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 | |
|---|---|---|---|---|---|---|
851
CALL
Centene
CNC
$31.3B
| $1.02M | ﹤0.01% |
17,000
-500
| -3% | -$31.8K |
|
852
CALL
Cimpress
CMPR
$2.37B
| $983K | ﹤0.01% |
+11,200
| New | +$962K |
|
853
CALL
Baxter International
BAX
$11.6B
| $979K | ﹤0.01% |
12,200
-900
| -7% | -$71.3K |
|
854
PUT
Direxion Daily S&P Oil & Gas Exp. & Prod. Bull 2X ETF
GUSH
$247M
| $979K | ﹤0.01% |
56,400
-21,600
| -28% | -$163K |
|
855
Occidental Petroleum
OXY
$57B
| $974K | ﹤0.01% |
56,294
-37,392
| -40% | -$513K |
|
856
Invesco S&P MidCap 400 Pure Value ETF
RFV
$335M
| $970K | ﹤0.01% |
+13,138
| New | +$861K |
|
857
PUT
Trip.com Group
TCOM
$27.5B
| $968K | ﹤0.01% |
28,700
-3,000
| -9% | -$97.8K |
|
858
PUT
DuPont de Nemours
DD
$18.6B
| $967K | ﹤0.01% |
10,835
| – | – |
|
859
CALL
Sonos
SONO
$1.75B
| $964K | ﹤0.01% |
41,200
-2,500
| -6% | -$46.6K |
|
|
860
PUT
Baxter International
BAX
$11.6B
| $963K | ﹤0.01% |
12,000
-200
| -2% | -$15.8K |
|
|
VXRT
861
CALL
DELISTED
Vaxart
VXRT
| $955K | ﹤0.01% |
167,200
+16,800
| +11% | +$107K |
|
|
AMRN
862
PUT
Amarin Corp
AMRN
$284M
| $952K | ﹤0.01% |
9,730
-3,720
| -28% | -$359K |
|
863
State Street SPDR S&P Regional Banking ETF
KRE
$4.86B
| $933K | ﹤0.01% |
+17,966
| New | +$822K |
|
864
CALL
Harley-Davidson
HOG
$2.68B
| $929K | ﹤0.01% |
25,300
+1,000
| +4% | +$34.3K |
|
865
United States Brent Oil Fund
BNO
$815M
| $919K | ﹤0.01% |
71,334
-172,717
| -71% | -$1.96M |
|
866
CALL
HDFC Bank
HDB
$119B
| $918K | ﹤0.01% |
25,400
-8,000
| -24% | -$255K |
|
867
iShares US Consumer Discretionary ETF
IYC
$1.12B
| $911K | ﹤0.01% |
12,920
-49,060
| -79% | -$3.26M |
|
868
PUT
D.R. Horton
DHI
$41B
| $910K | ﹤0.01% |
13,200
-1,800
| -12% | -$131K |
|
|
RIDE
869
PUT
DELISTED
Lordstown Motors Corp. Class A Common Stock
RIDE
| $909K | ﹤0.01% |
+3,020
| New | +$950K |
|
870
Conagra Brands
CAG
$7.07B
| $905K | ﹤0.01% |
+24,961
| New | +$905K |
|
871
PUT
Groupon
GRPN
$980M
| $904K | ﹤0.01% |
+23,800
| New | +$654K |
|
872
PUT
Prudential Financial
PRU
$41.7B
| $898K | ﹤0.01% |
+11,500
| New | +$831K |
|
873
CALL
Opko Health
OPK
$921M
| $878K | ﹤0.01% |
222,300
+92,100
| +71% | +$385K |
|
874
CALL
EOG Resources
EOG
$78B
| $873K | ﹤0.01% |
17,500
-5,400
| -24% | -$235K |
|
875
PUT
Caesars Entertainment
CZR
$6.1B
| $869K | ﹤0.01% |
11,700
-59,900
| -84% | -$3.76M |
|
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.