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 | |
|---|---|---|---|---|---|---|
501
CALL
American Tower
AMT
$77.8B
| $6.24M | 0.01% |
27,800
+7,100
| +34% | +$1.65M |
|
502
PUT
Best Buy
BBY
$18.6B
| $6.23M | 0.01% |
62,400
+24,400
| +64% | +$2.73M |
|
503
CALL
Shake Shack
SHAK
$2.46B
| $6.17M | 0.01% |
72,800
+32,600
| +81% | +$2.53M |
|
504
DraftKings
DKNG
$12.1B
| $6.12M | 0.01% |
+131,444
| New | +$6.26M |
|
|
SPWR
505
CALL
DELISTED
SunPower Corporation Common Stock
SPWR
| $6.04M | 0.01% |
+235,600
| New | +$4.76M |
|
|
SFIX
506
CALL
Stitch Fix
SFIX
$511M
| $6.03M | 0.01% |
102,600
-69,000
| -40% | -$2.95M |
|
507
Cisco
CSCO
$448B
| $6M | 0.01% |
134,001
+102,891
| +331% | +$4.23M |
|
508
PUT
Match Group
MTCH
$9.09B
| $5.94M | 0.01% |
39,300
+9,100
| +30% | +$1.2M |
|
509
PUT
NetEase
NTES
$79.5B
| $5.9M | 0.01% |
61,600
-21,400
| -26% | -$1.92M |
|
510
CALL
Canadian Solar
CSIQ
$921M
| $5.88M | 0.01% |
114,700
+82,400
| +255% | +$3.38M |
|
|
WORK
511
DELISTED
Slack Technologies, Inc.
WORK
| $5.85M | 0.01% |
138,449
+109,184
| +373% | +$3.69M |
|
512
CALL
Digital Turbine
APPS
$1.04B
| $5.83M | 0.01% |
+103,000
| New | +$4.22M |
|
513
ProShares Ultra Bloomberg Crude Oil
UCO
$418M
| $5.82M | 0.01% |
+642,128
| New | +$4.85M |
|
514
PUT
Cigna
CI
$77.1B
| $5.81M | 0.01% |
27,900
+15,600
| +127% | +$3.06M |
|
515
VanEck Semiconductor ETF
SMH
$65.3B
| $5.8M | 0.01% |
+53,088
| New | +$5.26M |
|
516
PUT
Sarepta Therapeutics
SRPT
$1.72B
| $5.76M | 0.01% |
33,800
+18,800
| +125% | +$2.79M |
|
|
FBGX
517
DELISTED
UBS AG FI Enhanced Large Cap Growth ETN
FBGX
| $5.76M | 0.01% |
10,423
-55,000
| -84% | -$27.2M |
|
|
BBBY
518
PUT
DELISTED
Bed Bath & Beyond Inc
BBBY
| $5.74M | 0.01% |
+323,300
| New | +$6.71M |
|
|
JKS
519
CALL
JinkoSolar
JKS
$794M
| $5.72M | 0.01% |
+92,500
| New | +$5.85M |
|
|
WBA
520
CALL
DELISTED
Walgreens Boots Alliance
WBA
| $5.72M | 0.01% |
143,400
+87,300
| +156% | +$3.38M |
|
521
CALL
CSX Corp
CSX
$95.6B
| $5.65M | 0.01% |
186,900
+147,000
| +368% | +$4.22M |
|
522
PUT
PNC Financial Services
PNC
$99.8B
| $5.63M | 0.01% |
37,800
+11,100
| +42% | +$1.42M |
|
523
CALL
BioMarin Pharmaceuticals
BMRN
$11.7B
| $5.63M | 0.01% |
64,200
+47,600
| +287% | +$3.77M |
|
524
PUT
Northrop Grumman
NOC
$78B
| $5.61M | 0.01% |
18,400
-13,900
| -43% | -$4.25M |
|
|
BBBY
525
PUT
Bed Bath & Beyond
BBBY
$495M
| $5.59M | 0.01% |
128,260
-7,590
| -6% | -$449K |
|
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.