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 | |
|---|---|---|---|---|---|---|
351
Invesco DB US Dollar Index Bullish Fund
UUP
$426M
| $12.9M | 0.02% |
532,950
+195,832
| +58% | +$4.87M |
|
|
MNDT
352
CALL
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $12.9M | 0.02% |
557,900
+446,200
| +399% | +$6.87M |
|
353
CALL
BioNTech
BNTX
$22.6B
| $12.9M | 0.02% |
+157,800
| New | +$15.5M |
|
354
PUT
Lyft
LYFT
$5.39B
| $12.9M | 0.02% |
261,700
+54,500
| +26% | +$1.98M |
|
355
CALL
State Street Technology Select Sector SPDR ETF
XLK
$115B
| $12.8M | 0.02% |
197,600
-164,800
| -45% | -$10M |
|
356
CALL
Occidental Petroleum
OXY
$57B
| $12.8M | 0.02% |
739,100
+182,500
| +33% | +$2.5M |
|
357
PUT
Chevron
CVX
$388B
| $12.7M | 0.02% |
150,500
-61,000
| -29% | -$4.94M |
|
358
PUT
Electronic Arts
EA
$52.4B
| $12.6M | 0.02% |
87,400
+35,900
| +70% | +$4.63M |
|
359
CALL
Eli Lilly
LLY
$1.07T
| $12.5M | 0.02% |
74,100
+51,500
| +228% | +$7.69M |
|
360
CALL
FuboTV Inc
FUBO
$245M
| $12.5M | 0.02% |
+37,142
| New | +$10.2M |
|
|
VMW
361
CALL
DELISTED
VMware, Inc
VMW
| $12.4M | 0.02% |
88,500
+29,900
| +51% | +$4.28M |
|
|
B
362
CALL
Barrick Mining
B
$62.2B
| $12.3M | 0.02% |
539,900
+255,700
| +90% | +$6.48M |
|
363
CALL
Accenture
ACN
$89.9B
| $12.3M | 0.02% |
46,900
-2,700
| -5% | -$647K |
|
|
PARA
364
PUT
DELISTED
Paramount Global Class B
PARA
| $12.2M | 0.02% |
327,000
+110,900
| +51% | +$3.56M |
|
365
PUT
Humana
HUM
$46.7B
| $12.1M | 0.02% |
29,500
+17,700
| +150% | +$7.36M |
|
366
ProShares Short QQQ
PSQ
$829M
| $12.1M | 0.02% |
167,468
-75,185
| -31% | -$5.84M |
|
367
PUT
DoorDash
DASH
$75.3B
| $12M | 0.02% |
+83,900
| New | +$13.4M |
|
368
CALL
Lam Research
LRCX
$382B
| $11.9M | 0.02% |
253,000
-279,000
| -52% | -$11.7M |
|
|
369
CALL
DoorDash
DASH
$75.3B
| $11.9M | 0.02% |
+83,400
| New | +$13.3M |
|
370
PUT
Blink Charging
BLNK
$75.2M
| $11.9M | 0.02% |
277,800
+229,300
| +473% | +$4.53M |
|
|
AYX
371
CALL
DELISTED
Alteryx Inc
AYX
| $11.8M | 0.02% |
97,300
+55,600
| +133% | +$7.01M |
|
372
NIO
NIO
$11.3B
| $11.8M | 0.02% |
+243,078
| New | +$9.4M |
|
373
PUT
Verizon
VZ
$194B
| $11.8M | 0.02% |
201,600
+99,500
| +97% | +$5.91M |
|
374
CALL
Freeport-McMoran
FCX
$90B
| $11.8M | 0.02% |
451,900
+89,600
| +25% | +$1.86M |
|
375
United States Oil Fund
USO
$2.27B
| $11.8M | 0.02% |
355,970
+199,044
| +127% | +$5.9M |
|
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.