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 | |
|---|---|---|---|---|---|---|
801
CALL
Nokia
NOK
$50.8B
| $516K | ﹤0.01% |
+117,200
| New | +$443K |
|
802
PUT
First Solar
FSLR
$21.8B
| $515K | ﹤0.01% |
10,400
-7,200
| -41% | -$321K |
|
803
CALL
Corning
GLW
$126B
| $513K | ﹤0.01% |
19,800
-3,400
| -15% | -$77.1K |
|
804
Direxion Daily Junior Gold Miners Index Bear 2X ETF
JDST
$30.4M
| $509K | ﹤0.01% |
+150
| New | +$819K |
|
805
Uber
UBER
$134B
| $501K | ﹤0.01% |
+16,135
| New | +$503K |
|
806
ProShares Short 7-10 Year Treasury
TBX
$15.8M
| $500K | ﹤0.01% |
+20,995
| New | +$503K |
|
|
DGBP
807
DELISTED
Exchange-Traded Notes linked to the VelocityShares Daily 4X Long USD vs. GBP Index due December 6, 2
DGBP
| $498K | ﹤0.01% |
+16,133
| New | +$502K |
|
808
Scorpio Tankers
STNG
$3.96B
| $494K | ﹤0.01% |
+38,531
| New | +$699K |
|
809
iShares Gold Trust
IAU
$63B
| $493K | ﹤0.01% |
+14,511
| New | +$476K |
|
|
CRON
810
CALL
Cronos Group
CRON
$1.05B
| $487K | ﹤0.01% |
81,100
+34,700
| +75% | +$212K |
|
811
Harley-Davidson
HOG
$2.68B
| $480K | ﹤0.01% |
+20,201
| New | +$439K |
|
|
CRON
812
PUT
Cronos Group
CRON
$1.05B
| $472K | ﹤0.01% |
+78,500
| New | +$480K |
|
|
HBI
813
CALL
DELISTED
Hanesbrands
HBI
| $472K | ﹤0.01% |
+41,800
| New | +$418K |
|
814
PUT
Johnson Controls International
JCI
$87.5B
| $468K | ﹤0.01% |
13,700
-400
| -3% | -$12.3K |
|
815
CALL
NOV
NOV
$7.45B
| $457K | ﹤0.01% |
37,300
+15,100
| +68% | +$186K |
|
816
Altria Group
MO
$122B
| $450K | ﹤0.01% |
+11,454
| New | +$447K |
|
817
CALL
Devon Energy
DVN
$51.9B
| $446K | ﹤0.01% |
39,300
-18,900
| -32% | -$216K |
|
|
CMA
818
CALL
DELISTED
Comerica
CMA
| $442K | ﹤0.01% |
+11,600
| New | +$405K |
|
|
X
819
DELISTED
US Steel
X
| $429K | ﹤0.01% |
59,421
-251
| -0.4% | -$1.96K |
|
820
PUT
Under Armour
UAA
$3B
| $426K | ﹤0.01% |
+43,700
| New | +$415K |
|
821
CALL
Nucor
NUE
$56.4B
| $422K | ﹤0.01% |
10,200
-6,500
| -39% | -$263K |
|
|
HBI
822
PUT
DELISTED
Hanesbrands
HBI
| $418K | ﹤0.01% |
37,000
+8,300
| +29% | +$83K |
|
823
CALL
Range Resources
RRC
$9.11B
| $417K | ﹤0.01% |
+74,000
| New | +$410K |
|
824
PUT
Transocean
RIG
$5.92B
| $412K | ﹤0.01% |
225,100
-64,300
| -22% | -$99.9K |
|
|
FIT
825
PUT
DELISTED
Fitbit, Inc. Class A common stock
FIT
| $409K | ﹤0.01% |
+63,300
| New | +$413K |
|
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.