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 | |
|---|---|---|---|---|---|---|
576
CALL
Bausch Health
BHC
$1.65B
| $2.08M | ﹤0.01% |
134,200
+24,500
| +22% | +$422K |
|
577
PUT
Cigna
CI
$76.6B
| $2.08M | ﹤0.01% |
12,300
-1,300
| -10% | -$229K |
|
578
iShares MSCI Brazil ETF
EWZ
$9.05B
| $2.07M | ﹤0.01% |
74,681
+18,972
| +34% | +$582K |
|
579
CALL
Dave & Buster's
PLAY
$343M
| $2.06M | ﹤0.01% |
136,000
-10,900
| -7% | -$161K |
|
580
PUT
FirstEnergy
FE
$28.9B
| $2.06M | ﹤0.01% |
+71,800
| New | +$2.25M |
|
|
SAVE
581
PUT
DELISTED
Spirit Airlines, Inc.
SAVE
| $2.06M | ﹤0.01% |
128,000
+4,900
| +4% | +$84.4K |
|
|
CLDR
582
PUT
DELISTED
Cloudera, Inc.
CLDR
| $2.06M | ﹤0.01% |
188,800
+24,700
| +15% | +$286K |
|
583
CALL
First Majestic Silver
AG
$8.05B
| $2.06M | ﹤0.01% |
215,900
+181,800
| +533% | +$2.12M |
|
|
584
CALL
Cigna
CI
$76.6B
| $2.05M | ﹤0.01% |
12,100
-400
| -3% | -$70.4K |
|
585
PUT
JetBlue
JBLU
$1.96B
| $2.04M | ﹤0.01% |
179,900
+26,000
| +17% | +$292K |
|
|
TYNS
586
CALL
DELISTED
Direxion Daily 7-10 Year Treasury Bear 1X Shares
TYNS
| $2.04M | ﹤0.01% |
60,100
-22,200
| -27% | -$752K |
|
587
CALL
Southern Company
SO
$110B
| $2.02M | ﹤0.01% |
37,300
+15,200
| +69% | +$812K |
|
588
PUT
Crown Castle
CCI
$32.7B
| $2.02M | ﹤0.01% |
12,100
-4,900
| -29% | -$809K |
|
589
PUT
Chegg
CHGG
$108M
| $2.02M | ﹤0.01% |
+28,200
| New | +$2.08M |
|
|
WBA
590
CALL
DELISTED
Walgreens Boots Alliance
WBA
| $2.02M | ﹤0.01% |
56,100
+2,900
| +5% | +$113K |
|
591
Invesco S&P 500 Pure Growth ETF
RPG
$2.04B
| $2.01M | ﹤0.01% |
70,925
-34,320
| -33% | -$954K |
|
|
592
CALL
JetBlue
JBLU
$1.96B
| $2M | ﹤0.01% |
176,900
+33,000
| +23% | +$370K |
|
593
CALL
Avis
CAR
$5.63B
| $2M | ﹤0.01% |
76,100
-32,400
| -30% | -$976K |
|
594
PUT
Petrobras
PBR
$121B
| $1.99M | ﹤0.01% |
279,900
+104,600
| +60% | +$889K |
|
595
PUT
General Dynamics
GD
$105B
| $1.95M | ﹤0.01% |
14,100
+2,300
| +19% | +$340K |
|
596
PUT
Shake Shack
SHAK
$2.3B
| $1.95M | ﹤0.01% |
30,200
-30,600
| -50% | -$1.77M |
|
|
CGC
597
PUT
Canopy Growth
CGC
$375M
| $1.91M | ﹤0.01% |
13,330
+1,900
| +17% | +$319K |
|
|
598
PUT
First Majestic Silver
AG
$8.05B
| $1.91M | ﹤0.01% |
200,100
+106,200
| +113% | +$1.24M |
|
599
PUT
Darden Restaurants
DRI
$22.5B
| $1.9M | ﹤0.01% |
18,900
-9,000
| -32% | -$748K |
|
600
CALL
Valero Energy
VLO
$89.8B
| $1.9M | ﹤0.01% |
43,900
+11,500
| +35% | +$602K |
|
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.