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 | |
|---|---|---|---|---|---|---|
|
KNDI
801
PUT
Kandi Technologies Group
KNDI
$65.3M
| $1.31M | ﹤0.01% |
190,600
+121,900
| +177% | +$1M |
|
|
SAGE
802
CALL
DELISTED
Sage Therapeutics
SAGE
| $1.31M | ﹤0.01% |
15,200
-8,600
| -36% | -$634K |
|
803
Invesco CurrencyShares Australian Dollar Trust
FXA
$96.8M
| $1.31M | ﹤0.01% |
+17,065
| New | +$1.24M |
|
804
PUT
Nokia
NOK
$50.8B
| $1.3M | ﹤0.01% |
331,400
+249,600
| +305% | +$983K |
|
805
ProShares UltraShort Russell2000
TWM
$43.2M
| $1.28M | ﹤0.01% |
12,815
-4,989
| -28% | -$659K |
|
806
iPath Series B S&P 500 VIX Mid-Term Futures ETN
VXZ
$31.5M
| $1.27M | ﹤0.01% |
10,333
| – | – |
|
|
K
807
PUT
DELISTED
Kellanova
K
| $1.27M | ﹤0.01% |
21,726
+5,431
| +33% | +$326K |
|
808
PUT
PG&E
PCG
$47.8B
| $1.25M | ﹤0.01% |
100,600
-47,200
| -32% | -$534K |
|
809
CALL
Kinder Morgan
KMI
$73.1B
| $1.24M | ﹤0.01% |
90,900
-15,700
| -15% | -$210K |
|
810
PUT
Seagate
STX
$193B
| $1.24M | ﹤0.01% |
20,000
-3,700
| -16% | -$208K |
|
811
PUT
Spruce Power Holding Corp
SPRU
$39.9M
| $1.23M | ﹤0.01% |
+6,500
| New | +$702K |
|
|
AMRN
812
CALL
Amarin Corp
AMRN
$284M
| $1.22M | ﹤0.01% |
12,500
-510
| -4% | -$49.2K |
|
|
AUY
813
PUT
DELISTED
Yamana Gold, Inc.
AUY
| $1.21M | ﹤0.01% |
212,400
+98,500
| +86% | +$554K |
|
814
CALL
Kodak
KODK
$806M
| $1.2M | ﹤0.01% |
146,900
-221,100
| -60% | -$1.84M |
|
|
ZNGA
815
PUT
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $1.19M | ﹤0.01% |
121,000
+54,700
| +83% | +$492K |
|
816
Snap
SNAP
$7.32B
| $1.18M | ﹤0.01% |
+23,572
| New | +$979K |
|
817
PUT
Centene
CNC
$31.3B
| $1.18M | ﹤0.01% |
19,600
+2,600
| +15% | +$165K |
|
818
PUT
GSK
GSK
$103B
| $1.17M | ﹤0.01% |
25,520
-6,880
| -21% | -$316K |
|
|
MRO
819
PUT
DELISTED
Marathon Oil Corporation
MRO
| $1.17M | ﹤0.01% |
175,700
+84,500
| +93% | +$454K |
|
820
PUT
Herbalife
HLF
$1.23B
| $1.16M | ﹤0.01% |
24,200
-600
| -2% | -$29K |
|
821
PUT
CF Industries
CF
$19.2B
| $1.16M | ﹤0.01% |
30,000
+1,900
| +7% | +$62.7K |
|
822
CALL
Edwards Lifesciences
EW
$47.6B
| $1.16M | ﹤0.01% |
12,700
-4,700
| -27% | -$390K |
|
823
CALL
Energy Transfer Partners
ET
$70.1B
| $1.16M | ﹤0.01% |
187,300
-99,700
| -35% | -$603K |
|
824
PUT
American Electric Power
AEP
$73.7B
| $1.16M | ﹤0.01% |
+13,900
| New | +$1.21M |
|
825
Invesco S&P Spin-Off ETF
CSD
$225M
| $1.16M | ﹤0.01% |
20,835
+9,104
| +78% | +$456K |
|
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.