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 | |
|---|---|---|---|---|---|---|
676
PUT
Valero Energy
VLO
$89.8B
| $798K | ﹤0.01% |
17,600
+1,000
| +6% | +$72.6K |
|
|
IPFF
677
PUT
DELISTED
iShares International Preferred Stock ETF
IPFF
| $796K | ﹤0.01% |
+33,000
| New | +$454K |
|
678
PUT
Avis
CAR
$5.63B
| $788K | ﹤0.01% |
56,700
+35,400
| +166% | +$1.06M |
|
|
PARA
679
CALL
DELISTED
Paramount Global Class B
PARA
| $785K | ﹤0.01% |
56,000
+45,300
| +423% | +$1.3M |
|
680
PUT
Agnico Eagle Mines
AEM
$72.6B
| $784K | ﹤0.01% |
19,700
+7,100
| +56% | +$374K |
|
681
PUT
Southern Company
SO
$110B
| $780K | ﹤0.01% |
+14,400
| New | +$912K |
|
|
HTZ
682
CALL
DELISTED
Hertz Global Holdings, Inc.
HTZ
| $776K | ﹤0.01% |
125,500
+52,800
| +73% | +$714K |
|
|
SFIX
683
CALL
Stitch Fix
SFIX
$478M
| $765K | ﹤0.01% |
60,200
+11,200
| +23% | +$243K |
|
684
PUT
Best Buy
BBY
$18B
| $758K | ﹤0.01% |
13,300
-19,600
| -60% | -$1.55M |
|
685
Ciena
CIEN
$55.3B
| $751K | ﹤0.01% |
+18,870
| New | +$774K |
|
686
CALL
APA Corp
APA
$12.8B
| $743K | ﹤0.01% |
177,800
+54,900
| +45% | +$1.22M |
|
|
HTZ
687
PUT
DELISTED
Hertz Global Holdings, Inc.
HTZ
| $739K | ﹤0.01% |
119,600
+69,000
| +136% | +$933K |
|
688
CALL
NetApp
NTAP
$32.9B
| $738K | ﹤0.01% |
17,700
-20,500
| -54% | -$1.06M |
|
689
PUT
Boston Scientific
BSX
$65.8B
| $731K | ﹤0.01% |
+22,400
| New | +$875K |
|
690
State Street SPDR S&P Regional Banking ETF
KRE
$4.86B
| $726K | ﹤0.01% |
+22,275
| New | +$1.09M |
|
691
ProShares UltraShort Dow 30
DXD
$44.8M
| $706K | ﹤0.01% |
+4,889
| New | +$623K |
|
692
PUT
Energy Transfer Partners
ET
$70.1B
| $705K | ﹤0.01% |
+153,200
| New | +$1.63M |
|
693
CALL
Zillow
Z
$7.04B
| $702K | ﹤0.01% |
19,500
+5,800
| +42% | +$268K |
|
694
JetBlue
JBLU
$1.96B
| $701K | ﹤0.01% |
+78,335
| New | +$1.3M |
|
695
PUT
Huntington Bancshares
HBAN
$35.1B
| $687K | ﹤0.01% |
+83,700
| New | +$1.03M |
|
696
CALL
BorgWarner
BWA
$13.2B
| $680K | ﹤0.01% |
+31,694
| New | +$916K |
|
697
Canadian Natural Resources
CNQ
$96.9B
| $680K | ﹤0.01% |
+102,498
| New | +$1.22M |
|
698
VanEck Gold Miners ETF
GDX
$23B
| $677K | ﹤0.01% |
+29,379
| New | +$804K |
|
|
BNY
699
PUT
Bank of New York Mellon
BNY
$108B
| $674K | ﹤0.01% |
20,000
+6,100
| +44% | +$256K |
|
|
700
CALL
Canadian Natural Resources
CNQ
$96.9B
| $672K | ﹤0.01% |
+101,283
| New | +$1.21M |
|
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.