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 | |
|---|---|---|---|---|---|---|
376
CALL
Freeport-McMoran
FCX
$90B
| $18.6M | 0.02% |
446,300
-130,000
| -23% | -$4.94M |
|
377
CALL
Unity
U
$12.5B
| $18.6M | 0.02% |
130,000
+27,200
| +26% | +$4.16M |
|
378
CALL
Bilibili
BILI
$7.18B
| $18.4M | 0.02% |
397,200
+87,100
| +28% | +$5.82M |
|
379
CALL
Bristol-Myers Squibb
BMY
$127B
| $18.2M | 0.02% |
292,600
+133,600
| +84% | +$7.84M |
|
|
XYZ
380
Block Inc
XYZ
$45.9B
| $18.2M | 0.02% |
112,394
+41,577
| +59% | +$9.01M |
|
381
PUT
Marriott International
MAR
$98.7B
| $18.1M | 0.02% |
109,400
-15,500
| -12% | -$2.44M |
|
382
PUT
Lyft
LYFT
$5.39B
| $18M | 0.02% |
421,500
+64,800
| +18% | +$3.03M |
|
383
CALL
FuboTV Inc
FUBO
$245M
| $17.9M | 0.01% |
96,225
+33,600
| +54% | +$9.44M |
|
384
CALL
Autodesk
ADSK
$44.3B
| $17.9M | 0.01% |
63,500
+9,400
| +17% | +$2.74M |
|
385
PUT
SoFi Technologies
SOFI
$21.1B
| $17.8M | 0.01% |
1,123,200
+402,700
| +56% | +$7.39M |
|
386
PUT
Chevron
CVX
$388B
| $17.7M | 0.01% |
150,900
-1,200
| -0.8% | -$136K |
|
387
PUT
Proshares UltraShort Technology
REW
$3.48M
| $17.7M | 0.01% |
+77,444
| New | +$9.15M |
|
388
CALL
ProShares Ultra Bloomberg Natural Gas
BOIL
$417M
| $17.6M | 0.01% |
+7,079
| New | +$74M |
|
|
389
PUT
ProShares Ultra Bloomberg Natural Gas
BOIL
$417M
| $17.2M | 0.01% |
+6,937
| New | +$72.5M |
|
390
CALL
Newmont
NEM
$98.2B
| $17.2M | 0.01% |
277,800
+38,500
| +16% | +$2.18M |
|
|
391
PUT
Unity
U
$12.5B
| $17.2M | 0.01% |
120,000
+16,600
| +16% | +$2.54M |
|
392
PUT
Virgin Galactic
SPCE
$320M
| $17M | 0.01% |
63,635
+6,770
| +12% | +$2.45M |
|
393
PUT
Gilead Sciences
GILD
$161B
| $17M | 0.01% |
234,400
+67,800
| +41% | +$4.67M |
|
394
CALL
Cleveland-Cliffs
CLF
$6.81B
| $17M | 0.01% |
779,400
-278,800
| -26% | -$6.01M |
|
395
PUT
PENN Entertainment
PENN
$2.74B
| $16.7M | 0.01% |
322,900
-21,500
| -6% | -$1.3M |
|
396
ProShares Short QQQ
PSQ
$694M
| $16.7M | 0.01% |
308,740
+260,009
| +534% | +$14.6M |
|
|
397
iShares Gold Trust
IAU
$63B
| $16.7M | 0.01% |
480,110
-405,493
| -46% | -$13.9M |
|
398
PUT
Union Pacific
UNP
$183B
| $16.7M | 0.01% |
66,200
-27,800
| -30% | -$6.58M |
|
399
PUT
Procter & Gamble
PG
$343B
| $16.7M | 0.01% |
101,900
-103,000
| -50% | -$15.3M |
|
400
PUT
3M
MMM
$89B
| $16.6M | 0.01% |
111,946
-61,235
| -35% | -$9.12M |
|
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.