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 | |
|---|---|---|---|---|---|---|
451
PUT
Kroger
KR
$34.8B
| $3.28M | 0.01% |
96,800
+16,600
| +21% | +$538K |
|
452
CALL
iQIYI
IQ
$1.18B
| $3.25M | 0.01% |
140,000
+59,700
| +74% | +$1.11M |
|
453
Invesco S&P SmallCap 600 Pure Growth ETF
RZG
$139M
| $3.24M | 0.01% |
96,954
-5,388
| -5% | -$161K |
|
454
CALL
Intuit
INTU
$81.1B
| $3.23M | 0.01% |
10,900
-3,900
| -26% | -$1.07M |
|
455
PUT
Shake Shack
SHAK
$2.3B
| $3.22M | 0.01% |
60,800
-19,100
| -24% | -$966K |
|
456
ProShares Ultra Bloomberg Natural Gas
BOIL
$417M
| $3.21M | 0.01% |
566
+402
| +245% | +$3.23M |
|
457
CALL
Teva Pharmaceuticals
TEVA
$35.9B
| $3.2M | 0.01% |
259,700
-192,400
| -43% | -$2.18M |
|
458
PUT
Pinterest
PINS
$12.4B
| $3.2M | 0.01% |
144,300
-59,900
| -29% | -$1.17M |
|
459
CALL
NXP Semiconductors
NXPI
$68B
| $3.18M | 0.01% |
27,900
-5,300
| -16% | -$530K |
|
460
CALL
Tractor Supply
TSCO
$16.3B
| $3.12M | 0.01% |
118,500
+32,500
| +38% | +$711K |
|
461
CALL
Hilton Worldwide
HLT
$74B
| $3.12M | 0.01% |
+42,500
| New | +$3.15M |
|
462
PUT
Proshares UltraShort Technology
REW
$3.48M
| $3.12M | 0.01% |
6,442
+2,311
| +56% | +$1.25M |
|
|
VMW
463
PUT
DELISTED
VMware, Inc
VMW
| $3.11M | 0.01% |
20,100
+6,100
| +44% | +$838K |
|
464
PUT
Blackstone
BX
$104B
| $3.08M | 0.01% |
54,400
-24,800
| -31% | -$1.31M |
|
465
CALL
ProShares UltraShort Health Care
RXD
$3.25M
| $3.08M | 0.01% |
46,175
+37,700
| +445% | +$2.16M |
|
466
Vanguard S&P 500 ETF
VOO
$968B
| $3.06M | 0.01% |
+10,801
| New | +$2.91M |
|
467
Direxion Daily Gold Miners Index Bull 2X ETF
NUGT
$863M
| $3.04M | 0.01% |
38,855
+31,223
| +409% | +$2.03M |
|
468
CALL
AB InBev
BUD
$158B
| $3.04M | 0.01% |
61,600
+8,300
| +16% | +$388K |
|
469
AbbVie
ABBV
$458B
| $3.03M | 0.01% |
+30,843
| New | +$2.72M |
|
470
Invesco S&P 500 Equal Weight Utilities ETF
RSPU
$558M
| $3.01M | 0.01% |
66,276
+6,726
| +11% | +$311K |
|
471
CALL
Dell
DELL
$283B
| $2.98M | 0.01% |
106,937
+48,339
| +82% | +$1.09M |
|
472
CrowdStrike
CRWD
$187B
| $2.97M | 0.01% |
+118,612
| New | +$2.38M |
|
473
CALL
Altria Group
MO
$122B
| $2.96M | 0.01% |
75,400
-17,200
| -19% | -$671K |
|
474
PUT
Freeport-McMoran
FCX
$90B
| $2.95M | 0.01% |
255,100
-172,000
| -40% | -$1.58M |
|
475
CALL
Philip Morris
PM
$301B
| $2.95M | 0.01% |
42,100
-43,300
| -51% | -$3.16M |
|
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.