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 | |
|---|---|---|---|---|---|---|
551
PUT
Invesco CurrencyShares Euro Currency Trust
FXE
$331M
| $1.6M | ﹤0.01% |
15,300
+4,900
| +47% | +$512K |
|
|
FL
552
CALL
DELISTED
Foot Locker
FL
| $1.58M | ﹤0.01% |
71,900
+11,200
| +18% | +$381K |
|
553
CALL
Sea Limited
SE
$61.2B
| $1.57M | ﹤0.01% |
+35,400
| New | +$1.59M |
|
554
Invesco S&P SmallCap 600 Pure Value ETF
RZV
$290M
| $1.57M | ﹤0.01% |
45,174
+33,373
| +283% | +$1.8M |
|
555
PUT
Sarepta Therapeutics
SRPT
$1.66B
| $1.56M | ﹤0.01% |
16,000
-26,500
| -62% | -$3.03M |
|
556
CALL
Kraft Heinz
KHC
$30.4B
| $1.55M | ﹤0.01% |
62,700
-63,200
| -50% | -$1.73M |
|
557
Procter & Gamble
PG
$343B
| $1.55M | ﹤0.01% |
+14,098
| New | +$1.69M |
|
558
CALL
CF Industries
CF
$19.2B
| $1.55M | ﹤0.01% |
+56,900
| New | +$2.11M |
|
559
Invesco Zacks Mid-Cap ETF
CZA
$188M
| $1.53M | ﹤0.01% |
+28,955
| New | +$2.03M |
|
|
VMW
560
CALL
DELISTED
VMware, Inc
VMW
| $1.51M | ﹤0.01% |
12,500
-21,200
| -63% | -$2.91M |
|
561
PUT
Dropbox
DBX
$6.81B
| $1.5M | ﹤0.01% |
83,000
+55,600
| +203% | +$1.01M |
|
562
CALL
NIO
NIO
$11.3B
| $1.5M | ﹤0.01% |
539,000
+151,700
| +39% | +$565K |
|
563
PUT
Advance Auto Parts
AAP
$3.37B
| $1.49M | ﹤0.01% |
16,000
+1,100
| +7% | +$142K |
|
564
PUT
JetBlue
JBLU
$1.96B
| $1.49M | ﹤0.01% |
166,100
+121,600
| +273% | +$2.02M |
|
|
SKX
565
PUT
DELISTED
Skechers
SKX
| $1.48M | ﹤0.01% |
62,400
+28,500
| +84% | +$983K |
|
|
CERN
566
PUT
DELISTED
Cerner Corp
CERN
| $1.48M | ﹤0.01% |
23,500
-3,600
| -13% | -$256K |
|
|
SHNY
567
PUT
DELISTED
Direxion Daily Silver Miners Index Bull 2X Shares
SHNY
| $1.48M | ﹤0.01% |
190,600
+39,000
| +26% | +$303K |
|
|
K
568
PUT
DELISTED
Kellanova
K
| $1.48M | ﹤0.01% |
26,199
+2,130
| +9% | +$131K |
|
|
569
PUT
NIO
NIO
$11.3B
| $1.48M | ﹤0.01% |
531,000
+204,900
| +63% | +$763K |
|
570
ProShares Short Russell2000
RWM
$122M
| $1.47M | ﹤0.01% |
30,405
+7,509
| +33% | +$310K |
|
571
CALL
MetLife
MET
$61B
| $1.46M | ﹤0.01% |
47,800
+37,000
| +343% | +$1.64M |
|
|
FL
572
PUT
DELISTED
Foot Locker
FL
| $1.46M | ﹤0.01% |
66,100
+11,500
| +21% | +$391K |
|
573
CALL
Tractor Supply
TSCO
$16.3B
| $1.45M | ﹤0.01% |
+86,000
| New | +$1.54M |
|
574
PUT
Cardinal Health
CAH
$53.4B
| $1.44M | ﹤0.01% |
30,000
+1,000
| +3% | +$51.9K |
|
575
PUT
NetApp
NTAP
$32.9B
| $1.43M | ﹤0.01% |
34,400
+1,500
| +5% | +$77.6K |
|
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.