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 | |
|---|---|---|---|---|---|---|
801
CALL
General Mills
GIS
$19.2B
| $672K | ﹤0.01% |
10,900
-20,000
| -65% | -$1.25M |
|
|
CODX
802
CALL
Co-Diagnostics
CODX
$7.74M
| $669K | ﹤0.01% |
1,640
-263
| -14% | -$135K |
|
803
PUT
Range Resources
RRC
$9.11B
| $667K | ﹤0.01% |
100,800
+64,400
| +177% | +$467K |
|
|
CMA
804
PUT
DELISTED
Comerica
CMA
| $666K | ﹤0.01% |
17,400
-2,500
| -13% | -$96.1K |
|
805
CALL
Sonos
SONO
$1.75B
| $663K | ﹤0.01% |
+43,700
| New | +$644K |
|
806
Kohl's
KSS
$2.03B
| $657K | ﹤0.01% |
+35,431
| New | +$750K |
|
807
CALL
Phillips 66
PSX
$82.9B
| $653K | ﹤0.01% |
+12,600
| New | +$769K |
|
|
AUY
808
PUT
DELISTED
Yamana Gold, Inc.
AUY
| $647K | ﹤0.01% |
113,900
+9,800
| +9% | +$58.7K |
|
809
CALL
MetLife
MET
$61B
| $643K | ﹤0.01% |
17,300
-10,200
| -37% | -$387K |
|
810
PUT
Nordic American Tanker
NAT
$1.37B
| $639K | ﹤0.01% |
183,100
-117,300
| -39% | -$489K |
|
811
PUT
AerCap
AER
$23.9B
| $635K | ﹤0.01% |
25,200
+1,200
| +5% | +$34.8K |
|
812
CALL
Prudential Financial
PRU
$41.7B
| $635K | ﹤0.01% |
+10,000
| New | +$657K |
|
813
CALL
Deutsche Bank
DB
$66.3B
| $633K | ﹤0.01% |
75,300
-57,800
| -43% | -$542K |
|
814
PUT
Harley-Davidson
HOG
$2.68B
| $633K | ﹤0.01% |
25,800
-25,500
| -50% | -$687K |
|
815
CALL
Corning
GLW
$126B
| $632K | ﹤0.01% |
19,500
-300
| -2% | -$9.27K |
|
816
PUT
Signet Jewelers
SIG
$3.55B
| $632K | ﹤0.01% |
33,800
+9,800
| +41% | +$143K |
|
|
DGBP
817
DELISTED
Exchange-Traded Notes linked to the VelocityShares Daily 4X Long USD vs. GBP Index due December 6, 2
DGBP
| $624K | ﹤0.01% |
24,501
+8,368
| +52% | +$216K |
|
|
FITB
818
CALL
Fifth Third Bancorp
FITB
$52B
| $623K | ﹤0.01% |
29,200
-19,400
| -40% | -$390K |
|
|
ZNGA
819
CALL
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $608K | ﹤0.01% |
66,700
-4,300
| -6% | -$40K |
|
820
PUT
Tilray
TLRY
$479M
| $606K | ﹤0.01% |
12,500
-22,860
| -65% | -$1.53M |
|
821
Pfizer
PFE
$140B
| $605K | ﹤0.01% |
+17,371
| New | +$609K |
|
|
ZNGA
822
PUT
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $605K | ﹤0.01% |
66,300
-33,300
| -33% | -$310K |
|
823
CALL
Wheaton Precious Metals
WPM
$50.6B
| $604K | ﹤0.01% |
+12,300
| New | +$627K |
|
824
MGM Resorts International
MGM
$11.7B
| $603K | ﹤0.01% |
+27,742
| New | +$550K |
|
|
UCHF
825
DELISTED
Exchange-Traded Notes linked to the VelocityShares Daily 4X Long CHF vs. USD Index due December 6, 2
UCHF
| $600K | ﹤0.01% |
+25,869
| New | +$610K |
|
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.