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 | |
|---|---|---|---|---|---|---|
476
Altria Group
MO
$125B
| $3.47M | 0.01% |
89,911
+78,457
| +685% | +$3.27M |
|
477
CALL
Atlassian
TEAM
$26B
| $3.47M | 0.01% |
+19,100
| New | +$3.41M |
|
478
PUT
Vale
VALE
$62.7B
| $3.47M | 0.01% |
327,700
+184,500
| +129% | +$2.07M |
|
479
CALL
Chegg
CHGG
$119M
| $3.42M | 0.01% |
+47,900
| New | +$3.53M |
|
480
CALL
Best Buy
BBY
$18.8B
| $3.4M | 0.01% |
+30,600
| New | +$3.13M |
|
481
CALL
Enphase Energy
ENPH
$4.8B
| $3.35M | 0.01% |
+40,500
| New | +$2.71M |
|
482
CALL
Eli Lilly
LLY
$1.09T
| $3.35M | 0.01% |
22,600
-24,100
| -52% | -$3.73M |
|
483
PUT
Match Group
MTCH
$9.22B
| $3.34M | 0.01% |
30,200
-40,200
| -57% | -$4.26M |
|
484
CALL
Philip Morris
PM
$315B
| $3.34M | 0.01% |
44,500
+2,400
| +6% | +$185K |
|
485
CALL
Hilton Worldwide
HLT
$73.6B
| $3.3M | 0.01% |
38,700
-3,800
| -9% | -$318K |
|
|
X
486
CALL
DELISTED
US Steel
X
| $3.3M | 0.01% |
449,600
-26,300
| -6% | -$199K |
|
487
CALL
Kohl's
KSS
$2.16B
| $3.3M | 0.01% |
178,000
+96,400
| +118% | +$2.04M |
|
|
FISV
488
PUT
Fiserv Inc
FISV
$29B
| $3.28M | 0.01% |
+31,800
| New | +$3.17M |
|
489
First Trust NYSE Arca Biotechnology Index Fund
FBT
$2.85B
| $3.27M | 0.01% |
+20,824
| New | +$3.4M |
|
490
PUT
Halliburton
HAL
$26.3B
| $3.27M | 0.01% |
271,800
-8,400
| -3% | -$122K |
|
|
491
PUT
Hilton Worldwide
HLT
$73.6B
| $3.26M | 0.01% |
38,200
-200
| -0.5% | -$16.7K |
|
492
CALL
Kodak
KODK
$793M
| $3.25M | 0.01% |
+368,000
| New | +$2.88M |
|
493
eBay
EBAY
$51.9B
| $3.23M | 0.01% |
62,021
-40,778
| -40% | -$2.25M |
|
494
ProShares UltraShort Bloomberg Crude Oil
SCO
$727M
| $3.23M | 0.01% |
2,407
+1,656
| +221% | +$2.18M |
|
495
ProShares UltraShort Russell2000
TWM
$43.7M
| $3.21M | 0.01% |
17,804
+11,155
| +168% | +$2.06M |
|
496
PUT
Marvell Technology
MRVL
$157B
| $3.21M | 0.01% |
80,800
+1,200
| +2% | +$44.1K |
|
|
497
Bank of America
BAC
$438B
| $3.18M | 0.01% |
131,841
-968,886
| -88% | -$24.1M |
|
498
CALL
Kraft Heinz
KHC
$32.1B
| $3.17M | 0.01% |
105,800
+34,300
| +48% | +$1.14M |
|
499
CALL
T-Mobile US
TMUS
$198B
| $3.17M | 0.01% |
27,700
| – | – |
|
500
CALL
Blackstone
BX
$106B
| $3.15M | 0.01% |
60,300
+38,700
| +179% | +$2.07M |
|
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.