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 |
Amazon
AMZN
|
+$146M |
| 2 |
Boeing
BA
|
+$81.2M |
| 3 |
NVIDIA
NVDA
|
+$68.1M |
| 4 |
Alphabet (Google) Class A
GOOGL
|
+$39.1M |
| 5 |
ProShares Short S&P500
SH
|
+$38.9M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Invesco QQQ Trust
QQQ
|
+$111M |
| 2 |
FBGX
UBS AG FI Enhanced Large Cap Growth ETN
FBGX
|
+$27.2M |
| 3 |
JPMorgan Chase
JPM
|
+$16.4M |
| 4 |
Meta Platforms (Facebook)
META
|
+$13.6M |
| 5 |
Citigroup
C
|
+$13.5M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 0.32% |
| 2 | Technology | 0.25% |
| 3 | Industrials | 0.19% |
| 4 | Communication Services | 0.17% |
| 5 | Healthcare | 0.03% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
226
PUT
Etsy
ETSY
$7.65B
| $25.9M | 0.03% |
145,800
+64,600
| +80% | +$9.71M |
|
227
CALL
Southwest Airlines
LUV
$22.1B
| $25.9M | 0.03% |
556,300
-153,500
| -22% | -$6.65M |
|
228
PUT
Align Technology
ALGN
$12B
| $25.9M | 0.03% |
48,400
+20,000
| +70% | +$8.99M |
|
|
229
CALL
Etsy
ETSY
$7.65B
| $25.8M | 0.03% |
145,000
+38,400
| +36% | +$5.77M |
|
230
PUT
ExxonMobil
XOM
$651B
| $25.7M | 0.03% |
623,200
-316,100
| -34% | -$11.9M |
|
231
PUT
Airbnb
ABNB
$83.7B
| $25.1M | 0.03% |
+171,200
| New | +$25.3M |
|
232
CALL
CVS Health
CVS
$137B
| $25.1M | 0.03% |
367,900
+172,800
| +89% | +$11.2M |
|
233
PUT
SolarEdge
SEDG
$2.59B
| $25M | 0.03% |
+78,400
| New | +$21.7M |
|
234
CALL
Cisco
CSCO
$450B
| $24.8M | 0.03% |
554,300
-262,900
| -32% | -$10.8M |
|
235
Netflix
NFLX
$292B
| $24.8M | 0.03% |
458,530
+284,190
| +163% | +$14.4M |
|
236
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$42.1B
| $24.6M | 0.03% |
217,100
+17,200
| +9% | +$1.88M |
|
237
CALL
XPeng
XPEV
$11.8B
| $24.6M | 0.03% |
+575,000
| New | +$21.1M |
|
238
CALL
Lowe's Companies
LOW
$116B
| $24.4M | 0.03% |
152,000
+74,600
| +96% | +$12.1M |
|
|
SPLK
239
PUT
DELISTED
Splunk Inc
SPLK
| $24.3M | 0.03% |
143,200
+76,100
| +113% | +$14.6M |
|
240
PUT
Intuitive Surgical
ISRG
$121B
| $24.3M | 0.03% |
89,100
-600
| -0.7% | -$149K |
|
241
CALL
iShares Morningstar Value ETF
ILCV
$1.3B
| $24.3M | 0.03% |
556,600
+262,000
| +89% | +$13.9M |
|
242
PUT
iShares MSCI Australia ETF
EWA
$1.34B
| $24.3M | 0.03% |
651,900
-65,600
| -9% | -$1.45M |
|
|
ATVI
243
CALL
DELISTED
Activision Blizzard
ATVI
| $24M | 0.03% |
258,800
+85,900
| +50% | +$6.98M |
|
244
CALL
Carnival Corporation Ltd
CCL
$36.1B
| $23.6M | 0.03% |
1,090,900
-77,600
| -7% | -$1.38M |
|
|
245
CALL
SolarEdge
SEDG
$2.59B
| $23.5M | 0.03% |
+73,600
| New | +$20.3M |
|
246
CALL
General Motors
GM
$74.7B
| $23.5M | 0.03% |
563,200
+213,200
| +61% | +$8.29M |
|
|
WORK
247
CALL
DELISTED
Slack Technologies, Inc.
WORK
| $23.4M | 0.03% |
552,800
-119,400
| -18% | -$4.03M |
|
|
248
PUT
General Motors
GM
$74.7B
| $23.2M | 0.03% |
557,600
+212,700
| +62% | +$8.27M |
|
249
CALL
Carvana
CVNA
$43.3B
| $22.8M | 0.03% |
476,000
+126,500
| +36% | +$5.78M |
|
250
CALL
McDonald's
MCD
$188B
| $22.7M | 0.03% |
105,900
+1,400
| +1% | +$304K |
|
Similar funds
IMC Chicago's Q4 2020 Portfolio in Review
As of Q4 2020, IMC Chicago held 1,141 positions worth $78.2B, up 25% from $62.7B the previous quarter. Its ten largest holdings account for 62% of the portfolio.
IMC Chicago deployed $4.28B of net new capital in Q4 2020, opening 208 new positions and adding to 494 existing holdings. Its largest new stake was NVIDIA: 5,088,680 shares worth $66.4M.
By sector, the portfolio is most concentrated in Consumer Discretionary at 0.32% of assets, up from 0.11% a quarter earlier, followed by Technology and Industrials.
On the sell side, the largest reduction was UBS AG FI Enhanced Large Cap Growth ETN, an estimated $27.2M trimmed.
- IMC Chicago's largest Q4 2020 buy was NVIDIA: 5,088,680 shares worth $66.4M.
- IMC Chicago added most to Amazon in Q4 2020, an estimated $146M increase.
- IMC Chicago's biggest Q4 2020 reduction was UBS AG FI Enhanced Large Cap Growth ETN, cutting an estimated $27.2M.
- IMC Chicago fully exited Invesco QQQ Trust in Q4 2020, selling an estimated $111M.
- IMC Chicago's ten largest holdings make up 62% of its $78.2B portfolio in Q4 2020.
- IMC Chicago opened 208 new positions and closed 112 in Q4 2020.
- IMC Chicago's portfolio value rose 25% quarter-over-quarter to $78.2B.
Based on IMC Chicago's 13F filing for Q4 2020, filed 17 Feb 2021.