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 | |
|---|---|---|---|---|---|---|
276
CALL
Verizon
VZ
$194B
| $9.07M | 0.02% |
164,500
-54,300
| -25% | -$3.05M |
|
277
PUT
Occidental Petroleum
OXY
$57B
| $8.95M | 0.02% |
489,000
+41,200
| +9% | +$649K |
|
278
CALL
Inovio Pharmaceuticals
INO
$79.8M
| $8.9M | 0.02% |
+27,517
| New | +$4.42M |
|
279
CALL
Direxion Daily Technology Bull 3x ETF
TECL
$5.14B
| $8.78M | 0.02% |
2,101,000
-192,000
| -8% | -$3.4M |
|
280
Invesco S&P 500 Equal Weight Health Care ETF
RSPH
$741M
| $8.76M | 0.02% |
394,200
+19,510
| +5% | +$418K |
|
281
CALL
Northrop Grumman
NOC
$77B
| $8.67M | 0.02% |
28,200
-3,700
| -12% | -$1.21M |
|
|
PPLC
282
DELISTED
PortfolioPlus S&P 500 ETF
PPLC
| $8.61M | 0.02% |
208,621
+122,304
| +142% | +$4.71M |
|
283
PUT
US Bancorp Series B Preferred Stock
USB.PRH
$746M
| $8.53M | 0.02% |
231,700
-5,200
| -2% | -$102K |
|
284
PUT
Abbott
ABT
$180B
| $8.47M | 0.02% |
92,600
-19,600
| -17% | -$1.77M |
|
285
ProShares Ultra Bloomberg Crude Oil
UCO
$443M
| $8.4M | 0.02% |
1,171,572
+1,134,810
| +3,087% | +$7.95M |
|
286
CALL
Accenture
ACN
$89.9B
| $8.4M | 0.02% |
39,100
-2,300
| -6% | -$435K |
|
|
287
PUT
Verizon
VZ
$194B
| $8.38M | 0.02% |
152,100
-7,500
| -5% | -$422K |
|
288
Invesco S&P 500 Equal Weight Technology ETF
RSPT
$5.38B
| $8.36M | 0.02% |
419,860
+142,020
| +51% | +$2.63M |
|
289
CALL
Procter & Gamble
PG
$343B
| $8.29M | 0.02% |
69,300
-46,800
| -40% | -$5.46M |
|
290
CALL
Bristol-Myers Squibb
BMY
$127B
| $8.29M | 0.02% |
140,900
+34,300
| +32% | +$2.05M |
|
291
PUT
MGM Resorts International
MGM
$11.7B
| $8.2M | 0.02% |
488,200
+133,500
| +38% | +$2.16M |
|
292
CALL
Illumina
ILMN
$29.4B
| $8.15M | 0.02% |
22,616
-1,748
| -7% | -$562K |
|
|
GRUB
293
PUT
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
| $8.14M | 0.02% |
57,900
+14,300
| +33% | +$1.52M |
|
294
PUT
Datadog
DDOG
$87.9B
| $8.05M | 0.02% |
92,600
+68,700
| +287% | +$4.18M |
|
295
Beyond Meat
BYND
$288M
| $7.96M | 0.02% |
59,389
+33,156
| +126% | +$3.93M |
|
|
COUP
296
PUT
DELISTED
Coupa Software Incorporated
COUP
| $7.95M | 0.02% |
+28,700
| New | +$5.78M |
|
297
PUT
Lowe's Companies
LOW
$116B
| $7.91M | 0.02% |
58,500
-48,100
| -45% | -$5.49M |
|
|
298
PUT
Inovio Pharmaceuticals
INO
$79.8M
| $7.88M | 0.02% |
+24,367
| New | +$3.91M |
|
299
PUT
Norwegian Cruise Line
NCLH
$8.89B
| $7.84M | 0.02% |
477,000
+226,800
| +91% | +$3.32M |
|
300
CALL
Take-Two Interactive
TTWO
$43B
| $7.83M | 0.02% |
+56,100
| New | +$7.34M |
|
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.