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 | |
|---|---|---|---|---|---|---|
576
CALL
Mondelez International
MDLZ
$77.7B
| $1.46M | ﹤0.01% |
+26,500
| New | +$1.42M |
|
577
Zoom
ZM
$25.8B
| $1.43M | ﹤0.01% |
+21,049
| New | +$1.45M |
|
578
Las Vegas Sands
LVS
$30.5B
| $1.42M | ﹤0.01% |
20,601
+4,950
| +32% | +$309K |
|
579
PUT
MGM Resorts International
MGM
$11.7B
| $1.42M | ﹤0.01% |
42,600
-20,300
| -32% | -$618K |
|
|
SAGE
580
PUT
DELISTED
Sage Therapeutics
SAGE
| $1.4M | ﹤0.01% |
+19,400
| New | +$2.39M |
|
|
MNDT
581
CALL
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $1.39M | ﹤0.01% |
+84,300
| New | +$1.35M |
|
582
PUT
Yum! Brands
YUM
$41B
| $1.39M | ﹤0.01% |
+13,800
| New | +$1.43M |
|
583
PUT
Conagra Brands
CAG
$7.07B
| $1.38M | ﹤0.01% |
40,300
-1,200
| -3% | -$34.8K |
|
584
State Street Industrial Select Sector SPDR ETF
XLI
$33.9B
| $1.35M | ﹤0.01% |
+16,570
| New | +$1.32M |
|
585
State Street SPDR Portfolio Short Term Treasury ETF
SPTS
$6.07B
| $1.34M | ﹤0.01% |
+44,669
| New | +$1.34M |
|
586
CALL
General Mills
GIS
$19.2B
| $1.33M | ﹤0.01% |
24,900
-8,100
| -25% | -$427K |
|
587
CALL
Centene
CNC
$31.3B
| $1.33M | ﹤0.01% |
21,200
+2,000
| +10% | +$109K |
|
588
CALL
Campbell Soup
CPB
$6.51B
| $1.33M | ﹤0.01% |
26,900
-300
| -1% | -$14.2K |
|
|
AMTD
589
PUT
DELISTED
TD Ameritrade Holding Corp
AMTD
| $1.33M | ﹤0.01% |
+26,700
| New | +$1.16M |
|
590
CALL
Ambarella
AMBA
$2.99B
| $1.33M | ﹤0.01% |
21,900
-11,600
| -35% | -$642K |
|
591
PUT
NIO
NIO
$11.3B
| $1.31M | ﹤0.01% |
326,100
-24,400
| -7% | -$49.1K |
|
592
ProShares UltraPro QQQ
TQQQ
$31.1B
| $1.28M | ﹤0.01% |
118,704
-930,536
| -89% | -$8.47M |
|
593
Direxion Daily 20+ Year Treasury Bull 3X ETF
TMF
$2.22B
| $1.28M | ﹤0.01% |
+4,963
| New | +$1.4M |
|
|
PPSC
594
DELISTED
PortfolioPlus S&P Small Cap ETF
PPSC
| $1.28M | ﹤0.01% |
32,952
+1,600
| +5% | +$58.9K |
|
595
ExxonMobil
XOM
$651B
| $1.27M | ﹤0.01% |
+18,272
| New | +$1.26M |
|
596
CALL
Synchrony
SYF
$23.7B
| $1.27M | ﹤0.01% |
35,300
+800
| +2% | +$28.6K |
|
|
597
PUT
Centene
CNC
$31.3B
| $1.27M | ﹤0.01% |
20,200
-2,500
| -11% | -$136K |
|
598
CALL
Agilent Technologies
A
$39.1B
| $1.26M | ﹤0.01% |
14,800
-9,000
| -38% | -$709K |
|
599
Direxion Daily FTSE Europe Bull 3x ETF
EURL
$50M
| $1.26M | ﹤0.01% |
37,060
+8,456
| +30% | +$251K |
|
|
SFIX
600
CALL
Stitch Fix
SFIX
$478M
| $1.26M | ﹤0.01% |
49,000
-14,400
| -23% | -$335K |
|
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.