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 | |
|---|---|---|---|---|---|---|
|
RAD
876
PUT
DELISTED
Rite Aid Corporation
RAD
| $392K | ﹤0.01% |
41,300
-20,600
| -33% | -$294K |
|
877
PUT
Opko Health
OPK
$921M
| $383K | ﹤0.01% |
103,700
+30,700
| +42% | +$130K |
|
|
WLL
878
CALL
DELISTED
Whiting Petroleum Corporation
WLL
| $375K | ﹤0.01% |
+21,700
| New | +$1.21M |
|
879
CALL
Kinross Gold
KGC
$28.5B
| $373K | ﹤0.01% |
42,300
-10,100
| -19% | -$87.4K |
|
|
MRO
880
PUT
DELISTED
Marathon Oil Corporation
MRO
| $373K | ﹤0.01% |
91,200
-48,000
| -34% | -$254K |
|
881
PUT
Devon Energy
DVN
$51.9B
| $371K | ﹤0.01% |
39,200
-12,400
| -24% | -$131K |
|
882
PUT
Sonos
SONO
$1.75B
| $369K | ﹤0.01% |
+24,300
| New | +$358K |
|
|
JMIA
883
Jumia Technologies
JMIA
$726M
| $363K | ﹤0.01% |
+45,440
| New | +$457K |
|
884
CALL
H&R Block
HRB
$5.18B
| $362K | ﹤0.01% |
+22,200
| New | +$326K |
|
885
PUT
NOV
NOV
$7.45B
| $361K | ﹤0.01% |
39,900
-21,600
| -35% | -$253K |
|
886
GameStop
GME
$9.5B
| $358K | ﹤0.01% |
+140,512
| New | +$203K |
|
|
887
Kinross Gold
KGC
$28.5B
| $353K | ﹤0.01% |
+40,072
| New | +$347K |
|
|
KNDI
888
CALL
Kandi Technologies Group
KNDI
$65.3M
| $351K | ﹤0.01% |
+56,600
| New | +$361K |
|
889
PUT
Corning
GLW
$126B
| $350K | ﹤0.01% |
+10,800
| New | +$334K |
|
890
CALL
Under Armour
UAA
$3B
| $332K | ﹤0.01% |
29,600
-36,300
| -55% | -$382K |
|
891
PUT
Ovintiv
OVV
$17.5B
| $329K | ﹤0.01% |
40,300
| – | – |
|
892
PUT
Nokia
NOK
$50.8B
| $320K | ﹤0.01% |
81,800
+18,800
| +30% | +$84.6K |
|
893
Plug Power
PLUG
$2.92B
| $313K | ﹤0.01% |
+23,367
| New | +$258K |
|
894
Dave & Buster's
PLAY
$343M
| $310K | ﹤0.01% |
+20,448
| New | +$302K |
|
|
AUY
895
DELISTED
Yamana Gold, Inc.
AUY
| $310K | ﹤0.01% |
54,540
-1,322
| -2% | -$7.92K |
|
896
State Street Energy Select Sector SPDR ETF
XLE
$39.5B
| $308K | ﹤0.01% |
+20,558
| New | +$365K |
|
897
PUT
Assured Guaranty
AGO
$3.78B
| $307K | ﹤0.01% |
14,300
+3,800
| +36% | +$83.7K |
|
|
SBM
898
DELISTED
ProShares Short Basic Materials
SBM
| $304K | ﹤0.01% |
4,184
+104
| +3% | +$7.7K |
|
|
SDC
899
CALL
DELISTED
SmileDirectClub, Inc. Class A Common Stock
SDC
| $301K | ﹤0.01% |
25,800
-8,100
| -24% | -$74.4K |
|
900
PUT
Viatris
VTRS
$20.1B
| $295K | ﹤0.01% |
19,900
+1,300
| +7% | +$20.8K |
|
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.