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 | |
|---|---|---|---|---|---|---|
|
DOCU
526
DocuSign
DOCU
$9.63B
| $1.73M | ﹤0.01% |
+18,744
| New | +$1.51M |
|
527
PUT
Tilray
TLRY
$479M
| $1.73M | ﹤0.01% |
25,160
+14,100
| +127% | +$1.97M |
|
528
CALL
Allstate
ALL
$66.9B
| $1.73M | ﹤0.01% |
+18,800
| New | +$2.04M |
|
|
SFIX
529
PUT
Stitch Fix
SFIX
$478M
| $1.72M | ﹤0.01% |
135,600
+62,800
| +86% | +$1.36M |
|
530
iPath Series B S&P 500 VIX Mid-Term Futures ETN
VXZ
$31.5M
| $1.71M | ﹤0.01% |
13,402
-12,014
| -47% | -$1.03M |
|
531
PUT
Sea Limited
SE
$61.2B
| $1.7M | ﹤0.01% |
+38,400
| New | +$1.72M |
|
|
VMW
532
PUT
DELISTED
VMware, Inc
VMW
| $1.7M | ﹤0.01% |
14,000
-30,200
| -68% | -$4.15M |
|
|
RWIU
533
DELISTED
Direxion FTSE Russell International Over US ETF
RWIU
| $1.69M | ﹤0.01% |
42,059
+4,887
| +13% | +$240K |
|
534
CALL
Centene
CNC
$31.3B
| $1.69M | ﹤0.01% |
28,400
+7,200
| +34% | +$437K |
|
535
CALL
Cardinal Health
CAH
$53.4B
| $1.68M | ﹤0.01% |
35,100
-11,800
| -25% | -$613K |
|
536
State Street Health Care Select Sector SPDR ETF
XLV
$42B
| $1.68M | ﹤0.01% |
18,973
-92,578
| -83% | -$8.99M |
|
537
CALL
Macy's
M
$6.15B
| $1.68M | ﹤0.01% |
342,000
-117,500
| -26% | -$1.59M |
|
538
CALL
Moderna
MRNA
$21.5B
| $1.68M | ﹤0.01% |
+56,000
| New | +$1.29M |
|
539
ProShares Ultra Gold
UGL
$652M
| $1.68M | ﹤0.01% |
+128,844
| New | +$1.7M |
|
540
PUT
American Electric Power
AEP
$73.7B
| $1.67M | ﹤0.01% |
+20,900
| New | +$1.98M |
|
541
PUT
Tractor Supply
TSCO
$16.3B
| $1.66M | ﹤0.01% |
98,000
+47,000
| +92% | +$843K |
|
542
CALL
GSK
GSK
$103B
| $1.65M | ﹤0.01% |
+34,880
| New | +$1.86M |
|
543
CALL
Baxter International
BAX
$11.6B
| $1.65M | ﹤0.01% |
20,300
+8,900
| +78% | +$768K |
|
544
CALL
Ciena
CIEN
$55.3B
| $1.64M | ﹤0.01% |
41,200
-27,200
| -40% | -$1.12M |
|
545
CVS Health
CVS
$137B
| $1.63M | ﹤0.01% |
+27,533
| New | +$1.84M |
|
546
CALL
JetBlue
JBLU
$1.96B
| $1.63M | ﹤0.01% |
182,500
+134,300
| +279% | +$2.23M |
|
547
PUT
Match Group
MTCH
$8.84B
| $1.63M | ﹤0.01% |
+24,700
| New | +$1.82M |
|
548
Southwest Airlines
LUV
$22.1B
| $1.6M | ﹤0.01% |
44,966
-2,923
| -6% | -$145K |
|
|
549
PUT
GSK
GSK
$103B
| $1.6M | ﹤0.01% |
+33,760
| New | +$1.8M |
|
550
Qualcomm
QCOM
$176B
| $1.6M | ﹤0.01% |
23,633
-30,544
| -56% | -$2.5M |
|
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.