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 |
Invesco QQQ Trust
QQQ
|
+$95.4M |
| 2 |
Amazon
AMZN
|
+$52.4M |
| 3 |
Meta Platforms (Facebook)
META
|
+$44M |
| 4 |
FBGX
UBS AG FI Enhanced Large Cap Growth ETN
FBGX
|
+$27.9M |
| 5 |
iShares Russell 2000 ETF
IWM
|
+$26M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
|
+$68.5M |
| 2 |
iShares Core S&P 500 ETF
IVV
|
+$49.6M |
| 3 |
FLGE
Credit Suisse FI Large Cap Growth Enhanced Exchange Traded Notes
FLGE
|
+$33M |
| 4 |
Bank of America
BAC
|
+$24.1M |
| 5 |
United Airlines
UAL
|
+$19.2M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Communication Services | 0.11% |
| 2 | Consumer Discretionary | 0.11% |
| 3 | Financials | 0.08% |
| 4 | Industrials | 0.07% |
| 5 | Technology | 0.06% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
226
CALL
Carnival Corporation Ltd
CCL
$36.1B
| $17.7M | 0.03% |
1,168,500
+388,200
| +50% | +$6M |
|
227
CALL
Lam Research
LRCX
$382B
| $17.6M | 0.03% |
532,000
+163,000
| +44% | +$5.62M |
|
228
PUT
Sea Limited
SE
$61.2B
| $17.6M | 0.03% |
114,200
+87,400
| +326% | +$11.8M |
|
229
PUT
Snowflake
SNOW
$92.9B
| $17.5M | 0.03% |
+69,600
| New | +$16.6M |
|
230
CALL
Okta
OKTA
$24.1B
| $17.4M | 0.03% |
81,200
-8,000
| -9% | -$1.67M |
|
231
CALL
Biogen
BIIB
$29.9B
| $17.3M | 0.03% |
61,100
-30,600
| -33% | -$8.53M |
|
232
PUT
Pfizer
PFE
$140B
| $17.3M | 0.03% |
497,066
+335,277
| +207% | +$11.8M |
|
233
CALL
Ulta Beauty
ULTA
$20.4B
| $17.2M | 0.03% |
76,900
+25,400
| +49% | +$5.47M |
|
234
CALL
3M
MMM
$89B
| $17M | 0.03% |
127,015
-32,412
| -20% | -$4.36M |
|
235
CALL
Merck
MRK
$324B
| $16.8M | 0.03% |
212,010
+134,458
| +173% | +$10.5M |
|
236
CALL
Zscaler
ZS
$23B
| $16.6M | 0.03% |
118,000
-4,100
| -3% | -$532K |
|
237
PUT
TSMC
TSM
$2.09T
| $16.5M | 0.03% |
+203,800
| New | +$15.5M |
|
238
PUT
Snap
SNAP
$7.32B
| $16.4M | 0.03% |
629,600
-135,600
| -18% | -$3.15M |
|
|
NKLA
239
CALL
DELISTED
Nikola Corporation Common Stock
NKLA
| $16.4M | 0.03% |
26,740
+20,923
| +360% | +$24.4M |
|
240
CALL
GE Aerospace
GE
$367B
| $16.4M | 0.03% |
527,735
-229,006
| -30% | -$7.44M |
|
|
NKLA
241
PUT
DELISTED
Nikola Corporation Common Stock
NKLA
| $16.4M | 0.03% |
26,640
+14,600
| +121% | +$17M |
|
242
ProShares Ultra VIX Short-Term Futures ETF
UVXY
$249M
| $16.3M | 0.03% |
+327
| New | +$19.6M |
|
243
PUT
Oracle
ORCL
$331B
| $16.2M | 0.03% |
271,200
+187,800
| +225% | +$10.7M |
|
244
PUT
Datadog
DDOG
$87.9B
| $16.1M | 0.03% |
158,000
+65,400
| +71% | +$5.69M |
|
245
ProShares UltraPro QQQ
TQQQ
$31.1B
| $15.9M | 0.03% |
974,008
-131,552
| -12% | -$2.07M |
|
246
PUT
Royal Caribbean
RCL
$78.7B
| $15.8M | 0.03% |
244,300
-82,800
| -25% | -$4.87M |
|
247
PUT
Gaotu Techedu
GOTU
$372M
| $15.7M | 0.03% |
+174,200
| New | +$15.5M |
|
248
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$42.1B
| $15.7M | 0.03% |
148,800
+43,800
| +42% | +$4.61M |
|
249
CALL
Expedia Group
EXPE
$31.2B
| $15.6M | 0.02% |
170,200
-3,000
| -2% | -$270K |
|
250
CALL
Carvana
CVNA
$43.3B
| $15.6M | 0.02% |
+349,500
| New | +$12.4M |
|
Similar funds
IMC Chicago's Q3 2020 Portfolio in Review
As of Q3 2020, IMC Chicago held 1,053 positions worth $62.7B, up 28% from $49B the previous quarter. Its ten largest holdings account for 66% of the portfolio.
IMC Chicago deployed $4.23B of net new capital in Q3 2020, opening 177 new positions and adding to 428 existing holdings. Its largest new stake was Amazon: 332,320 shares worth $52.3M.
By sector, the portfolio is most concentrated in Communication Services at 0.11% of assets, up from 0.05% a quarter earlier, followed by Consumer Discretionary and Financials.
On the sell side, the largest reduction was Credit Suisse FI Large Cap Growth Enhanced Exchange Traded Notes, an estimated $33M trimmed.
- IMC Chicago's largest Q3 2020 buy was Amazon: 332,320 shares worth $52.3M.
- IMC Chicago added most to Invesco QQQ Trust in Q3 2020, an estimated $95.4M increase.
- IMC Chicago's biggest Q3 2020 reduction was Credit Suisse FI Large Cap Growth Enhanced Exchange Traded Notes, cutting an estimated $33M.
- IMC Chicago fully exited iPath Series B S&P 500 VIX Short-Term Futures ETN in Q3 2020, selling an estimated $68.5M.
- IMC Chicago's ten largest holdings make up 66% of its $62.7B portfolio in Q3 2020.
- IMC Chicago opened 177 new positions and closed 120 in Q3 2020.
- IMC Chicago's portfolio value rose 28% quarter-over-quarter to $62.7B.
Based on IMC Chicago's 13F filing for Q3 2020, filed 17 Nov 2020.