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 | |
|---|---|---|---|---|---|---|
176
CALL
Home Depot
HD
$332B
| $34.5M | 0.04% |
129,800
+39,900
| +44% | +$11M |
|
177
PUT
Caterpillar
CAT
$409B
| $34.3M | 0.04% |
188,700
+43,900
| +30% | +$7.44M |
|
178
CALL
Johnson & Johnson
JNJ
$635B
| $34.1M | 0.04% |
216,500
+60,100
| +38% | +$8.87M |
|
179
CALL
Wayfair
W
$11.1B
| $33.9M | 0.04% |
150,300
+62,000
| +70% | +$16.5M |
|
180
PUT
IBM
IBM
$202B
| $33.6M | 0.04% |
278,968
+112,131
| +67% | +$13M |
|
181
CALL
State Street SPDR Portfolio Short Term Treasury ETF
SPTS
$6.07B
| $33.2M | 0.04% |
567,000
-92,000
| -14% | -$2.82M |
|
182
CALL
AT&T
T
$165B
| $33M | 0.04% |
1,519,025
+385,019
| +34% | +$8.3M |
|
183
CALL
Wynn Resorts
WYNN
$10.1B
| $33M | 0.04% |
292,300
-23,900
| -8% | -$2.21M |
|
184
PUT
Carvana
CVNA
$43.3B
| $32.9M | 0.04% |
687,000
+138,500
| +25% | +$6.33M |
|
185
CALL
United Airlines
UAL
$38.4B
| $32.9M | 0.04% |
759,800
-77,300
| -9% | -$3.13M |
|
|
186
PUT
United Airlines
UAL
$38.4B
| $32.6M | 0.04% |
753,000
+146,200
| +24% | +$5.91M |
|
187
PUT
Direxion Daily Technology Bull 3x ETF
TECL
$5.14B
| $32.4M | 0.04% |
1,732,000
+945,000
| +120% | +$32.1M |
|
|
188
PUT
Wynn Resorts
WYNN
$10.1B
| $32.3M | 0.04% |
285,900
+25,500
| +10% | +$2.35M |
|
189
CALL
Ulta Beauty
ULTA
$20.4B
| $32.2M | 0.04% |
112,000
+35,100
| +46% | +$8.88M |
|
190
PUT
Fastly Inc
FSLY
$3.17B
| $32.1M | 0.04% |
367,400
+135,600
| +58% | +$12M |
|
191
CALL
ServiceNow
NOW
$102B
| $32M | 0.04% |
290,500
+56,500
| +24% | +$5.88M |
|
192
CALL
ExxonMobil
XOM
$651B
| $31.9M | 0.04% |
773,100
-436,500
| -36% | -$16.4M |
|
|
193
PUT
AT&T
T
$165B
| $31M | 0.04% |
1,429,258
+325,969
| +30% | +$7.03M |
|
194
CALL
Royal Caribbean
RCL
$78.7B
| $30.9M | 0.04% |
413,900
+111,300
| +37% | +$7.76M |
|
195
PUT
Lowe's Companies
LOW
$116B
| $30.9M | 0.04% |
192,400
+51,200
| +36% | +$8.32M |
|
196
CALL
Broadcom
AVGO
$1.82T
| $30.9M | 0.04% |
705,000
-167,000
| -19% | -$6.51M |
|
197
PUT
McDonald's
MCD
$188B
| $30.5M | 0.04% |
142,200
+35,600
| +33% | +$7.74M |
|
|
198
PUT
Johnson & Johnson
JNJ
$635B
| $30.3M | 0.04% |
192,700
+45,500
| +31% | +$6.71M |
|
199
PUT
Procter & Gamble
PG
$343B
| $30.1M | 0.04% |
216,100
+69,500
| +47% | +$9.71M |
|
200
CALL
GE Aerospace
GE
$367B
| $29.8M | 0.04% |
552,894
+25,159
| +5% | +$1.13M |
|
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.