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 | |
|---|---|---|---|---|---|---|
201
PUT
Procter & Gamble
PG
$343B
| $20.4M | 0.03% |
146,600
+37,900
| +35% | +$5.03M |
|
202
CALL
iShares MSCI Australia ETF
EWA
$1.34B
| $20.2M | 0.03% |
724,700
+28,100
| +4% | +$569K |
|
203
CALL
Sea Limited
SE
$61.2B
| $20.1M | 0.03% |
130,600
+94,900
| +266% | +$12.8M |
|
204
ProShares Short QQQ
PSQ
$694M
| $20.1M | 0.03% |
242,653
+137,203
| +130% | +$11.8M |
|
205
CALL
Regeneron Pharmaceuticals
REGN
$68.8B
| $20M | 0.03% |
35,700
+6,200
| +21% | +$3.76M |
|
|
206
PUT
iShares MSCI Australia ETF
EWA
$1.34B
| $20M | 0.03% |
717,500
-101,900
| -12% | -$2.06M |
|
207
PUT
ServiceNow
NOW
$102B
| $19.9M | 0.03% |
205,500
+58,000
| +39% | +$5.18M |
|
208
CALL
TSMC
TSM
$2.09T
| $19.8M | 0.03% |
+244,600
| New | +$18.6M |
|
209
PUT
Gilead Sciences
GILD
$161B
| $19.8M | 0.03% |
313,400
-85,200
| -21% | -$5.91M |
|
|
210
PUT
Regeneron Pharmaceuticals
REGN
$68.8B
| $19.6M | 0.03% |
35,100
-4,300
| -11% | -$2.61M |
|
211
CALL
Royal Caribbean
RCL
$78.7B
| $19.6M | 0.03% |
302,600
-79,500
| -21% | -$4.68M |
|
212
PUT
IBM
IBM
$202B
| $19.4M | 0.03% |
166,837
+43,827
| +36% | +$5.16M |
|
|
TWTR
213
CALL
DELISTED
Twitter, Inc.
TWTR
| $19.1M | 0.03% |
429,700
-100,200
| -19% | -$3.85M |
|
|
LVGO
214
CALL
DELISTED
Livongo Health, Inc. Common Stock
LVGO
| $19M | 0.03% |
+135,400
| New | +$16.5M |
|
215
CALL
Oracle
ORCL
$331B
| $18.9M | 0.03% |
316,900
+246,600
| +351% | +$14M |
|
216
CALL
Chevron
CVX
$388B
| $18.8M | 0.03% |
261,400
+6,400
| +3% | +$538K |
|
217
PUT
Wynn Resorts
WYNN
$10.1B
| $18.7M | 0.03% |
260,400
-8,700
| -3% | -$690K |
|
|
ATVI
218
PUT
DELISTED
Activision Blizzard
ATVI
| $18.6M | 0.03% |
230,300
+147,600
| +178% | +$12M |
|
219
PUT
Southwest Airlines
LUV
$22.1B
| $18.5M | 0.03% |
493,800
-126,000
| -20% | -$4.48M |
|
220
CALL
Caterpillar
CAT
$409B
| $18.4M | 0.03% |
123,700
+14,800
| +14% | +$2.08M |
|
|
221
CALL
Procter & Gamble
PG
$343B
| $18.4M | 0.03% |
132,200
+62,900
| +91% | +$8.35M |
|
222
CALL
VanEck Durable High Dividend ETF
DURA
$38.7M
| $18.3M | 0.03% |
187,700
-103,300
| -35% | -$2.75M |
|
223
PUT
Ulta Beauty
ULTA
$20.4B
| $18.3M | 0.03% |
81,500
+27,600
| +51% | +$5.94M |
|
|
WORK
224
CALL
DELISTED
Slack Technologies, Inc.
WORK
| $18.1M | 0.03% |
672,200
+198,200
| +42% | +$5.83M |
|
225
CALL
Pinterest
PINS
$12.4B
| $17.9M | 0.03% |
432,100
+237,500
| +122% | +$7.74M |
|
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.