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 | |
|---|---|---|---|---|---|---|
726
Invesco DB Oil Fund
DBO
$425M
| $1.02M | ﹤0.01% |
142,167
-265,380
| -65% | -$1.96M |
|
727
CALL
Centene
CNC
$31.3B
| $1.02M | ﹤0.01% |
17,500
-2,500
| -13% | -$155K |
|
728
PUT
Bilibili
BILI
$7.18B
| $1.01M | ﹤0.01% |
24,300
+8,900
| +58% | +$393K |
|
729
CALL
Blink Charging
BLNK
$75.2M
| $1.01M | ﹤0.01% |
+98,100
| New | +$799K |
|
730
CALL
Campbell Soup
CPB
$6.51B
| $1.01M | ﹤0.01% |
20,800
+3,900
| +23% | +$193K |
|
|
VXRT
731
CALL
DELISTED
Vaxart
VXRT
| $1M | ﹤0.01% |
+150,400
| New | +$1.34M |
|
732
PUT
Vroom Inc
VRM
$36.9M
| $999K | ﹤0.01% |
+241
| New | +$1.08M |
|
|
733
PUT
Centene
CNC
$31.3B
| $992K | ﹤0.01% |
17,000
-6,600
| -28% | -$410K |
|
734
CALL
Dick's Sporting Goods
DKS
$18.4B
| $990K | ﹤0.01% |
+17,100
| New | +$832K |
|
|
K
735
PUT
DELISTED
Kellanova
K
| $988K | ﹤0.01% |
16,295
+3,195
| +24% | +$203K |
|
736
PUT
Trip.com Group
TCOM
$27.5B
| $987K | ﹤0.01% |
+31,700
| New | +$901K |
|
737
CALL
Cardinal Health
CAH
$53.4B
| $986K | ﹤0.01% |
21,000
+800
| +4% | +$41.1K |
|
|
GWPH
738
PUT
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
| $983K | ﹤0.01% |
10,100
-4,000
| -28% | -$460K |
|
739
PUT
Baxter International
BAX
$11.6B
| $981K | ﹤0.01% |
12,200
-4,500
| -27% | -$379K |
|
740
PUT
Kroger
KR
$34.8B
| $980K | ﹤0.01% |
28,900
-67,900
| -70% | -$2.35M |
|
741
State Street SPDR S&P 500 Fossil Fuel Reserves Free ETF
SPYX
$2.71B
| $977K | ﹤0.01% |
+35,088
| New | +$961K |
|
|
SHNY
742
PUT
DELISTED
Direxion Daily Silver Miners Index Bull 2X Shares
SHNY
| $975K | ﹤0.01% |
93,600
-159,000
| -63% | -$1.66M |
|
|
FITB
743
PUT
Fifth Third Bancorp
FITB
$52B
| $974K | ﹤0.01% |
45,700
-11,600
| -20% | -$233K |
|
744
CALL
American International
AIG
$41.9B
| $972K | ﹤0.01% |
35,300
-12,300
| -26% | -$366K |
|
745
CALL
Cheesecake Factory
CAKE
$4.21B
| $971K | ﹤0.01% |
35,000
-21,500
| -38% | -$564K |
|
746
iQIYI
IQ
$1.18B
| $966K | ﹤0.01% |
42,789
+9,194
| +27% | +$201K |
|
747
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.42B
| $957K | ﹤0.01% |
+22,744
| New | +$1.14M |
|
748
iShares China Large-Cap ETF
FXI
$4.31B
| $949K | ﹤0.01% |
+22,589
| New | +$971K |
|
749
CALL
American Electric Power
AEP
$73.7B
| $940K | ﹤0.01% |
11,500
+100
| +0.9% | +$8.24K |
|
750
Occidental Petroleum
OXY
$57B
| $938K | ﹤0.01% |
+93,686
| New | +$1.32M |
|
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.