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 | |
|---|---|---|---|---|---|---|
126
CALL
Pfizer
PFE
$141B
| $83.6M | 0.07% |
1,416,100
+177,900
| +14% | +$8.81M |
|
127
CALL
Lucid Motors
LCID
$2.77B
| $82.9M | 0.07% |
217,820
+86,540
| +66% | +$32.6M |
|
128
CALL
General Motors
GM
$68.3B
| $82.7M | 0.07% |
1,410,000
+132,800
| +10% | +$7.76M |
|
129
CALL
Citigroup
C
$216B
| $81.5M | 0.07% |
1,349,600
+353,600
| +36% | +$23.5M |
|
130
PUT
Upstart Holdings
UPST
$2.76B
| $79.5M | 0.07% |
525,700
+148,500
| +39% | +$37.1M |
|
131
CALL
Intel
INTC
$488B
| $79.4M | 0.07% |
1,542,200
+596,600
| +63% | +$30.5M |
|
132
CALL
NIO
NIO
$12.1B
| $78.9M | 0.07% |
2,491,200
+664,200
| +36% | +$24.4M |
|
|
DOCU
133
PUT
DocuSign
DOCU
$9.99B
| $77.7M | 0.06% |
510,100
+230,500
| +82% | +$52.6M |
|
134
PUT
AMC Entertainment Holdings
AMC
$2.2B
| $77.1M | 0.06% |
283,580
-70,960
| -20% | -$25M |
|
135
CALL
Ford
F
$55.7B
| $75.7M | 0.06% |
3,644,000
+1,315,600
| +57% | +$24.2M |
|
136
CALL
Nike
NKE
$64.5B
| $73.9M | 0.06% |
443,200
-157,500
| -26% | -$26M |
|
137
CALL
GE Aerospace
GE
$354B
| $73.8M | 0.06% |
1,253,257
-1,289,371
| -51% | -$81M |
|
|
138
PUT
Ford
F
$55.7B
| $72.5M | 0.06% |
3,490,000
+1,512,700
| +77% | +$27.8M |
|
139
CALL
TSMC
TSM
$2.09T
| $71.7M | 0.06% |
595,600
+21,700
| +4% | +$2.54M |
|
|
140
PUT
Citigroup
C
$216B
| $71M | 0.06% |
1,175,700
+220,300
| +23% | +$14.6M |
|
141
PUT
VanEck Gold Miners ETF
GDX
$21.6B
| $70.8M | 0.06% |
1,776,100
+230,100
| +15% | +$7.34M |
|
142
PUT
MongoDB
MDB
$26B
| $70.5M | 0.06% |
133,100
-22,900
| -15% | -$11.7M |
|
|
143
PUT
TSMC
TSM
$2.09T
| $70.3M | 0.06% |
584,700
+52,500
| +10% | +$6.15M |
|
|
144
PUT
General Motors
GM
$68.3B
| $69.3M | 0.06% |
1,182,000
-74,600
| -6% | -$4.36M |
|
145
PUT
GameStop
GME
$9.76B
| $68.2M | 0.06% |
1,837,200
-616,000
| -25% | -$28M |
|
146
PUT
Carvana
CVNA
$45.9B
| $67.7M | 0.06% |
1,459,500
+176,000
| +14% | +$9.68M |
|
|
147
CALL
GameStop
GME
$9.76B
| $65.8M | 0.05% |
1,774,000
-494,000
| -22% | -$22.5M |
|
148
CALL
Palantir
PLTR
$323B
| $65.4M | 0.05% |
3,593,600
+1,113,400
| +45% | +$24.6M |
|
149
CALL
Lam Research
LRCX
$384B
| $64.9M | 0.05% |
902,000
-71,000
| -7% | -$4.45M |
|
150
PUT
Walmart Inc
WMT
$893B
| $64.8M | 0.05% |
1,343,700
+39,600
| +3% | +$1.89M |
|
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.