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 | |
|---|---|---|---|---|---|---|
576
PUT
Energy Transfer Partners
ET
$70.1B
| $1.86M | ﹤0.01% |
261,600
+108,400
| +71% | +$803K |
|
577
PUT
Sarepta Therapeutics
SRPT
$1.66B
| $1.86M | ﹤0.01% |
11,600
-4,400
| -28% | -$599K |
|
|
CGC
578
PUT
Canopy Growth
CGC
$375M
| $1.85M | ﹤0.01% |
11,430
-10,580
| -48% | -$1.71M |
|
579
PUT
Automatic Data Processing
ADP
$100B
| $1.85M | ﹤0.01% |
12,400
-16,000
| -56% | -$2.29M |
|
580
State Street SPDR Portfolio Short Term Treasury ETF
SPTS
$6.07B
| $1.84M | ﹤0.01% |
60,040
-15,682
| -21% | -$481K |
|
581
Invesco S&P 500 Equal Weight Consumer Discretionary ETF
RSPD
$299M
| $1.83M | ﹤0.01% |
61,974
-300
| -0.5% | -$8.2K |
|
582
PUT
Live Nation Entertainment
LYV
$41.2B
| $1.83M | ﹤0.01% |
41,200
-21,800
| -35% | -$956K |
|
583
United States Oil Fund
USO
$2.45B
| $1.82M | ﹤0.01% |
65,018
-271,855
| -81% | -$7.44M |
|
584
CALL
Edwards Lifesciences
EW
$47.6B
| $1.82M | ﹤0.01% |
26,300
-16,000
| -38% | -$1.14M |
|
585
PUT
Duke Energy
DUK
$102B
| $1.79M | ﹤0.01% |
22,400
+9,700
| +76% | +$820K |
|
|
SRNE
586
CALL
DELISTED
Sorrento Therapeutics, Inc.
SRNE
| $1.79M | ﹤0.01% |
+284,800
| New | +$1.09M |
|
|
587
PUT
Edwards Lifesciences
EW
$47.6B
| $1.78M | ﹤0.01% |
25,800
-15,300
| -37% | -$1.09M |
|
588
PUT
General Dynamics
GD
$105B
| $1.76M | ﹤0.01% |
11,800
-10,000
| -46% | -$1.41M |
|
589
Marriott International
MAR
$98.7B
| $1.75M | ﹤0.01% |
+20,403
| New | +$1.77M |
|
|
590
CALL
Live Nation Entertainment
LYV
$41.2B
| $1.75M | ﹤0.01% |
39,400
-9,900
| -20% | -$434K |
|
591
Invesco Semiconductors ETF
PSI
$2.44B
| $1.74M | ﹤0.01% |
71,460
-2,898
| -4% | -$63.4K |
|
|
GWPH
592
PUT
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
| $1.73M | ﹤0.01% |
14,100
-8,700
| -38% | -$987K |
|
593
PUT
American International
AIG
$41.9B
| $1.7M | ﹤0.01% |
54,600
-54,900
| -50% | -$1.54M |
|
594
CALL
Kohl's
KSS
$2.03B
| $1.7M | ﹤0.01% |
81,600
-5,300
| -6% | -$102K |
|
595
PUT
Marathon Petroleum
MPC
$90.3B
| $1.69M | ﹤0.01% |
45,300
-35,700
| -44% | -$1.15M |
|
596
PUT
Valero Energy
VLO
$89.8B
| $1.69M | ﹤0.01% |
28,700
+11,100
| +63% | +$663K |
|
597
PUT
JetBlue
JBLU
$1.96B
| $1.68M | ﹤0.01% |
153,900
-12,200
| -7% | -$120K |
|
598
PUT
Bausch Health
BHC
$1.65B
| $1.66M | ﹤0.01% |
90,600
-57,100
| -39% | -$1.01M |
|
599
PUT
Fastly Inc
FSLY
$3.17B
| $1.65M | ﹤0.01% |
+19,400
| New | +$764K |
|
|
SYV
600
DELISTED
SPDR MFS Systematic Value Equity ETF of SSgA Active Trust
SYV
| $1.63M | ﹤0.01% |
27,470
+1,042
| +4% | +$60.1K |
|
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.