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 | |
|---|---|---|---|---|---|---|
|
WORK
676
DELISTED
Slack Technologies, Inc.
WORK
| $1.14M | ﹤0.01% |
36,720
-30,644
| -45% | -$921K |
|
677
Zscaler
ZS
$23B
| $1.14M | ﹤0.01% |
10,402
-8,311
| -44% | -$691K |
|
678
PUT
Deutsche Bank
DB
$66.3B
| $1.14M | ﹤0.01% |
119,300
+87,000
| +269% | +$674K |
|
|
CODX
679
CALL
Co-Diagnostics
CODX
$7.74M
| $1.1M | ﹤0.01% |
+1,903
| New | +$869K |
|
|
FITB
680
PUT
Fifth Third Bancorp
FITB
$52B
| $1.1M | ﹤0.01% |
57,300
-7,000
| -11% | -$130K |
|
681
ProShares UltraShort Bloomberg Crude Oil
SCO
$585M
| $1.1M | ﹤0.01% |
+751
| New | +$1.78M |
|
|
FL
682
CALL
DELISTED
Foot Locker
FL
| $1.09M | ﹤0.01% |
37,500
-34,400
| -48% | -$908K |
|
|
HTZ
683
CALL
DELISTED
Hertz Global Holdings, Inc.
HTZ
| $1.09M | ﹤0.01% |
773,100
+647,600
| +516% | +$2.06M |
|
684
PUT
Cheesecake Factory
CAKE
$4.21B
| $1.09M | ﹤0.01% |
47,500
-7,000
| -13% | -$147K |
|
685
ProShares UltraShort Gold
GLL
$128M
| $1.08M | ﹤0.01% |
+7,608
| New | +$1.18M |
|
|
HTZ
686
PUT
DELISTED
Hertz Global Holdings, Inc.
HTZ
| $1.07M | ﹤0.01% |
762,500
+642,900
| +538% | +$2.04M |
|
|
RAD
687
PUT
DELISTED
Rite Aid Corporation
RAD
| $1.06M | ﹤0.01% |
+61,900
| New | +$834K |
|
688
CALL
Cardinal Health
CAH
$53.4B
| $1.05M | ﹤0.01% |
20,200
-14,900
| -42% | -$768K |
|
|
SKX
689
CALL
DELISTED
Skechers
SKX
| $1.04M | ﹤0.01% |
33,300
-19,700
| -37% | -$565K |
|
690
Direxion Daily Financial Bull 3x ETF
FAS
$2.4B
| $1.04M | ﹤0.01% |
+33,182
| New | +$981K |
|
|
HES
691
PUT
DELISTED
Hess
HES
| $1.04M | ﹤0.01% |
20,000
-14,500
| -42% | -$664K |
|
|
GRMN
692
PUT
Garmin
GRMN
$46.9B
| $1.03M | ﹤0.01% |
10,600
-3,400
| -24% | -$291K |
|
693
CALL
KB Home
KBH
$3.48B
| $1.03M | ﹤0.01% |
33,700
+1,100
| +3% | +$30.3K |
|
694
PUT
Scorpio Tankers
STNG
$3.96B
| $1.03M | ﹤0.01% |
+80,400
| New | +$1.46M |
|
695
CALL
Allstate
ALL
$66.9B
| $1.03M | ﹤0.01% |
10,600
-8,200
| -44% | -$806K |
|
696
PUT
American Electric Power
AEP
$73.7B
| $1.03M | ﹤0.01% |
12,900
-8,000
| -38% | -$653K |
|
697
PUT
Kinder Morgan
KMI
$73.1B
| $1.02M | ﹤0.01% |
67,600
-72,600
| -52% | -$1.1M |
|
698
PUT
Dell
DELL
$283B
| $1.02M | ﹤0.01% |
36,501
-22,689
| -38% | -$510K |
|
699
PUT
Ambarella
AMBA
$2.99B
| $1.01M | ﹤0.01% |
+22,100
| New | +$1.14M |
|
700
PUT
Dave & Buster's
PLAY
$343M
| $1.01M | ﹤0.01% |
75,800
+46,600
| +160% | +$621K |
|
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.