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 | |
|---|---|---|---|---|---|---|
326
CALL
Oracle
ORCL
$345B
| $5.09M | 0.01% |
105,400
-57,300
| -35% | -$2.96M |
|
327
PUT
Cigna
CI
$77B
| $5.05M | 0.01% |
28,500
+10,000
| +54% | +$1.94M |
|
328
PUT
State Street SPDR NYSE Technology ETF
XNTK
$2.05B
| $5.04M | 0.01% |
194,900
-1,733,600
| -90% | -$143M |
|
329
PUT
Ford
F
$58.5B
| $4.99M | 0.01% |
1,033,500
+173,900
| +20% | +$1.3M |
|
330
CALL
PNC Financial Services
PNC
$99.6B
| $4.99M | 0.01% |
52,100
+15,300
| +42% | +$2.06M |
|
331
CALL
NextEra Energy
NEE
$185B
| $4.98M | 0.01% |
82,800
+40,000
| +93% | +$2.51M |
|
332
CALL
Spotify
SPOT
$102B
| $4.96M | 0.01% |
40,800
+2,900
| +8% | +$411K |
|
333
CALL
Skyworks Solutions
SWKS
$9.54B
| $4.9M | 0.01% |
54,800
-23,600
| -30% | -$2.52M |
|
334
PUT
NXP Semiconductors
NXPI
$67.6B
| $4.88M | 0.01% |
58,900
-72,700
| -55% | -$8.52M |
|
|
335
PUT
Skyworks Solutions
SWKS
$9.54B
| $4.87M | 0.01% |
54,500
-13,700
| -20% | -$1.46M |
|
336
CALL
MGM Resorts International
MGM
$11.8B
| $4.87M | 0.01% |
412,400
+385,300
| +1,422% | +$9.91M |
|
337
PUT
United States Natural Gas Fund
UNG
$458M
| $4.86M | 0.01% |
+96,775
| New | +$5.62M |
|
338
CALL
BP
BP
$109B
| $4.84M | 0.01% |
198,500
+52,000
| +35% | +$1.68M |
|
339
CALL
Domino's
DPZ
$11.4B
| $4.83M | 0.01% |
14,900
-2,600
| -15% | -$802K |
|
340
ProShares UltraShort Bloomberg Natural Gas
KOLD
$115M
| $4.82M | 0.01% |
7,770
+3,523
| +83% | +$1.79M |
|
|
AGN
341
PUT
DELISTED
Allergan plc
AGN
| $4.76M | 0.01% |
26,900
-5,700
| -17% | -$1.07M |
|
|
342
PUT
Spotify
SPOT
$102B
| $4.63M | 0.01% |
38,100
+3,000
| +9% | +$425K |
|
343
Invesco S&P 500 Equal Weight Industrials ETF
RSPN
$1.1B
| $4.59M | 0.01% |
234,110
+45,290
| +24% | +$1.13M |
|
|
344
CALL
United States Natural Gas Fund
UNG
$458M
| $4.58M | 0.01% |
+91,275
| New | +$5.3M |
|
345
CALL
Proshares UltraShort Technology
REW
$3.53M
| $4.57M | 0.01% |
3,669
+2,397
| +188% | +$1.87M |
|
346
CALL
SLB Ltd
SLB
$76.5B
| $4.54M | 0.01% |
336,900
+169,900
| +102% | +$4.92M |
|
347
CALL
Norwegian Cruise Line
NCLH
$9.2B
| $4.46M | 0.01% |
+407,100
| New | +$16.4M |
|
348
PUT
CME Group
CME
$92.3B
| $4.46M | 0.01% |
+25,800
| New | +$5.14M |
|
349
Invesco S&P 500 Equal Weight Technology ETF
RSPT
$5.43B
| $4.43M | 0.01% |
+277,840
| New | +$5.26M |
|
350
CALL
NetEase
NTES
$79.2B
| $4.43M | 0.01% |
69,000
-33,000
| -32% | -$2.17M |
|
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.