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 | |
|---|---|---|---|---|---|---|
651
CALL
Vroom Inc
VRM
$36.9M
| $2.95M | ﹤0.01% |
900
+597
| +197% | +$1.97M |
|
652
CALL
Avis
CAR
$5.63B
| $2.94M | ﹤0.01% |
78,900
+2,800
| +4% | +$98.4K |
|
|
CLDR
653
PUT
DELISTED
Cloudera, Inc.
CLDR
| $2.94M | ﹤0.01% |
211,400
+22,600
| +12% | +$259K |
|
654
Biogen
BIIB
$29.9B
| $2.94M | ﹤0.01% |
+11,998
| New | +$3.1M |
|
655
CALL
Alcoa
AA
$11.7B
| $2.93M | ﹤0.01% |
127,100
+32,100
| +34% | +$559K |
|
656
Sea Limited
SE
$61.2B
| $2.93M | ﹤0.01% |
+14,709
| New | +$2.62M |
|
657
Invesco S&P MidCap 400 Pure Growth ETF
RFG
$343M
| $2.92M | ﹤0.01% |
71,990
-1,020
| -1% | -$38.3K |
|
658
PUT
NextEra Energy
NEE
$187B
| $2.92M | ﹤0.01% |
37,800
-20,600
| -35% | -$1.54M |
|
659
PUT
FuelCell Energy
FCEL
$1.7B
| $2.9M | ﹤0.01% |
+8,643
| New | +$1.41M |
|
660
CALL
JetBlue
JBLU
$1.96B
| $2.89M | ﹤0.01% |
199,000
+22,100
| +12% | +$303K |
|
661
CALL
Marathon Digital Holdings
MARA
$4.62B
| $2.88M | ﹤0.01% |
+276,200
| New | +$1.27M |
|
662
Expedia Group
EXPE
$31.2B
| $2.88M | ﹤0.01% |
+21,736
| New | +$2.45M |
|
|
XLNX
663
DELISTED
Xilinx Inc
XLNX
| $2.85M | ﹤0.01% |
+20,124
| New | +$2.62M |
|
664
CALL
Cleveland-Cliffs
CLF
$6.81B
| $2.85M | ﹤0.01% |
195,600
+62,300
| +47% | +$631K |
|
665
CALL
Camping World
CWH
$363M
| $2.83M | ﹤0.01% |
108,800
+49,500
| +83% | +$1.45M |
|
666
AstraZeneca
AZN
$263B
| $2.83M | ﹤0.01% |
+28,293
| New | +$3M |
|
667
PUT
Advance Auto Parts
AAP
$3.37B
| $2.82M | ﹤0.01% |
17,900
-8,900
| -33% | -$1.37M |
|
668
CALL
FirstEnergy
FE
$28.9B
| $2.8M | ﹤0.01% |
91,500
+38,900
| +74% | +$1.17M |
|
|
669
PUT
JetBlue
JBLU
$1.96B
| $2.79M | ﹤0.01% |
192,200
+12,300
| +7% | +$169K |
|
|
670
PUT
Alcoa
AA
$11.7B
| $2.77M | ﹤0.01% |
120,100
+19,500
| +19% | +$339K |
|
671
PUT
Medtronic
MDT
$107B
| $2.73M | ﹤0.01% |
23,300
-5,200
| -18% | -$572K |
|
672
CALL
Becton Dickinson
BDX
$43.1B
| $2.68M | ﹤0.01% |
+10,968
| New | +$2.56M |
|
673
GraniteShares Gold Shares
BAR
$1.37B
| $2.65M | ﹤0.01% |
140,295
+90,800
| +183% | +$1.69M |
|
674
PUT
QuidelOrtho
QDEL
$1.09B
| $2.62M | ﹤0.01% |
+14,600
| New | +$3.24M |
|
675
PUT
Ambarella
AMBA
$2.99B
| $2.6M | ﹤0.01% |
28,300
+2,300
| +9% | +$161K |
|
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.