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 | |
|---|---|---|---|---|---|---|
401
PUT
Simon Property Group
SPG
$74.7B
| $10.1M | 0.01% |
118,900
+6,700
| +6% | +$512K |
|
|
SFIX
402
PUT
Stitch Fix
SFIX
$518M
| $10.1M | 0.01% |
172,000
-30,400
| -15% | -$1.3M |
|
403
CALL
Thermo Fisher Scientific
TMO
$209B
| $10.1M | 0.01% |
+21,600
| New | +$10.1M |
|
404
CALL
Workhorse Group
WKHS
$30.4M
| $9.95M | 0.01% |
168
+38
| +29% | +$2.47M |
|
|
PARA
405
CALL
DELISTED
Paramount Global Class B
PARA
| $9.95M | 0.01% |
266,900
-2,200
| -0.8% | -$70.6K |
|
406
PUT
MGM Resorts International
MGM
$11.8B
| $9.91M | 0.01% |
314,600
-147,200
| -32% | -$3.79M |
|
407
CALL
Dropbox
DBX
$7.17B
| $9.89M | 0.01% |
445,800
+371,000
| +496% | +$7.56M |
|
408
United States Natural Gas Fund
UNG
$459M
| $9.79M | 0.01% |
+266,151
| New | +$11.5M |
|
409
PUT
iShares Core MSCI Emerging Markets ETF
IEMG
$149B
| $9.78M | 0.01% |
144,800
+79,900
| +123% | +$4.61M |
|
410
CALL
3M
MMM
$91.3B
| $9.75M | 0.01% |
66,737
-60,278
| -47% | -$8.56M |
|
411
CALL
Best Buy
BBY
$18.8B
| $9.74M | 0.01% |
97,600
+67,000
| +219% | +$7.49M |
|
412
Salesforce
CRM
$144B
| $9.74M | 0.01% |
43,771
+20,504
| +88% | +$4.99M |
|
413
PUT
Occidental Petroleum
OXY
$55.1B
| $9.72M | 0.01% |
561,600
+141,800
| +34% | +$1.94M |
|
414
Altria Group
MO
$122B
| $9.71M | 0.01% |
236,792
+146,881
| +163% | +$5.9M |
|
415
PUT
Proshares UltraShort Technology
REW
$3.56M
| $9.69M | 0.01% |
+39,913
| New | +$10.6M |
|
416
CALL
eBay
EBAY
$50.1B
| $9.56M | 0.01% |
190,300
+100,300
| +111% | +$5.12M |
|
417
Moderna
MRNA
$22B
| $9.53M | 0.01% |
91,262
+67,275
| +280% | +$6.81M |
|
418
CALL
PNC Financial Services
PNC
$99.3B
| $9.39M | 0.01% |
63,000
+25,800
| +69% | +$3.3M |
|
419
CALL
Ford
F
$57.6B
| $9.38M | 0.01% |
1,066,700
+147,700
| +16% | +$1.24M |
|
420
CALL
Sunrun
RUN
$2.35B
| $9.2M | 0.01% |
+132,600
| New | +$8.23M |
|
|
421
CALL
Simon Property Group
SPG
$74.7B
| $9.18M | 0.01% |
107,600
-74,800
| -41% | -$5.71M |
|
|
XLNX
422
PUT
DELISTED
Xilinx Inc
XLNX
| $9.1M | 0.01% |
64,200
+11,600
| +22% | +$1.51M |
|
423
CALL
Bilibili
BILI
$7.47B
| $8.91M | 0.01% |
104,000
+86,400
| +491% | +$5.06M |
|
424
PUT
Atlassian
TEAM
$24.5B
| $8.91M | 0.01% |
38,100
+16,100
| +73% | +$3.4M |
|
425
PUT
Eli Lilly
LLY
$1.07T
| $8.86M | 0.01% |
52,500
+32,300
| +160% | +$4.82M |
|
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.