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 | |
|---|---|---|---|---|---|---|
376
PUT
Dollar General
DG
$27.2B
| $3.73M | 0.01% |
24,700
-4,900
| -17% | -$756K |
|
377
CALL
Workday
WDAY
$36.4B
| $3.7M | 0.01% |
28,400
+3,900
| +16% | +$657K |
|
378
PUT
CarMax
KMX
$8.29B
| $3.69M | 0.01% |
68,500
+39,500
| +136% | +$3.34M |
|
|
X
379
PUT
DELISTED
US Steel
X
| $3.67M | 0.01% |
580,800
+51,000
| +10% | +$427K |
|
380
Invesco S&P 500 Equal Weight Consumer Staples ETF
RSPS
$249M
| $3.66M | 0.01% |
147,870
-92,895
| -39% | -$2.59M |
|
381
CALL
Western Digital
WDC
$172B
| $3.65M | 0.01% |
116,027
-50,803
| -30% | -$2.25M |
|
382
CALL
Halliburton
HAL
$26.8B
| $3.63M | 0.01% |
529,300
+194,000
| +58% | +$3.38M |
|
383
CALL
Crown Castle
CCI
$32.4B
| $3.61M | 0.01% |
+25,000
| New | +$3.73M |
|
384
PUT
Blackstone
BX
$106B
| $3.61M | 0.01% |
+79,200
| New | +$4.38M |
|
385
CALL
Altria Group
MO
$122B
| $3.58M | 0.01% |
92,600
-4,300
| -4% | -$191K |
|
|
GRUB
386
PUT
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
| $3.55M | 0.01% |
+43,600
| New | +$4.29M |
|
387
CALL
Kinder Morgan
KMI
$70.6B
| $3.54M | 0.01% |
254,600
+158,300
| +164% | +$3.01M |
|
388
PUT
NextEra Energy
NEE
$185B
| $3.51M | 0.01% |
+58,400
| New | +$3.67M |
|
389
PUT
Palo Alto Networks
PANW
$259B
| $3.51M | 0.01% |
128,400
-60,000
| -32% | -$2.09M |
|
390
PUT
DexCom
DXCM
$28.3B
| $3.47M | 0.01% |
+51,600
| New | +$3.21M |
|
391
PUT
Humana
HUM
$45.8B
| $3.42M | 0.01% |
+10,900
| New | +$3.68M |
|
392
CALL
Intuit
INTU
$83.1B
| $3.4M | 0.01% |
14,800
-3,600
| -20% | -$975K |
|
393
Walt Disney
DIS
$168B
| $3.38M | 0.01% |
34,948
-11,892
| -25% | -$1.5M |
|
|
394
PUT
Workday
WDAY
$36.4B
| $3.37M | 0.01% |
25,900
+8,500
| +49% | +$1.43M |
|
|
SPLK
395
CALL
DELISTED
Splunk Inc
SPLK
| $3.36M | 0.01% |
26,600
-31,100
| -54% | -$4.58M |
|
396
CALL
Peloton Interactive
PTON
$2.71B
| $3.34M | 0.01% |
125,900
+26,200
| +26% | +$729K |
|
397
CALL
Automatic Data Processing
ADP
$102B
| $3.32M | 0.01% |
24,300
+8,700
| +56% | +$1.4M |
|
398
PUT
Cummins
CMI
$91.3B
| $3.3M | 0.01% |
24,400
+4,200
| +21% | +$655K |
|
399
iShares US Utilities ETF
IDU
$1.39B
| $3.21M | 0.01% |
46,488
-8,832
| -16% | -$705K |
|
400
PUT
SLB Ltd
SLB
$76.5B
| $3.21M | 0.01% |
237,900
+99,000
| +71% | +$2.86M |
|
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.