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 | |
|---|---|---|---|---|---|---|
|
SPLK
301
PUT
DELISTED
Splunk Inc
SPLK
| $5.67M | 0.01% |
44,900
-12,900
| -22% | -$1.9M |
|
302
CALL
Ford
F
$58.5B
| $5.67M | 0.01% |
1,172,900
+303,400
| +35% | +$2.27M |
|
303
CALL
Applied Materials
AMAT
$410B
| $5.6M | 0.01% |
122,300
-15,700
| -11% | -$902K |
|
304
CALL
Marriott International
MAR
$101B
| $5.6M | 0.01% |
+74,800
| New | +$9.31M |
|
305
CALL
Comcast
CMCSA
$80.9B
| $5.58M | 0.01% |
162,300
-31,800
| -16% | -$1.34M |
|
306
CALL
ConocoPhillips
COP
$141B
| $5.53M | 0.01% |
179,500
+35,700
| +25% | +$1.82M |
|
307
PUT
Bristol-Myers Squibb
BMY
$128B
| $5.52M | 0.01% |
99,000
-108,900
| -52% | -$6.66M |
|
308
CALL
Okta
OKTA
$23.9B
| $5.51M | 0.01% |
45,100
+200
| +0.4% | +$25.1K |
|
309
PUT
Snap
SNAP
$7.6B
| $5.49M | 0.01% |
461,700
-319,700
| -41% | -$4.91M |
|
310
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$33.4B
| $5.49M | 0.01% |
93,000
+70,500
| +313% | +$5.31M |
|
311
PUT
Philip Morris
PM
$305B
| $5.49M | 0.01% |
75,200
-7,700
| -9% | -$634K |
|
312
PUT
Blackrock
BLK
$165B
| $5.46M | 0.01% |
12,400
-13,600
| -52% | -$6.7M |
|
|
XLNX
313
CALL
DELISTED
Xilinx Inc
XLNX
| $5.45M | 0.01% |
69,900
-50,900
| -42% | -$4.43M |
|
314
PUT
Southwest Airlines
LUV
$22.2B
| $5.42M | 0.01% |
152,200
+22,700
| +18% | +$1.13M |
|
315
CALL
iShares Core MSCI Emerging Markets ETF
IEMG
$150B
| $5.35M | 0.01% |
108,300
+79,800
| +280% | +$3.92M |
|
316
PUT
CrowdStrike
CRWD
$183B
| $5.32M | 0.01% |
+382,000
| New | +$5.39M |
|
317
PUT
Pinduoduo
PDD
$121B
| $5.31M | 0.01% |
+147,300
| New | +$5.38M |
|
|
318
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$33.4B
| $5.27M | 0.01% |
89,300
+62,000
| +227% | +$4.67M |
|
319
CALL
Autodesk
ADSK
$47.7B
| $5.2M | 0.01% |
33,300
-8,300
| -20% | -$1.52M |
|
320
PUT
Occidental Petroleum
OXY
$54.6B
| $5.19M | 0.01% |
447,800
+373,300
| +501% | +$12.3M |
|
321
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.6B
| $5.18M | 0.01% |
105,600
-8,800
| -8% | -$520K |
|
322
CALL
CME Group
CME
$92.3B
| $5.15M | 0.01% |
+29,800
| New | +$5.93M |
|
323
Invesco S&P 500 Top 50 ETF
XLG
$10.4B
| $5.15M | 0.01% |
263,560
+27,270
| +12% | +$614K |
|
324
PUT
Proshares UltraShort Technology
REW
$3.53M
| $5.14M | 0.01% |
4,131
+3,709
| +879% | +$2.89M |
|
325
CALL
Medtronic
MDT
$108B
| $5.1M | 0.01% |
56,600
+37,500
| +196% | +$3.99M |
|
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.