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 | |
|---|---|---|---|---|---|---|
726
PUT
CF Industries
CF
$19.2B
| $861K | ﹤0.01% |
30,600
-40,100
| -57% | -$1.14M |
|
|
DJCI
727
DELISTED
ETRACS Linked to the Bloomberg Commodity Index Total Return due October 31, 2039
DJCI
| $860K | ﹤0.01% |
71,713
+34,609
| +93% | +$399K |
|
728
ProShares Short Russell2000
RWM
$122M
| $856K | ﹤0.01% |
23,659
-6,746
| -22% | -$276K |
|
729
PUT
DuPont de Nemours
DD
$18.6B
| $855K | ﹤0.01% |
12,826
-12,747
| -50% | -$744K |
|
|
SHNY
730
CALL
DELISTED
Direxion Daily Silver Miners Index Bull 2X Shares
SHNY
| $854K | ﹤0.01% |
40,300
-388,600
| -91% | -$8.23M |
|
|
MRO
731
PUT
DELISTED
Marathon Oil Corporation
MRO
| $852K | ﹤0.01% |
+139,200
| New | +$770K |
|
|
SKX
732
PUT
DELISTED
Skechers
SKX
| $850K | ﹤0.01% |
27,100
-35,300
| -57% | -$1.01M |
|
733
PUT
Huntington Bancshares
HBAN
$35.1B
| $849K | ﹤0.01% |
94,000
+10,300
| +12% | +$91.2K |
|
734
CALL
Harley-Davidson
HOG
$2.68B
| $849K | ﹤0.01% |
+35,700
| New | +$776K |
|
735
PUT
Mondelez International
MDLZ
$77.7B
| $849K | ﹤0.01% |
16,600
-8,300
| -33% | -$426K |
|
736
Schwab Short-Term US Treasury ETF
SCHO
$12.7B
| $848K | ﹤0.01% |
32,840
-3,616
| -10% | -$93.4K |
|
737
CALL
Darden Restaurants
DRI
$22.5B
| $841K | ﹤0.01% |
11,100
-200
| -2% | -$14.2K |
|
738
CALL
Campbell Soup
CPB
$6.51B
| $839K | ﹤0.01% |
16,900
-13,000
| -43% | -$646K |
|
739
CALL
Dycom Industries
DY
$12.9B
| $838K | ﹤0.01% |
20,500
-11,000
| -35% | -$380K |
|
740
PUT
Agnico Eagle Mines
AEM
$72.6B
| $833K | ﹤0.01% |
13,000
-6,700
| -34% | -$397K |
|
741
PUT
Boston Scientific
BSX
$65.8B
| $829K | ﹤0.01% |
23,600
+1,200
| +5% | +$43.2K |
|
|
IPFF
742
CALL
DELISTED
iShares International Preferred Stock ETF
IPFF
| $821K | ﹤0.01% |
+28,300
| New | +$337K |
|
|
743
CALL
CF Industries
CF
$19.2B
| $819K | ﹤0.01% |
29,100
-27,800
| -49% | -$791K |
|
744
PUT
D.R. Horton
DHI
$41B
| $815K | ﹤0.01% |
14,700
-14,600
| -50% | -$708K |
|
|
K
745
PUT
DELISTED
Kellanova
K
| $813K | ﹤0.01% |
13,100
-13,099
| -50% | -$793K |
|
746
State Street SPDR S&P Retail ETF
XRT
$365M
| $811K | ﹤0.01% |
+18,912
| New | +$718K |
|
|
DFS
747
CALL
DELISTED
Discover Financial Services
DFS
| $801K | ﹤0.01% |
16,000
-9,500
| -37% | -$418K |
|
|
748
CALL
Agnico Eagle Mines
AEM
$72.6B
| $794K | ﹤0.01% |
12,400
-1,900
| -13% | -$113K |
|
749
CALL
Paychex
PAYX
$40.4B
| $780K | ﹤0.01% |
10,300
-5,600
| -35% | -$388K |
|
750
iQIYI
IQ
$1.18B
| $779K | ﹤0.01% |
+33,595
| New | +$623K |
|
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.