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 | |
|---|---|---|---|---|---|---|
226
CALL
Carnival Corporation Ltd
CCL
$36.1B
| $12.8M | 0.03% |
780,300
+93,900
| +14% | +$1.41M |
|
227
CALL
Peloton Interactive
PTON
$2.63B
| $12.8M | 0.03% |
220,900
+95,000
| +75% | +$3.93M |
|
228
PUT
MongoDB
MDB
$24B
| $12.7M | 0.03% |
56,100
+5,100
| +10% | +$945K |
|
|
229
PUT
Carnival Corporation Ltd
CCL
$36.1B
| $12.5M | 0.03% |
762,500
+218,100
| +40% | +$3.27M |
|
230
CALL
AbbVie
ABBV
$458B
| $12.4M | 0.03% |
126,700
-73,900
| -37% | -$6.51M |
|
231
CALL
RH
RH
$3.3B
| $12.3M | 0.03% |
49,500
-11,200
| -18% | -$2.03M |
|
232
CALL
Virgin Galactic
SPCE
$320M
| $12.2M | 0.03% |
37,475
-2,565
| -6% | -$843K |
|
233
PUT
ServiceNow
NOW
$102B
| $11.9M | 0.02% |
147,500
+77,000
| +109% | +$5.44M |
|
234
CALL
Lam Research
LRCX
$382B
| $11.9M | 0.02% |
369,000
-91,000
| -20% | -$2.48M |
|
235
CALL
Marriott International
MAR
$98.7B
| $11.9M | 0.02% |
139,200
+64,400
| +86% | +$5.59M |
|
236
CALL
Mercado Libre
MELI
$91.3B
| $11.9M | 0.02% |
12,100
-600
| -5% | -$450K |
|
237
PUT
Zscaler
ZS
$23B
| $11.9M | 0.02% |
108,800
+58,500
| +116% | +$4.86M |
|
|
238
ProShares VIX Short-Term Futures ETF
VIXY
$211M
| $11.8M | 0.02% |
5,328
-7,929
| -60% | -$19.6M |
|
|
NKLA
239
CALL
DELISTED
Nikola Corporation Common Stock
NKLA
| $11.8M | 0.02% |
+5,817
| New | +$5.61M |
|
|
240
PUT
Marriott International
MAR
$98.7B
| $11.6M | 0.02% |
135,300
+49,700
| +58% | +$4.32M |
|
241
PUT
DraftKings
DKNG
$11.4B
| $11.6M | 0.02% |
+348,600
| New | +$9.64M |
|
|
242
CALL
MongoDB
MDB
$24B
| $11.5M | 0.02% |
51,000
-18,800
| -27% | -$3.48M |
|
243
CALL
Novavax
NVAX
$1.23B
| $11.5M | 0.02% |
+137,700
| New | +$5.27M |
|
244
Invesco DB US Dollar Index Bullish Fund
UUP
$434M
| $11.5M | 0.02% |
435,907
+83,282
| +24% | +$2.23M |
|
245
CALL
American Express
AXP
$223B
| $11.3M | 0.02% |
118,900
+51,100
| +75% | +$4.7M |
|
246
PUT
Expedia Group
EXPE
$31.2B
| $11.2M | 0.02% |
136,300
-64,100
| -32% | -$4.66M |
|
247
CALL
Intuitive Surgical
ISRG
$121B
| $11.1M | 0.02% |
58,500
-75,900
| -56% | -$13.6M |
|
248
State Street SPDR S&P Biotech ETF
XBI
$10.1B
| $11M | 0.02% |
+98,666
| New | +$9.72M |
|
|
249
CALL
DraftKings
DKNG
$11.4B
| $11M | 0.02% |
+330,900
| New | +$9.15M |
|
250
PUT
Ulta Beauty
ULTA
$20.4B
| $11M | 0.02% |
53,900
-14,000
| -21% | -$3.01M |
|
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.