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 | |
|---|---|---|---|---|---|---|
426
PUT
Norwegian Cruise Line
NCLH
$8.89B
| $14.1M | 0.01% |
681,500
+165,100
| +32% | +$3.95M |
|
|
TYNS
427
CALL
DELISTED
Direxion Daily 7-10 Year Treasury Bear 1X Shares
TYNS
| $14.1M | 0.01% |
+108,100
| New | +$14.1M |
|
428
PUT
ARK Genomic Revolution ETF
ARKG
$1.51B
| $14.1M | 0.01% |
229,600
+89,000
| +63% | +$6.15M |
|
429
CALL
Eli Lilly
LLY
$1.07T
| $14.1M | 0.01% |
50,900
-12,200
| -19% | -$3.09M |
|
430
PUT
Las Vegas Sands
LVS
$30.5B
| $14M | 0.01% |
373,000
+15,600
| +4% | +$600K |
|
431
CALL
VanEck Durable High Dividend ETF
DURA
$38.7M
| $14M | 0.01% |
+75,900
| New | +$2.37M |
|
432
CALL
Western Digital
WDC
$179B
| $14M | 0.01% |
284,445
-15,215
| -5% | -$661K |
|
433
PUT
Bilibili
BILI
$7.18B
| $14M | 0.01% |
301,000
+32,800
| +12% | +$2.19M |
|
434
PUT
Coca-Cola
KO
$354B
| $13.9M | 0.01% |
234,000
-55,600
| -19% | -$3.1M |
|
435
CALL
Avis
CAR
$5.63B
| $13.6M | 0.01% |
65,800
+38,900
| +145% | +$8.62M |
|
436
PUT
iShares Morningstar Value ETF
ILCV
$1.3B
| $13.6M | 0.01% |
+155,800
| New | +$10.5M |
|
|
437
CALL
Coca-Cola
KO
$354B
| $13.5M | 0.01% |
228,200
-22,800
| -9% | -$1.27M |
|
438
CALL
Nucor
NUE
$56.4B
| $13.5M | 0.01% |
118,000
-69,600
| -37% | -$7.61M |
|
439
CALL
QuantumScape Corp
QS
$3B
| $13.3M | 0.01% |
598,700
-173,700
| -22% | -$4.76M |
|
|
BBBY
440
CALL
Bed Bath & Beyond
BBBY
$473M
| $13.1M | 0.01% |
244,420
-11,220
| -4% | -$847K |
|
|
SCHW
441
CALL
Charles Schwab
SCHW
$177B
| $13.1M | 0.01% |
155,400
+84,400
| +119% | +$6.83M |
|
442
PUT
Charter Communications
CHTR
$14.7B
| $13M | 0.01% |
19,900
-11,000
| -36% | -$7.49M |
|
443
CALL
Best Buy
BBY
$18B
| $13M | 0.01% |
127,600
+21,800
| +21% | +$2.48M |
|
444
PUT
Whirlpool
WHR
$2.42B
| $12.7M | 0.01% |
54,300
+15,500
| +40% | +$3.4M |
|
445
PUT
Comcast
CMCSA
$79.1B
| $12.7M | 0.01% |
252,400
-33,800
| -12% | -$1.76M |
|
446
CALL
MGM Resorts International
MGM
$11.7B
| $12.6M | 0.01% |
280,800
-41,000
| -13% | -$1.84M |
|
447
PUT
eBay
EBAY
$48.6B
| $12.6M | 0.01% |
189,200
+49,600
| +36% | +$3.54M |
|
|
448
CALL
Comcast
CMCSA
$79.1B
| $12.6M | 0.01% |
249,500
+10,400
| +4% | +$542K |
|
|
449
PUT
Western Digital
WDC
$179B
| $12.5M | 0.01% |
254,413
-1,455
| -0.6% | -$63.2K |
|
450
CALL
CarMax
KMX
$8.27B
| $12.5M | 0.01% |
96,000
-32,300
| -25% | -$4.52M |
|
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.