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 | |
|---|---|---|---|---|---|---|
351
CALL
Direxion Daily Technology Bull 3x ETF
TECL
$4.96B
| $7.74M | 0.01% |
1,515,000
-586,000
| -28% | -$16.9M |
|
352
ProShares UltraPro Short QQQ
SQQQ
$2.13B
| $7.73M | 0.01% |
+2,594
| New | +$9M |
|
353
PUT
Take-Two Interactive
TTWO
$44B
| $7.62M | 0.01% |
46,100
+10,200
| +28% | +$1.66M |
|
354
CALL
State Street SPDR NYSE Technology ETF
XNTK
$2.02B
| $7.58M | 0.01% |
114,000
-60,900
| -35% | -$6.83M |
|
355
PUT
NetEase
NTES
$79B
| $7.55M | 0.01% |
83,000
+11,000
| +15% | +$1.03M |
|
|
PARA
356
CALL
DELISTED
Paramount Global Class B
PARA
| $7.54M | 0.01% |
269,100
+30,200
| +13% | +$809K |
|
357
ProShares UltraPro S&P 500
UPRO
$5.07B
| $7.47M | 0.01% |
267,396
-628,542
| -70% | -$17.2M |
|
358
CALL
Bristol-Myers Squibb
BMY
$129B
| $7.47M | 0.01% |
123,900
-17,000
| -12% | -$1.02M |
|
359
Vanguard Real Estate ETF
VNQ
$40B
| $7.44M | 0.01% |
94,248
+2,253
| +2% | +$181K |
|
360
Zoom
ZM
$26.4B
| $7.39M | 0.01% |
+15,719
| New | +$5.03M |
|
|
361
CALL
NetEase
NTES
$79B
| $7.32M | 0.01% |
80,500
-8,000
| -9% | -$752K |
|
362
PUT
Simon Property Group
SPG
$74.8B
| $7.26M | 0.01% |
112,200
-22,100
| -16% | -$1.45M |
|
363
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$6.5B
| $7.24M | 0.01% |
137,543
-308,122
| -69% | -$15.9M |
|
364
PUT
CVS Health
CVS
$136B
| $7.1M | 0.01% |
121,600
+11,700
| +11% | +$728K |
|
|
RWVG
365
DELISTED
Direxion Russell 1000 Value Over Growth ETF
RWVG
| $7.09M | 0.01% |
169,961
| – | – |
|
366
CALL
Deere & Co
DE
$167B
| $7.05M | 0.01% |
31,800
-300
| -0.9% | -$57.9K |
|
367
ProShares UltraShort S&P500
SDS
$425M
| $7.03M | 0.01% |
+17,634
| New | +$7.36M |
|
368
PUT
eBay
EBAY
$49.2B
| $7.01M | 0.01% |
134,500
-40,400
| -23% | -$2.23M |
|
369
PUT
NXP Semiconductors
NXPI
$67.8B
| $6.98M | 0.01% |
55,900
+17,900
| +47% | +$2.18M |
|
370
CALL
Hyliion Holdings
HYLN
$663M
| $6.97M | 0.01% |
+139,900
| New | +$4.58M |
|
371
PUT
AstraZeneca
AZN
$268B
| $6.95M | 0.01% |
+63,400
| New | +$7.05M |
|
372
PUT
Western Digital
WDC
$166B
| $6.77M | 0.01% |
245,020
+141,958
| +138% | +$4.22M |
|
373
ProShares Short VIX Short-Term Futures ETF
SVXY
$222M
| $6.74M | 0.01% |
379,614
-217,958
| -36% | -$3.74M |
|
374
PUT
Electronic Arts
EA
$52.4B
| $6.72M | 0.01% |
51,500
+8,200
| +19% | +$1.12M |
|
|
COUP
375
CALL
DELISTED
Coupa Software Incorporated
COUP
| $6.69M | 0.01% |
24,400
+1,200
| +5% | +$350K |
|
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.