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 | |
|---|---|---|---|---|---|---|
|
WORK
251
PUT
DELISTED
Slack Technologies, Inc.
WORK
| $22.7M | 0.03% |
537,900
-3,200
| -0.6% | -$108K |
|
252
CALL
Enphase Energy
ENPH
$4.84B
| $22.5M | 0.03% |
128,500
+88,000
| +217% | +$11.2M |
|
253
CALL
Novavax
NVAX
$1.23B
| $22.3M | 0.03% |
200,400
-11,400
| -5% | -$1.21M |
|
254
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.4B
| $22.1M | 0.03% |
275,200
+164,800
| +149% | +$12.7M |
|
|
255
PUT
Enphase Energy
ENPH
$4.84B
| $22.1M | 0.03% |
125,700
+64,400
| +105% | +$8.17M |
|
256
PUT
Blackrock
BLK
$164B
| $21.9M | 0.03% |
+30,300
| New | +$20.1M |
|
257
PUT
Carnival Corporation Ltd
CCL
$36.1B
| $21.8M | 0.03% |
1,008,600
+244,100
| +32% | +$4.34M |
|
|
258
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.4B
| $21.7M | 0.03% |
270,400
+181,600
| +205% | +$14M |
|
259
PUT
Applied Materials
AMAT
$426B
| $21.6M | 0.03% |
250,800
+103,700
| +70% | +$7.67M |
|
260
CALL
MongoDB
MDB
$24B
| $21.6M | 0.03% |
60,200
+7,300
| +14% | +$2.04M |
|
261
CALL
Intuitive Surgical
ISRG
$121B
| $21.6M | 0.03% |
79,200
-24,600
| -24% | -$6.11M |
|
262
PUT
PENN Entertainment
PENN
$2.74B
| $21.5M | 0.03% |
249,400
-89,600
| -26% | -$6.39M |
|
263
PUT
Lockheed Martin
LMT
$134B
| $21.4M | 0.03% |
60,300
+20,200
| +50% | +$7.43M |
|
264
PUT
Accenture
ACN
$89.9B
| $21.4M | 0.03% |
81,900
+28,300
| +53% | +$6.78M |
|
265
CALL
Amgen
AMGN
$203B
| $21.4M | 0.03% |
93,000
+44,400
| +91% | +$10.2M |
|
|
JJT
266
PUT
DELISTED
iPath Series B Bloomberg Tin Subindex Total ReturnSM ETN
JJT
| $21.3M | 0.03% |
1,267,700
-211,900
| -14% | -$10.4M |
|
267
CALL
Plug Power
PLUG
$2.92B
| $21.2M | 0.03% |
624,700
+403,600
| +183% | +$9.14M |
|
268
PUT
Royal Caribbean
RCL
$78.7B
| $21.2M | 0.03% |
283,200
+38,900
| +16% | +$2.71M |
|
|
269
CALL
PENN Entertainment
PENN
$2.74B
| $21.1M | 0.03% |
243,900
-149,700
| -38% | -$10.7M |
|
270
CALL
Procter & Gamble
PG
$343B
| $21M | 0.03% |
150,900
+18,700
| +14% | +$2.61M |
|
271
CALL
Chevron
CVX
$388B
| $21M | 0.03% |
248,400
-13,000
| -5% | -$1.05M |
|
272
PUT
VanEck Durable High Dividend ETF
DURA
$38.7M
| $20.9M | 0.03% |
135,800
-4,000
| -3% | -$111K |
|
273
CALL
Palo Alto Networks
PANW
$264B
| $20.8M | 0.03% |
351,600
+54,600
| +18% | +$2.55M |
|
274
CALL
Align Technology
ALGN
$12B
| $20.6M | 0.03% |
38,600
+12,400
| +47% | +$5.58M |
|
275
CALL
AbbVie
ABBV
$458B
| $20.3M | 0.03% |
189,400
+60,900
| +47% | +$5.85M |
|
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.