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 | |
|---|---|---|---|---|---|---|
|
CMBT
876
CALL
CMB.TECH NV
CMBT
$4.38B
| $201K | ﹤0.01% |
+24,700
| New | +$246K |
|
877
CALL
Agilent Technologies
A
$36.8B
| – | – |
-19,200
| Closed | -$1.38M |
|
878
ProShares Ultra Silver
AGQ
$1.1B
| – | – |
-62,461
| Closed | -$1.15M |
|
879
PUT
Allstate
ALL
$65.3B
| – | – |
-11,400
| Closed | -$1.05M |
|
880
Advanced Micro Devices
AMD
$821B
| – | – |
-44,338
| Closed | -$2.35M |
|
881
PUT
Ameriprise Financial
AMP
$47.3B
| – | – |
-13,700
| Closed | -$1.4M |
|
882
Bilibili
BILI
$7.7B
| – | – |
-13,252
| Closed | -$430K |
|
883
CALL
Blackrock
BLK
$163B
| – | – |
-13,200
| Closed | -$5.81M |
|
|
884
PUT
Blackrock
BLK
$163B
| – | – |
-12,400
| Closed | -$5.46M |
|
885
BP
BP
$108B
| – | – |
-79,409
| Closed | -$1.91M |
|
886
BorgWarner
BWA
$12.6B
| – | – |
-12,147
| Closed | -$320K |
|
887
CF Industries
CF
$19B
| – | – |
-11,078
| Closed | -$315K |
|
|
CGC
888
Canopy Growth
CGC
$394M
| – | – |
-6,930
| Closed | -$1.12M |
|
889
Ciena
CIEN
$53.6B
| – | – |
-18,870
| Closed | -$938K |
|
890
Cleveland-Cliffs
CLF
$5.12B
| – | – |
-107,055
| Closed | -$521K |
|
891
CALL
CME Group
CME
$88.6B
| – | – |
-29,800
| Closed | -$5.15M |
|
|
892
PUT
CME Group
CME
$88.6B
| – | – |
-25,800
| Closed | -$4.46M |
|
893
CALL
Cummins
CMI
$88.2B
| – | – |
-18,600
| Closed | -$2.52M |
|
|
894
PUT
Cummins
CMI
$88.2B
| – | – |
-24,400
| Closed | -$3.3M |
|
895
CALL
Canadian Natural Resources
CNQ
$91.7B
| – | – |
-101,283
| Closed | -$672K |
|
896
CALL
Cencora
COR
$59.1B
| – | – |
-10,700
| Closed | -$947K |
|
897
CVS Health
CVS
$137B
| – | – |
-27,533
| Closed | -$1.73M |
|
898
CALL
DuPont de Nemours
DD
$18.3B
| – | – |
-20,793
| Closed | -$890K |
|
899
CALL
Diageo
DEO
$47.2B
| – | – |
-11,000
| Closed | -$1.4M |
|
|
DFS
900
DELISTED
Discover Financial Services
DFS
| – | – |
-10,143
| Closed | -$446K |
|
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.