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 | |
|---|---|---|---|---|---|---|
751
CALL
Medtronic
MDT
$107B
| $1.79M | ﹤0.01% |
15,300
-11,800
| -44% | -$1.3M |
|
752
CALL
C.H. Robinson
CHRW
$22B
| $1.78M | ﹤0.01% |
19,000
-20,400
| -52% | -$1.95M |
|
|
DFS
753
PUT
DELISTED
Discover Financial Services
DFS
| $1.76M | ﹤0.01% |
19,500
-2,200
| -10% | -$164K |
|
|
SRNE
754
PUT
DELISTED
Sorrento Therapeutics, Inc.
SRNE
| $1.76M | ﹤0.01% |
257,700
-72,000
| -22% | -$578K |
|
755
Invesco CurrencyShares Euro Currency Trust
FXE
$331M
| $1.76M | ﹤0.01% |
+15,307
| New | +$1.72M |
|
756
State Street SPDR US Large Cap Low Volatility Index ETF
LGLV
$1.19B
| $1.75M | ﹤0.01% |
14,576
+378
| +3% | +$43.4K |
|
757
TSMC
TSM
$2.09T
| $1.74M | ﹤0.01% |
+15,935
| New | +$1.51M |
|
|
FL
758
CALL
DELISTED
Foot Locker
FL
| $1.74M | ﹤0.01% |
42,900
-2,700
| -6% | -$105K |
|
759
State Street SPDR NYSE Technology ETF
XNTK
$2.06B
| $1.73M | ﹤0.01% |
+12,214
| New | +$1.57M |
|
760
CALL
Scorpio Tankers
STNG
$3.96B
| $1.72M | ﹤0.01% |
154,100
+57,700
| +60% | +$638K |
|
761
CALL
Tyson Foods
TSN
$20.2B
| $1.72M | ﹤0.01% |
26,700
-19,300
| -42% | -$1.2M |
|
762
Invesco S&P 500 Equal Weight Industrials ETF
RSPN
$1.1B
| $1.71M | ﹤0.01% |
54,080
-33,050
| -38% | -$983K |
|
763
Ambarella
AMBA
$2.99B
| $1.69M | ﹤0.01% |
+18,393
| New | +$1.29M |
|
764
CALL
Conagra Brands
CAG
$7.07B
| $1.66M | ﹤0.01% |
45,800
+8,900
| +24% | +$323K |
|
765
ProShares UltraShort Gold
GLL
$128M
| $1.65M | ﹤0.01% |
13,233
-139
| -1% | -$17.9K |
|
766
CALL
General Dynamics
GD
$105B
| $1.64M | ﹤0.01% |
11,000
-6,500
| -37% | -$950K |
|
767
PUT
American International
AIG
$41.9B
| $1.63M | ﹤0.01% |
43,000
-8,100
| -16% | -$285K |
|
768
CALL
Inseego
INSG
$108M
| $1.62M | ﹤0.01% |
+10,460
| New | +$1.16M |
|
769
CALL
Dick's Sporting Goods
DKS
$18.4B
| $1.61M | ﹤0.01% |
28,700
+11,600
| +68% | +$661K |
|
770
CALL
Travelers Companies
TRV
$80.8B
| $1.6M | ﹤0.01% |
+11,400
| New | +$1.46M |
|
771
PUT
Altria Group
MO
$122B
| $1.6M | ﹤0.01% |
39,000
-1,500
| -4% | -$60.2K |
|
772
Direxion Daily 20+ Year Treasury Bear 3X ETF
TMV
$180M
| $1.57M | ﹤0.01% |
+116,392
| New | +$1.57M |
|
773
CALL
Philip Morris
PM
$301B
| $1.56M | ﹤0.01% |
18,900
-25,600
| -58% | -$1.99M |
|
774
PUT
Edwards Lifesciences
EW
$47.6B
| $1.56M | ﹤0.01% |
17,100
-2,500
| -13% | -$207K |
|
775
PUT
Tencent Music
TME
$14.5B
| $1.56M | ﹤0.01% |
80,900
+27,500
| +51% | +$447K |
|
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.