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
|
+$453M |
| 2 |
Tesla
TSLA
|
+$260M |
| 3 |
Boeing
BA
|
+$154M |
| 4 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$152M |
| 5 |
NVIDIA
NVDA
|
+$56.8M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Invesco QQQ Trust
QQQ
|
+$81.2M |
| 2 |
SPDR Gold Trust
GLD
|
+$44.8M |
| 3 |
Invesco S&P 500 Equal Weight Utilities ETF
RSPU
|
+$30.8M |
| 4 |
Shopify
SHOP
|
+$17.1M |
| 5 |
iShares Gold Trust
IAU
|
+$13.9M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 0.71% |
| 2 | Technology | 0.25% |
| 3 | Communication Services | 0.21% |
| 4 | Industrials | 0.2% |
| 5 | Financials | 0.06% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
226
CALL
Riot Platforms
RIOT
$8.52B
| $44.4M | 0.04% |
1,989,400
+768,300
| +63% | +$22.9M |
|
227
PUT
Cloudflare
NET
$93B
| $44.2M | 0.04% |
335,900
+134,400
| +67% | +$22.5M |
|
228
PUT
BioNTech
BNTX
$22.6B
| $44.1M | 0.04% |
171,100
-83,300
| -33% | -$22.8M |
|
229
PUT
Cisco
CSCO
$450B
| $43.9M | 0.04% |
692,000
+79,800
| +13% | +$4.56M |
|
230
CALL
JD.com
JD
$40.8B
| $43.2M | 0.04% |
616,400
-177,100
| -22% | -$14M |
|
231
CALL
Zillow
Z
$7.04B
| $43M | 0.04% |
674,100
+151,900
| +29% | +$10.9M |
|
232
CALL
Oracle
ORCL
$331B
| $42.9M | 0.04% |
492,400
+91,800
| +23% | +$8.62M |
|
233
Alphabet (Google) Class A
GOOGL
$3.91T
| $42M | 0.04% |
290,120
+70,980
| +32% | +$10.2M |
|
234
CALL
Datadog
DDOG
$87.9B
| $41.7M | 0.03% |
234,300
-10,800
| -4% | -$1.83M |
|
235
PUT
American Express
AXP
$223B
| $41.2M | 0.03% |
251,600
+77,800
| +45% | +$13.3M |
|
236
CALL
Mercado Libre
MELI
$91.3B
| $41.1M | 0.03% |
30,500
+12,400
| +69% | +$17.4M |
|
237
PUT
CVS Health
CVS
$137B
| $41M | 0.03% |
397,800
+66,900
| +20% | +$6.18M |
|
238
PUT
AbbVie
ABBV
$458B
| $40.9M | 0.03% |
301,800
+39,900
| +15% | +$4.71M |
|
239
PUT
Wynn Resorts
WYNN
$10.1B
| $40.8M | 0.03% |
479,300
-13,100
| -3% | -$1.16M |
|
|
PARA
240
CALL
DELISTED
Paramount Global Class B
PARA
| $40.7M | 0.03% |
1,347,700
+55,800
| +4% | +$1.92M |
|
241
CALL
State Street SPDR NYSE Technology ETF
XNTK
$2.06B
| $40.4M | 0.03% |
+413,900
| New | +$68.7M |
|
242
PayPal
PYPL
$49.5B
| $40.1M | 0.03% |
212,573
+105,365
| +98% | +$22.8M |
|
243
CALL
State Street Financial Select Sector SPDR ETF
XLF
$55.6B
| $40.1M | 0.03% |
1,025,700
-936,600
| -48% | -$36.8M |
|
|
244
PUT
JD.com
JD
$40.8B
| $40M | 0.03% |
571,500
-72,700
| -11% | -$5.75M |
|
245
PUT
State Street SPDR Portfolio Short Term Treasury ETF
SPTS
$6.07B
| $39.7M | 0.03% |
+414,100
| New | +$12.6M |
|
|
246
CALL
Cisco
CSCO
$450B
| $39.7M | 0.03% |
626,300
+21,300
| +4% | +$1.22M |
|
|
SPLK
247
CALL
DELISTED
Splunk Inc
SPLK
| $39.6M | 0.03% |
342,500
+56,600
| +20% | +$7.91M |
|
|
ATVI
248
CALL
DELISTED
Activision Blizzard
ATVI
| $39.5M | 0.03% |
593,900
+100,800
| +20% | +$6.89M |
|
|
249
PUT
Mercado Libre
MELI
$91.3B
| $39.5M | 0.03% |
29,300
+17,800
| +155% | +$25M |
|
250
CALL
Blackrock
BLK
$164B
| $39.5M | 0.03% |
43,100
+31,000
| +256% | +$28.3M |
|
Similar funds
IMC Chicago's Q4 2021 Portfolio in Review
As of Q4 2021, IMC Chicago held 1,370 positions worth $120B, up 27% from $95B the previous quarter. Its ten largest holdings account for 61% of the portfolio.
IMC Chicago deployed $18.1B of net new capital in Q4 2021, opening 189 new positions and adding to 565 existing holdings. Its largest new stake was Amazon: 2,647,080 shares worth $441M.
By sector, the portfolio is most concentrated in Consumer Discretionary at 0.71% of assets, up from 0.13% a quarter earlier, followed by Technology and Communication Services.
On the sell side, the largest reduction was Invesco QQQ Trust, an estimated $81.2M trimmed.
- IMC Chicago's largest Q4 2021 buy was Amazon: 2,647,080 shares worth $441M.
- IMC Chicago added most to Boeing in Q4 2021, an estimated $154M increase.
- IMC Chicago's biggest Q4 2021 reduction was Invesco QQQ Trust, cutting an estimated $81.2M.
- IMC Chicago fully exited SPDR Gold Trust in Q4 2021, selling an estimated $44.8M.
- IMC Chicago's ten largest holdings make up 61% of its $120B portfolio in Q4 2021.
- IMC Chicago opened 189 new positions and closed 192 in Q4 2021.
- IMC Chicago's portfolio value rose 27% quarter-over-quarter to $120B.
Based on IMC Chicago's 13F filing for Q4 2021, filed 8 Feb 2022.