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 | |
|---|---|---|---|---|---|---|
76
CALL
ARK Innovation ETF
ARKK
$6.15B
| $146M | 0.12% |
1,545,000
+345,300
| +29% | +$37.7M |
|
77
PUT
Zscaler
ZS
$24.2B
| $139M | 0.12% |
432,200
-7,100
| -2% | -$2.24M |
|
78
PUT
Qualcomm
QCOM
$181B
| $139M | 0.12% |
759,400
+199,000
| +36% | +$31.9M |
|
79
CALL
Snowflake
SNOW
$93.2B
| $136M | 0.11% |
401,300
+86,000
| +27% | +$30M |
|
80
PUT
JPMorgan Chase
JPM
$907B
| $131M | 0.11% |
826,300
-118,300
| -13% | -$19.4M |
|
81
CALL
Mastercard
MA
$480B
| $130M | 0.11% |
362,300
+77,500
| +27% | +$26.8M |
|
|
82
PUT
Snowflake
SNOW
$93.2B
| $130M | 0.11% |
383,700
+34,900
| +10% | +$12.2M |
|
83
PUT
Chipotle Mexican Grill
CMG
$44.2B
| $126M | 0.1% |
3,605,000
-2,395,000
| -40% | -$84.3M |
|
84
CALL
Micron Technology
MU
$959B
| $123M | 0.1% |
1,320,500
-79,900
| -6% | -$6.24M |
|
85
CALL
Broadcom
AVGO
$1.76T
| $116M | 0.1% |
1,745,000
+111,000
| +7% | +$6.24M |
|
86
PUT
GE Aerospace
GE
$364B
| $114M | 0.09% |
1,928,680
-94,861
| -5% | -$5.96M |
|
87
CALL
United States Oil Fund
USO
$2.54B
| $112M | 0.09% |
2,068,900
+131,100
| +7% | +$7.13M |
|
88
PUT
Baidu
BIDU
$36.5B
| $111M | 0.09% |
743,800
+22,100
| +3% | +$3.45M |
|
|
89
CALL
Baidu
BIDU
$36.5B
| $110M | 0.09% |
740,400
+27,600
| +4% | +$4.31M |
|
90
PUT
FedEx
FDX
$74.7B
| $110M | 0.09% |
425,400
-180,500
| -30% | -$43.3M |
|
91
PUT
UnitedHealth
UNH
$387B
| $109M | 0.09% |
217,800
-52,700
| -19% | -$23.9M |
|
|
92
CALL
Qualcomm
QCOM
$181B
| $108M | 0.09% |
588,900
-7,700
| -1% | -$1.23M |
|
93
CALL
Novavax
NVAX
$1.35B
| $106M | 0.09% |
738,800
+415,300
| +128% | +$71.4M |
|
94
CALL
Home Depot
HD
$338B
| $104M | 0.09% |
249,900
+60,900
| +32% | +$23.2M |
|
|
95
CALL
JPMorgan Chase
JPM
$907B
| $103M | 0.09% |
651,000
-254,300
| -28% | -$41.8M |
|
96
CALL
VanEck Gold Miners ETF
GDX
$21.8B
| $103M | 0.09% |
2,666,700
+440,300
| +20% | +$14.1M |
|
97
PUT
Strategy Inc
MSTR
$34.4B
| $103M | 0.09% |
1,888,000
-26,000
| -1% | -$1.79M |
|
98
PUT
Airbnb
ABNB
$86.6B
| $101M | 0.08% |
608,800
+65,600
| +12% | +$11.6M |
|
99
PUT
Bank of America
BAC
$430B
| $101M | 0.08% |
2,269,700
-268,700
| -11% | -$12.2M |
|
|
100
CALL
FedEx
FDX
$74.7B
| $100M | 0.08% |
386,900
-277,600
| -42% | -$66.6M |
|
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.