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 | |
|---|---|---|---|---|---|---|
726
CALL
Groupon
GRPN
$980M
| $2.06M | ﹤0.01% |
54,200
+16,500
| +44% | +$453K |
|
727
Walmart Inc
WMT
$871B
| $2.04M | ﹤0.01% |
+42,393
| New | +$2.06M |
|
728
ProShares Ultra 7-10 Year Treasury
UST
$13.4M
| $2.02M | ﹤0.01% |
+27,402
| New | +$2.03M |
|
729
CALL
Southern Company
SO
$110B
| $2.01M | ﹤0.01% |
32,700
-4,600
| -12% | -$277K |
|
730
PUT
Conagra Brands
CAG
$7.07B
| $2M | ﹤0.01% |
55,300
+18,100
| +49% | +$656K |
|
731
PUT
T-Mobile US
TMUS
$193B
| $2M | ﹤0.01% |
14,800
| – | – |
|
732
PUT
Bausch Health
BHC
$1.65B
| $1.98M | ﹤0.01% |
95,100
+3,300
| +4% | +$61.6K |
|
|
K
733
CALL
DELISTED
Kellanova
K
| $1.97M | ﹤0.01% |
33,761
+8,094
| +32% | +$487K |
|
|
HES
734
PUT
DELISTED
Hess
HES
| $1.94M | ﹤0.01% |
36,700
+7,200
| +24% | +$327K |
|
735
PUT
Scorpio Tankers
STNG
$3.96B
| $1.94M | ﹤0.01% |
172,900
+25,200
| +17% | +$279K |
|
736
Invesco DB Oil Fund
DBO
$425M
| $1.91M | ﹤0.01% |
227,013
+84,846
| +60% | +$641K |
|
737
VanEck Gold Miners ETF
GDX
$23B
| $1.9M | ﹤0.01% |
52,711
-27,051
| -34% | -$1.01M |
|
738
Direxion Daily S&P 500 Bear 3x ETF
SPXS
$332M
| $1.9M | ﹤0.01% |
+4,846
| New | +$2.3M |
|
739
CALL
BlackBerry
BB
$5.01B
| $1.89M | ﹤0.01% |
285,700
+239,300
| +516% | +$1.42M |
|
|
ZNGA
740
CALL
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $1.89M | ﹤0.01% |
191,900
+125,200
| +188% | +$1.13M |
|
741
CALL
SLB Ltd
SLB
$77.8B
| $1.88M | ﹤0.01% |
86,000
-14,200
| -14% | -$268K |
|
742
Newmont
NEM
$98.2B
| $1.87M | ﹤0.01% |
+31,226
| New | +$1.92M |
|
|
FL
743
PUT
DELISTED
Foot Locker
FL
| $1.86M | ﹤0.01% |
45,900
+10,700
| +30% | +$417K |
|
|
MRO
744
CALL
DELISTED
Marathon Oil Corporation
MRO
| $1.85M | ﹤0.01% |
277,700
+15,600
| +6% | +$83.8K |
|
|
FISV
745
CALL
Fiserv Inc
FISV
$27.2B
| $1.83M | ﹤0.01% |
16,100
-21,500
| -57% | -$2.32M |
|
746
PUT
Cheesecake Factory
CAKE
$4.21B
| $1.83M | ﹤0.01% |
49,400
-11,800
| -19% | -$405K |
|
747
ProShares Ultra QQQ
QLD
$12.5B
| $1.82M | ﹤0.01% |
+63,176
| New | +$1.6M |
|
748
PUT
Petrobras
PBR
$121B
| $1.81M | ﹤0.01% |
161,500
-118,400
| -42% | -$1.05M |
|
749
PUT
ConocoPhillips
COP
$147B
| $1.81M | ﹤0.01% |
45,200
-85,500
| -65% | -$3.15M |
|
750
PUT
Sonos
SONO
$1.75B
| $1.8M | ﹤0.01% |
77,100
+52,800
| +217% | +$984K |
|
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.