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 | |
|---|---|---|---|---|---|---|
201
State Street Health Care Select Sector SPDR ETF
XLV
$42.1B
| $11.4M | 0.03% |
111,551
+89,548
| +407% | +$8.61M |
|
202
PUT
Western Digital
WDC
$179B
| $11M | 0.03% |
228,747
+28,048
| +14% | +$1.17M |
|
203
CALL
CVS Health
CVS
$137B
| $10.9M | 0.03% |
147,000
-7,000
| -5% | -$492K |
|
204
CALL
Nike
NKE
$61.9B
| $10.9M | 0.03% |
107,400
-51,500
| -32% | -$4.86M |
|
205
US Bancorp
USB
$99.6B
| $10.8M | 0.03% |
+182,865
| New | +$10.6M |
|
206
PUT
Pfizer
PFE
$140B
| $10.8M | 0.03% |
291,431
-36,047
| -11% | -$1.28M |
|
207
CALL
Lam Research
LRCX
$382B
| $10.7M | 0.03% |
366,000
-22,000
| -6% | -$584K |
|
|
AGN
208
CALL
DELISTED
Allergan plc
AGN
| $10.5M | 0.03% |
55,000
-2,900
| -5% | -$523K |
|
|
SHNY
209
CALL
DELISTED
Direxion Daily Silver Miners Index Bull 2X Shares
SHNY
| $10.4M | 0.03% |
242,500
+57,600
| +31% | +$2.47M |
|
210
PUT
United Airlines
UAL
$38.4B
| $10.2M | 0.03% |
116,200
+24,300
| +26% | +$2.18M |
|
211
State Street Technology Select Sector SPDR ETF
XLK
$115B
| $10.1M | 0.03% |
+221,254
| New | +$9.47M |
|
212
CALL
Twilio
TWLO
$29.1B
| $10.1M | 0.03% |
102,500
+29,400
| +40% | +$3M |
|
213
CALL
Uber
UBER
$134B
| $10M | 0.03% |
336,600
+127,100
| +61% | +$3.77M |
|
|
214
CALL
Pfizer
PFE
$140B
| $9.93M | 0.03% |
267,189
-20,975
| -7% | -$747K |
|
215
ProShares VIX Short-Term Futures ETF
VIXY
$211M
| $9.93M | 0.03% |
9,988
+2,524
| +34% | +$3.14M |
|
216
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$6.58B
| $9.83M | 0.03% |
+148,771
| New | +$8.62M |
|
217
PUT
Deere & Co
DE
$170B
| $9.67M | 0.02% |
55,800
+7,200
| +15% | +$1.24M |
|
218
PUT
Expedia Group
EXPE
$31.2B
| $9.62M | 0.02% |
89,000
+63,600
| +250% | +$7.46M |
|
219
PUT
Electronic Arts
EA
$52.4B
| $9.55M | 0.02% |
88,800
+19,700
| +29% | +$1.96M |
|
220
PUT
Comcast
CMCSA
$79.7B
| $9.53M | 0.02% |
212,000
+68,800
| +48% | +$3.06M |
|
221
CALL
Skyworks Solutions
SWKS
$9.06B
| $9.48M | 0.02% |
78,400
+46,100
| +143% | +$4.53M |
|
222
CALL
United States Oil Fund
USO
$2.45B
| $9.37M | 0.02% |
91,400
-128,075
| -58% | -$12.2M |
|
223
CALL
ConocoPhillips
COP
$147B
| $9.35M | 0.02% |
143,800
+59,600
| +71% | +$3.5M |
|
224
PUT
American Airlines Group
AAL
$9.58B
| $9.32M | 0.02% |
325,000
+85,800
| +36% | +$2.45M |
|
225
CALL
Lowe's Companies
LOW
$116B
| $9.27M | 0.02% |
77,400
+17,600
| +29% | +$2.01M |
|
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.