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 | |
|---|---|---|---|---|---|---|
|
GWPH
826
PUT
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
| $1.15M | ﹤0.01% |
10,000
-100
| -1% | -$11.2K |
|
827
CALL
Campbell Soup
CPB
$6.51B
| $1.15M | ﹤0.01% |
23,800
+3,000
| +14% | +$145K |
|
828
PUT
Deutsche Bank
DB
$66.3B
| $1.15M | ﹤0.01% |
105,200
+23,400
| +29% | +$241K |
|
829
CALL
Purple Innovation
PRPL
$33.2M
| $1.13M | ﹤0.01% |
1,372
-108
| -7% | -$78.7K |
|
830
United Airlines
UAL
$38.4B
| $1.13M | ﹤0.01% |
+26,132
| New | +$1.06M |
|
831
PUT
Marathon Petroleum
MPC
$90.3B
| $1.12M | ﹤0.01% |
27,100
-12,900
| -32% | -$463K |
|
|
FSR
832
PUT
DELISTED
Fisker Inc.
FSR
| $1.12M | ﹤0.01% |
+76,200
| New | +$1.12M |
|
|
833
PUT
Purple Innovation
PRPL
$33.2M
| $1.11M | ﹤0.01% |
1,352
-528
| -28% | -$385K |
|
834
PUT
APA Corp
APA
$12.8B
| $1.11M | ﹤0.01% |
78,000
-48,400
| -38% | -$563K |
|
835
CALL
Spruce Power Holding Corp
SPRU
$39.9M
| $1.11M | ﹤0.01% |
+5,825
| New | +$629K |
|
836
PUT
Tyson Foods
TSN
$20.2B
| $1.1M | ﹤0.01% |
17,100
-9,500
| -36% | -$591K |
|
|
837
CALL
APA Corp
APA
$12.8B
| $1.1M | ﹤0.01% |
77,400
-172,000
| -69% | -$2M |
|
838
PUT
Hyliion Holdings
HYLN
$663M
| $1.08M | ﹤0.01% |
65,800
-52,700
| -44% | -$1.2M |
|
839
Li Auto
LI
$12.6B
| $1.08M | ﹤0.01% |
+37,605
| New | +$1.03M |
|
840
Best Buy
BBY
$18B
| $1.08M | ﹤0.01% |
+10,826
| New | +$1.21M |
|
|
JWN
841
DELISTED
Nordstrom
JWN
| $1.08M | ﹤0.01% |
34,462
+16,701
| +94% | +$349K |
|
842
PUT
Harley-Davidson
HOG
$2.68B
| $1.06M | ﹤0.01% |
29,000
+3,200
| +12% | +$110K |
|
843
Sonos
SONO
$1.75B
| $1.06M | ﹤0.01% |
+45,302
| New | +$845K |
|
844
MGM Resorts International
MGM
$11.7B
| $1.06M | ﹤0.01% |
33,523
+5,781
| +21% | +$149K |
|
845
American International
AIG
$41.9B
| $1.04M | ﹤0.01% |
27,537
+10,408
| +61% | +$367K |
|
846
CALL
JFrog
FROG
$9.71B
| $1.04M | ﹤0.01% |
+16,600
| New | +$1.16M |
|
847
JetBlue
JBLU
$1.96B
| $1.04M | ﹤0.01% |
71,356
-4,370
| -6% | -$60K |
|
848
Dell
DELL
$283B
| $1.04M | ﹤0.01% |
+27,904
| New | +$972K |
|
849
PUT
Inseego
INSG
$108M
| $1.03M | ﹤0.01% |
+6,670
| New | +$737K |
|
|
BNY
850
CALL
Bank of New York Mellon
BNY
$108B
| $1.03M | ﹤0.01% |
24,300
-10,800
| -31% | -$415K |
|
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.