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 | |
|---|---|---|---|---|---|---|
51
CALL
JPMorgan Chase
JPM
$907B
| $94.7M | 0.15% |
983,200
-198,200
| -17% | -$19.5M |
|
52
PUT
United States Oil Fund
USO
$2.54B
| $94.2M | 0.15% |
3,330,400
-1,343,500
| -29% | -$39.3M |
|
53
PUT
Visa
V
$682B
| $93.6M | 0.15% |
468,100
-88,200
| -16% | -$17.6M |
|
|
54
PUT
JPMorgan Chase
JPM
$907B
| $93.1M | 0.15% |
966,600
-244,900
| -20% | -$24M |
|
55
CALL
VanEck Gold Miners ETF
GDX
$21.8B
| $92.8M | 0.15% |
1,876,100
+470,600
| +33% | +$19.2M |
|
56
PUT
Costco
COST
$417B
| $89.9M | 0.14% |
253,300
+117,000
| +86% | +$39.3M |
|
|
57
PUT
VanEck Gold Miners ETF
GDX
$21.8B
| $87.4M | 0.14% |
1,643,600
+407,600
| +33% | +$16.6M |
|
58
CALL
Beyond Meat
BYND
$305M
| $86.9M | 0.14% |
523,600
-55,200
| -10% | -$7.48M |
|
|
59
CALL
Costco
COST
$417B
| $86.9M | 0.14% |
244,900
+117,500
| +92% | +$39.5M |
|
|
60
PUT
Bank of America
BAC
$430B
| $86.2M | 0.14% |
3,578,700
-1,650,600
| -32% | -$41.1M |
|
61
PUT
Salesforce
CRM
$140B
| $83.1M | 0.13% |
330,700
+102,100
| +45% | +$22.4M |
|
62
CALL
Walt Disney
DIS
$170B
| $82.6M | 0.13% |
665,700
-139,800
| -17% | -$17.5M |
|
63
CALL
Adobe
ADBE
$94.3B
| $82.1M | 0.13% |
167,500
+76,000
| +83% | +$35.4M |
|
64
CALL
Roku
ROKU
$21.4B
| $81.6M | 0.13% |
432,300
-198,100
| -31% | -$31.3M |
|
|
UWC
65
CALL
DELISTED
PROSHARES TR ULTRA RUSSELL3000
UWC
| $80.9M | 0.13% |
681,000
-77,400
| -10% | -$9.2M |
|
|
66
CALL
Visa
V
$682B
| $80.9M | 0.13% |
404,500
-194,900
| -33% | -$38.9M |
|
67
PUT
PayPal
PYPL
$49.9B
| $79M | 0.13% |
400,800
| – | – |
|
|
68
PUT
Beyond Meat
BYND
$305M
| $78.3M | 0.12% |
471,400
-64,300
| -12% | -$8.71M |
|
69
PUT
Mastercard
MA
$480B
| $78M | 0.12% |
230,800
-111,200
| -33% | -$36.2M |
|
|
70
PUT
Roku
ROKU
$21.4B
| $76.9M | 0.12% |
407,300
-93,800
| -19% | -$14.8M |
|
|
71
CALL
Salesforce
CRM
$140B
| $74.4M | 0.12% |
295,900
+128,100
| +76% | +$28M |
|
72
CALL
Goldman Sachs
GS
$314B
| $73.9M | 0.12% |
367,500
+29,800
| +9% | +$6.06M |
|
|
DOCU
73
PUT
DocuSign
DOCU
$10.1B
| $69.5M | 0.11% |
322,900
+212,100
| +191% | +$44M |
|
|
74
PUT
Goldman Sachs
GS
$314B
| $69.1M | 0.11% |
344,000
+96,700
| +39% | +$19.7M |
|
75
PUT
State Street Financial Select Sector SPDR ETF
XLF
$54.8B
| $68.6M | 0.11% |
2,849,900
-951,100
| -25% | -$23.1M |
|
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.