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 | |
|---|---|---|---|---|---|---|
|
SFIX
401
PUT
Stitch Fix
SFIX
$500M
| $5.49M | 0.01% |
202,400
+104,700
| +107% | +$2.69M |
|
|
XLNX
402
PUT
DELISTED
Xilinx Inc
XLNX
| $5.48M | 0.01% |
52,600
+4,000
| +8% | +$411K |
|
403
CALL
Electronic Arts
EA
$52.4B
| $5.48M | 0.01% |
42,000
-1,900
| -4% | -$259K |
|
404
CALL
US Bancorp Series B Preferred Stock
USB.PRH
$748M
| $5.41M | 0.01% |
150,800
-3,200
| -2% | -$69.6K |
|
|
XLNX
405
CALL
DELISTED
Xilinx Inc
XLNX
| $5.32M | 0.01% |
51,000
+1,000
| +2% | +$103K |
|
406
CALL
Intuit
INTU
$84B
| $5.25M | 0.01% |
16,100
+5,200
| +48% | +$1.63M |
|
407
Schwab Short-Term US Treasury ETF
SCHO
$12.8B
| $5.24M | 0.01% |
203,352
+170,512
| +519% | +$4.4M |
|
408
Invesco S&P 500 High Beta ETF
SPHB
$967M
| $5.13M | 0.01% |
+123,483
| New | +$5.2M |
|
|
VMW
409
PUT
DELISTED
VMware, Inc
VMW
| $5.1M | 0.01% |
35,500
+15,400
| +77% | +$2.19M |
|
410
CALL
ConocoPhillips
COP
$143B
| $5.08M | 0.01% |
154,600
+59,800
| +63% | +$2.27M |
|
411
PUT
Enphase Energy
ENPH
$4.84B
| $5.06M | 0.01% |
+61,300
| New | +$4.11M |
|
412
CALL
Comcast
CMCSA
$81.6B
| $5.04M | 0.01% |
109,000
+21,400
| +24% | +$930K |
|
413
PUT
Texas Instruments
TXN
$253B
| $5.03M | 0.01% |
35,200
+4,500
| +15% | +$612K |
|
414
CALL
American Tower
AMT
$78.2B
| $5M | 0.01% |
20,700
+4,200
| +25% | +$1.06M |
|
415
CALL
Dell
DELL
$269B
| $5M | 0.01% |
145,805
+38,868
| +36% | +$1.21M |
|
416
CALL
Newmont
NEM
$97.8B
| $4.97M | 0.01% |
78,400
-5,700
| -7% | -$372K |
|
417
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.32B
| $4.96M | 0.01% |
162,110
-203,957
| -56% | -$6.4M |
|
418
PUT
Humana
HUM
$45.8B
| $4.88M | 0.01% |
+11,800
| New | +$4.75M |
|
419
Goldman Sachs
GS
$309B
| $4.83M | 0.01% |
+24,028
| New | +$4.89M |
|
420
PUT
Clorox
CLX
$11.8B
| $4.79M | 0.01% |
+22,800
| New | +$5.08M |
|
421
PUT
Constellation Brands
STZ
$22.2B
| $4.78M | 0.01% |
25,200
-2,600
| -9% | -$474K |
|
|
422
CALL
Constellation Brands
STZ
$22.2B
| $4.76M | 0.01% |
25,100
-4,200
| -14% | -$766K |
|
423
CALL
Marvell Technology
MRVL
$167B
| $4.74M | 0.01% |
119,400
+3,500
| +3% | +$129K |
|
|
AYX
424
CALL
DELISTED
Alteryx Inc
AYX
| $4.74M | 0.01% |
+41,700
| New | +$5.68M |
|
425
PUT
Bristol-Myers Squibb
BMY
$129B
| $4.72M | 0.01% |
78,300
-24,200
| -24% | -$1.46M |
|
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.