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 | |
|---|---|---|---|---|---|---|
151
PUT
Moderna
MRNA
$21.5B
| $20.6M | 0.04% |
320,500
+310,300
| +3,042% | +$17M |
|
152
PUT
McDonald's
MCD
$188B
| $20.3M | 0.04% |
110,300
-62,500
| -36% | -$11.5M |
|
153
CALL
iShares MSCI Australia ETF
EWA
$1.34B
| $20.1M | 0.04% |
696,600
-317,700
| -31% | -$5.6M |
|
154
PUT
Wynn Resorts
WYNN
$10.1B
| $20M | 0.04% |
269,100
-18,900
| -7% | -$1.51M |
|
155
CALL
Uber
UBER
$134B
| $20M | 0.04% |
642,800
-389,700
| -38% | -$12.1M |
|
156
ProShares UltraPro S&P 500
UPRO
$5.1B
| $19.9M | 0.04% |
895,938
+875,252
| +4,231% | +$17M |
|
157
PUT
Johnson & Johnson
JNJ
$635B
| $19.9M | 0.04% |
141,200
-14,000
| -9% | -$2.04M |
|
|
158
CALL
Moderna
MRNA
$21.5B
| $19.8M | 0.04% |
309,100
+253,100
| +452% | +$13.9M |
|
159
CALL
CrowdStrike
CRWD
$187B
| $19.8M | 0.04% |
790,400
+162,000
| +26% | +$3.25M |
|
160
PUT
Nike
NKE
$61.9B
| $19.6M | 0.04% |
200,000
-73,800
| -27% | -$6.81M |
|
161
PUT
VanEck Durable High Dividend ETF
DURA
$38.7M
| $19.6M | 0.04% |
+160,500
| New | +$4.09M |
|
162
CALL
Intel
INTC
$466B
| $19.3M | 0.04% |
323,200
-137,000
| -30% | -$8.19M |
|
163
United Airlines
UAL
$38.4B
| $19.2M | 0.04% |
+555,848
| New | +$16.7M |
|
164
CALL
Royal Caribbean
RCL
$78.7B
| $19.2M | 0.04% |
382,100
+9,800
| +3% | +$443K |
|
165
PUT
JD.com
JD
$40.8B
| $19.2M | 0.04% |
318,900
+78,300
| +33% | +$3.96M |
|
166
CALL
Cisco
CSCO
$450B
| $19.2M | 0.04% |
411,200
-29,100
| -7% | -$1.28M |
|
|
DOCU
167
PUT
DocuSign
DOCU
$9.63B
| $19.1M | 0.04% |
110,800
+34,200
| +45% | +$4.31M |
|
168
CALL
Home Depot
HD
$332B
| $19M | 0.04% |
76,000
-63,200
| -45% | -$14.5M |
|
169
PUT
Starbucks
SBUX
$118B
| $18.9M | 0.04% |
256,600
-187,400
| -42% | -$14.1M |
|
170
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$6.58B
| $18.6M | 0.04% |
+445,665
| New | +$16.4M |
|
|
171
PUT
CrowdStrike
CRWD
$187B
| $18.4M | 0.04% |
734,400
+352,400
| +92% | +$7.07M |
|
172
CALL
Regeneron Pharmaceuticals
REGN
$68.8B
| $18.4M | 0.04% |
29,500
-20,600
| -41% | -$11.7M |
|
173
PUT
FedEx
FDX
$74.5B
| $18.3M | 0.04% |
130,700
-41,700
| -24% | -$5.25M |
|
174
CALL
Qualcomm
QCOM
$176B
| $18.1M | 0.04% |
198,400
+17,500
| +10% | +$1.4M |
|
175
PUT
State Street Technology Select Sector SPDR ETF
XLK
$115B
| $18.1M | 0.04% |
346,000
+24,400
| +8% | +$1.15M |
|
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.