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 | |
|---|---|---|---|---|---|---|
|
ALXN
601
PUT
DELISTED
Alexion Pharmaceuticals
ALXN
| $1.25M | ﹤0.01% |
11,600
-8,600
| -43% | -$920K |
|
602
PUT
Ambarella
AMBA
$2.99B
| $1.24M | ﹤0.01% |
20,500
-7,700
| -27% | -$426K |
|
603
Cleveland-Cliffs
CLF
$6.81B
| $1.2M | ﹤0.01% |
+143,287
| New | +$1.1M |
|
604
Direxion Daily S&P Oil & Gas Exp. & Prod. Bear 2X ETF
DRIP
$103M
| $1.2M | ﹤0.01% |
+259
| New | +$1.74M |
|
605
CALL
CSX Corp
CSX
$98.6B
| $1.19M | ﹤0.01% |
49,500
-6,900
| -12% | -$163K |
|
606
PUT
Signet Jewelers
SIG
$3.55B
| $1.19M | ﹤0.01% |
54,500
+22,000
| +68% | +$391K |
|
607
CALL
American Electric Power
AEP
$73.7B
| $1.18M | ﹤0.01% |
12,500
+1,300
| +12% | +$120K |
|
608
PUT
Dick's Sporting Goods
DKS
$18.4B
| $1.18M | ﹤0.01% |
23,800
+9,800
| +70% | +$417K |
|
609
Beyond Meat
BYND
$288M
| $1.16M | ﹤0.01% |
+15,351
| New | +$1.42M |
|
610
ConocoPhillips
COP
$147B
| $1.16M | ﹤0.01% |
+17,835
| New | +$1.05M |
|
611
PUT
Assured Guaranty
AGO
$3.78B
| $1.16M | ﹤0.01% |
23,600
+12,000
| +103% | +$574K |
|
612
CALL
Newmont
NEM
$98.2B
| $1.16M | ﹤0.01% |
26,600
-16,200
| -38% | -$633K |
|
613
PUT
Baxter International
BAX
$11.6B
| $1.15M | ﹤0.01% |
+13,700
| New | +$1.13M |
|
|
HTZ
614
CALL
DELISTED
Hertz Global Holdings, Inc.
HTZ
| $1.15M | ﹤0.01% |
+72,700
| New | +$1.09M |
|
|
EUFL
615
DELISTED
Direxion Daily European Financials Bull 2X Shares
EUFL
| $1.12M | ﹤0.01% |
35,447
+10,525
| +42% | +$302K |
|
616
CALL
Trip.com Group
TCOM
$27.5B
| $1.12M | ﹤0.01% |
33,400
-40,000
| -54% | -$1.29M |
|
617
PUT
Invesco CurrencyShares Euro Currency Trust
FXE
$331M
| $1.11M | ﹤0.01% |
10,400
-100
| -1% | -$10.5K |
|
618
Direxion Daily MSCI Brazil Bull 2X ETF
BRZU
$100M
| $1.09M | ﹤0.01% |
+803
| New | +$851K |
|
619
Invesco S&P MidCap 400 Pure Value ETF
RFV
$335M
| $1.09M | ﹤0.01% |
15,750
-39,677
| -72% | -$2.65M |
|
620
PUT
Transocean
RIG
$5.92B
| $1.08M | ﹤0.01% |
157,500
-42,800
| -21% | -$221K |
|
|
TYNS
621
CALL
DELISTED
Direxion Daily 7-10 Year Treasury Bear 1X Shares
TYNS
| $1.06M | ﹤0.01% |
+11,200
| New | +$290K |
|
622
PUT
Synchrony
SYF
$23.7B
| $1.05M | ﹤0.01% |
29,300
+11,000
| +60% | +$394K |
|
623
CALL
Avis
CAR
$5.63B
| $1.05M | ﹤0.01% |
32,500
+7,100
| +28% | +$213K |
|
|
HES
624
PUT
DELISTED
Hess
HES
| $1.04M | ﹤0.01% |
15,500
-13,800
| -47% | -$903K |
|
625
CALL
AerCap
AER
$23.9B
| $1.02M | ﹤0.01% |
16,600
-11,900
| -42% | -$700K |
|
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.