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 | |
|---|---|---|---|---|---|---|
426
CALL
United Parcel Service
UPS
$96B
| $2.89M | 0.01% |
30,900
-7,700
| -20% | -$798K |
|
427
PUT
General Dynamics
GD
$105B
| $2.88M | 0.01% |
+21,800
| New | +$3.62M |
|
428
PUT
Freeport-McMoran
FCX
$90.2B
| $2.88M | 0.01% |
427,100
+101,800
| +31% | +$1.07M |
|
429
ProShares UltraShort Silver
ZSL
$64.1M
| $2.88M | 0.01% |
+491
| New | +$2.37M |
|
430
CALL
C.H. Robinson
CHRW
$20.6B
| $2.87M | 0.01% |
43,400
+23,200
| +115% | +$1.67M |
|
431
PUT
Live Nation Entertainment
LYV
$41.7B
| $2.86M | 0.01% |
+63,000
| New | +$3.89M |
|
|
RWUI
432
DELISTED
Direxion FTSE Russell US Over International ETF
RWUI
| $2.83M | 0.01% |
54,768
+12,226
| +29% | +$748K |
|
433
PUT
Altria Group
MO
$122B
| $2.81M | 0.01% |
72,800
-32,600
| -31% | -$1.45M |
|
434
Baidu
BIDU
$35.8B
| $2.81M | 0.01% |
+27,854
| New | +$3.39M |
|
|
PPLC
435
DELISTED
PortfolioPlus S&P 500 ETF
PPLC
| $2.8M | 0.01% |
86,317
+52,747
| +157% | +$2.19M |
|
436
Invesco S&P MidCap 400 Pure Value ETF
RFV
$334M
| $2.8M | 0.01% |
72,163
+56,413
| +358% | +$3.27M |
|
|
ATVI
437
PUT
DELISTED
Activision Blizzard
ATVI
| $2.8M | 0.01% |
47,000
-23,200
| -33% | -$1.38M |
|
438
CALL
NXP Semiconductors
NXPI
$67.6B
| $2.75M | 0.01% |
33,200
-29,200
| -47% | -$3.42M |
|
439
PUT
Norwegian Cruise Line
NCLH
$9.2B
| $2.74M | 0.01% |
+250,200
| New | +$10.1M |
|
440
CALL
Dropbox
DBX
$7.13B
| $2.73M | 0.01% |
151,000
+62,300
| +70% | +$1.13M |
|
441
PUT
AB InBev
BUD
$156B
| $2.73M | 0.01% |
61,800
-31,000
| -33% | -$2.02M |
|
442
Invesco S&P 500 Equal Weight ETF
RSP
$97.1B
| $2.72M | 0.01% |
32,401
-1,400
| -4% | -$149K |
|
443
CALL
PG&E
PCG
$47.2B
| $2.7M | 0.01% |
300,400
+47,100
| +19% | +$626K |
|
444
PUT
Halliburton
HAL
$26.8B
| $2.69M | 0.01% |
392,600
+158,100
| +67% | +$2.75M |
|
445
CALL
Zscaler
ZS
$23.8B
| $2.68M | 0.01% |
+44,000
| New | +$2.42M |
|
446
CALL
Edwards Lifesciences
EW
$47.8B
| $2.66M | 0.01% |
+42,300
| New | +$3.05M |
|
447
PUT
Crown Castle
CCI
$32.4B
| $2.66M | 0.01% |
+18,400
| New | +$2.74M |
|
448
PUT
American International
AIG
$42B
| $2.65M | 0.01% |
109,500
+48,100
| +78% | +$2.06M |
|
|
COUP
449
CALL
DELISTED
Coupa Software Incorporated
COUP
| $2.64M | 0.01% |
+18,900
| New | +$2.92M |
|
450
Invesco S&P 500 Equal Weight Utilities ETF
RSPU
$551M
| $2.63M | 0.01% |
59,550
+17,264
| +41% | +$897K |
|
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.