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 | |
|---|---|---|---|---|---|---|
451
Invesco S&P Spin-Off ETF
CSD
$225M
| $2.82M | 0.01% |
55,739
+24,476
| +78% | +$1.18M |
|
452
ProShares UltraPro Dow 30
UDOW
$849M
| $2.81M | 0.01% |
90,536
+44,768
| +98% | +$1.26M |
|
453
CALL
Seagate
STX
$193B
| $2.8M | 0.01% |
47,100
-7,700
| -14% | -$442K |
|
|
SKX
454
CALL
DELISTED
Skechers
SKX
| $2.78M | 0.01% |
64,300
+27,200
| +73% | +$1.07M |
|
|
FIT
455
CALL
DELISTED
Fitbit, Inc. Class A common stock
FIT
| $2.76M | 0.01% |
419,800
+310,000
| +282% | +$1.82M |
|
|
VIIX
456
DELISTED
VelocityShares VIX Short Term ETN
VIIX
| $2.76M | 0.01% |
85,980
+44,421
| +107% | +$1.78M |
|
457
CALL
PG&E
PCG
$47.8B
| $2.75M | 0.01% |
253,300
+184,100
| +266% | +$1.58M |
|
|
WORK
458
CALL
DELISTED
Slack Technologies, Inc.
WORK
| $2.71M | 0.01% |
120,400
+75,500
| +168% | +$1.68M |
|
|
RWUI
459
DELISTED
Direxion FTSE Russell US Over International ETF
RWUI
| $2.7M | 0.01% |
+42,542
| New | +$2.6M |
|
460
ProShares UltraShort Bloomberg Crude Oil
SCO
$585M
| $2.69M | 0.01% |
2,772
+1,257
| +83% | +$1.46M |
|
|
WBA
461
PUT
DELISTED
Walgreens Boots Alliance
WBA
| $2.68M | 0.01% |
45,500
-15,800
| -26% | -$911K |
|
462
ProShares Ultra Silver
AGQ
$1.16B
| $2.67M | 0.01% |
84,189
+32,075
| +62% | +$968K |
|
463
CALL
Automatic Data Processing
ADP
$100B
| $2.66M | 0.01% |
15,600
-1,200
| -7% | -$199K |
|
|
AMTD
464
CALL
DELISTED
TD Ameritrade Holding Corp
AMTD
| $2.66M | 0.01% |
+53,500
| New | +$2.32M |
|
465
CALL
Tyson Foods
TSN
$20.2B
| $2.66M | 0.01% |
29,200
+1,900
| +7% | +$163K |
|
|
CRON
466
CALL
Cronos Group
CRON
$1.05B
| $2.65M | 0.01% |
345,100
+161,800
| +88% | +$1.24M |
|
467
CALL
Five Below
FIVE
$11.2B
| $2.65M | 0.01% |
20,700
+4,400
| +27% | +$551K |
|
468
PUT
First Solar
FSLR
$21.8B
| $2.64M | 0.01% |
+47,200
| New | +$2.59M |
|
469
CALL
Abbott
ABT
$180B
| $2.61M | 0.01% |
30,000
-9,400
| -24% | -$787K |
|
470
PUT
Zoom
ZM
$25.8B
| $2.61M | 0.01% |
38,300
+16,400
| +75% | +$1.13M |
|
471
CALL
NextEra Energy
NEE
$187B
| $2.59M | 0.01% |
+42,800
| New | +$2.5M |
|
472
PUT
APA Corp
APA
$12.8B
| $2.58M | 0.01% |
101,000
+62,700
| +164% | +$1.42M |
|
473
Southwest Airlines
LUV
$22.1B
| $2.58M | 0.01% |
+47,889
| New | +$2.66M |
|
|
K
474
CALL
DELISTED
Kellanova
K
| $2.58M | 0.01% |
39,725
-5,112
| -11% | -$310K |
|
475
Morgan Stanley
MS
$337B
| $2.57M | 0.01% |
+50,246
| New | +$2.38M |
|
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.