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 | |
|---|---|---|---|---|---|---|
|
GTM
776
CALL
ZoomInfo Technologies
GTM
$861M
| $2.36M | ﹤0.01% |
36,700
-23,900
| -39% | -$1.6M |
|
777
PUT
Vertex Pharmaceuticals
VRTX
$121B
| $2.35M | ﹤0.01% |
10,700
-7,600
| -42% | -$1.48M |
|
778
Blackstone
BX
$104B
| $2.34M | ﹤0.01% |
+18,113
| New | +$2.42M |
|
779
PUT
Kinder Morgan
KMI
$73.1B
| $2.33M | ﹤0.01% |
146,800
-22,100
| -13% | -$368K |
|
|
HES
780
PUT
DELISTED
Hess
HES
| $2.32M | ﹤0.01% |
31,300
+1,100
| +4% | +$89.2K |
|
781
CALL
Sarepta Therapeutics
SRPT
$1.66B
| $2.31M | ﹤0.01% |
25,600
+300
| +1% | +$25.6K |
|
782
CALL
Capri Holdings
CPRI
$1.77B
| $2.3M | ﹤0.01% |
35,500
-47,500
| -57% | -$2.81M |
|
783
CALL
Bausch Health
BHC
$1.65B
| $2.3M | ﹤0.01% |
83,300
-45,600
| -35% | -$1.22M |
|
784
PUT
Travelers Companies
TRV
$80.8B
| $2.3M | ﹤0.01% |
+14,700
| New | +$2.3M |
|
785
ProShares Short 20+ Year Treasury ETF
TBF
$84.9M
| $2.29M | ﹤0.01% |
+143,508
| New | +$2.33M |
|
786
State Street Energy Select Sector SPDR ETF
XLE
$39.5B
| $2.29M | ﹤0.01% |
82,578
-28,014
| -25% | -$792K |
|
787
PUT
SLB Ltd
SLB
$77.8B
| $2.29M | ﹤0.01% |
76,400
-18,400
| -19% | -$580K |
|
788
CALL
Sonos
SONO
$1.75B
| $2.28M | ﹤0.01% |
76,400
-27,400
| -26% | -$871K |
|
789
CALL
Workhorse Group
WKHS
$29.5M
| $2.26M | ﹤0.01% |
173
-104
| -38% | -$1.89M |
|
790
State Street SPDR S&P 400 Mid Cap Growth ETF
MDYG
$2.82B
| $2.25M | ﹤0.01% |
+27,619
| New | +$2.21M |
|
791
Invesco S&P 500 Equal Weight ETF
RSP
$96.1B
| $2.24M | ﹤0.01% |
+13,762
| New | +$2.17M |
|
792
ETRACS Alerian MLP Index ETN Series B due July 18 2042
AMUB
$60M
| $2.23M | ﹤0.01% |
198,812
+17,325
| +10% | +$202K |
|
793
PUT
Lemonade
LMND
$4.62B
| $2.23M | ﹤0.01% |
53,000
-4,900
| -8% | -$275K |
|
794
ProShares UltraShort Gold
GLL
$128M
| $2.23M | ﹤0.01% |
+17,612
| New | +$2.33M |
|
795
PUT
Opendoor
OPEN
$3.69B
| $2.23M | ﹤0.01% |
157,583
+54,973
| +54% | +$1.02M |
|
796
FuelCell Energy
FCEL
$1.7B
| $2.22M | ﹤0.01% |
14,216
+7,642
| +116% | +$1.8M |
|
797
CALL
Dell
DELL
$283B
| $2.2M | ﹤0.01% |
39,200
-105,618
| -73% | -$5.89M |
|
798
Invesco S&P 500 Equal Weight Consumer Staples ETF
RSPS
$249M
| $2.19M | ﹤0.01% |
64,655
+6,225
| +11% | +$199K |
|
799
PUT
UWM Holdings
UWMC
$621M
| $2.19M | ﹤0.01% |
370,700
+332,500
| +870% | +$2.24M |
|
800
Peloton Interactive
PTON
$2.63B
| $2.18M | ﹤0.01% |
+60,901
| New | +$3.72M |
|
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.