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 | |
|---|---|---|---|---|---|---|
|
UGLD
326
DELISTED
VelocitySharesTM 3x Long Gold ETN linked to the S&P GSCI Gold Index ER
UGLD
| $6.68M | 0.01% |
+32,618
| New | +$6.08M |
|
|
SPLK
327
PUT
DELISTED
Splunk Inc
SPLK
| $6.66M | 0.01% |
33,500
-11,400
| -25% | -$1.8M |
|
328
CALL
Lyft
LYFT
$5.39B
| $6.51M | 0.01% |
197,200
-93,500
| -32% | -$2.96M |
|
329
Invesco S&P 500 Equal Weight Consumer Staples ETF
RSPS
$249M
| $6.46M | 0.01% |
238,060
+90,190
| +61% | +$2.41M |
|
330
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.8B
| $6.45M | 0.01% |
+25,023
| New | +$6.15M |
|
331
PUT
Deere & Co
DE
$170B
| $6.43M | 0.01% |
40,900
-38,700
| -49% | -$5.61M |
|
|
COUP
332
CALL
DELISTED
Coupa Software Incorporated
COUP
| $6.43M | 0.01% |
23,200
+4,300
| +23% | +$866K |
|
333
CALL
PepsiCo
PEP
$186B
| $6.39M | 0.01% |
48,300
-51,000
| -51% | -$6.72M |
|
334
Baidu
BIDU
$35.8B
| $6.3M | 0.01% |
52,529
+24,675
| +89% | +$2.64M |
|
|
ATVI
335
PUT
DELISTED
Activision Blizzard
ATVI
| $6.28M | 0.01% |
82,700
+35,700
| +76% | +$2.49M |
|
336
American Airlines Group
AAL
$9.58B
| $6.27M | 0.01% |
+479,767
| New | +$5.82M |
|
337
PUT
Illumina
ILMN
$29.4B
| $6.18M | 0.01% |
17,168
-5,859
| -25% | -$1.89M |
|
338
PUT
NetEase
NTES
$76.5B
| $6.18M | 0.01% |
72,000
-21,500
| -23% | -$1.62M |
|
339
PUT
Workday
WDAY
$33.4B
| $6.16M | 0.01% |
32,900
+7,000
| +27% | +$1.13M |
|
340
iShares 20+ Year Treasury Bond ETF
TLT
$42.1B
| $6.04M | 0.01% |
+36,843
| New | +$6.07M |
|
341
PUT
Bristol-Myers Squibb
BMY
$127B
| $6.03M | 0.01% |
102,500
+3,500
| +4% | +$209K |
|
|
SPLK
342
CALL
DELISTED
Splunk Inc
SPLK
| $6M | 0.01% |
30,200
+3,600
| +14% | +$569K |
|
|
ATVI
343
CALL
DELISTED
Activision Blizzard
ATVI
| $6M | 0.01% |
79,000
+15,900
| +25% | +$1.11M |
|
344
CALL
Kroger
KR
$34.8B
| $5.92M | 0.01% |
174,900
+88,000
| +101% | +$2.85M |
|
345
PUT
American Tower
AMT
$77.7B
| $5.84M | 0.01% |
22,600
+4,100
| +22% | +$1.01M |
|
346
CALL
Applied Materials
AMAT
$426B
| $5.84M | 0.01% |
96,600
-25,700
| -21% | -$1.39M |
|
347
CALL
Coca-Cola
KO
$354B
| $5.82M | 0.01% |
130,300
-206,900
| -61% | -$9.53M |
|
348
CALL
Electronic Arts
EA
$52.4B
| $5.8M | 0.01% |
43,900
+1,300
| +3% | +$154K |
|
349
CALL
eBay
EBAY
$48.6B
| $5.76M | 0.01% |
109,800
-18,100
| -14% | -$765K |
|
350
Meta Platforms (Facebook)
META
$1.51T
| $5.75M | 0.01% |
+25,344
| New | +$5.29M |
|
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.