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 | |
|---|---|---|---|---|---|---|
451
State Street Technology Select Sector SPDR ETF
XLK
$114B
| $2.63M | 0.01% |
65,544
-155,710
| -70% | -$7.11M |
|
452
CALL
Kroger
KR
$35.5B
| $2.62M | 0.01% |
86,900
-34,500
| -28% | -$1.01M |
|
453
Invesco S&P SmallCap 600 Pure Growth ETF
RZG
$143M
| $2.6M | 0.01% |
102,342
+45,663
| +81% | +$1.6M |
|
454
PUT
Edwards Lifesciences
EW
$47.8B
| $2.58M | 0.01% |
+41,100
| New | +$2.96M |
|
455
VanEck Semiconductor ETF
SMH
$66.1B
| $2.55M | 0.01% |
+43,588
| New | +$2.94M |
|
456
CALL
American International
AIG
$42B
| $2.55M | 0.01% |
105,200
+58,400
| +125% | +$2.5M |
|
457
Invesco S&P 500 Equal Weight Materials ETF
RSPM
$186M
| $2.55M | 0.01% |
155,155
+21,605
| +16% | +$442K |
|
458
PUT
Macy's
M
$6.57B
| $2.54M | 0.01% |
517,800
+165,900
| +47% | +$2.25M |
|
459
PUT
Capital One
COF
$127B
| $2.54M | 0.01% |
50,400
-23,500
| -32% | -$2.07M |
|
460
PUT
Marvell Technology
MRVL
$170B
| $2.54M | 0.01% |
112,100
+44,000
| +65% | +$1.05M |
|
461
CALL
Cummins
CMI
$91.3B
| $2.52M | 0.01% |
18,600
+2,700
| +17% | +$421K |
|
462
CALL
EOG Resources
EOG
$74.7B
| $2.51M | 0.01% |
+69,900
| New | +$4.54M |
|
463
iShares Silver Trust
SLV
$28.3B
| $2.51M | 0.01% |
192,007
-801,359
| -81% | -$12.6M |
|
464
PUT
General Mills
GIS
$19.5B
| $2.5M | 0.01% |
47,300
+29,800
| +170% | +$1.57M |
|
|
465
CALL
General Mills
GIS
$19.5B
| $2.48M | 0.01% |
47,000
+22,100
| +89% | +$1.17M |
|
466
Invesco CurrencyShares Australian Dollar Trust
FXA
$97M
| $2.48M | 0.01% |
+40,368
| New | +$2.65M |
|
467
CALL
Shake Shack
SHAK
$2.48B
| $2.46M | 0.01% |
65,300
+26,200
| +67% | +$1.55M |
|
468
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.33B
| $2.45M | 0.01% |
+148,231
| New | +$8.06M |
|
|
469
PUT
Kroger
KR
$35.5B
| $2.42M | 0.01% |
80,200
-3,800
| -5% | -$112K |
|
470
PUT
United Parcel Service
UPS
$96B
| $2.4M | 0.01% |
25,700
-32,700
| -56% | -$3.39M |
|
471
PUT
Centene
CNC
$31.6B
| $2.35M | ﹤0.01% |
39,600
+19,400
| +96% | +$1.18M |
|
472
CALL
AB InBev
BUD
$156B
| $2.35M | ﹤0.01% |
53,300
-2,600
| -5% | -$170K |
|
|
GWPH
473
CALL
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
| $2.35M | ﹤0.01% |
+26,800
| New | +$2.84M |
|
474
PUT
Ciena
CIEN
$53.4B
| $2.34M | ﹤0.01% |
58,700
+21,400
| +57% | +$878K |
|
475
State Street SPDR Portfolio Short Term Treasury ETF
SPTS
$6.09B
| $2.33M | ﹤0.01% |
75,722
+31,053
| +70% | +$939K |
|
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.