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 | |
|---|---|---|---|---|---|---|
801
PUT
APA Corp
APA
$12.8B
| $266K | ﹤0.01% |
63,700
-37,300
| -37% | -$831K |
|
|
CRON
802
CALL
Cronos Group
CRON
$1.05B
| $263K | ﹤0.01% |
46,400
-298,700
| -87% | -$1.99M |
|
803
BorgWarner
BWA
$13.2B
| $261K | ﹤0.01% |
+12,147
| New | +$351K |
|
804
Direxion Daily Gold Miners Index Bull 2X ETF
NUGT
$863M
| $260K | ﹤0.01% |
7,632
-5,393
| -41% | -$712K |
|
805
PUT
GoPro
GPRO
$116M
| $259K | ﹤0.01% |
+98,800
| New | +$367K |
|
806
CALL
Plug Power
PLUG
$2.92B
| $248K | ﹤0.01% |
+70,000
| New | +$285K |
|
|
APRN
807
CALL
DELISTED
Blue Apron Holdings, Inc. Class A Common Stock
APRN
| $248K | ﹤0.01% |
+1,717
| New | +$109K |
|
|
AUY
808
CALL
DELISTED
Yamana Gold, Inc.
AUY
| $248K | ﹤0.01% |
+90,100
| New | +$340K |
|
|
S
809
CALL
DELISTED
Sprint Corporation
S
| $247K | ﹤0.01% |
+28,700
| New | +$201K |
|
|
FTCH
810
CALL
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
| $238K | ﹤0.01% |
+30,100
| New | +$325K |
|
811
CALL
Fox Class A
FOXA
$23.2B
| $236K | ﹤0.01% |
10,000
-6,500
| -39% | -$214K |
|
812
VanEck Oil Services ETF
OIH
$2.06B
| $235K | ﹤0.01% |
+2,922
| New | +$544K |
|
813
PUT
Core Laboratories
CLB
$538M
| $226K | ﹤0.01% |
+21,900
| New | +$612K |
|
|
HBI
814
PUT
DELISTED
Hanesbrands
HBI
| $226K | ﹤0.01% |
+28,700
| New | +$364K |
|
815
CALL
Tencent Music
TME
$14.5B
| $226K | ﹤0.01% |
+22,500
| New | +$277K |
|
816
CALL
NOV
NOV
$7.45B
| $218K | ﹤0.01% |
22,200
-13,900
| -39% | -$262K |
|
|
SWN
817
DELISTED
Southwestern Energy Company
SWN
| $216K | ﹤0.01% |
+128,012
| New | +$222K |
|
818
Invesco S&P 500 Equal Weight Energy ETF
RSPG
$572M
| $215K | ﹤0.01% |
10,755
-27,888
| -72% | -$1.03M |
|
819
PUT
Harley-Davidson
HOG
$2.68B
| $208K | ﹤0.01% |
11,000
-5,700
| -34% | -$173K |
|
820
PUT
Deutsche Bank
DB
$66.3B
| $207K | ﹤0.01% |
+32,300
| New | +$268K |
|
821
Pinterest
PINS
$12.4B
| $205K | ﹤0.01% |
13,307
-145,450
| -92% | -$2.83M |
|
822
PUT
Signet Jewelers
SIG
$3.55B
| $201K | ﹤0.01% |
31,200
-23,300
| -43% | -$477K |
|
823
Alcoa
AA
$11.7B
| – | – |
-17,617
| Closed | -$242K |
|
|
824
Apple
AAPL
$4.89T
| – | – |
-905,484
| Closed | -$66.6M |
|
825
AbbVie
ABBV
$458B
| – | – |
-26,745
| Closed | -$2.28M |
|
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.