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 | |
|---|---|---|---|---|---|---|
|
VXRT
776
PUT
DELISTED
Vaxart
VXRT
| $794K | ﹤0.01% |
+119,400
| New | +$1.06M |
|
777
PUT
Tencent Music
TME
$14.5B
| $789K | ﹤0.01% |
53,400
+6,200
| +13% | +$96.7K |
|
778
ProShares Ultra Utilities
UPW
$18.8M
| $788K | ﹤0.01% |
62,700
+5,708
| +10% | +$71.5K |
|
779
CALL
AerCap
AER
$23.9B
| $786K | ﹤0.01% |
31,200
+13,700
| +78% | +$397K |
|
|
WORK
780
DELISTED
Slack Technologies, Inc.
WORK
| $786K | ﹤0.01% |
29,265
-7,455
| -20% | -$219K |
|
781
abrdn Physical Gold Shares ETF
SGOL
$6.92B
| $783K | ﹤0.01% |
+43,145
| New | +$794K |
|
782
CALL
CF Industries
CF
$19.2B
| $780K | ﹤0.01% |
25,400
-3,700
| -13% | -$118K |
|
783
CALL
Boston Scientific
BSX
$65.8B
| $779K | ﹤0.01% |
20,400
+4,500
| +28% | +$173K |
|
784
FirstEnergy
FE
$28.9B
| $772K | ﹤0.01% |
+26,880
| New | +$843K |
|
785
CALL
Groupon
GRPN
$980M
| $769K | ﹤0.01% |
37,700
-28,400
| -43% | -$662K |
|
786
CALL
Nokia
NOK
$50.8B
| $759K | ﹤0.01% |
194,000
+76,800
| +66% | +$346K |
|
|
SKX
787
CALL
DELISTED
Skechers
SKX
| $759K | ﹤0.01% |
25,100
-8,200
| -25% | -$244K |
|
|
CLVS
788
PUT
DELISTED
Clovis Oncology, Inc.
CLVS
| $756K | ﹤0.01% |
129,700
+93,000
| +253% | +$556K |
|
789
PUT
DuPont de Nemours
DD
$18.6B
| $755K | ﹤0.01% |
10,835
-1,991
| -16% | -$140K |
|
790
PUT
BorgWarner
BWA
$13.2B
| $744K | ﹤0.01% |
21,811
-9,429
| -30% | -$324K |
|
791
Ciena
CIEN
$55.3B
| $734K | ﹤0.01% |
+18,503
| New | +$974K |
|
792
CALL
Bilibili
BILI
$7.18B
| $732K | ﹤0.01% |
17,600
-34,900
| -66% | -$1.54M |
|
793
GSK
GSK
$103B
| $724K | ﹤0.01% |
+15,387
| New | +$771K |
|
|
DJCI
794
DELISTED
ETRACS Linked to the Bloomberg Commodity Index Total Return due October 31, 2039
DJCI
| $723K | ﹤0.01% |
54,991
-16,722
| -23% | -$219K |
|
|
SKX
795
PUT
DELISTED
Skechers
SKX
| $716K | ﹤0.01% |
23,700
-3,400
| -13% | -$101K |
|
|
AMRN
796
Amarin Corp
AMRN
$284M
| $711K | ﹤0.01% |
8,449
+5,552
| +192% | +$665K |
|
|
FTCH
797
PUT
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
| $710K | ﹤0.01% |
+28,200
| New | +$699K |
|
798
Wells Fargo
WFC
$261B
| $701K | ﹤0.01% |
29,815
-84,691
| -74% | -$2.09M |
|
799
Invesco S&P SmallCap 600 Pure Value ETF
RZV
$290M
| $695K | ﹤0.01% |
+13,737
| New | +$702K |
|
800
PUT
Deutsche Bank
DB
$66.3B
| $687K | ﹤0.01% |
81,800
-37,500
| -31% | -$351K |
|
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.