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 |
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
|
+$63.4M |
| 2 |
iShares Core S&P 500 ETF
IVV
|
+$30.2M |
| 3 |
FLGE
Credit Suisse FI Large Cap Growth Enhanced Exchange Traded Notes
FLGE
|
+$27.3M |
| 4 |
Apple
AAPL
|
+$21.7M |
| 5 |
Boeing
BA
|
+$21.7M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Russell 2000 ETF
IWM
|
+$56.5M |
| 2 |
Mastercard
MA
|
+$28.6M |
| 3 |
ProShares UltraPro Short QQQ
SQQQ
|
+$25M |
| 4 |
ProShares Ultra VIX Short-Term Futures ETF
UVXY
|
+$19.9M |
| 5 |
ProShares VIX Short-Term Futures ETF
VIXY
|
+$19.6M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 0.18% |
| 2 | Industrials | 0.11% |
| 3 | Technology | 0.09% |
| 4 | Communication Services | 0.05% |
| 5 | Consumer Discretionary | 0.04% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
251
CALL
MGM Resorts International
MGM
$11.7B
| $11M | 0.02% |
652,500
+240,100
| +58% | +$3.88M |
|
252
PUT
RH
RH
$3.3B
| $11M | 0.02% |
44,000
+1,100
| +3% | +$199K |
|
253
PUT
AbbVie
ABBV
$458B
| $10.9M | 0.02% |
111,300
-69,700
| -39% | -$6.14M |
|
254
PUT
Intuitive Surgical
ISRG
$121B
| $10.9M | 0.02% |
57,300
-95,700
| -63% | -$17.2M |
|
255
CALL
Target
TGT
$62.1B
| $10.9M | 0.02% |
90,600
-94,600
| -51% | -$10.8M |
|
256
PUT
American Express
AXP
$223B
| $10.6M | 0.02% |
111,600
+35,100
| +46% | +$3.23M |
|
257
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$42.1B
| $10.5M | 0.02% |
105,000
-64,700
| -38% | -$6.39M |
|
258
CALL
CVS Health
CVS
$137B
| $10.5M | 0.02% |
161,500
-38,600
| -19% | -$2.43M |
|
259
CALL
Ulta Beauty
ULTA
$20.4B
| $10.5M | 0.02% |
51,500
-23,300
| -31% | -$5.01M |
|
260
CALL
Norwegian Cruise Line
NCLH
$8.89B
| $10.5M | 0.02% |
636,800
+229,700
| +56% | +$3.37M |
|
261
CALL
Datadog
DDOG
$87.9B
| $10.3M | 0.02% |
118,900
+87,400
| +277% | +$5.32M |
|
262
CALL
Abbott
ABT
$180B
| $10.1M | 0.02% |
110,800
-9,400
| -8% | -$850K |
|
263
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.34B
| $10M | 0.02% |
366,067
+217,836
| +147% | +$4.96M |
|
264
PUT
Autodesk
ADSK
$44.3B
| $10M | 0.02% |
41,900
-28,400
| -40% | -$5.58M |
|
265
ProShares Short QQQ
PSQ
$694M
| $10M | 0.02% |
+105,450
| New | +$11.2M |
|
266
CALL
Lowe's Companies
LOW
$116B
| $9.86M | 0.02% |
73,000
-50,100
| -41% | -$5.72M |
|
267
CALL
Pfizer
PFE
$140B
| $9.77M | 0.02% |
314,935
-26,456
| -8% | -$899K |
|
268
CALL
Workday
WDAY
$33.4B
| $9.76M | 0.02% |
52,100
+23,700
| +83% | +$3.83M |
|
269
CALL
Charter Communications
CHTR
$14.7B
| $9.49M | 0.02% |
18,600
+400
| +2% | +$203K |
|
270
ProShares Short VIX Short-Term Futures ETF
SVXY
$220M
| $9.41M | 0.02% |
597,572
-293,268
| -33% | -$4.77M |
|
271
PUT
Virgin Galactic
SPCE
$320M
| $9.29M | 0.02% |
28,415
-5,770
| -17% | -$1.9M |
|
272
PUT
Simon Property Group
SPG
$74.5B
| $9.18M | 0.02% |
+134,300
| New | +$8.42M |
|
273
PUT
eBay
EBAY
$48.6B
| $9.17M | 0.02% |
174,900
+77,100
| +79% | +$3.26M |
|
274
PUT
Northrop Grumman
NOC
$77B
| $9.13M | 0.02% |
29,700
-12,900
| -30% | -$4.23M |
|
|
UGAZ
275
DELISTED
VelocityShares 3x Long Natural Gas ETN linked to the S&P GSCI Natural Gas Index ER due February 9, 2
UGAZ
| $9.13M | 0.02% |
+896,785
| New | +$17.8M |
|
Similar funds
IMC Chicago's Q2 2020 Portfolio in Review
As of Q2 2020, IMC Chicago held 990 positions worth $49B, up 3% from $47.6B the previous quarter. Its ten largest holdings account for 67% of the portfolio.
IMC Chicago withdrew a net $12.1B in Q2 2020, closing 114 positions and reducing 436 holdings. Its most notable exit was iShares Russell 2000 ETF, an estimated $56.5M position sold in full.
By sector, the portfolio is most concentrated in Financials at 0.18% of assets, up from 0.15% a quarter earlier, followed by Industrials and Technology.
Against the trend, IMC Chicago opened a new position in Credit Suisse FI Large Cap Growth Enhanced Exchange Traded Notes worth $31.5M.
- IMC Chicago's largest Q2 2020 buy was Credit Suisse FI Large Cap Growth Enhanced Exchange Traded Notes: 88,238 shares worth $31.5M.
- IMC Chicago added most to iPath Series B S&P 500 VIX Short-Term Futures ETN in Q2 2020, an estimated $63.4M increase.
- IMC Chicago's biggest Q2 2020 reduction was ProShares VIX Short-Term Futures ETF, cutting an estimated $19.6M.
- IMC Chicago fully exited iShares Russell 2000 ETF in Q2 2020, selling an estimated $56.5M.
- IMC Chicago's ten largest holdings make up 67% of its $49B portfolio in Q2 2020.
- IMC Chicago opened 168 new positions and closed 114 in Q2 2020.
- IMC Chicago's portfolio value rose 3% quarter-over-quarter to $49B.
Based on IMC Chicago's 13F filing for Q2 2020, filed 14 Aug 2020.