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 | |
|---|---|---|---|---|---|---|
576
CALL
Universal Display
OLED
$3.73B
| $4.41M | 0.01% |
19,200
-6,300
| -25% | -$1.35M |
|
577
PUT
Ciena
CIEN
$54.7B
| $4.36M | 0.01% |
82,500
+26,200
| +47% | +$1.16M |
|
578
CALL
Inovio Pharmaceuticals
INO
$80.7M
| $4.36M | 0.01% |
41,050
-18,075
| -31% | -$2.41M |
|
579
PUT
Macy's
M
$6.34B
| $4.33M | 0.01% |
385,300
+148,200
| +63% | +$1.27M |
|
580
PUT
Capri Holdings
CPRI
$1.82B
| $4.3M | 0.01% |
+102,400
| New | +$3.13M |
|
581
CALL
Valero Energy
VLO
$89.9B
| $4.28M | 0.01% |
75,700
+31,800
| +72% | +$1.56M |
|
582
PUT
Chegg
CHGG
$107M
| $4.26M | 0.01% |
47,200
+19,000
| +67% | +$1.51M |
|
583
CALL
United States Natural Gas Fund
UNG
$462M
| $4.25M | 0.01% |
115,500
+12,525
| +12% | +$540K |
|
584
CALL
ConocoPhillips
COP
$143B
| $4.24M | 0.01% |
106,100
-48,500
| -31% | -$1.79M |
|
|
RWGV
585
DELISTED
Direxion Russell 1000 Growth Over Value ETF
RWGV
| $4.23M | 0.01% |
40,373
| – | – |
|
|
WBA
586
PUT
DELISTED
Walgreens Boots Alliance
WBA
| $4.22M | 0.01% |
105,800
+53,900
| +104% | +$2.09M |
|
587
PUT
iQIYI
IQ
$1.19B
| $4.21M | 0.01% |
240,900
+63,800
| +36% | +$1.44M |
|
588
PUT
Microchip Technology
MCHP
$43.3B
| $4.2M | 0.01% |
60,800
+200
| +0.3% | +$12.5K |
|
|
SPWR
589
PUT
DELISTED
SunPower Corporation Common Stock
SPWR
| $4.19M | 0.01% |
+163,400
| New | +$3.3M |
|
590
PUT
Halliburton
HAL
$27.5B
| $4.18M | 0.01% |
221,100
-50,700
| -19% | -$787K |
|
591
PUT
Digital Turbine
APPS
$1.07B
| $4.17M | 0.01% |
+73,800
| New | +$3.03M |
|
592
Goldman Sachs Physical Gold ETF Shares
AAAU
$2.48B
| $4.08M | 0.01% |
+215,512
| New | +$4.03M |
|
593
ProShares UltraPro Short S&P 500
SPXU
$408M
| $4.05M | 0.01% |
6,841
+4,285
| +168% | +$3.08M |
|
594
First Trust NYSE Arca Biotechnology Index Fund
FBT
$2.81B
| $4.04M | 0.01% |
24,039
+3,215
| +15% | +$522K |
|
595
CALL
C3.ai
AI
$1.31B
| $4.02M | 0.01% |
+29,000
| New | +$3.89M |
|
|
596
CALL
Microchip Technology
MCHP
$43.3B
| $4.02M | 0.01% |
58,200
-2,000
| -3% | -$125K |
|
597
CALL
Tilray
TLRY
$495M
| $4M | 0.01% |
48,480
+38,830
| +402% | +$2.83M |
|
|
CGC
598
CALL
Canopy Growth
CGC
$380M
| $3.99M | 0.01% |
16,180
-4,770
| -23% | -$1.09M |
|
|
CMRC
599
PUT
Commerce.com Inc Series 1
CMRC
$230M
| $3.95M | 0.01% |
61,600
+26,200
| +74% | +$2.09M |
|
600
PUT
RTX Corp
RTX
$292B
| $3.92M | 0.01% |
54,800
+11,500
| +27% | +$756K |
|
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.