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 | |
|---|---|---|---|---|---|---|
576
PUT
Petrobras
PBR
$121B
| $1.43M | ﹤0.01% |
260,100
-16,900
| -6% | -$202K |
|
577
CALL
iQIYI
IQ
$1.18B
| $1.43M | ﹤0.01% |
80,300
-32,300
| -29% | -$726K |
|
578
Newmont
NEM
$98.2B
| $1.43M | ﹤0.01% |
+31,551
| New | +$1.42M |
|
579
PUT
Conagra Brands
CAG
$7.07B
| $1.41M | ﹤0.01% |
48,100
+7,800
| +19% | +$235K |
|
580
Invesco S&P 500 Equal Weight Financials ETF
RSPF
$304M
| $1.41M | ﹤0.01% |
44,732
+5,002
| +13% | +$211K |
|
581
PUT
Ameriprise Financial
AMP
$46.8B
| $1.4M | ﹤0.01% |
+13,700
| New | +$2.03M |
|
|
DFS
582
PUT
DELISTED
Discover Financial Services
DFS
| $1.4M | ﹤0.01% |
39,300
-3,600
| -8% | -$238K |
|
583
Invesco Aerospace & Defense ETF
PPA
$8.27B
| $1.4M | ﹤0.01% |
+28,090
| New | +$1.82M |
|
584
ProShares Ultra Bloomberg Natural Gas
BOIL
$417M
| $1.4M | ﹤0.01% |
+164
| New | +$1.99M |
|
585
CALL
Diageo
DEO
$46.2B
| $1.4M | ﹤0.01% |
+11,000
| New | +$1.65M |
|
586
Invesco S&P 500 Equal Weight Consumer Discretionary ETF
RSPD
$299M
| $1.39M | ﹤0.01% |
62,274
+21,390
| +52% | +$694K |
|
587
CALL
CSX Corp
CSX
$98.6B
| $1.38M | ﹤0.01% |
72,300
+22,800
| +46% | +$532K |
|
588
CALL
Campbell Soup
CPB
$6.51B
| $1.38M | ﹤0.01% |
29,900
+3,000
| +11% | +$144K |
|
589
CALL
Mondelez International
MDLZ
$77.7B
| $1.38M | ﹤0.01% |
27,500
+1,000
| +4% | +$54.2K |
|
590
CALL
Agilent Technologies
A
$39.1B
| $1.38M | ﹤0.01% |
19,200
+4,400
| +30% | +$353K |
|
|
SYV
591
DELISTED
SPDR MFS Systematic Value Equity ETF of SSgA Active Trust
SYV
| $1.36M | ﹤0.01% |
+26,428
| New | +$1.71M |
|
592
Invesco Semiconductors ETF
PSI
$2.44B
| $1.35M | ﹤0.01% |
74,358
-28,590
| -28% | -$612K |
|
|
AMRN
593
PUT
Amarin Corp
AMRN
$284M
| $1.3M | ﹤0.01% |
16,205
+7,375
| +84% | +$2.45M |
|
|
LK
594
DELISTED
Luckin Coffee Inc. American Depositary Shares
LK
| $1.29M | ﹤0.01% |
+47,607
| New | +$1.75M |
|
595
CALL
Whirlpool
WHR
$2.42B
| $1.28M | ﹤0.01% |
14,900
-8,100
| -35% | -$1.06M |
|
596
CALL
Kohl's
KSS
$2.03B
| $1.27M | ﹤0.01% |
86,900
-19,700
| -18% | -$738K |
|
|
AMRN
597
CALL
Amarin Corp
AMRN
$284M
| $1.27M | ﹤0.01% |
15,840
+4,695
| +42% | +$1.56M |
|
|
HES
598
CALL
DELISTED
Hess
HES
| $1.26M | ﹤0.01% |
+38,000
| New | +$2.06M |
|
599
Invesco CurrencyShares British Pound Sterling Trust
FXB
$76.9M
| $1.26M | ﹤0.01% |
+10,494
| New | +$1.3M |
|
|
SKX
600
CALL
DELISTED
Skechers
SKX
| $1.26M | ﹤0.01% |
53,000
-11,300
| -18% | -$390K |
|
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.