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 | |
|---|---|---|---|---|---|---|
276
PUT
Pfizer
PFE
$141B
| $6.46M | 0.01% |
208,481
-82,950
| -28% | -$2.83M |
|
277
PUT
Align Technology
ALGN
$12.1B
| $6.45M | 0.01% |
37,100
-28,300
| -43% | -$6.78M |
|
278
PUT
Marriott International
MAR
$100B
| $6.4M | 0.01% |
85,600
+60,600
| +242% | +$7.54M |
|
279
First Trust Dow Jones Internet Index Fund ETF
FDN
$4.94B
| $6.38M | 0.01% |
51,589
+36,702
| +247% | +$5.09M |
|
280
PUT
Twilio
TWLO
$29.8B
| $6.27M | 0.01% |
70,100
-53,200
| -43% | -$5.84M |
|
281
PUT
Oracle
ORCL
$347B
| $6.26M | 0.01% |
129,500
-14,300
| -10% | -$738K |
|
282
CALL
Philip Morris
PM
$305B
| $6.23M | 0.01% |
85,400
+33,200
| +64% | +$2.73M |
|
283
CALL
Mercado Libre
MELI
$93.2B
| $6.21M | 0.01% |
+12,700
| New | +$7.83M |
|
284
CALL
Tyson Foods
TSN
$21.5B
| $6.19M | 0.01% |
107,000
+77,800
| +266% | +$5.81M |
|
285
PUT
Applied Materials
AMAT
$403B
| $6.18M | 0.01% |
134,800
-118,300
| -47% | -$6.8M |
|
286
PUT
Okta
OKTA
$24.1B
| $6.17M | 0.01% |
50,500
+10,400
| +26% | +$1.3M |
|
287
Invesco AI and Next Gen Software ETF
IGPT
$1.16B
| $6.16M | 0.01% |
215,454
+169,476
| +369% | +$5.44M |
|
288
PUT
Illumina
ILMN
$28.8B
| $6.12M | 0.01% |
23,027
-1,234
| -5% | -$345K |
|
289
CALL
RH
RH
$3.42B
| $6.1M | 0.01% |
60,700
-11,400
| -16% | -$2.12M |
|
290
CALL
Snap
SNAP
$7.62B
| $6.08M | 0.01% |
510,900
-195,100
| -28% | -$2.99M |
|
291
PUT
Texas Instruments
TXN
$253B
| $6.06M | 0.01% |
60,600
-34,900
| -37% | -$4.19M |
|
292
PUT
NetEase
NTES
$79.6B
| $6M | 0.01% |
93,500
-55,000
| -37% | -$3.62M |
|
293
CALL
Direxion Daily Technology Bull 3x ETF
TECL
$4.98B
| $5.97M | 0.01% |
+2,293,000
| New | +$53.4M |
|
294
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.6B
| $5.96M | 0.01% |
121,600
+49,000
| +67% | +$2.89M |
|
295
CALL
Bristol-Myers Squibb
BMY
$128B
| $5.94M | 0.01% |
106,600
-21,800
| -17% | -$1.33M |
|
296
CALL
Blackrock
BLK
$164B
| $5.81M | 0.01% |
13,200
-1,100
| -8% | -$542K |
|
297
CALL
American Express
AXP
$229B
| $5.8M | 0.01% |
67,800
+4,000
| +6% | +$465K |
|
298
Blackstone
BX
$105B
| $5.78M | 0.01% |
+126,734
| New | +$7.01M |
|
|
XLNX
299
PUT
DELISTED
Xilinx Inc
XLNX
| $5.71M | 0.01% |
73,300
-124,000
| -63% | -$10.8M |
|
300
PUT
Elevance Health
ELV
$82.2B
| $5.7M | 0.01% |
25,100
-4,000
| -14% | -$1.09M |
|
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.