775
-74,488
| -52% | -$7.08M |
|
|
CGC
283
PUT
Canopy Growth
CGC
$375M
| $7.14M | 0.02% |
33,870
+7,640
| +29% | +$1.52M |
|
284
Invesco S&P MidCap 400 Pure Growth ETF
RFG
$343M
| $7.14M | 0.02% |
233,040
+81,065
| +53% | +$2.38M |
|
285
PUT
Philip Morris
PM
$301B
| $7.05M | 0.02% |
82,900
-2,800
| -3% | -$231K |
|
286
Invesco S&P 500 Equal Weight Consumer Staples ETF
RSPS
$249M
| $7.03M | 0.02% |
240,765
+68,045
| +39% | +$1.92M |
|
287
PUT
Southwest Airlines
LUV
$22.1B
| $6.99M | 0.02% |
129,500
+81,300
| +169% | +$4.51M |
|
288
Johnson & Johnson
JNJ
$635B
| $6.96M | 0.02% |
+47,733
| New | +$6.47M |
|
289
Invesco S&P 500 Equal Weight Health Care ETF
RSPH
$741M
| $6.93M | 0.02% |
+312,970
| New | +$6.53M |
|
290
Starbucks
SBUX
$118B
| $6.91M | 0.02% |
78,601
+31,161
| +66% | +$2.66M |
|
291
Coca-Cola
KO
$354B
| $6.9M | 0.02% |
+124,695
| New | +$6.7M |
|
292
PUT
United Parcel Service
UPS
$97.6B
| $6.84M | 0.02% |
58,400
-15,100
| -21% | -$1.79M |
|
293
PUT
Bausch Health
BHC
$1.65B
| $6.82M | 0.02% |
227,900
+52,900
| +30% | +$1.38M |
|
294
Walt Disney
DIS
$165B
| $6.77M | 0.02% |
+46,840
| New | +$6.54M |
|
295
CALL
SLB Ltd
SLB
$77.8B
| $6.71M | 0.02% |
167,000
-28,800
| -15% | -$1.03M |
|
|
VMW
296
PUT
DELISTED
VMware, Inc
VMW
| $6.71M | 0.02% |
44,200
+2,600
| +6% | +$407K |
|
|
297
PUT
MongoDB
MDB
$24B
| $6.63M | 0.02% |
50,400
+7,500
| +17% | +$985K |
|
298
PUT
General Motors
GM
$74.7B
| $6.59M | 0.02% |
180,000
-46,800
| -21% | -$1.7M |
|
|
CGC
299
CALL
Canopy Growth
CGC
$375M
| $6.54M | 0.02% |
31,030
-12,560
| -29% | -$2.49M |
|
300
PUT
Constellation Brands
STZ
$22.2B
| $6.49M | 0.02% |
34,200
-13,600
| -28% | -$2.57M |
|
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.