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 | |
|---|---|---|---|---|---|---|
|
FL
726
PUT
DELISTED
Foot Locker
FL
| $2.95M | ﹤0.01% |
67,700
+17,600
| +35% | +$836K |
|
727
PUT
Dropbox
DBX
$6.81B
| $2.94M | ﹤0.01% |
119,700
-38,900
| -25% | -$1.05M |
|
|
HUT
728
PUT
Hut 8
HUT
$12.4B
| $2.92M | ﹤0.01% |
+74,360
| New | +$4.18M |
|
|
JWN
729
PUT
DELISTED
Nordstrom
JWN
| $2.9M | ﹤0.01% |
128,100
+20,600
| +19% | +$546K |
|
730
PUT
Deutsche Bank
DB
$66.3B
| $2.9M | ﹤0.01% |
231,600
-64,600
| -22% | -$823K |
|
731
QuidelOrtho
QDEL
$1.09B
| $2.89M | ﹤0.01% |
21,424
-4,316
| -17% | -$601K |
|
732
ProShares Ultra Consumer Staples
UGE
$10.1M
| $2.89M | ﹤0.01% |
98,256
+8,404
| +9% | +$227K |
|
733
CALL
Microchip Technology
MCHP
$42.8B
| $2.87M | ﹤0.01% |
33,000
-9,600
| -23% | -$777K |
|
734
Trade Desk
TTD
$8.13B
| $2.84M | ﹤0.01% |
30,993
+8,143
| +36% | +$713K |
|
735
CALL
CF Industries
CF
$19.2B
| $2.82M | ﹤0.01% |
39,900
-10,600
| -21% | -$664K |
|
736
PUT
Southern Company
SO
$110B
| $2.8M | ﹤0.01% |
40,800
-14,100
| -26% | -$899K |
|
737
CALL
Bakkt Inc
BKKT
$333M
| $2.78M | ﹤0.01% |
+13,048
| New | +$5.39M |
|
|
FL
738
CALL
DELISTED
Foot Locker
FL
| $2.77M | ﹤0.01% |
63,600
+3,200
| +5% | +$152K |
|
739
CALL
KB Home
KBH
$3.48B
| $2.77M | ﹤0.01% |
62,000
+14,300
| +30% | +$599K |
|
740
CALL
Playboy Inc
PLBY
$141M
| $2.77M | ﹤0.01% |
103,800
+57,100
| +122% | +$1.73M |
|
741
Affirm
AFRM
$23.5B
| $2.76M | ﹤0.01% |
+27,473
| New | +$3.63M |
|
742
CALL
WIX.com
WIX
$2.15B
| $2.76M | ﹤0.01% |
17,500
| – | – |
|
743
Invesco Dorsey Wright Basic Materials Momentum ETF
PYZ
$76.7M
| $2.76M | ﹤0.01% |
29,148
+8,215
| +39% | +$750K |
|
744
PUT
ARK Blockchain & Fintech Innovation ETF
ARKF
$718M
| $2.75M | ﹤0.01% |
67,300
-16,400
| -20% | -$790K |
|
745
CALL
Corsair Gaming
CRSR
$1.05B
| $2.75M | ﹤0.01% |
130,700
-68,800
| -34% | -$1.65M |
|
746
ProShares UltraPro Short 20+ Year Treasury
TTT
$18.7M
| $2.71M | ﹤0.01% |
+87,846
| New | +$2.83M |
|
|
K
747
PUT
DELISTED
Kellanova
K
| $2.71M | ﹤0.01% |
44,730
+7,881
| +21% | +$465K |
|
748
CALL
Medtronic
MDT
$107B
| $2.7M | ﹤0.01% |
26,100
-1,300
| -5% | -$151K |
|
749
PUT
Sarepta Therapeutics
SRPT
$1.66B
| $2.69M | ﹤0.01% |
29,900
-200
| -0.7% | -$17.1K |
|
750
GameStop
GME
$9.5B
| $2.68M | ﹤0.01% |
+72,136
| New | +$3.28M |
|
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.