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 | |
|---|---|---|---|---|---|---|
776
PUT
Viatris
VTRS
$20.1B
| $334K | ﹤0.01% |
22,400
-10,500
| -32% | -$201K |
|
|
DCHF
777
DELISTED
Exchange-Traded Notes linked to the VelocityShares Daily 4X Long USD vs. CHF Index due December 6, 2
DCHF
| $332K | ﹤0.01% |
+12,713
| New | +$342K |
|
778
Occidental Petroleum
OXY
$57B
| $330K | ﹤0.01% |
+28,512
| New | +$936K |
|
779
PUT
Invesco DB US Dollar Index Bullish Fund
UUP
$434M
| $330K | ﹤0.01% |
+12,300
| New | +$327K |
|
780
CALL
Wheaton Precious Metals
WPM
$50.6B
| $328K | ﹤0.01% |
+11,900
| New | +$343K |
|
781
CALL
Amplify Junior Silver Miners ETF
SILJ
$3.27B
| $323K | ﹤0.01% |
28,300
+6,100
| +27% | +$59.5K |
|
782
CALL
Canadian Solar
CSIQ
$906M
| $320K | ﹤0.01% |
+20,100
| New | +$407K |
|
783
CALL
Dave & Buster's
PLAY
$343M
| $317K | ﹤0.01% |
+24,200
| New | +$829K |
|
784
Marvell Technology
MRVL
$174B
| $312K | ﹤0.01% |
+13,797
| New | +$331K |
|
785
Bilibili
BILI
$7.18B
| $310K | ﹤0.01% |
+13,252
| New | +$320K |
|
786
CALL
BlackBerry
BB
$5.01B
| $309K | ﹤0.01% |
74,900
-77,400
| -51% | -$421K |
|
787
PUT
Moderna
MRNA
$21.5B
| $305K | ﹤0.01% |
+10,200
| New | +$235K |
|
|
SAVE
788
CALL
DELISTED
Spirit Airlines, Inc.
SAVE
| $303K | ﹤0.01% |
23,500
+12,100
| +106% | +$389K |
|
789
CF Industries
CF
$19.2B
| $301K | ﹤0.01% |
+11,078
| New | +$411K |
|
|
790
PUT
Wheaton Precious Metals
WPM
$50.6B
| $297K | ﹤0.01% |
10,800
-500
| -4% | -$14.4K |
|
791
Tencent Music
TME
$14.5B
| $293K | ﹤0.01% |
29,125
+1,855
| +7% | +$22.8K |
|
792
CALL
Under Armour
UAA
$3B
| $288K | ﹤0.01% |
31,300
-45,000
| -59% | -$723K |
|
|
SKX
793
DELISTED
Skechers
SKX
| $286K | ﹤0.01% |
+12,035
| New | +$415K |
|
|
794
ProShares UltraPro S&P 500
UPRO
$5.1B
| $286K | ﹤0.01% |
20,686
-2,072,808
| -99% | -$61.8M |
|
795
CALL
AerCap
AER
$23.9B
| $285K | ﹤0.01% |
12,500
-4,100
| -25% | -$202K |
|
796
PUT
GameStop
GME
$9.5B
| $282K | ﹤0.01% |
322,800
+57,200
| +22% | +$61.3K |
|
797
State Street Financial Select Sector SPDR ETF
XLF
$55.6B
| $273K | ﹤0.01% |
13,131
-195,429
| -94% | -$5.38M |
|
|
AUY
798
DELISTED
Yamana Gold, Inc.
AUY
| $272K | ﹤0.01% |
99,052
-37,985
| -28% | -$143K |
|
|
799
CALL
Viatris
VTRS
$20.1B
| $271K | ﹤0.01% |
18,200
-24,000
| -57% | -$460K |
|
800
CALL
Kinross Gold
KGC
$28.5B
| $269K | ﹤0.01% |
67,700
-18,700
| -22% | -$90.5K |
|
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.