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 | |
|---|---|---|---|---|---|---|
376
CALL
NIO
NIO
$11.3B
| $5.01M | 0.01% |
648,500
+109,500
| +20% | +$481K |
|
377
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$33.9B
| $4.99M | 0.01% |
72,700
-20,300
| -22% | -$1.32M |
|
378
PUT
BP
BP
$113B
| $4.96M | 0.01% |
212,600
-71,400
| -25% | -$1.71M |
|
379
PUT
Merck
MRK
$324B
| $4.96M | 0.01% |
67,177
-77,866
| -54% | -$5.86M |
|
|
XLNX
380
CALL
DELISTED
Xilinx Inc
XLNX
| $4.92M | 0.01% |
50,000
-19,900
| -28% | -$1.76M |
|
381
PUT
Constellation Brands
STZ
$22.2B
| $4.86M | 0.01% |
27,800
-22,500
| -45% | -$3.75M |
|
|
382
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$33.9B
| $4.8M | 0.01% |
69,900
-19,400
| -22% | -$1.26M |
|
383
PUT
Applied Materials
AMAT
$426B
| $4.79M | 0.01% |
79,300
-55,500
| -41% | -$2.99M |
|
|
XLNX
384
PUT
DELISTED
Xilinx Inc
XLNX
| $4.78M | 0.01% |
48,600
-24,700
| -34% | -$2.19M |
|
385
PUT
Ford
F
$57.3B
| $4.71M | 0.01% |
774,100
-259,400
| -25% | -$1.44M |
|
|
RWUI
386
DELISTED
Direxion FTSE Russell US Over International ETF
RWUI
| $4.64M | 0.01% |
73,012
+18,244
| +33% | +$1.1M |
|
|
387
PUT
NIO
NIO
$11.3B
| $4.63M | 0.01% |
600,300
+69,300
| +13% | +$305K |
|
388
CALL
Skyworks Solutions
SWKS
$9.06B
| $4.62M | 0.01% |
36,100
-18,700
| -34% | -$2.07M |
|
389
PUT
Oracle
ORCL
$331B
| $4.61M | 0.01% |
83,400
-46,100
| -36% | -$2.44M |
|
390
PUT
iShares Core MSCI Emerging Markets ETF
IEMG
$149B
| $4.46M | 0.01% |
81,300
-71,100
| -47% | -$3.17M |
|
391
United States Brent Oil Fund
BNO
$815M
| $4.44M | 0.01% |
+411,326
| New | +$3.76M |
|
392
CALL
Halliburton
HAL
$27.9B
| $4.43M | 0.01% |
341,400
-187,900
| -35% | -$2.03M |
|
393
CALL
RTX Corp
RTX
$287B
| $4.39M | 0.01% |
+71,200
| New | +$4.44M |
|
394
PUT
NXP Semiconductors
NXPI
$68B
| $4.33M | 0.01% |
38,000
-20,900
| -35% | -$2.09M |
|
395
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.4B
| $4.33M | 0.01% |
67,800
-53,800
| -44% | -$3.17M |
|
396
CALL
Pinterest
PINS
$12.4B
| $4.31M | 0.01% |
194,600
-61,900
| -24% | -$1.21M |
|
|
TECD
397
DELISTED
Tech Data Corp
TECD
| $4.3M | 0.01% |
+29,657
| New | +$4.1M |
|
398
PUT
CarMax
KMX
$8.27B
| $4.29M | 0.01% |
47,900
-20,600
| -30% | -$1.61M |
|
399
PUT
iQIYI
IQ
$1.18B
| $4.27M | 0.01% |
184,000
+116,500
| +173% | +$2.16M |
|
400
CALL
American Tower
AMT
$77.7B
| $4.27M | 0.01% |
16,500
-2,700
| -14% | -$668K |
|
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.