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 | |
|---|---|---|---|---|---|---|
476
CALL
Electronic Arts
EA
$52.4B
| $10.7M | 0.01% |
80,800
-98,000
| -55% | -$13.2M |
|
477
ProShares UltraPro QQQ
TQQQ
$31.7B
| $10.6M | 0.01% |
+255,672
| New | +$9.89M |
|
478
CALL
Union Pacific
UNP
$183B
| $10.6M | 0.01% |
42,200
-47,100
| -53% | -$11.2M |
|
479
CALL
D.R. Horton
DHI
$41B
| $10.5M | 0.01% |
97,100
+6,900
| +8% | +$665K |
|
480
CALL
Amgen
AMGN
$203B
| $10.5M | 0.01% |
46,700
-31,500
| -40% | -$6.65M |
|
481
GE Aerospace
GE
$367B
| $10.3M | 0.01% |
174,633
+149,228
| +587% | +$9.37M |
|
482
PUT
CarMax
KMX
$8.27B
| $10.1M | 0.01% |
77,600
-74,700
| -49% | -$10.5M |
|
483
Fiverr
FVRR
$376M
| $10.1M | 0.01% |
88,578
-17,181
| -16% | -$2.68M |
|
|
TYNS
484
PUT
DELISTED
Direxion Daily 7-10 Year Treasury Bear 1X Shares
TYNS
| $10.1M | 0.01% |
+76,900
| New | +$10.1M |
|
485
CALL
Honeywell
HON
$77.1B
| $9.95M | 0.01% |
50,610
+2,122
| +4% | +$428K |
|
486
CALL
3M
MMM
$89B
| $9.93M | 0.01% |
66,856
-149,142
| -69% | -$22.2M |
|
487
PUT
Dollar General
DG
$25.9B
| $9.86M | 0.01% |
41,800
+3,800
| +10% | +$839K |
|
488
CALL
Procter & Gamble
PG
$343B
| $9.78M | 0.01% |
59,800
-77,200
| -56% | -$11.5M |
|
|
WBA
489
CALL
DELISTED
Walgreens Boots Alliance
WBA
| $9.78M | 0.01% |
187,500
+82,300
| +78% | +$3.99M |
|
|
VMW
490
PUT
DELISTED
VMware, Inc
VMW
| $9.77M | 0.01% |
84,300
-60,300
| -42% | -$7.93M |
|
491
CALL
Robinhood
HOOD
$85.2B
| $9.72M | 0.01% |
547,600
+181,300
| +49% | +$5.58M |
|
492
PUT
Texas Instruments
TXN
$255B
| $9.63M | 0.01% |
51,100
+3,400
| +7% | +$653K |
|
493
CALL
Tilray
TLRY
$479M
| $9.56M | 0.01% |
136,050
+18,690
| +16% | +$1.88M |
|
494
CALL
Blackstone
BX
$104B
| $9.52M | 0.01% |
73,600
-22,800
| -24% | -$3.04M |
|
495
PUT
FuboTV Inc
FUBO
$245M
| $9.47M | 0.01% |
50,833
-1,942
| -4% | -$546K |
|
496
Salesforce
CRM
$134B
| $9.41M | 0.01% |
37,026
-23,409
| -39% | -$6.58M |
|
497
CALL
Five Below
FIVE
$11.2B
| $9.39M | 0.01% |
45,400
+3,700
| +9% | +$728K |
|
498
State Street SPDR S&P 500 Fossil Fuel Reserves Free ETF
SPYX
$2.71B
| $9.14M | 0.01% |
233,001
+519
| +0.2% | +$19.7K |
|
|
499
PUT
Honeywell
HON
$77.1B
| $9.11M | 0.01% |
46,366
-424
| -0.9% | -$85.6K |
|
500
CALL
AstraZeneca
AZN
$263B
| $9.1M | 0.01% |
78,150
+22,700
| +41% | +$2.67M |
|
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.