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 | |
|---|---|---|---|---|---|---|
376
PUT
Marvell Technology
MRVL
$167B
| $11.7M | 0.02% |
246,300
+165,500
| +205% | +$7.16M |
|
377
PUT
Illumina
ILMN
$28.6B
| $11.4M | 0.01% |
31,765
-6,168
| -16% | -$1.97M |
|
378
CALL
Blink Charging
BLNK
$77.9M
| $11.3M | 0.01% |
264,800
+166,700
| +170% | +$3.3M |
|
379
CALL
Verizon
VZ
$198B
| $11.3M | 0.01% |
192,100
+17,900
| +10% | +$1.06M |
|
380
CALL
RingCentral
RNG
$4.43B
| $11.2M | 0.01% |
+29,500
| New | +$9.18M |
|
|
VMW
381
PUT
DELISTED
VMware, Inc
VMW
| $11M | 0.01% |
78,500
+43,000
| +121% | +$6.16M |
|
382
CALL
Charter Communications
CHTR
$15.5B
| $11M | 0.01% |
16,600
-3,000
| -15% | -$1.91M |
|
383
Direxion Daily S&P 500 Bear 1X ETF
SPDN
$224M
| $10.9M | 0.01% |
+593,281
| New | +$11.6M |
|
384
Alibaba
BABA
$273B
| $10.8M | 0.01% |
+46,436
| New | +$12.9M |
|
385
CALL
BP
BP
$110B
| $10.7M | 0.01% |
519,100
+295,900
| +133% | +$5.58M |
|
386
CALL
Electronic Arts
EA
$52.4B
| $10.6M | 0.01% |
74,000
+32,000
| +76% | +$4.13M |
|
387
PUT
Skyworks Solutions
SWKS
$9.31B
| $10.6M | 0.01% |
69,400
+49,100
| +242% | +$7.19M |
|
388
ProShares Ultra VIX Short-Term Futures ETF
UVXY
$244M
| $10.6M | 0.01% |
398
+71
| +22% | +$2.59M |
|
389
PUT
Comcast
CMCSA
$82.1B
| $10.5M | 0.01% |
200,800
+80,300
| +67% | +$3.85M |
|
390
CALL
Invesco S&P SmallCap Low Volatility ETF
XSLV
$249M
| $10.5M | 0.01% |
+102,300
| New | +$3.82M |
|
391
CALL
Las Vegas Sands
LVS
$31.5B
| $10.5M | 0.01% |
176,300
-11,900
| -6% | -$634K |
|
392
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$33.1B
| $10.5M | 0.01% |
118,300
+87,300
| +282% | +$7.36M |
|
393
PUT
Texas Instruments
TXN
$252B
| $10.5M | 0.01% |
63,700
+28,500
| +81% | +$4.43M |
|
394
CALL
Deere & Co
DE
$166B
| $10.4M | 0.01% |
38,700
+6,900
| +22% | +$1.71M |
|
395
CALL
Western Digital
WDC
$169B
| $10.4M | 0.01% |
247,666
-79,909
| -24% | -$2.65M |
|
396
CALL
Proshares UltraShort Technology
REW
$3.58M
| $10.4M | 0.01% |
+42,688
| New | +$11.4M |
|
397
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.32B
| $10.3M | 0.01% |
155,862
-6,248
| -4% | -$303K |
|
|
398
CALL
Skyworks Solutions
SWKS
$9.31B
| $10.3M | 0.01% |
67,400
+37,200
| +123% | +$5.45M |
|
399
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$6.48B
| $10.2M | 0.01% |
141,784
+4,241
| +3% | +$263K |
|
400
PUT
FuboTV Inc
FUBO
$256M
| $10.2M | 0.01% |
+30,458
| New | +$8.34M |
|
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.