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 | |
|---|---|---|---|---|---|---|
776
CALL
Under Armour
UAA
$3B
| $642K | ﹤0.01% |
65,900
+34,600
| +111% | +$328K |
|
777
CALL
Scorpio Tankers
STNG
$3.96B
| $637K | ﹤0.01% |
+49,700
| New | +$901K |
|
778
PUT
Tencent Music
TME
$14.5B
| $635K | ﹤0.01% |
47,200
-5,000
| -10% | -$59.2K |
|
|
FIT
779
CALL
DELISTED
Fitbit, Inc. Class A common stock
FIT
| $632K | ﹤0.01% |
+97,900
| New | +$639K |
|
|
CODX
780
PUT
Co-Diagnostics
CODX
$7.74M
| $615K | ﹤0.01% |
+1,060
| New | +$484K |
|
781
PUT
GSK
GSK
$103B
| $608K | ﹤0.01% |
11,920
-21,840
| -65% | -$1.12M |
|
782
PUT
HDFC Bank
HDB
$119B
| $605K | ﹤0.01% |
26,600
-400
| -1% | -$8.21K |
|
783
PUT
Campbell Soup
CPB
$6.51B
| $596K | ﹤0.01% |
12,000
-5,400
| -31% | -$268K |
|
784
PUT
Devon Energy
DVN
$51.9B
| $585K | ﹤0.01% |
51,600
-15,800
| -23% | -$180K |
|
|
JWN
785
CALL
DELISTED
Nordstrom
JWN
| $584K | ﹤0.01% |
37,700
-14,400
| -28% | -$254K |
|
|
ZNGA
786
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $584K | ﹤0.01% |
+61,255
| New | +$502K |
|
787
Chewy
CHWY
$8.54B
| $581K | ﹤0.01% |
+12,997
| New | +$567K |
|
|
RALS
788
DELISTED
ProShares RAFI Long/Short
RALS
| $569K | ﹤0.01% |
18,332
+6,229
| +51% | +$197K |
|
|
AUY
789
PUT
DELISTED
Yamana Gold, Inc.
AUY
| $568K | ﹤0.01% |
104,100
-57,200
| -35% | -$273K |
|
790
CALL
Mondelez International
MDLZ
$77.7B
| $562K | ﹤0.01% |
11,000
-16,500
| -60% | -$848K |
|
791
CALL
Boston Scientific
BSX
$65.8B
| $558K | ﹤0.01% |
15,900
-20,100
| -56% | -$724K |
|
792
PUT
BlackBerry
BB
$5.01B
| $556K | ﹤0.01% |
113,700
-93,400
| -45% | -$422K |
|
793
Las Vegas Sands
LVS
$30.5B
| $549K | ﹤0.01% |
+12,058
| New | +$567K |
|
794
CALL
AMC Entertainment Holdings
AMC
$2.03B
| $545K | ﹤0.01% |
+12,710
| New | +$556K |
|
795
CALL
Herbalife
HLF
$1.23B
| $544K | ﹤0.01% |
12,100
-3,500
| -22% | -$136K |
|
796
CALL
AerCap
AER
$23.9B
| $539K | ﹤0.01% |
17,500
+5,000
| +40% | +$143K |
|
|
JWN
797
PUT
DELISTED
Nordstrom
JWN
| $536K | ﹤0.01% |
34,600
-19,100
| -36% | -$336K |
|
798
CALL
Workhorse Group
WKHS
$29.5M
| $532K | ﹤0.01% |
+10
| New | +$108K |
|
|
LEND
799
DELISTED
Amplify CrowdBureau Online Lending and Digital Banking ETF
LEND
| $531K | ﹤0.01% |
39,342
-163
| -0.4% | -$2.01K |
|
|
IPFF
800
PUT
DELISTED
iShares International Preferred Stock ETF
IPFF
| $525K | ﹤0.01% |
18,100
-14,900
| -45% | -$177K |
|
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.