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 | |
|---|---|---|---|---|---|---|
176
CALL
JD.com
JD
$40.8B
| $18.1M | 0.04% |
300,300
-17,400
| -5% | -$881K |
|
177
PUT
Snap
SNAP
$7.32B
| $18M | 0.04% |
765,200
+303,500
| +66% | +$5.4M |
|
178
CALL
Okta
OKTA
$24.1B
| $17.9M | 0.04% |
89,200
+44,100
| +98% | +$7.49M |
|
179
PUT
3M
MMM
$89B
| $17.7M | 0.04% |
135,985
+5,860
| +5% | +$738K |
|
180
PUT
Intel
INTC
$466B
| $17.6M | 0.04% |
293,500
-185,500
| -39% | -$11.1M |
|
181
PUT
Qualcomm
QCOM
$176B
| $17.4M | 0.04% |
190,900
-16,100
| -8% | -$1.29M |
|
182
JPMorgan Chase
JPM
$939B
| $17.4M | 0.04% |
+185,011
| New | +$17.6M |
|
183
CALL
FedEx
FDX
$74.5B
| $17.4M | 0.04% |
124,100
-68,100
| -35% | -$8.57M |
|
184
CALL
Nike
NKE
$61.9B
| $17.1M | 0.04% |
174,900
-75,400
| -30% | -$6.96M |
|
185
PUT
Pinduoduo
PDD
$118B
| $16.9M | 0.03% |
196,700
+49,400
| +34% | +$2.97M |
|
186
CALL
Simon Property Group
SPG
$74.5B
| $16.8M | 0.03% |
+245,400
| New | +$15.4M |
|
187
CALL
American Airlines Group
AAL
$9.58B
| $16.5M | 0.03% |
1,265,900
+239,500
| +23% | +$2.9M |
|
188
PUT
Lam Research
LRCX
$382B
| $16.5M | 0.03% |
511,000
-69,000
| -12% | -$1.88M |
|
189
PUT
Royal Caribbean
RCL
$78.7B
| $16.5M | 0.03% |
327,100
-77,900
| -19% | -$3.53M |
|
|
190
PUT
Okta
OKTA
$24.1B
| $16.4M | 0.03% |
81,800
+31,300
| +62% | +$5.31M |
|
191
PUT
Lockheed Martin
LMT
$134B
| $16.3M | 0.03% |
44,700
-22,800
| -34% | -$8.61M |
|
192
PUT
Peloton Interactive
PTON
$2.63B
| $16.2M | 0.03% |
280,300
+120,900
| +76% | +$5M |
|
|
USLV
193
DELISTED
VelocitySharesTM 3x Long Silver ETN linked to the S&P GSCI Silver Index ER
USLV
| $16.2M | 0.03% |
230,394
+181,407
| +370% | +$9.97M |
|
194
PUT
Target
TGT
$62.1B
| $16.1M | 0.03% |
134,500
-91,200
| -40% | -$10.4M |
|
|
UCD
195
CALL
DELISTED
PROSHARES ULTRA BLOOMBERG COMMODITY
UCD
| $16.1M | 0.03% |
494,200
-286,600
| -37% | -$9.34M |
|
196
CALL
Teladoc Health
TDOC
$1.58B
| $16.1M | 0.03% |
84,200
+56,700
| +206% | +$9.94M |
|
197
PUT
Biogen
BIIB
$29.9B
| $16.1M | 0.03% |
60,000
+25,300
| +73% | +$7.61M |
|
198
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$42.1B
| $16M | 0.03% |
159,500
-23,400
| -13% | -$2.31M |
|
|
TWTR
199
CALL
DELISTED
Twitter, Inc.
TWTR
| $15.8M | 0.03% |
529,900
-152,800
| -22% | -$4.61M |
|
|
VIIX
200
DELISTED
VelocityShares VIX Short Term ETN
VIIX
| $15.7M | 0.03% |
218,717
-96,760
| -31% | -$7.71M |
|
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.