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 | |
|---|---|---|---|---|---|---|
426
PUT
RTX Corp
RTX
$287B
| $3.7M | 0.01% |
+60,000
| New | +$3.74M |
|
427
PUT
Intuit
INTU
$81.1B
| $3.67M | 0.01% |
12,400
-5,400
| -30% | -$1.48M |
|
428
CALL
Macy's
M
$6.15B
| $3.67M | 0.01% |
532,700
+190,700
| +56% | +$1.17M |
|
429
PUT
Skyworks Solutions
SWKS
$9.06B
| $3.64M | 0.01% |
28,500
-26,000
| -48% | -$2.88M |
|
430
CALL
Dollar General
DG
$25.9B
| $3.64M | 0.01% |
19,100
-1,900
| -9% | -$344K |
|
431
PUT
Halliburton
HAL
$27.9B
| $3.64M | 0.01% |
280,200
-112,400
| -29% | -$1.21M |
|
432
Alibaba
BABA
$269B
| $3.63M | 0.01% |
+16,853
| New | +$3.51M |
|
433
CALL
Crown Castle
CCI
$32.7B
| $3.63M | 0.01% |
21,700
-3,300
| -13% | -$532K |
|
434
Invesco S&P 500 Equal Weight ETF
RSP
$96.1B
| $3.56M | 0.01% |
35,020
+2,619
| +8% | +$253K |
|
435
CALL
Match Group
MTCH
$8.84B
| $3.52M | 0.01% |
32,900
-1,100
| -3% | -$91.9K |
|
436
PUT
Etsy
ETSY
$7.65B
| $3.45M | 0.01% |
+32,500
| New | +$2.4M |
|
437
PUT
Western Digital
WDC
$179B
| $3.44M | 0.01% |
103,062
+7,541
| +8% | +$244K |
|
|
X
438
CALL
DELISTED
US Steel
X
| $3.44M | 0.01% |
475,900
-140,200
| -23% | -$1.09M |
|
439
CALL
Comcast
CMCSA
$79.1B
| $3.42M | 0.01% |
87,600
-74,700
| -46% | -$2.84M |
|
|
440
PUT
Dollar General
DG
$25.9B
| $3.41M | 0.01% |
17,900
-6,800
| -28% | -$1.23M |
|
441
CALL
United States Natural Gas Fund
UNG
$470M
| $3.4M | 0.01% |
82,900
-8,375
| -9% | -$399K |
|
442
Invesco S&P 500 Equal Weight Materials ETF
RSPM
$185M
| $3.4M | 0.01% |
166,390
+11,235
| +7% | +$214K |
|
|
443
PUT
Comcast
CMCSA
$79.1B
| $3.37M | 0.01% |
86,500
-32,000
| -27% | -$1.22M |
|
|
444
CALL
Etsy
ETSY
$7.65B
| $3.37M | 0.01% |
+31,700
| New | +$2.35M |
|
|
FRLG
445
DELISTED
Large Cap Growth Index-Linked Exchange Traded Notes due 2028
FRLG
| $3.35M | 0.01% |
+21,627
| New | +$2.89M |
|
446
ProShares UltraPro Dow 30
UDOW
$849M
| $3.35M | 0.01% |
213,436
+153,076
| +254% | +$2.16M |
|
447
PUT
Elevance Health
ELV
$81.9B
| $3.34M | 0.01% |
12,700
-12,400
| -49% | -$3.31M |
|
448
Direxion Daily S&P 500 High Beta Bull 3X ETF
HIBL
$78.5M
| $3.3M | 0.01% |
+246,596
| New | +$2.9M |
|
449
CALL
Tyson Foods
TSN
$20.2B
| $3.28M | 0.01% |
55,000
-52,000
| -49% | -$3.15M |
|
450
iShares US Healthcare ETF
IYH
$3.11B
| $3.28M | 0.01% |
+76,115
| New | +$3.21M |
|
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.