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 | |
|---|---|---|---|---|---|---|
401
ProShares Ultra 20+ Year Treasury
UBT
$58.9M
| $3.2M | 0.01% |
+47,024
| New | +$2.69M |
|
402
CALL
State Street SPDR NYSE Technology ETF
XNTK
$2.05B
| $3.19M | 0.01% |
124,400
-706,500
| -85% | -$58.3M |
|
403
CALL
Seagate
STX
$185B
| $3.18M | 0.01% |
65,200
+18,100
| +38% | +$966K |
|
|
CGC
404
PUT
Canopy Growth
CGC
$390M
| $3.17M | 0.01% |
22,010
-11,860
| -35% | -$2.23M |
|
405
CALL
Dollar General
DG
$27.2B
| $3.17M | 0.01% |
21,000
+1,800
| +9% | +$278K |
|
406
PUT
PG&E
PCG
$47.2B
| $3.17M | 0.01% |
352,100
-21,900
| -6% | -$291K |
|
407
iShares US Consumer Discretionary ETF
IYC
$1.14B
| $3.16M | 0.01% |
71,288
+1,040
| +1% | +$55.6K |
|
408
PUT
Pinterest
PINS
$13.2B
| $3.15M | 0.01% |
204,200
-2,900
| -1% | -$56.5K |
|
409
CALL
Southwest Airlines
LUV
$22.2B
| $3.14M | 0.01% |
88,100
+21,100
| +31% | +$1.05M |
|
|
RWGV
410
DELISTED
Direxion Russell 1000 Growth Over Value ETF
RWGV
| $3.13M | 0.01% |
51,019
-26,061
| -34% | -$1.75M |
|
411
CALL
General Dynamics
GD
$105B
| $3.1M | 0.01% |
+23,400
| New | +$3.89M |
|
412
CALL
Freeport-McMoran
FCX
$90.2B
| $3.09M | 0.01% |
458,200
+2,600
| +0.6% | +$27.2K |
|
413
CALL
Bausch Health
BHC
$1.67B
| $3.09M | 0.01% |
199,400
-95,300
| -32% | -$2.3M |
|
414
CALL
Chewy
CHWY
$8.93B
| $3.08M | 0.01% |
+82,200
| New | +$2.41M |
|
415
PUT
Zscaler
ZS
$23.8B
| $3.06M | 0.01% |
+50,300
| New | +$2.77M |
|
416
CALL
Marvell Technology
MRVL
$170B
| $3.06M | 0.01% |
135,000
+21,800
| +19% | +$523K |
|
417
CALL
Tilray
TLRY
$498M
| $3.04M | 0.01% |
44,110
+34,320
| +351% | +$4.79M |
|
418
PUT
Medtronic
MDT
$108B
| $3.02M | 0.01% |
33,500
-4,700
| -12% | -$500K |
|
419
PUT
Shake Shack
SHAK
$2.48B
| $3.02M | 0.01% |
79,900
+40,700
| +104% | +$2.41M |
|
420
PUT
Western Digital
WDC
$172B
| $3M | 0.01% |
95,521
-133,226
| -58% | -$5.9M |
|
421
PUT
Teva Pharmaceuticals
TEVA
$36.2B
| $3M | 0.01% |
334,300
+114,600
| +52% | +$1.17M |
|
422
CALL
Palo Alto Networks
PANW
$259B
| $2.95M | 0.01% |
108,000
+4,800
| +5% | +$168K |
|
423
PUT
eBay
EBAY
$50.3B
| $2.94M | 0.01% |
97,800
-64,700
| -40% | -$2.25M |
|
|
SHNY
424
CALL
DELISTED
Direxion Daily Silver Miners Index Bull 2X Shares
SHNY
| $2.9M | 0.01% |
428,900
+186,400
| +77% | +$1.26M |
|
425
PUT
Five Below
FIVE
$11.5B
| $2.9M | 0.01% |
41,200
+18,000
| +78% | +$1.83M |
|
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.