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 | |
|---|---|---|---|---|---|---|
451
PUT
CarMax
KMX
$8.3B
| $4.14M | 0.01% |
45,100
-2,800
| -6% | -$280K |
|
452
PUT
Direxion Daily Technology Bull 3x ETF
TECL
$4.96B
| $4.14M | 0.01% |
787,000
-583,000
| -43% | -$16.8M |
|
453
PUT
Advance Auto Parts
AAP
$3.49B
| $4.11M | 0.01% |
26,800
+16,800
| +168% | +$2.53M |
|
454
CALL
PNC Financial Services
PNC
$99.4B
| $4.09M | 0.01% |
37,200
-3,300
| -8% | -$355K |
|
455
PUT
NextEra Energy
NEE
$185B
| $4.05M | 0.01% |
58,400
+14,800
| +34% | +$1.02M |
|
456
CALL
C.H. Robinson
CHRW
$20.7B
| $4.03M | 0.01% |
39,400
+10,700
| +37% | +$1M |
|
457
PUT
Caesars Entertainment
CZR
$6.1B
| $4.01M | 0.01% |
+71,600
| New | +$3.15M |
|
458
PUT
iQIYI
IQ
$1.2B
| $4M | 0.01% |
177,100
-6,900
| -4% | -$151K |
|
459
PUT
Atlassian
TEAM
$24.4B
| $4M | 0.01% |
+22,000
| New | +$3.92M |
|
460
PUT
Universal Display
OLED
$3.78B
| $3.99M | 0.01% |
22,100
-2,700
| -11% | -$461K |
|
|
461
CALL
Caesars Entertainment
CZR
$6.1B
| $3.96M | 0.01% |
+70,600
| New | +$3.1M |
|
|
RWGV
462
DELISTED
Direxion Russell 1000 Growth Over Value ETF
RWGV
| $3.91M | 0.01% |
40,373
-9,000
| -18% | -$832K |
|
463
CALL
BP
BP
$110B
| $3.9M | 0.01% |
223,200
-76,100
| -25% | -$1.65M |
|
464
Mastercard
MA
$488B
| $3.88M | 0.01% |
+11,487
| New | +$3.73M |
|
|
FISV
465
CALL
Fiserv Inc
FISV
$27.9B
| $3.88M | 0.01% |
+37,600
| New | +$3.74M |
|
466
iShares US Consumer Discretionary ETF
IYC
$1.14B
| $3.87M | 0.01% |
61,980
-33,820
| -35% | -$2.04M |
|
467
PUT
iShares Core MSCI Emerging Markets ETF
IEMG
$149B
| $3.83M | 0.01% |
64,900
-16,400
| -20% | -$860K |
|
468
CALL
Vale
VALE
$62.6B
| $3.82M | 0.01% |
361,200
+178,600
| +98% | +$2.01M |
|
469
Blackstone
BX
$105B
| $3.79M | 0.01% |
72,501
-51,722
| -42% | -$2.77M |
|
470
iShares US Healthcare ETF
IYH
$3.4B
| $3.78M | 0.01% |
83,155
+7,040
| +9% | +$319K |
|
|
SRNE
471
PUT
DELISTED
Sorrento Therapeutics, Inc.
SRNE
| $3.68M | 0.01% |
329,700
+83,600
| +34% | +$765K |
|
472
PUT
Capital One
COF
$126B
| $3.64M | 0.01% |
50,600
+10,900
| +27% | +$729K |
|
473
CALL
AB InBev
BUD
$156B
| $3.6M | 0.01% |
66,800
+5,200
| +8% | +$288K |
|
|
AYX
474
PUT
DELISTED
Alteryx Inc
AYX
| $3.55M | 0.01% |
+31,300
| New | +$4.26M |
|
475
PUT
Invesco CurrencyShares Euro Currency Trust
FXE
$341M
| $3.49M | 0.01% |
31,600
+13,500
| +75% | +$1.49M |
|
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.