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 | |
|---|---|---|---|---|---|---|
301
State Street Financial Select Sector SPDR ETF
XLF
$55.6B
| $6.42M | 0.02% |
208,560
+184,524
| +768% | +$5.42M |
|
302
PUT
Northrop Grumman
NOC
$77B
| $6.36M | 0.02% |
18,500
-3,300
| -15% | -$1.16M |
|
303
CALL
Sarepta Therapeutics
SRPT
$1.66B
| $6.28M | 0.02% |
48,700
+20,000
| +70% | +$2.02M |
|
304
CALL
NetEase
NTES
$76.5B
| $6.25M | 0.02% |
102,000
-1,000
| -1% | -$58.6K |
|
|
AGN
305
PUT
DELISTED
Allergan plc
AGN
| $6.23M | 0.02% |
32,600
-8,900
| -21% | -$1.61M |
|
|
USLV
306
DELISTED
VelocitySharesTM 3x Long Silver ETN linked to the S&P GSCI Silver Index ER
USLV
| $6.21M | 0.02% |
+67,691
| New | +$5.83M |
|
|
X
307
PUT
DELISTED
US Steel
X
| $6.04M | 0.02% |
529,800
+174,400
| +49% | +$2.16M |
|
308
PUT
Macy's
M
$6.15B
| $5.98M | 0.02% |
351,900
+62,800
| +22% | +$983K |
|
309
CALL
Freeport-McMoran
FCX
$90B
| $5.98M | 0.02% |
455,600
+67,600
| +17% | +$742K |
|
310
CALL
PNC Financial Services
PNC
$100B
| $5.87M | 0.02% |
36,800
+18,900
| +106% | +$2.84M |
|
311
American Express
AXP
$223B
| $5.87M | 0.02% |
+47,167
| New | +$5.64M |
|
312
PUT
eBay
EBAY
$48.6B
| $5.87M | 0.02% |
162,500
+19,000
| +13% | +$688K |
|
313
CALL
Las Vegas Sands
LVS
$30.5B
| $5.83M | 0.02% |
84,500
+10,600
| +14% | +$661K |
|
314
PUT
Intuit
INTU
$81.1B
| $5.79M | 0.01% |
22,100
+4,100
| +23% | +$1.07M |
|
315
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$293M
| $5.76M | 0.01% |
+217,166
| New | +$5.54M |
|
|
DOCU
316
CALL
DocuSign
DOCU
$9.63B
| $5.75M | 0.01% |
77,600
+32,200
| +71% | +$2.21M |
|
317
PUT
Halliburton
HAL
$27.9B
| $5.74M | 0.01% |
234,500
+48,900
| +26% | +$1.03M |
|
318
PUT
American Tower
AMT
$77.7B
| $5.68M | 0.01% |
24,700
+5,600
| +29% | +$1.22M |
|
319
JPMorgan Chase
JPM
$939B
| $5.67M | 0.01% |
40,690
+21,859
| +116% | +$2.8M |
|
320
CALL
Spotify
SPOT
$99.2B
| $5.67M | 0.01% |
37,900
-10,100
| -21% | -$1.39M |
|
321
PUT
SLB Ltd
SLB
$77.8B
| $5.58M | 0.01% |
138,900
-51,300
| -27% | -$1.83M |
|
322
CALL
BP
BP
$113B
| $5.53M | 0.01% |
146,500
-6,000
| -4% | -$228K |
|
323
Invesco S&P 500 Top 50 ETF
XLG
$10.5B
| $5.51M | 0.01% |
+236,290
| New | +$5.25M |
|
324
PUT
ServiceNow
NOW
$102B
| $5.5M | 0.01% |
+97,500
| New | +$5.14M |
|
|
325
PUT
Sarepta Therapeutics
SRPT
$1.66B
| $5.48M | 0.01% |
42,500
+20,400
| +92% | +$2.06M |
|
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.