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 | |
|---|---|---|---|---|---|---|
876
CALL
Rio Tinto
RIO
$148B
| $865K | ﹤0.01% |
+11,500
| New | +$755K |
|
|
KNDI
877
CALL
Kandi Technologies Group
KNDI
$65.3M
| $860K | ﹤0.01% |
124,700
+68,100
| +120% | +$561K |
|
878
PUT
Kinross Gold
KGC
$28.5B
| $856K | ﹤0.01% |
116,600
+62,900
| +117% | +$501K |
|
879
PUT
MetLife
MET
$61B
| $854K | ﹤0.01% |
18,200
-15,400
| -46% | -$667K |
|
|
FITB
880
PUT
Fifth Third Bancorp
FITB
$52B
| $846K | ﹤0.01% |
30,700
-15,000
| -33% | -$379K |
|
881
State Street SPDR S&P Metals & Mining ETF
XME
$4.05B
| $845K | ﹤0.01% |
25,267
+14,617
| +137% | +$415K |
|
|
RALS
882
DELISTED
ProShares RAFI Long/Short
RALS
| $827K | ﹤0.01% |
+27,113
| New | +$823K |
|
883
PUT
EOG Resources
EOG
$78B
| $823K | ﹤0.01% |
16,500
-7,700
| -32% | -$335K |
|
|
SFIX
884
Stitch Fix
SFIX
$478M
| $823K | ﹤0.01% |
14,023
-27,523
| -66% | -$1.18M |
|
885
Agnico Eagle Mines
AEM
$72.6B
| $821K | ﹤0.01% |
+11,640
| New | +$868K |
|
|
CMA
886
PUT
DELISTED
Comerica
CMA
| $804K | ﹤0.01% |
14,400
-3,000
| -17% | -$146K |
|
887
CALL
Cheesecake Factory
CAKE
$4.21B
| $800K | ﹤0.01% |
21,600
-13,400
| -38% | -$460K |
|
888
CALL
D.R. Horton
DHI
$41B
| $799K | ﹤0.01% |
11,600
-5,600
| -33% | -$408K |
|
889
PUT
Mondelez International
MDLZ
$77.7B
| $795K | ﹤0.01% |
13,600
-1,000
| -7% | -$57.2K |
|
|
GAP
890
The Gap Inc
GAP
$6.84B
| $794K | ﹤0.01% |
+39,309
| New | +$825K |
|
891
CALL
American International
AIG
$41.9B
| $765K | ﹤0.01% |
20,200
-15,100
| -43% | -$532K |
|
|
BERY
892
CALL
DELISTED
Berry Global Group, Inc.
BERY
| $764K | ﹤0.01% |
14,810
+2,504
| +20% | +$119K |
|
893
State Street SPDR S&P Retail ETF
XRT
$365M
| $761K | ﹤0.01% |
+11,837
| New | +$679K |
|
894
Plug Power
PLUG
$2.92B
| $760K | ﹤0.01% |
22,426
-941
| -4% | -$21.3K |
|
|
HBI
895
CALL
DELISTED
Hanesbrands
HBI
| $758K | ﹤0.01% |
52,000
+23,300
| +81% | +$351K |
|
896
CALL
International Paper
IP
$22.3B
| $751K | ﹤0.01% |
15,946
+2,429
| +18% | +$109K |
|
|
DJCB
897
DELISTED
ETRACS Bloomberg Commodity Index Total Return ETN Series B due October 31, 2039
DJCB
| $750K | ﹤0.01% |
+51,345
| New | +$707K |
|
|
AUY
898
DELISTED
Yamana Gold, Inc.
AUY
| $750K | ﹤0.01% |
131,382
+76,842
| +141% | +$432K |
|
899
Canadian Solar
CSIQ
$906M
| $741K | ﹤0.01% |
+14,465
| New | +$593K |
|
900
Capri Holdings
CPRI
$1.77B
| $735K | ﹤0.01% |
+17,496
| New | +$535K |
|
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.