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 | |
|---|---|---|---|---|---|---|
926
PUT
Range Resources
RRC
$9.11B
| $622K | ﹤0.01% |
92,800
-8,000
| -8% | -$58.8K |
|
927
Cheesecake Factory
CAKE
$4.21B
| $615K | ﹤0.01% |
16,600
-2,970
| -15% | -$102K |
|
|
CRON
928
PUT
Cronos Group
CRON
$1.05B
| $609K | ﹤0.01% |
+87,800
| New | +$604K |
|
929
CALL
Altimmune
ALT
$539M
| $608K | ﹤0.01% |
+53,900
| New | +$635K |
|
930
PUT
Devon Energy
DVN
$51.9B
| $602K | ﹤0.01% |
38,100
-1,100
| -3% | -$13.6K |
|
931
US Bancorp
USB
$99.6B
| $602K | ﹤0.01% |
12,923
-27,583
| -68% | -$1.17M |
|
932
ProShares UltraPro Short Russell2000
SRTY
$76.3M
| $590K | ﹤0.01% |
1,696
+1,032
| +155% | +$557K |
|
933
ProShares Short 7-10 Year Treasury
TBX
$15.8M
| $590K | ﹤0.01% |
+24,655
| New | +$589K |
|
934
ProShares Short Russell2000
RWM
$122M
| $580K | ﹤0.01% |
22,816
+7,026
| +44% | +$204K |
|
935
PUT
Ovintiv
OVV
$17.5B
| $579K | ﹤0.01% |
40,300
| – | – |
|
936
CALL
Boston Scientific
BSX
$65.8B
| $557K | ﹤0.01% |
15,500
-4,900
| -24% | -$177K |
|
937
GSK
GSK
$103B
| $556K | ﹤0.01% |
12,094
-3,293
| -21% | -$151K |
|
938
CALL
Suncor Energy
SU
$77.7B
| $552K | ﹤0.01% |
32,900
+14,600
| +80% | +$214K |
|
939
PUT
KB Home
KBH
$3.48B
| $550K | ﹤0.01% |
16,400
-7,600
| -32% | -$273K |
|
940
Southwest Airlines
LUV
$22.1B
| $548K | ﹤0.01% |
+11,754
| New | +$509K |
|
941
PUT
Kodak
KODK
$806M
| $547K | ﹤0.01% |
67,200
-245,100
| -78% | -$2.04M |
|
|
WLL
942
CALL
DELISTED
Whiting Petroleum Corporation
WLL
| $543K | ﹤0.01% |
21,700
| – | – |
|
943
CALL
Weyerhaeuser
WY
$17.3B
| $540K | ﹤0.01% |
16,100
-1,600
| -9% | -$48.1K |
|
944
PUT
Opko Health
OPK
$921M
| $536K | ﹤0.01% |
135,800
+32,100
| +31% | +$134K |
|
|
HBI
945
PUT
DELISTED
Hanesbrands
HBI
| $529K | ﹤0.01% |
36,300
+18,700
| +106% | +$282K |
|
946
iShares MSCI India ETF
INDA
$6.71B
| $529K | ﹤0.01% |
+13,156
| New | +$481K |
|
947
FirstEnergy
FE
$28.9B
| $526K | ﹤0.01% |
17,197
-9,683
| -36% | -$290K |
|
948
CALL
Kinross Gold
KGC
$28.5B
| $514K | ﹤0.01% |
70,000
+27,700
| +65% | +$221K |
|
|
SAVE
949
DELISTED
Spirit Airlines, Inc.
SAVE
| $512K | ﹤0.01% |
20,933
-14,967
| -42% | -$310K |
|
|
GOEV
950
PUT
DELISTED
Canoo Inc. Class A Common Stock
GOEV
| $511K | ﹤0.01% |
+80
| New | +$473K |
|
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.