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 | |
|---|---|---|---|---|---|---|
76
PUT
Morgan Stanley
MS
$339B
| $54.8M | 0.11% |
1,133,900
-49,000
| -4% | -$2.06M |
|
77
PUT
Wells Fargo
WFC
$265B
| $54.5M | 0.11% |
2,127,900
+1,260,500
| +145% | +$34.5M |
|
|
78
CALL
Wells Fargo
WFC
$265B
| $54.4M | 0.11% |
2,123,900
+942,400
| +80% | +$25.8M |
|
|
UWC
79
PUT
DELISTED
PROSHARES TR ULTRA RUSSELL3000
UWC
| $53.2M | 0.11% |
578,500
-7,200
| -1% | -$662K |
|
80
PUT
Adobe
ADBE
$94.3B
| $53M | 0.11% |
121,800
+9,900
| +9% | +$3.67M |
|
81
PUT
Delta Air Lines
DAL
$55.4B
| $52.6M | 0.11% |
1,875,900
+873,700
| +87% | +$22.2M |
|
|
XYZ
82
CALL
Block Inc
XYZ
$47.6B
| $52.2M | 0.11% |
497,000
-182,600
| -27% | -$14M |
|
|
83
CALL
Delta Air Lines
DAL
$55.4B
| $50.2M | 0.1% |
1,789,300
+870,500
| +95% | +$22.1M |
|
|
84
iShares Core S&P 500 ETF
IVV
$881B
| $49.6M | 0.1% |
160,104
+102,830
| +180% | +$30.2M |
|
85
PUT
Goldman Sachs
GS
$314B
| $48.9M | 0.1% |
247,300
+500
| +0.2% | +$93.9K |
|
86
CALL
Trade Desk
TTD
$8.74B
| $48.3M | 0.1% |
1,188,000
+52,000
| +5% | +$1.57M |
|
|
JJT
87
PUT
DELISTED
iPath Series B Bloomberg Tin Subindex Total ReturnSM ETN
JJT
| $48.2M | 0.1% |
1,420,900
-884,600
| -38% | -$36.1M |
|
88
PUT
iShares Silver Trust
SLV
$27.1B
| $46.5M | 0.09% |
2,732,200
+1,608,600
| +143% | +$24.6M |
|
89
CALL
State Street SPDR Portfolio Short Term Treasury ETF
SPTS
$6.08B
| $45.7M | 0.09% |
876,300
-374,900
| -30% | -$11.5M |
|
90
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.34B
| $45.2M | 0.09% |
2,197,000
-400,200
| -15% | -$10.5M |
|
91
CALL
ExxonMobil
XOM
$611B
| $43.1M | 0.09% |
964,400
+190,400
| +25% | +$8.54M |
|
92
PUT
Salesforce
CRM
$140B
| $42.8M | 0.09% |
228,600
+12,900
| +6% | +$2.17M |
|
|
93
PUT
State Street SPDR Portfolio Short Term Treasury ETF
SPTS
$6.08B
| $41.6M | 0.09% |
797,900
-192,300
| -19% | -$5.9M |
|
94
PUT
lululemon athletica
LULU
$13.2B
| $41.5M | 0.08% |
133,000
+39,100
| +42% | +$10M |
|
95
PUT
Costco
COST
$417B
| $41.3M | 0.08% |
136,300
-85,700
| -39% | -$26.1M |
|
96
CALL
Gilead Sciences
GILD
$167B
| $41.3M | 0.08% |
536,700
+67,600
| +14% | +$5.18M |
|
97
CALL
iShares Morningstar Value ETF
ILCV
$1.3B
| $40.3M | 0.08% |
986,800
-1,317,800
| -57% | -$62.9M |
|
|
98
CALL
Adobe
ADBE
$94.3B
| $39.8M | 0.08% |
91,500
+14,800
| +19% | +$5.48M |
|
99
CALL
Walmart Inc
WMT
$909B
| $39.4M | 0.08% |
985,800
+330,600
| +50% | +$13.6M |
|
|
100
CALL
Costco
COST
$417B
| $38.6M | 0.08% |
127,400
-48,000
| -27% | -$14.6M |
|
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.