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 | |
|---|---|---|---|---|---|---|
976
CALL
3D Systems Corp
DDD
$420M
| $402K | ﹤0.01% |
38,400
-8,500
| -18% | -$69.1K |
|
977
Viatris
VTRS
$20.1B
| $402K | ﹤0.01% |
21,476
+6,046
| +39% | +$98.6K |
|
|
978
PUT
Viatris
VTRS
$20.1B
| $401K | ﹤0.01% |
21,400
+1,500
| +8% | +$24.5K |
|
979
FuboTV Inc
FUBO
$245M
| $390K | ﹤0.01% |
+1,162
| New | +$318K |
|
980
CALL
Under Armour
UAA
$3B
| $383K | ﹤0.01% |
22,300
-7,300
| -25% | -$112K |
|
981
PUT
Altimmune
ALT
$539M
| $382K | ﹤0.01% |
+33,900
| New | +$399K |
|
982
Energy Transfer Partners
ET
$70.1B
| $382K | ﹤0.01% |
+61,883
| New | +$374K |
|
|
GOEV
983
DELISTED
Canoo Inc. Class A Common Stock
GOEV
| $370K | ﹤0.01% |
+58
| New | +$343K |
|
|
SOLO
984
PUT
DELISTED
Electrameccanica Vehicles Corp. Ltd.
SOLO
| $363K | ﹤0.01% |
+58,600
| New | +$304K |
|
|
985
PUT
3D Systems Corp
DDD
$420M
| $362K | ﹤0.01% |
34,500
-22,600
| -40% | -$184K |
|
986
CALL
Cemex
CX
$17.4B
| $357K | ﹤0.01% |
+69,000
| New | +$316K |
|
987
CALL
Teck Resources
TECK
$29.5B
| $354K | ﹤0.01% |
19,500
+3,800
| +24% | +$58.6K |
|
988
PUT
Huntington Bancshares
HBAN
$35.1B
| $347K | ﹤0.01% |
27,500
-31,700
| -54% | -$360K |
|
989
ETRACS Alerian MLP Infrastructure Index ETN Series B due Apr 2 2040
MLPB
$250M
| $347K | ﹤0.01% |
+29,253
| New | +$324K |
|
990
PUT
Assured Guaranty
AGO
$3.78B
| $340K | ﹤0.01% |
10,800
-3,500
| -24% | -$103K |
|
991
CALL
Coty
COTY
$2.33B
| $333K | ﹤0.01% |
+47,400
| New | +$244K |
|
992
PUT
GoPro
GPRO
$116M
| $330K | ﹤0.01% |
39,900
-7,800
| -16% | -$56.2K |
|
993
Virgin Galactic
SPCE
$320M
| $322K | ﹤0.01% |
+679
| New | +$317K |
|
994
PUT
H&R Block
HRB
$5.18B
| $317K | ﹤0.01% |
+20,000
| New | +$345K |
|
995
ProShares Trust UltraShort Lehman 7-10 Year Treasury
PST
$10.6M
| $313K | ﹤0.01% |
+20,244
| New | +$313K |
|
996
ProShares UltraShort Dow 30
DXD
$44.8M
| $312K | ﹤0.01% |
5,000
+2,333
| +87% | +$164K |
|
|
VXRT
997
PUT
DELISTED
Vaxart
VXRT
| $308K | ﹤0.01% |
54,000
-65,400
| -55% | -$416K |
|
998
Inovio Pharmaceuticals
INO
$79.8M
| $305K | ﹤0.01% |
+2,870
| New | +$382K |
|
|
999
CALL
GoPro
GPRO
$116M
| $297K | ﹤0.01% |
35,900
-9,900
| -22% | -$71.3K |
|
|
DDG
1000
DELISTED
Proshares Short Oil & Gas
DDG
| $293K | ﹤0.01% |
+11,505
| New | +$343K |
|
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.