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 | |
|---|---|---|---|---|---|---|
401
PUT
Cummins
CMI
$91.7B
| $3.62M | 0.01% |
20,200
+4,300
| +27% | +$757K |
|
402
CALL
Teva Pharmaceuticals
TEVA
$35.9B
| $3.6M | 0.01% |
367,600
+167,800
| +84% | +$1.5M |
|
403
PUT
Incyte
INCY
$23.5B
| $3.58M | 0.01% |
41,000
+16,400
| +67% | +$1.4M |
|
404
PUT
Agilent Technologies
A
$39.1B
| $3.57M | 0.01% |
41,900
+5,900
| +16% | +$464K |
|
405
PUT
Carnival Corporation Ltd
CCL
$36.1B
| $3.57M | 0.01% |
70,300
-15,600
| -18% | -$697K |
|
406
PUT
Royal Caribbean
RCL
$78.7B
| $3.52M | 0.01% |
+26,400
| New | +$3.08M |
|
407
CALL
Kroger
KR
$34.8B
| $3.52M | 0.01% |
121,400
-26,800
| -18% | -$710K |
|
408
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.42B
| $3.52M | 0.01% |
+37,073
| New | +$3.21M |
|
409
PUT
Seagate
STX
$193B
| $3.49M | 0.01% |
58,600
-17,500
| -23% | -$1.01M |
|
410
CALL
CarMax
KMX
$8.27B
| $3.45M | 0.01% |
39,400
+12,300
| +45% | +$1.16M |
|
411
Direxion Daily S&P Biotech Bear 3X ETF
LABD
$65.4M
| $3.45M | 0.01% |
1,398
+1,177
| +533% | +$4.18M |
|
412
CALL
Whirlpool
WHR
$2.42B
| $3.39M | 0.01% |
23,000
-6,700
| -23% | -$1.01M |
|
413
CALL
Texas Instruments
TXN
$255B
| $3.39M | 0.01% |
26,400
-30,700
| -54% | -$3.79M |
|
414
PUT
iShares Core MSCI Emerging Markets ETF
IEMG
$149B
| $3.36M | 0.01% |
56,700
-6,300
| -10% | -$325K |
|
|
XYZ
415
Block Inc
XYZ
$45.9B
| $3.36M | 0.01% |
+53,641
| New | +$3.43M |
|
416
ProShares UltraPro Short S&P 500
SPXU
$436M
| $3.34M | 0.01% |
1,669
+1,469
| +735% | +$3.43M |
|
417
United Parcel Service
UPS
$97.6B
| $3.32M | 0.01% |
+28,362
| New | +$3.36M |
|
418
iShares 3-7 Year Treasury Bond ETF
IEI
$18.1B
| $3.29M | 0.01% |
+26,167
| New | +$3.3M |
|
419
ProShares Short 20+ Year Treasury ETF
TBF
$84.9M
| $3.28M | 0.01% |
167,310
+107,908
| +182% | +$2.07M |
|
420
CALL
Yum! Brands
YUM
$41B
| $3.27M | 0.01% |
+32,500
| New | +$3.37M |
|
421
CALL
Capital One
COF
$124B
| $3.26M | 0.01% |
31,700
+5,300
| +20% | +$511K |
|
422
ProShares Ultra VIX Short-Term Futures ETF
UVXY
$249M
| $3.24M | 0.01% |
100
-140
| -58% | -$6.45M |
|
423
CALL
iShares Morningstar Value ETF
ILCV
$1.3B
| $3.21M | 0.01% |
+73,000
| New | +$4.15M |
|
424
PUT
CSX Corp
CSX
$98.6B
| $3.19M | 0.01% |
132,300
| – | – |
|
|
425
CALL
Incyte
INCY
$23.5B
| $3.17M | 0.01% |
36,300
+1,100
| +3% | +$94K |
|
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.