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 | |
|---|---|---|---|---|---|---|
326
CALL
Marriott International
MAR
$101B
| $15.2M | 0.02% |
115,100
-41,800
| -27% | -$4.77M |
|
327
CALL
TSMC
TSM
$2.06T
| $15.1M | 0.02% |
138,300
-106,300
| -43% | -$10.1M |
|
|
BBBY
328
CALL
Bed Bath & Beyond
BBBY
$505M
| $15.1M | 0.02% |
345,290
+129,800
| +60% | +$7.68M |
|
329
CALL
First Solar
FSLR
$22B
| $15M | 0.02% |
151,600
+107,000
| +240% | +$9.28M |
|
|
330
PUT
Marriott International
MAR
$101B
| $15M | 0.02% |
113,500
+6,400
| +6% | +$731K |
|
331
CALL
Lyft
LYFT
$5.77B
| $14.9M | 0.02% |
303,200
-39,700
| -12% | -$1.44M |
|
|
NKLA
332
PUT
DELISTED
Nikola Corporation Common Stock
NKLA
| $14.9M | 0.02% |
32,537
+5,897
| +22% | +$3.67M |
|
333
PUT
Oracle
ORCL
$346B
| $14.7M | 0.02% |
227,700
-43,500
| -16% | -$2.59M |
|
334
PUT
RH
RH
$3.4B
| $14.7M | 0.02% |
32,800
-27,400
| -46% | -$11.3M |
|
335
CALL
Illumina
ILMN
$28.9B
| $14.7M | 0.02% |
40,709
-9,971
| -20% | -$3.18M |
|
|
336
PUT
TSMC
TSM
$2.06T
| $14.6M | 0.02% |
133,600
-70,200
| -34% | -$6.66M |
|
337
PUT
Cloudflare
NET
$94.7B
| $14.4M | 0.02% |
189,400
+174,900
| +1,206% | +$11.5M |
|
338
PUT
Take-Two Interactive
TTWO
$45B
| $14.4M | 0.02% |
69,200
+23,100
| +50% | +$4.04M |
|
339
PUT
Gilead Sciences
GILD
$163B
| $14.3M | 0.02% |
244,900
-68,500
| -22% | -$4.13M |
|
340
PUT
Norwegian Cruise Line
NCLH
$8.98B
| $14.1M | 0.02% |
554,700
-43,800
| -7% | -$914K |
|
341
PUT
Freeport-McMoran
FCX
$89.4B
| $14M | 0.02% |
536,700
+120,700
| +29% | +$2.51M |
|
342
Baidu
BIDU
$35.9B
| $13.8M | 0.02% |
63,708
+30,745
| +93% | +$4.57M |
|
343
PUT
Autodesk
ADSK
$47.8B
| $13.8M | 0.02% |
45,100
+10,800
| +31% | +$2.85M |
|
344
CALL
CarMax
KMX
$8.29B
| $13.7M | 0.02% |
145,100
+59,700
| +70% | +$5.6M |
|
345
PUT
RingCentral
RNG
$4.5B
| $13.4M | 0.02% |
+35,300
| New | +$11M |
|
346
PUT
State Street Technology Select Sector SPDR ETF
XLK
$114B
| $13.4M | 0.02% |
205,600
-149,800
| -42% | -$9.12M |
|
347
CALL
Marvell Technology
MRVL
$170B
| $13.4M | 0.02% |
280,900
+161,500
| +135% | +$6.99M |
|
348
PUT
Datadog
DDOG
$91.3B
| $13.3M | 0.02% |
135,000
-23,000
| -15% | -$2.3M |
|
349
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$42.2B
| $13.3M | 0.02% |
116,800
-32,000
| -22% | -$3.49M |
|
350
CALL
State Street SPDR NYSE Technology ETF
XNTK
$2.05B
| $12.9M | 0.02% |
111,600
-2,400
| -2% | -$308K |
|
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.