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 | |
|---|---|---|---|---|---|---|
|
ALXN
201
CALL
DELISTED
Alexion Pharmaceuticals
ALXN
| $29.5M | 0.04% |
+189,100
| New | +$24.3M |
|
202
CALL
Pinterest
PINS
$12.4B
| $29.2M | 0.04% |
443,600
+11,500
| +3% | +$690K |
|
|
UCD
203
PUT
DELISTED
PROSHARES ULTRA BLOOMBERG COMMODITY
UCD
| $29.1M | 0.04% |
2,347,900
+872,900
| +59% | +$10.8M |
|
204
PUT
DraftKings
DKNG
$11.4B
| $28.7M | 0.04% |
615,700
+228,700
| +59% | +$10.9M |
|
205
PUT
Lam Research
LRCX
$382B
| $28.6M | 0.04% |
605,000
-12,000
| -2% | -$505K |
|
|
206
CALL
DraftKings
DKNG
$11.4B
| $28.4M | 0.04% |
609,100
+189,100
| +45% | +$9M |
|
|
ATVI
207
PUT
DELISTED
Activision Blizzard
ATVI
| $28.3M | 0.04% |
304,900
+74,600
| +32% | +$6.06M |
|
208
PUT
Cisco
CSCO
$450B
| $28M | 0.04% |
624,700
-35,000
| -5% | -$1.44M |
|
209
CALL
VanEck Durable High Dividend ETF
DURA
$38.7M
| $27.5M | 0.04% |
178,600
-9,100
| -5% | -$254K |
|
210
PUT
Chewy
CHWY
$8.54B
| $27.4M | 0.04% |
304,300
+61,300
| +25% | +$4.47M |
|
|
211
CALL
Chewy
CHWY
$8.54B
| $27.3M | 0.04% |
304,200
+103,100
| +51% | +$7.52M |
|
212
Apple
AAPL
$4.89T
| $27.2M | 0.03% |
204,746
+74,375
| +57% | +$8.95M |
|
213
CALL
Li Auto
LI
$12.6B
| $27.1M | 0.03% |
+940,500
| New | +$25.8M |
|
|
214
PUT
Pinterest
PINS
$12.4B
| $27M | 0.03% |
409,800
+76,700
| +23% | +$4.6M |
|
215
PUT
Novavax
NVAX
$1.23B
| $26.8M | 0.03% |
240,300
-179,400
| -43% | -$19.1M |
|
216
CALL
UnitedHealth
UNH
$382B
| $26.8M | 0.03% |
76,400
-39,800
| -34% | -$13.3M |
|
217
PUT
Southwest Airlines
LUV
$22.1B
| $26.7M | 0.03% |
572,700
+78,900
| +16% | +$3.42M |
|
218
PUT
MongoDB
MDB
$24B
| $26.7M | 0.03% |
74,300
+37,800
| +104% | +$10.6M |
|
219
CALL
Starbucks
SBUX
$118B
| $26.6M | 0.03% |
248,300
-15,000
| -6% | -$1.43M |
|
220
PUT
Palo Alto Networks
PANW
$264B
| $26.5M | 0.03% |
448,200
+103,200
| +30% | +$4.82M |
|
|
COUP
221
PUT
DELISTED
Coupa Software Incorporated
COUP
| $26.5M | 0.03% |
78,200
+44,200
| +130% | +$13.7M |
|
222
CALL
Caterpillar
CAT
$409B
| $26.3M | 0.03% |
144,500
+20,800
| +17% | +$3.53M |
|
223
PUT
State Street SPDR NYSE Technology ETF
XNTK
$2.06B
| $26.2M | 0.03% |
257,800
+96,100
| +59% | +$12.3M |
|
224
PUT
Domino's
DPZ
$11B
| $26.2M | 0.03% |
68,300
+45,400
| +198% | +$17.8M |
|
225
PUT
GE Aerospace
GE
$367B
| $26M | 0.03% |
482,210
+60,512
| +14% | +$2.71M |
|
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.