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 | |
|---|---|---|---|---|---|---|
51
PUT
Advanced Micro Devices
AMD
$808B
| $67.8M | 0.14% |
1,491,700
-381,100
| -20% | -$18.4M |
|
|
JJT
52
CALL
DELISTED
iPath Series B Bloomberg Tin Subindex Total ReturnSM ETN
JJT
| $66.9M | 0.14% |
1,447,000
-246,900
| -15% | -$10.4M |
|
|
53
CALL
Mastercard
MA
$480B
| $66.5M | 0.14% |
275,300
+156,900
| +133% | +$46.6M |
|
54
CALL
VanEck Gold Miners ETF
GDX
$21.8B
| $65.3M | 0.14% |
2,604,500
+876,300
| +51% | +$24M |
|
55
PUT
Costco
COST
$417B
| $63.3M | 0.13% |
222,000
+47,600
| +27% | +$14.4M |
|
56
CALL
State Street Financial Select Sector SPDR ETF
XLF
$54.8B
| $61M | 0.13% |
2,927,900
+2,258,400
| +337% | +$62.2M |
|
|
57
PUT
VanEck Gold Miners ETF
GDX
$21.8B
| $60.6M | 0.13% |
2,141,900
+846,900
| +65% | +$23.2M |
|
|
58
iShares Russell 2000 ETF
IWM
$82.2B
| $56.5M | 0.12% |
493,254
+408,392
| +481% | +$60.9M |
|
|
59
CALL
Advanced Micro Devices
AMD
$808B
| $55M | 0.12% |
1,209,500
-255,300
| -17% | -$12.3M |
|
60
CALL
Roku
ROKU
$21.4B
| $50.6M | 0.11% |
578,400
+128,600
| +29% | +$14.8M |
|
|
61
CALL
Costco
COST
$417B
| $50M | 0.11% |
175,400
+43,400
| +33% | +$13.2M |
|
62
CALL
Citigroup
C
$217B
| $48.7M | 0.1% |
1,157,200
+749,900
| +184% | +$50.3M |
|
63
CALL
Chipotle Mexican Grill
CMG
$44.2B
| $45.7M | 0.1% |
3,490,000
-915,000
| -21% | -$14.5M |
|
|
UCD
64
CALL
DELISTED
PROSHARES ULTRA BLOOMBERG COMMODITY
UCD
| $44.8M | 0.09% |
780,800
+480,900
| +160% | +$27.6M |
|
65
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.34B
| $44.8M | 0.09% |
2,597,200
+1,842,000
| +244% | +$50.6M |
|
|
UCD
66
PUT
DELISTED
PROSHARES ULTRA BLOOMBERG COMMODITY
UCD
| $44.1M | 0.09% |
759,200
+365,600
| +93% | +$21.2M |
|
|
67
PUT
Citigroup
C
$217B
| $42.4M | 0.09% |
1,005,700
+393,000
| +64% | +$26.4M |
|
|
68
PUT
Roku
ROKU
$21.4B
| $41.3M | 0.09% |
472,000
+22,500
| +5% | +$2.59M |
|
69
CALL
State Street SPDR Portfolio Short Term Treasury ETF
SPTS
$6.08B
| $41.2M | 0.09% |
+1,251,200
| New | +$37.8M |
|
70
PUT
Gilead Sciences
GILD
$167B
| $41M | 0.09% |
548,100
+408,900
| +294% | +$28.3M |
|
71
ProShares VIX Short-Term Futures ETF
VIXY
$207M
| $40.2M | 0.08% |
13,257
+3,269
| +33% | +$5.47M |
|
72
PUT
Morgan Stanley
MS
$339B
| $40.2M | 0.08% |
1,182,900
+699,200
| +145% | +$32.9M |
|
|
UWC
73
CALL
DELISTED
PROSHARES TR ULTRA RUSSELL3000
UWC
| $39.9M | 0.08% |
839,100
+752,500
| +869% | +$35.8M |
|
74
CALL
Goldman Sachs
GS
$314B
| $39M | 0.08% |
252,400
+28,600
| +13% | +$6.07M |
|
75
CALL
Zoom
ZM
$26.7B
| $38.4M | 0.08% |
263,100
+232,300
| +754% | +$22.9M |
|
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.