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 | |
|---|---|---|---|---|---|---|
151
PUT
State Street Financial Select Sector SPDR ETF
XLF
$55.3B
| $64.6M | 0.05% |
1,654,500
-965,600
| -37% | -$38M |
|
152
CALL
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$160M
| $64.2M | 0.05% |
216,438
+76,038
| +54% | +$27M |
|
|
153
Invesco QQQ Trust
QQQ
$463B
| $63.9M | 0.05% |
160,566
-210,214
| -57% | -$81.2M |
|
154
CALL
AT&T
T
$153B
| $63.8M | 0.05% |
3,431,543
+1,664,930
| +94% | +$31.1M |
|
155
CALL
Roblox
RBLX
$38.1B
| $63.7M | 0.05% |
617,800
+299,400
| +94% | +$29.1M |
|
156
PUT
Etsy
ETSY
$7.97B
| $63.6M | 0.05% |
290,600
+50,500
| +21% | +$12.2M |
|
157
PUT
Wells Fargo
WFC
$261B
| $63.3M | 0.05% |
1,320,200
+148,800
| +13% | +$7.33M |
|
158
CALL
UnitedHealth
UNH
$383B
| $62.7M | 0.05% |
124,900
-28,700
| -19% | -$13M |
|
159
PUT
Applied Materials
AMAT
$417B
| $62.4M | 0.05% |
396,500
-66,300
| -14% | -$9.6M |
|
160
CALL
AMC Entertainment Holdings
AMC
$2.2B
| $62.3M | 0.05% |
229,090
-63,440
| -22% | -$22.3M |
|
161
CALL
United Airlines
UAL
$38.1B
| $62.1M | 0.05% |
1,418,500
+389,700
| +38% | +$18.1M |
|
162
CALL
Rivian
RIVN
$25B
| $62.1M | 0.05% |
+598,800
| New | +$69M |
|
163
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.3B
| $62.1M | 0.05% |
+2,071,600
| New | +$89.5M |
|
164
PUT
Enphase Energy
ENPH
$5.2B
| $61.6M | 0.05% |
336,600
+119,800
| +55% | +$25M |
|
165
CALL
Affirm
AFRM
$25.2B
| $61.4M | 0.05% |
610,700
+232,500
| +61% | +$30.7M |
|
166
Advanced Micro Devices
AMD
$821B
| $61.4M | 0.05% |
426,730
-47,070
| -10% | -$6.33M |
|
167
CALL
Teladoc Health
TDOC
$1.74B
| $61.1M | 0.05% |
665,600
+211,900
| +47% | +$25.3M |
|
|
168
NVIDIA
NVDA
$4.92T
| $60.8M | 0.05% |
+2,065,850
| New | +$56.8M |
|
|
169
PUT
Teladoc Health
TDOC
$1.74B
| $60.5M | 0.05% |
658,900
+298,800
| +83% | +$35.7M |
|
170
PUT
Okta
OKTA
$25.8B
| $60.3M | 0.05% |
269,100
+83,000
| +45% | +$19.8M |
|
171
CALL
Direxion Daily Technology Bull 3x ETF
TECL
$5.17B
| $60.3M | 0.05% |
+757,800
| New | +$57M |
|
|
TWTR
172
CALL
DELISTED
Twitter, Inc.
TWTR
| $59.9M | 0.05% |
1,386,700
-26,900
| -2% | -$1.4M |
|
|
173
PUT
Roblox
RBLX
$38.1B
| $59.9M | 0.05% |
580,600
+250,200
| +76% | +$24.3M |
|
174
PUT
Intel
INTC
$488B
| $59.7M | 0.05% |
1,158,700
+222,800
| +24% | +$11.4M |
|
175
CALL
Trade Desk
TTD
$8.76B
| $59.3M | 0.05% |
646,700
-77,400
| -11% | -$6.78M |
|
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.