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 | |
|---|---|---|---|---|---|---|
501
CALL
iQIYI
IQ
$1.19B
| $3.15M | 0.01% |
139,300
-700
| -0.5% | -$15.3K |
|
502
VanEck Gold Miners ETF
GDX
$23.2B
| $3.12M | 0.01% |
+79,762
| New | +$3.25M |
|
503
PUT
Microchip Technology
MCHP
$42.3B
| $3.11M | 0.01% |
60,600
+34,800
| +135% | +$1.81M |
|
504
CALL
Direxion Daily S&P Oil & Gas Exp. & Prod. Bull 2X ETF
GUSH
$233M
| $3.1M | ﹤0.01% |
+146,000
| New | +$1.14M |
|
|
505
CALL
Microchip Technology
MCHP
$42.3B
| $3.09M | ﹤0.01% |
60,200
+33,600
| +126% | +$1.75M |
|
506
CALL
Whirlpool
WHR
$2.44B
| $3.09M | ﹤0.01% |
16,800
+600
| +4% | +$99.7K |
|
507
PUT
Blackstone
BX
$106B
| $3.08M | ﹤0.01% |
59,000
+4,600
| +8% | +$246K |
|
|
GAP
508
CALL
The Gap Inc
GAP
$7.07B
| $3.04M | ﹤0.01% |
178,600
+12,500
| +8% | +$186K |
|
509
Invesco S&P 500 Equal Weight Materials ETF
RSPM
$186M
| $3.01M | ﹤0.01% |
128,855
-37,535
| -23% | -$842K |
|
|
CGC
510
CALL
Canopy Growth
CGC
$390M
| $3M | ﹤0.01% |
20,950
+5,330
| +34% | +$894K |
|
511
PUT
Eli Lilly
LLY
$1.07T
| $2.99M | ﹤0.01% |
20,200
-22,700
| -53% | -$3.51M |
|
512
CALL
Plug Power
PLUG
$2.87B
| $2.96M | ﹤0.01% |
221,100
-22,300
| -9% | -$246K |
|
513
PUT
Medtronic
MDT
$108B
| $2.96M | ﹤0.01% |
28,500
-1,200
| -4% | -$121K |
|
514
PUT
Skyworks Solutions
SWKS
$9.54B
| $2.95M | ﹤0.01% |
20,300
-8,200
| -29% | -$1.14M |
|
515
CALL
First Solar
FSLR
$22.1B
| $2.95M | ﹤0.01% |
+44,600
| New | +$2.96M |
|
516
PUT
BP
BP
$109B
| $2.95M | ﹤0.01% |
169,100
-43,500
| -20% | -$942K |
|
|
CMRC
517
PUT
Commerce.com Inc Series 1
CMRC
$234M
| $2.95M | ﹤0.01% |
+35,400
| New | +$3.09M |
|
518
PUT
PNC Financial Services
PNC
$99.6B
| $2.94M | ﹤0.01% |
26,700
-9,300
| -26% | -$1M |
|
|
519
PUT
First Solar
FSLR
$22.1B
| $2.93M | ﹤0.01% |
44,200
+33,800
| +325% | +$2.24M |
|
520
CALL
Advance Auto Parts
AAP
$3.48B
| $2.92M | ﹤0.01% |
19,000
+8,200
| +76% | +$1.23M |
|
521
Invesco AI and Next Gen Software ETF
IGPT
$1.16B
| $2.88M | ﹤0.01% |
69,744
+12,288
| +21% | +$495K |
|
522
CALL
ProShares UltraShort Health Care
RXD
$3.22M
| $2.83M | ﹤0.01% |
60,400
+14,225
| +31% | +$677K |
|
523
Invesco CurrencyShares Japanese Yen Trust
FXY
$426M
| $2.83M | ﹤0.01% |
31,538
+9,544
| +43% | +$851K |
|
524
Wynn Resorts
WYNN
$10.3B
| $2.83M | ﹤0.01% |
+39,333
| New | +$3.12M |
|
|
525
CALL
Medtronic
MDT
$108B
| $2.82M | ﹤0.01% |
27,100
-3,300
| -11% | -$331K |
|
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.