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 | |
|---|---|---|---|---|---|---|
551
CALL
Pinterest
PINS
$12.4B
| $1.68M | ﹤0.01% |
90,300
+52,200
| +137% | +$1.13M |
|
552
CALL
Tilray
TLRY
$479M
| $1.68M | ﹤0.01% |
9,790
-1,050
| -10% | -$217K |
|
553
CALL
Transocean
RIG
$5.92B
| $1.67M | ﹤0.01% |
243,000
+36,900
| +18% | +$190K |
|
554
ProShares UltraShort Bloomberg Natural Gas
KOLD
$110M
| $1.65M | ﹤0.01% |
4,247
+2,490
| +142% | +$785K |
|
555
CALL
Under Armour
UAA
$3B
| $1.65M | ﹤0.01% |
76,300
+51,700
| +210% | +$1M |
|
|
SAGE
556
CALL
DELISTED
Sage Therapeutics
SAGE
| $1.62M | ﹤0.01% |
+22,500
| New | +$2.77M |
|
|
TYNS
557
PUT
DELISTED
Direxion Daily 7-10 Year Treasury Bear 1X Shares
TYNS
| $1.62M | ﹤0.01% |
+17,100
| New | +$443K |
|
|
DFS
558
CALL
DELISTED
Discover Financial Services
DFS
| $1.61M | ﹤0.01% |
19,000
-5,000
| -21% | -$412K |
|
559
PUT
Ciena
CIEN
$55.3B
| $1.59M | ﹤0.01% |
37,300
-3,700
| -9% | -$141K |
|
560
CALL
Dropbox
DBX
$6.81B
| $1.59M | ﹤0.01% |
88,700
-66,300
| -43% | -$1.25M |
|
561
PUT
Kinder Morgan
KMI
$73.1B
| $1.59M | ﹤0.01% |
74,900
-15,400
| -17% | -$312K |
|
562
CALL
C.H. Robinson
CHRW
$22B
| $1.58M | ﹤0.01% |
20,200
+7,400
| +58% | +$589K |
|
563
Direxion Daily Pharmaceutical & Medical Bull 3X ETF
PILL
$22.5M
| $1.57M | ﹤0.01% |
+62,023
| New | +$1.06M |
|
|
564
PUT
C.H. Robinson
CHRW
$22B
| $1.56M | ﹤0.01% |
20,000
+4,200
| +27% | +$334K |
|
|
K
565
PUT
DELISTED
Kellanova
K
| $1.56M | ﹤0.01% |
24,069
-4,260
| -15% | -$258K |
|
566
CALL
NIO
NIO
$11.3B
| $1.56M | ﹤0.01% |
387,300
+173,300
| +81% | +$348K |
|
567
PUT
Valero Energy
VLO
$89.8B
| $1.55M | ﹤0.01% |
16,600
-10,200
| -38% | -$964K |
|
568
Invesco AI and Next Gen Software ETF
IGPT
$1.21B
| $1.53M | ﹤0.01% |
45,978
-70,053
| -60% | -$2.26M |
|
|
569
CALL
Valero Energy
VLO
$89.8B
| $1.52M | ﹤0.01% |
16,200
-5,600
| -26% | -$529K |
|
570
Invesco S&P 500 Equal Weight Consumer Discretionary ETF
RSPD
$299M
| $1.52M | ﹤0.01% |
+40,884
| New | +$1.46M |
|
571
PUT
iQIYI
IQ
$1.18B
| $1.5M | ﹤0.01% |
71,300
-27,900
| -28% | -$513K |
|
|
PPLC
572
DELISTED
PortfolioPlus S&P 500 ETF
PPLC
| $1.5M | ﹤0.01% |
33,570
-12,232
| -27% | -$518K |
|
573
PUT
Bread Financial
BFH
$4.21B
| $1.49M | ﹤0.01% |
+16,665
| New | +$1.47M |
|
574
PUT
Cardinal Health
CAH
$53.4B
| $1.47M | ﹤0.01% |
+29,000
| New | +$1.5M |
|
|
SKX
575
PUT
DELISTED
Skechers
SKX
| $1.46M | ﹤0.01% |
33,900
+3,600
| +12% | +$142K |
|
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.