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 | |
|---|---|---|---|---|---|---|
|
MNDT
701
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $653K | ﹤0.01% |
+61,711
| New | +$887K |
|
702
BlackBerry
BB
$5.01B
| $644K | ﹤0.01% |
156,046
+86,711
| +125% | +$471K |
|
703
PUT
Hartford Financial Services
HIG
$38.5B
| $641K | ﹤0.01% |
+18,200
| New | +$948K |
|
704
PUT
First Solar
FSLR
$21.8B
| $635K | ﹤0.01% |
17,600
-29,600
| -63% | -$1.41M |
|
705
ProShares Ultra Industrials
UXI
$31.7M
| $631K | ﹤0.01% |
+58,264
| New | +$1.1M |
|
706
ProShares UltraPro Dow 30
UDOW
$849M
| $630K | ﹤0.01% |
60,360
-30,176
| -33% | -$767K |
|
707
PUT
Dick's Sporting Goods
DKS
$18.4B
| $629K | ﹤0.01% |
29,600
+5,800
| +24% | +$223K |
|
708
Direxion Daily Pharmaceutical & Medical Bull 3X ETF
PILL
$22.5M
| $626K | ﹤0.01% |
63,367
+1,344
| +2% | +$27.8K |
|
709
Invesco Bloomberg Pricing Power ETF
POWA
$174M
| $623K | ﹤0.01% |
+13,922
| New | +$741K |
|
|
AMRN
710
Amarin Corp
AMRN
$284M
| $615K | ﹤0.01% |
7,689
+5,832
| +314% | +$1.94M |
|
711
CALL
Darden Restaurants
DRI
$22.5B
| $615K | ﹤0.01% |
+11,300
| New | +$1.1M |
|
712
Marathon Petroleum
MPC
$90.3B
| $604K | ﹤0.01% |
+25,570
| New | +$1.18M |
|
713
CALL
Nucor
NUE
$56.4B
| $602K | ﹤0.01% |
16,700
-13,800
| -45% | -$613K |
|
714
CALL
KB Home
KBH
$3.48B
| $590K | ﹤0.01% |
+32,600
| New | +$1.04M |
|
715
CALL
Avis
CAR
$5.63B
| $581K | ﹤0.01% |
41,800
+9,300
| +29% | +$278K |
|
716
GE Aerospace
GE
$367B
| $576K | ﹤0.01% |
+14,547
| New | +$776K |
|
717
Direxion Daily Dow Jones Internet Bull 3X ETF
WEBL
$79M
| $576K | ﹤0.01% |
36,849
+25,499
| +225% | +$700K |
|
|
TYNS
718
CALL
DELISTED
Direxion Daily 7-10 Year Treasury Bear 1X Shares
TYNS
| $572K | ﹤0.01% |
24,400
+13,200
| +118% | +$309K |
|
719
CALL
Assured Guaranty
AGO
$3.78B
| $570K | ﹤0.01% |
+22,100
| New | +$915K |
|
720
CALL
Agnico Eagle Mines
AEM
$72.6B
| $569K | ﹤0.01% |
14,300
+500
| +4% | +$26.3K |
|
721
CALL
D.R. Horton
DHI
$41B
| $561K | ﹤0.01% |
+16,500
| New | +$857K |
|
|
722
CALL
First Solar
FSLR
$21.8B
| $552K | ﹤0.01% |
15,300
-25,400
| -62% | -$1.21M |
|
723
CALL
ProShares UltraShort Health Care
RXD
$3.25M
| $545K | ﹤0.01% |
8,475
-32,325
| -79% | -$2.38M |
|
724
CALL
Bilibili
BILI
$7.18B
| $539K | ﹤0.01% |
+23,000
| New | +$555K |
|
|
725
CALL
Hartford Financial Services
HIG
$38.5B
| $539K | ﹤0.01% |
+15,300
| New | +$797K |
|
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.