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 | |
|---|---|---|---|---|---|---|
401
ProShares UltraShort S&P500
SDS
$406M
| $16.5M | 0.01% |
93,243
+49,591
| +114% | +$9.53M |
|
|
B
402
CALL
Barrick Mining
B
$62.2B
| $16.4M | 0.01% |
864,600
-17,100
| -2% | -$325K |
|
|
KFYP
403
PUT
DELISTED
KraneShares CICC China Leaders 100 Index ETF
KFYP
| $16.4M | 0.01% |
+448,600
| New | +$14.3M |
|
404
PUT
Workday
WDAY
$33.4B
| $16.3M | 0.01% |
59,500
-78,800
| -57% | -$21.9M |
|
405
PUT
Trump Media & Technology Group
DJT
$2.37B
| $16.2M | 0.01% |
+315,300
| New | +$14.3M |
|
406
CALL
Marriott International
MAR
$98.7B
| $16.2M | 0.01% |
98,100
-33,200
| -25% | -$5.22M |
|
|
SCHW
407
PUT
Charles Schwab
SCHW
$177B
| $16.1M | 0.01% |
190,900
+22,800
| +14% | +$1.84M |
|
408
PUT
Hilton Worldwide
HLT
$74B
| $16.1M | 0.01% |
102,900
+39,500
| +62% | +$5.69M |
|
409
CALL
Digital Turbine
APPS
$1.02B
| $15.7M | 0.01% |
258,200
+70,000
| +37% | +$4.76M |
|
410
PUT
Cleveland-Cliffs
CLF
$6.81B
| $15.5M | 0.01% |
711,200
-316,200
| -31% | -$6.81M |
|
411
Moderna
MRNA
$21.5B
| $15.4M | 0.01% |
+60,618
| New | +$17.7M |
|
412
ProShares Ultra QQQ
QLD
$12.5B
| $15.1M | 0.01% |
+339,570
| New | +$14.3M |
|
413
CALL
Cameco
CCJ
$38.3B
| $15.1M | 0.01% |
691,000
-355,800
| -34% | -$8.61M |
|
414
PUT
SolarEdge
SEDG
$2.59B
| $15M | 0.01% |
53,400
-16,500
| -24% | -$5.21M |
|
415
PUT
Regeneron Pharmaceuticals
REGN
$68.8B
| $15M | 0.01% |
23,700
-18,000
| -43% | -$11.1M |
|
416
CALL
eBay
EBAY
$48.6B
| $14.7M | 0.01% |
221,500
+51,900
| +31% | +$3.7M |
|
417
CALL
Chevron
CVX
$388B
| $14.6M | 0.01% |
124,100
-20,600
| -14% | -$2.34M |
|
418
CALL
Fastly Inc
FSLY
$3.17B
| $14.5M | 0.01% |
407,900
-100,100
| -20% | -$4.35M |
|
419
PUT
PNC Financial Services
PNC
$100B
| $14.5M | 0.01% |
72,100
+16,500
| +30% | +$3.36M |
|
|
BBBY
420
PUT
Bed Bath & Beyond
BBBY
$473M
| $14.4M | 0.01% |
268,070
+56,430
| +27% | +$4.26M |
|
421
PUT
Simon Property Group
SPG
$74.5B
| $14.4M | 0.01% |
90,000
+44,400
| +97% | +$6.78M |
|
422
Roku
ROKU
$21.1B
| $14.3M | 0.01% |
+62,834
| New | +$16.9M |
|
423
PUT
Bristol-Myers Squibb
BMY
$127B
| $14.3M | 0.01% |
229,500
+108,300
| +89% | +$6.35M |
|
424
PUT
Newmont
NEM
$98.2B
| $14.3M | 0.01% |
230,000
+16,700
| +8% | +$946K |
|
|
425
CALL
Workday
WDAY
$33.4B
| $14.2M | 0.01% |
51,900
-160,400
| -76% | -$44.5M |
|
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.