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 | |
|---|---|---|---|---|---|---|
|
RTN
426
CALL
DELISTED
Raytheon Company
RTN
| $3.16M | 0.01% |
14,400
-16,000
| -53% | -$3.38M |
|
427
PUT
American International
AIG
$41.9B
| $3.15M | 0.01% |
61,400
-13,700
| -18% | -$726K |
|
428
CALL
APA Corp
APA
$12.8B
| $3.15M | 0.01% |
122,900
+73,900
| +151% | +$1.67M |
|
429
Invesco S&P 500 Equal Weight Materials ETF
RSPM
$185M
| $3.1M | 0.01% |
133,550
+30,980
| +30% | +$688K |
|
|
GRMN
430
PUT
Garmin
GRMN
$46.9B
| $3.09M | 0.01% |
31,700
+13,500
| +74% | +$1.26M |
|
431
State Street SPDR S&P Telecom ETF
XTL
$581M
| $3.08M | 0.01% |
44,042
+1,393
| +3% | +$94.4K |
|
|
432
iShares 20+ Year Treasury Bond ETF
TLT
$42.1B
| $3.08M | 0.01% |
22,704
-196,325
| -90% | -$27.3M |
|
433
PUT
Occidental Petroleum
OXY
$57B
| $3.07M | 0.01% |
74,500
-13,600
| -15% | -$545K |
|
434
CALL
Cigna
CI
$76.6B
| $3.07M | 0.01% |
15,000
-12,900
| -46% | -$2.37M |
|
435
Cisco
CSCO
$450B
| $3.03M | 0.01% |
+63,214
| New | +$2.94M |
|
436
PUT
Peloton Interactive
PTON
$2.63B
| $3.03M | 0.01% |
+106,700
| New | +$2.87M |
|
437
CALL
Marvell Technology
MRVL
$174B
| $3.01M | 0.01% |
113,200
+31,700
| +39% | +$803K |
|
438
CALL
Dollar General
DG
$25.9B
| $3M | 0.01% |
19,200
+2,600
| +16% | +$412K |
|
439
United States Brent Oil Fund
BNO
$815M
| $2.99M | 0.01% |
143,479
+19,477
| +16% | +$374K |
|
440
PUT
Five Below
FIVE
$11.2B
| $2.97M | 0.01% |
23,200
+5,700
| +33% | +$714K |
|
441
Pinterest
PINS
$12.4B
| $2.96M | 0.01% |
158,757
+129,855
| +449% | +$2.8M |
|
442
PUT
Devon Energy
DVN
$51.9B
| $2.95M | 0.01% |
113,700
+57,100
| +101% | +$1.29M |
|
|
DGLD
443
DELISTED
VelocitySharesTM 3x Inverse Gold ETN linked to the S&P GSCI Gold Index ER
DGLD
| $2.95M | 0.01% |
+103,352
| New | +$3.15M |
|
444
CALL
Ciena
CIEN
$55.3B
| $2.92M | 0.01% |
68,400
+12,700
| +23% | +$484K |
|
|
WORK
445
PUT
DELISTED
Slack Technologies, Inc.
WORK
| $2.9M | 0.01% |
129,200
+78,700
| +156% | +$1.75M |
|
446
CALL
Conagra Brands
CAG
$7.07B
| $2.89M | 0.01% |
84,400
+8,300
| +11% | +$240K |
|
447
PUT
Best Buy
BBY
$18B
| $2.89M | 0.01% |
32,900
-4,200
| -11% | -$321K |
|
448
PUT
Workday
WDAY
$33.4B
| $2.86M | 0.01% |
17,400
-3,900
| -18% | -$647K |
|
449
CALL
Cummins
CMI
$91.7B
| $2.85M | 0.01% |
15,900
+3,200
| +25% | +$563K |
|
|
450
CALL
Peloton Interactive
PTON
$2.63B
| $2.83M | 0.01% |
+99,700
| New | +$2.69M |
|
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.