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 | |
|---|---|---|---|---|---|---|
101
PUT
McDonald's
MCD
$190B
| $28.6M | 0.06% |
172,800
+4,900
| +3% | +$965K |
|
102
CALL
iShares Silver Trust
SLV
$27.1B
| $28.1M | 0.06% |
2,153,400
-208,700
| -9% | -$3.28M |
|
|
UWC
103
PUT
DELISTED
PROSHARES TR ULTRA RUSSELL3000
UWC
| $27.9M | 0.06% |
585,700
+499,600
| +580% | +$23.8M |
|
104
CALL
Salesforce
CRM
$140B
| $27.3M | 0.06% |
189,300
+38,000
| +25% | +$6.52M |
|
105
CALL
Starbucks
SBUX
$120B
| $27M | 0.06% |
411,400
+235,300
| +134% | +$19M |
|
106
PUT
Walmart Inc
WMT
$909B
| $26.7M | 0.06% |
703,800
-316,500
| -31% | -$12.2M |
|
107
PUT
Uber
UBER
$147B
| $26.2M | 0.06% |
939,900
+634,100
| +207% | +$20.9M |
|
108
CALL
Delta Air Lines
DAL
$55.4B
| $26.2M | 0.06% |
918,800
+715,400
| +352% | +$35.5M |
|
109
CALL
Home Depot
HD
$338B
| $26M | 0.05% |
139,200
-7,800
| -5% | -$1.71M |
|
110
PUT
Intel
INTC
$478B
| $25.9M | 0.05% |
479,000
-153,800
| -24% | -$9.1M |
|
111
CALL
UnitedHealth
UNH
$387B
| $25.9M | 0.05% |
103,900
+38,200
| +58% | +$10.5M |
|
112
PUT
Beyond Meat
BYND
$305M
| $25.9M | 0.05% |
389,000
+132,900
| +52% | +$12.9M |
|
113
CALL
IBM
IBM
$200B
| $25.8M | 0.05% |
242,881
+53,973
| +29% | +$6.83M |
|
114
PUT
Intuitive Surgical
ISRG
$122B
| $25.3M | 0.05% |
153,000
-14,700
| -9% | -$2.69M |
|
115
PUT
Regeneron Pharmaceuticals
REGN
$70.9B
| $25M | 0.05% |
51,300
-500
| -1% | -$206K |
|
|
116
ProShares UltraPro Short QQQ
SQQQ
$2.36B
| $25M | 0.05% |
2,054
+1,692
| +467% | +$22.2M |
|
|
117
CALL
Intel
INTC
$478B
| $24.9M | 0.05% |
460,200
-26,400
| -5% | -$1.56M |
|
118
PUT
Wells Fargo
WFC
$265B
| $24.9M | 0.05% |
867,400
+290,500
| +50% | +$12.3M |
|
|
119
CALL
Walmart Inc
WMT
$909B
| $24.8M | 0.05% |
655,200
+209,100
| +47% | +$8.04M |
|
120
CALL
Chevron
CVX
$373B
| $24.7M | 0.05% |
340,900
+207,800
| +156% | +$20.5M |
|
|
121
Mastercard
MA
$480B
| $24.5M | 0.05% |
+101,619
| New | +$30.2M |
|
122
CALL
Lockheed Martin
LMT
$117B
| $24.5M | 0.05% |
72,200
+29,600
| +69% | +$11.6M |
|
|
123
CALL
Regeneron Pharmaceuticals
REGN
$70.9B
| $24.5M | 0.05% |
50,100
+15,300
| +44% | +$6.31M |
|
124
CALL
Adobe
ADBE
$94.3B
| $24.4M | 0.05% |
76,700
+9,800
| +15% | +$3.35M |
|
125
CALL
iShares MSCI Australia ETF
EWA
$1.43B
| $24.1M | 0.05% |
1,014,300
+495,000
| +95% | +$10.1M |
|
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.