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 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$69.8M |
| 2 |
Apple
AAPL
|
+$58.3M |
| 3 |
ProShares UltraPro S&P 500
UPRO
|
+$58.1M |
| 4 |
Invesco QQQ Trust
QQQ
|
+$24.6M |
| 5 |
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
|
+$20.1M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Amazon
AMZN
|
+$52.7M |
| 2 |
iShares 20+ Year Treasury Bond ETF
TLT
|
+$27.3M |
| 3 |
ProShares Short VIX Short-Term Futures ETF
SVXY
|
+$25.4M |
| 4 |
State Street SPDR S&P Biotech ETF
XBI
|
+$16M |
| 5 |
SPDR Gold Trust
GLD
|
+$11.3M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 0.29% |
| 2 | Financials | 0.15% |
| 3 | Healthcare | 0.09% |
| 4 | Consumer Discretionary | 0.06% |
| 5 | Communication Services | 0.05% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
101
PUT
FedEx
FDX
$74.7B
| $24.7M | 0.06% |
163,300
+38,100
| +30% | +$5.87M |
|
102
CALL
Salesforce
CRM
$140B
| $24.6M | 0.06% |
151,300
+27,500
| +22% | +$4.31M |
|
103
CALL
iShares MSCI Australia ETF
EWA
$1.43B
| $24.5M | 0.06% |
519,300
+131,900
| +34% | +$2.97M |
|
104
CALL
Trade Desk
TTD
$8.74B
| $24.5M | 0.06% |
943,000
+331,000
| +54% | +$7.45M |
|
105
PUT
Lowe's Companies
LOW
$117B
| $24.4M | 0.06% |
203,800
+11,400
| +6% | +$1.3M |
|
106
CALL
Biogen
BIIB
$30.4B
| $24.3M | 0.06% |
81,800
+27,100
| +50% | +$7.52M |
|
107
CALL
IBM
IBM
$200B
| $24.2M | 0.06% |
188,908
+39,748
| +27% | +$5.17M |
|
108
PUT
PayPal
PYPL
$49.9B
| $24M | 0.06% |
221,600
-2,100
| -0.9% | -$219K |
|
109
CALL
Cisco
CSCO
$441B
| $24M | 0.06% |
499,500
+178,200
| +55% | +$8.28M |
|
110
CALL
Beyond Meat
BYND
$305M
| $23.8M | 0.06% |
315,100
-400
| -0.1% | -$37.1K |
|
111
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.34B
| $23.2M | 0.06% |
755,200
-346,800
| -31% | -$10.2M |
|
|
XYZ
112
PUT
Block Inc
XYZ
$47.6B
| $23M | 0.06% |
368,300
+26,600
| +8% | +$1.7M |
|
113
PUT
Lockheed Martin
LMT
$117B
| $22.8M | 0.06% |
58,500
+9,400
| +19% | +$3.61M |
|
114
PUT
Lam Research
LRCX
$392B
| $22.5M | 0.06% |
769,000
-58,000
| -7% | -$1.54M |
|
115
PUT
Qualcomm
QCOM
$181B
| $22.4M | 0.06% |
254,300
+55,500
| +28% | +$4.64M |
|
|
116
PUT
Biogen
BIIB
$30.4B
| $22.1M | 0.06% |
74,600
+30,600
| +70% | +$8.49M |
|
117
PUT
Wynn Resorts
WYNN
$10B
| $22.1M | 0.06% |
158,900
+86,300
| +119% | +$10.5M |
|
118
CALL
Adobe
ADBE
$94.3B
| $22.1M | 0.06% |
66,900
-7,500
| -10% | -$2.21M |
|
|
JJT
119
PUT
DELISTED
iPath Series B Bloomberg Tin Subindex Total ReturnSM ETN
JJT
| $21.9M | 0.06% |
1,448,600
+371,100
| +34% | +$16M |
|
120
PUT
Coca-Cola
KO
$351B
| $21.6M | 0.06% |
391,000
+84,000
| +27% | +$4.52M |
|
121
CALL
AbbVie
ABBV
$450B
| $21.5M | 0.06% |
242,600
+53,200
| +28% | +$4.42M |
|
122
PUT
Nike
NKE
$64.9B
| $21.4M | 0.06% |
211,700
-24,100
| -10% | -$2.27M |
|
123
CALL
Caterpillar
CAT
$405B
| $21.3M | 0.05% |
144,000
-21,600
| -13% | -$3.01M |
|
124
PUT
Starbucks
SBUX
$120B
| $21.2M | 0.05% |
241,400
-48,900
| -17% | -$4.17M |
|
|
125
PUT
Trade Desk
TTD
$8.74B
| $20.9M | 0.05% |
803,000
+314,000
| +64% | +$7.07M |
|
Similar funds
IMC Chicago's Q4 2019 Portfolio in Review
As of Q4 2019, IMC Chicago held 887 positions worth $38.9B, up 20% from $32.3B the previous quarter. Its ten largest holdings account for 70% of the portfolio.
IMC Chicago deployed $3.25B of net new capital in Q4 2019, opening 162 new positions and adding to 363 existing holdings. Its largest new stake was Apple: 905,484 shares worth $66.5M.
By sector, the portfolio is most concentrated in Technology at 0.29% of assets, up from 0.1% a quarter earlier, followed by Financials and Healthcare.
On the sell side, the largest reduction was iShares 20+ Year Treasury Bond ETF, an estimated $27.3M trimmed.
- IMC Chicago's largest Q4 2019 buy was Apple: 905,484 shares worth $66.5M.
- IMC Chicago added most to State Street SPDR S&P 500 ETF Trust in Q4 2019, an estimated $69.8M increase.
- IMC Chicago's biggest Q4 2019 reduction was iShares 20+ Year Treasury Bond ETF, cutting an estimated $27.3M.
- IMC Chicago fully exited Amazon in Q4 2019, selling an estimated $52.7M.
- IMC Chicago's ten largest holdings make up 70% of its $38.9B portfolio in Q4 2019.
- IMC Chicago opened 162 new positions and closed 117 in Q4 2019.
- IMC Chicago's portfolio value rose 20% quarter-over-quarter to $38.9B.
Based on IMC Chicago's 13F filing for Q4 2019, filed 13 Feb 2020.