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 | |
|---|---|---|---|---|---|---|
|
TYNS
501
CALL
DELISTED
Direxion Daily 7-10 Year Treasury Bear 1X Shares
TYNS
| $2.58M | 0.01% |
82,300
+57,900
| +237% | +$1.81M |
|
502
DraftKings
DKNG
$11.4B
| $2.56M | 0.01% |
+77,006
| New | +$2.13M |
|
503
CALL
Marathon Petroleum
MPC
$90.3B
| $2.56M | 0.01% |
68,400
-15,800
| -19% | -$508K |
|
504
ProShares UltraPro Russell2000
URTY
$323M
| $2.55M | 0.01% |
78,370
+29,288
| +60% | +$790K |
|
505
PUT
Cigna
CI
$76.6B
| $2.55M | 0.01% |
13,600
-14,900
| -52% | -$2.83M |
|
506
CALL
Automatic Data Processing
ADP
$100B
| $2.53M | 0.01% |
17,000
-7,300
| -30% | -$1.05M |
|
|
CGC
507
CALL
Canopy Growth
CGC
$375M
| $2.52M | 0.01% |
15,620
+2,110
| +16% | +$341K |
|
508
PUT
AB InBev
BUD
$158B
| $2.51M | 0.01% |
51,000
-10,800
| -17% | -$505K |
|
509
PUT
Tilray
TLRY
$479M
| $2.51M | 0.01% |
35,360
+10,200
| +41% | +$823K |
|
510
PUT
Macy's
M
$6.15B
| $2.51M | 0.01% |
364,200
-153,600
| -30% | -$946K |
|
|
X
511
PUT
DELISTED
US Steel
X
| $2.5M | 0.01% |
346,200
-234,600
| -40% | -$1.83M |
|
512
PUT
United Parcel Service
UPS
$97.6B
| $2.49M | 0.01% |
22,400
-3,300
| -13% | -$329K |
|
513
PUT
Capital One
COF
$124B
| $2.48M | 0.01% |
39,700
-10,700
| -21% | -$666K |
|
514
CALL
Avis
CAR
$5.63B
| $2.48M | 0.01% |
108,500
+66,700
| +160% | +$1.22M |
|
515
PUT
Philip Morris
PM
$301B
| $2.46M | 0.01% |
35,100
-40,100
| -53% | -$2.92M |
|
516
PUT
Altria Group
MO
$122B
| $2.45M | 0.01% |
62,500
-10,300
| -14% | -$402K |
|
517
PUT
ConocoPhillips
COP
$147B
| $2.45M | 0.01% |
58,200
-84,200
| -59% | -$3.41M |
|
|
SFIX
518
PUT
Stitch Fix
SFIX
$478M
| $2.44M | 0.01% |
97,700
-37,900
| -28% | -$748K |
|
519
CALL
Bilibili
BILI
$7.18B
| $2.43M | 0.01% |
52,500
+29,500
| +128% | +$958K |
|
520
CALL
APA Corp
APA
$12.8B
| $2.42M | ﹤0.01% |
179,400
+1,600
| +0.9% | +$18.3K |
|
521
PUT
Whirlpool
WHR
$2.42B
| $2.38M | ﹤0.01% |
18,400
-6,400
| -26% | -$732K |
|
|
B
522
CALL
Barrick Mining
B
$62.2B
| $2.36M | ﹤0.01% |
87,500
-38,700
| -31% | -$967K |
|
523
PUT
Teva Pharmaceuticals
TEVA
$35.9B
| $2.36M | ﹤0.01% |
191,200
-143,100
| -43% | -$1.62M |
|
|
524
CALL
Cigna
CI
$76.6B
| $2.35M | ﹤0.01% |
12,500
-10,200
| -45% | -$1.94M |
|
525
First Trust Dow Jones Internet Index Fund ETF
FDN
$4.86B
| $2.33M | ﹤0.01% |
13,634
-37,955
| -74% | -$5.79M |
|
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.