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 | |
|---|---|---|---|---|---|---|
301
CALL
General Motors
GM
$74.7B
| $7.74M | 0.02% |
306,000
-135,900
| -31% | -$3.31M |
|
302
CALL
Eli Lilly
LLY
$1.07T
| $7.67M | 0.02% |
46,700
-8,000
| -15% | -$1.23M |
|
303
CALL
NetEase
NTES
$76.5B
| $7.6M | 0.02% |
88,500
+19,500
| +28% | +$1.47M |
|
304
CALL
Domino's
DPZ
$11B
| $7.57M | 0.02% |
20,500
+5,600
| +38% | +$2.06M |
|
305
PUT
Match Group
MTCH
$8.84B
| $7.54M | 0.02% |
70,400
+45,700
| +185% | +$3.82M |
|
306
ProShares Ultra S&P500
SSO
$7.82B
| $7.46M | 0.02% |
+477,408
| New | +$6.76M |
|
|
GRUB
307
CALL
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
| $7.42M | 0.02% |
52,750
+26,700
| +102% | +$2.83M |
|
308
PUT
Accenture
ACN
$89.9B
| $7.39M | 0.02% |
34,400
-16,600
| -33% | -$3.14M |
|
309
CALL
PENN Entertainment
PENN
$2.74B
| $7.35M | 0.02% |
240,700
+65,100
| +37% | +$1.49M |
|
310
PUT
Charter Communications
CHTR
$14.7B
| $7.34M | 0.02% |
14,400
-10,400
| -42% | -$5.28M |
|
311
PUT
Align Technology
ALGN
$12B
| $7.33M | 0.02% |
26,700
-10,400
| -28% | -$2.34M |
|
312
Vanguard Real Estate ETF
VNQ
$39.9B
| $7.22M | 0.01% |
91,995
-61,459
| -40% | -$4.66M |
|
313
ProShares UltraShort QQQ
QID
$268M
| $7.16M | 0.01% |
+28,228
| New | +$9.16M |
|
314
PUT
CVS Health
CVS
$137B
| $7.14M | 0.01% |
109,900
-53,200
| -33% | -$3.35M |
|
315
PUT
Coca-Cola
KO
$354B
| $7.13M | 0.01% |
159,600
-157,700
| -50% | -$7.26M |
|
316
PUT
PepsiCo
PEP
$186B
| $7.08M | 0.01% |
53,500
-89,800
| -63% | -$11.8M |
|
|
317
PUT
General Motors
GM
$74.7B
| $7.07M | 0.01% |
279,500
-114,300
| -29% | -$2.78M |
|
318
PUT
Amgen
AMGN
$203B
| $7.05M | 0.01% |
29,900
-19,000
| -39% | -$4.33M |
|
|
319
PUT
Eli Lilly
LLY
$1.07T
| $7.04M | 0.01% |
42,900
-16,000
| -27% | -$2.46M |
|
320
Blackstone
BX
$104B
| $7.04M | 0.01% |
124,223
-2,511
| -2% | -$132K |
|
|
321
CALL
Align Technology
ALGN
$12B
| $7.03M | 0.01% |
25,600
-21,200
| -45% | -$4.77M |
|
|
RWVG
322
DELISTED
Direxion Russell 1000 Value Over Growth ETF
RWVG
| $6.99M | 0.01% |
169,961
-2,309
| -1% | -$95.7K |
|
323
CALL
BP
BP
$113B
| $6.98M | 0.01% |
299,300
+100,800
| +51% | +$2.42M |
|
324
Invesco QQQ Trust
QQQ
$455B
| $6.96M | 0.01% |
28,098
-33,744
| -55% | -$7.56M |
|
325
PUT
Chewy
CHWY
$8.54B
| $6.78M | 0.01% |
151,700
+103,200
| +213% | +$4.5M |
|
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.