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 | |
|---|---|---|---|---|---|---|
|
FSR
676
CALL
DELISTED
Fisker Inc.
FSR
| $2.58M | ﹤0.01% |
+176,200
| New | +$2.59M |
|
677
Invesco S&P 500 Equal Weight Consumer Staples ETF
RSPS
$249M
| $2.56M | ﹤0.01% |
+84,435
| New | +$2.49M |
|
|
CGC
678
PUT
Canopy Growth
CGC
$375M
| $2.55M | ﹤0.01% |
10,360
-2,970
| -22% | -$677K |
|
679
Advanced Micro Devices
AMD
$851B
| $2.55M | ﹤0.01% |
+27,825
| New | +$2.4M |
|
680
CALL
PG&E
PCG
$47.8B
| $2.54M | ﹤0.01% |
203,600
+55,300
| +37% | +$626K |
|
|
HES
681
CALL
DELISTED
Hess
HES
| $2.53M | ﹤0.01% |
47,900
+16,800
| +54% | +$764K |
|
682
PUT
Camping World
CWH
$363M
| $2.52M | ﹤0.01% |
96,700
+4,900
| +5% | +$143K |
|
683
PUT
Valero Energy
VLO
$89.8B
| $2.52M | ﹤0.01% |
44,500
+18,500
| +71% | +$908K |
|
684
Vale
VALE
$62.9B
| $2.51M | ﹤0.01% |
149,987
+40,661
| +37% | +$542K |
|
685
CALL
Dave & Buster's
PLAY
$343M
| $2.51M | ﹤0.01% |
83,600
-52,400
| -39% | -$1.16M |
|
686
CALL
Whirlpool
WHR
$2.42B
| $2.51M | ﹤0.01% |
13,900
-2,900
| -17% | -$555K |
|
687
CALL
Vertex Pharmaceuticals
VRTX
$121B
| $2.5M | ﹤0.01% |
+10,600
| New | +$2.43M |
|
688
Cloudflare
NET
$93B
| $2.49M | ﹤0.01% |
+32,776
| New | +$2.15M |
|
689
CALL
Lemonade
LMND
$4.62B
| $2.49M | ﹤0.01% |
+20,300
| New | +$1.5M |
|
|
690
PUT
Dave & Buster's
PLAY
$343M
| $2.48M | ﹤0.01% |
82,700
-57,100
| -41% | -$1.27M |
|
|
FTCH
691
CALL
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
| $2.48M | ﹤0.01% |
38,900
-47,000
| -55% | -$2.08M |
|
692
PUT
Teva Pharmaceuticals
TEVA
$35.9B
| $2.47M | ﹤0.01% |
256,300
+87,700
| +52% | +$840K |
|
693
PUT
Live Nation Entertainment
LYV
$41.2B
| $2.46M | ﹤0.01% |
33,500
+7,900
| +31% | +$499K |
|
|
CMRC
694
Commerce.com Inc Series 1
CMRC
$224M
| $2.44M | ﹤0.01% |
38,095
+11,963
| +46% | +$955K |
|
695
PUT
ProShares UltraShort Health Care
RXD
$3.25M
| $2.42M | ﹤0.01% |
40,525
-12,800
| -24% | -$540K |
|
|
696
PUT
Vertex Pharmaceuticals
VRTX
$121B
| $2.41M | ﹤0.01% |
+10,200
| New | +$2.34M |
|
697
CALL
Nokia
NOK
$50.8B
| $2.41M | ﹤0.01% |
615,300
+421,300
| +217% | +$1.66M |
|
698
PUT
Philip Morris
PM
$301B
| $2.4M | ﹤0.01% |
29,000
-7,000
| -19% | -$545K |
|
699
CALL
NextEra Energy
NEE
$187B
| $2.4M | ﹤0.01% |
31,100
-33,700
| -52% | -$2.52M |
|
|
RAD
700
PUT
DELISTED
Rite Aid Corporation
RAD
| $2.38M | ﹤0.01% |
150,100
+108,800
| +263% | +$1.4M |
|
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.