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 | |
|---|---|---|---|---|---|---|
|
BNY
776
PUT
Bank of New York Mellon
BNY
$108B
| $1.55M | ﹤0.01% |
36,500
+10,700
| +41% | +$411K |
|
777
CALL
Invesco CurrencyShares Euro Currency Trust
FXE
$331M
| $1.55M | ﹤0.01% |
13,500
+2,700
| +25% | +$303K |
|
778
CALL
Deutsche Bank
DB
$66.3B
| $1.55M | ﹤0.01% |
141,800
+66,500
| +88% | +$685K |
|
779
PUT
Vroom Inc
VRM
$36.9M
| $1.53M | ﹤0.01% |
468
+227
| +94% | +$749K |
|
780
Bilibili
BILI
$7.18B
| $1.53M | ﹤0.01% |
17,832
+4,687
| +36% | +$275K |
|
781
iQIYI
IQ
$1.18B
| $1.52M | ﹤0.01% |
86,992
+44,203
| +103% | +$997K |
|
782
iShares Silver Trust
SLV
$28.1B
| $1.51M | ﹤0.01% |
61,628
-57,541
| -48% | -$1.31M |
|
|
CRON
783
CALL
Cronos Group
CRON
$1.05B
| $1.48M | ﹤0.01% |
+213,100
| New | +$1.47M |
|
784
Invesco Bloomberg MVP Multi-factor ETF
BMVP
$104M
| $1.46M | ﹤0.01% |
41,409
-12,315
| -23% | -$411K |
|
785
CALL
Marathon Petroleum
MPC
$90.3B
| $1.46M | ﹤0.01% |
35,200
-15,700
| -31% | -$563K |
|
786
CALL
American Electric Power
AEP
$73.7B
| $1.45M | ﹤0.01% |
17,400
+5,900
| +51% | +$512K |
|
787
Blackstone
BX
$104B
| $1.45M | ﹤0.01% |
22,295
-50,206
| -69% | -$2.92M |
|
788
CALL
CF Industries
CF
$19.2B
| $1.43M | ﹤0.01% |
36,900
+11,500
| +45% | +$380K |
|
789
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.42B
| $1.43M | ﹤0.01% |
24,371
+1,627
| +7% | +$82.4K |
|
790
CALL
Agnico Eagle Mines
AEM
$72.6B
| $1.42M | ﹤0.01% |
20,200
+3,600
| +22% | +$269K |
|
791
CALL
Hyliion Holdings
HYLN
$663M
| $1.4M | ﹤0.01% |
84,900
-55,000
| -39% | -$1.25M |
|
|
GWPH
792
CALL
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
| $1.4M | ﹤0.01% |
12,100
-500
| -4% | -$56K |
|
793
PUT
Darden Restaurants
DRI
$22.5B
| $1.38M | ﹤0.01% |
11,600
-7,300
| -39% | -$782K |
|
|
SCHW
794
CALL
Charles Schwab
SCHW
$177B
| $1.37M | ﹤0.01% |
+25,900
| New | +$1.17M |
|
795
CALL
Trip.com Group
TCOM
$27.5B
| $1.36M | ﹤0.01% |
40,200
-5,600
| -12% | -$183K |
|
796
ProShares Ultra 20+ Year Treasury
UBT
$58M
| $1.35M | ﹤0.01% |
+21,737
| New | +$1.36M |
|
|
FTCH
797
PUT
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
| $1.34M | ﹤0.01% |
21,000
-7,200
| -26% | -$318K |
|
798
CALL
Incyte
INCY
$23.5B
| $1.34M | ﹤0.01% |
15,400
+600
| +4% | +$51.9K |
|
799
PUT
SLB Ltd
SLB
$77.8B
| $1.34M | ﹤0.01% |
61,300
-24,200
| -28% | -$457K |
|
800
CALL
GSK
GSK
$103B
| $1.33M | ﹤0.01% |
28,960
-6,160
| -18% | -$283K |
|
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.