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 | |
|---|---|---|---|---|---|---|
401
CALL
PNC Financial Services
PNC
$100B
| $4.26M | 0.01% |
40,500
-11,600
| -22% | -$1.22M |
|
402
CALL
Universal Display
OLED
$3.71B
| $4.25M | 0.01% |
28,400
-3,900
| -12% | -$572K |
|
403
PUT
Newmont
NEM
$98.2B
| $4.2M | 0.01% |
68,100
-93,000
| -58% | -$5.5M |
|
404
Match Group
MTCH
$8.84B
| $4.19M | 0.01% |
+39,177
| New | +$3.27M |
|
|
RWGV
405
DELISTED
Direxion Russell 1000 Growth Over Value ETF
RWGV
| $4.08M | 0.01% |
49,373
-1,646
| -3% | -$121K |
|
406
CALL
Marvell Technology
MRVL
$174B
| $4.06M | 0.01% |
115,900
-19,100
| -14% | -$559K |
|
407
Invesco Bloomberg MVP Multi-factor ETF
BMVP
$104M
| $4.04M | 0.01% |
137,298
+65,622
| +92% | +$1.81M |
|
408
CALL
iShares Core MSCI Emerging Markets ETF
IEMG
$149B
| $4.04M | 0.01% |
73,600
-34,700
| -32% | -$1.55M |
|
409
iShares Core S&P Mid-Cap ETF
IJH
$123B
| $3.99M | 0.01% |
+112,185
| New | +$3.73M |
|
410
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.4B
| $3.98M | 0.01% |
62,400
-43,200
| -41% | -$2.55M |
|
411
CALL
ConocoPhillips
COP
$147B
| $3.98M | 0.01% |
94,800
-84,700
| -47% | -$3.43M |
|
412
CALL
Ford
F
$57.3B
| $3.97M | 0.01% |
653,400
-519,500
| -44% | -$2.88M |
|
413
State Street Technology Select Sector SPDR ETF
XLK
$115B
| $3.94M | 0.01% |
75,316
+9,772
| +15% | +$460K |
|
414
CALL
Western Digital
WDC
$179B
| $3.93M | 0.01% |
117,747
+1,720
| +1% | +$55.7K |
|
415
CALL
Texas Instruments
TXN
$255B
| $3.9M | 0.01% |
30,700
-44,600
| -59% | -$5.2M |
|
|
416
PUT
Texas Instruments
TXN
$255B
| $3.9M | 0.01% |
30,700
-29,900
| -49% | -$3.49M |
|
417
CALL
Oracle
ORCL
$331B
| $3.88M | 0.01% |
70,300
-35,100
| -33% | -$1.86M |
|
418
PUT
United States Natural Gas Fund
UNG
$470M
| $3.87M | 0.01% |
94,325
-2,450
| -3% | -$117K |
|
419
CALL
SLB Ltd
SLB
$77.8B
| $3.86M | 0.01% |
209,800
-127,100
| -38% | -$2.23M |
|
420
CALL
Shake Shack
SHAK
$2.3B
| $3.86M | 0.01% |
72,800
+7,500
| +11% | +$379K |
|
421
Datadog
DDOG
$87.9B
| $3.84M | 0.01% |
+44,129
| New | +$2.69M |
|
422
CALL
Sea Limited
SE
$61.2B
| $3.83M | 0.01% |
35,700
+300
| +0.8% | +$21.7K |
|
|
423
PUT
PNC Financial Services
PNC
$100B
| $3.79M | 0.01% |
36,000
-8,500
| -19% | -$896K |
|
424
CALL
Sarepta Therapeutics
SRPT
$1.66B
| $3.72M | 0.01% |
23,200
+3,700
| +19% | +$504K |
|
|
425
PUT
Universal Display
OLED
$3.71B
| $3.71M | 0.01% |
24,800
-3,900
| -14% | -$572K |
|
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.