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 | |
|---|---|---|---|---|---|---|
351
AT&T
T
$165B
| $5.73M | 0.01% |
251,052
-50,664
| -17% | -$1.15M |
|
352
PUT
Direxion Daily Technology Bull 3x ETF
TECL
$5.14B
| $5.73M | 0.01% |
1,370,000
+657,000
| +92% | +$11.6M |
|
353
PUT
PENN Entertainment
PENN
$2.74B
| $5.73M | 0.01% |
187,500
+94,300
| +101% | +$2.16M |
|
354
CALL
Merck
MRK
$324B
| $5.72M | 0.01% |
77,552
-107,315
| -58% | -$8.08M |
|
355
PUT
Electronic Arts
EA
$52.4B
| $5.72M | 0.01% |
43,300
+1,300
| +3% | +$154K |
|
356
PUT
Las Vegas Sands
LVS
$30.5B
| $5.7M | 0.01% |
125,200
-52,400
| -30% | -$2.46M |
|
|
357
CALL
Las Vegas Sands
LVS
$30.5B
| $5.68M | 0.01% |
124,700
-54,500
| -30% | -$2.56M |
|
358
CALL
US Bancorp Series B Preferred Stock
USB.PRH
$746M
| $5.67M | 0.01% |
154,000
-177,100
| -53% | -$3.49M |
|
359
CALL
Amgen
AMGN
$203B
| $5.61M | 0.01% |
23,800
-10,400
| -30% | -$2.37M |
|
|
PARA
360
CALL
DELISTED
Paramount Global Class B
PARA
| $5.57M | 0.01% |
238,900
+182,900
| +327% | +$3.53M |
|
361
PUT
Palo Alto Networks
PANW
$264B
| $5.49M | 0.01% |
143,400
+15,000
| +12% | +$529K |
|
362
CALL
Autodesk
ADSK
$44.3B
| $5.43M | 0.01% |
22,700
-10,600
| -32% | -$2.08M |
|
363
eBay
EBAY
$48.6B
| $5.39M | 0.01% |
+102,799
| New | +$4.35M |
|
|
VMW
364
CALL
DELISTED
VMware, Inc
VMW
| $5.36M | 0.01% |
34,600
+22,100
| +177% | +$3.04M |
|
|
365
CALL
Palo Alto Networks
PANW
$264B
| $5.3M | 0.01% |
138,600
+30,600
| +28% | +$1.08M |
|
366
Invesco S&P 500 Equal Weight Industrials ETF
RSPN
$1.1B
| $5.3M | 0.01% |
221,100
-13,010
| -6% | -$288K |
|
367
iShares US Consumer Discretionary ETF
IYC
$1.12B
| $5.25M | 0.01% |
95,800
+24,512
| +34% | +$1.27M |
|
368
CALL
Newmont
NEM
$98.2B
| $5.19M | 0.01% |
84,100
-62,300
| -43% | -$3.69M |
|
369
PUT
Lyft
LYFT
$5.39B
| $5.19M | 0.01% |
157,100
-170,300
| -52% | -$5.39M |
|
370
CALL
Constellation Brands
STZ
$22.2B
| $5.13M | 0.01% |
29,300
-16,800
| -36% | -$2.8M |
|
371
Invesco S&P 500 Top 50 ETF
XLG
$10.5B
| $5.11M | 0.01% |
214,890
-48,670
| -18% | -$1.09M |
|
372
CALL
Chewy
CHWY
$8.54B
| $5.09M | 0.01% |
114,000
+31,800
| +39% | +$1.39M |
|
373
CALL
Deere & Co
DE
$170B
| $5.04M | 0.01% |
32,100
-22,700
| -41% | -$3.29M |
|
374
PUT
Pfizer
PFE
$140B
| $5.02M | 0.01% |
161,789
-46,692
| -22% | -$1.59M |
|
375
PUT
Take-Two Interactive
TTWO
$43B
| $5.01M | 0.01% |
+35,900
| New | +$4.7M |
|
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.