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 | |
|---|---|---|---|---|---|---|
|
BBIG
701
CALL
DELISTED
Vinco Ventures, Inc. Common Stock
BBIG
| $3.29M | ﹤0.01% |
101,724
+8,666
| +9% | +$507K |
|
702
PUT
First Majestic Silver
AG
$8.05B
| $3.28M | ﹤0.01% |
295,600
+2,100
| +0.7% | +$25.3K |
|
703
Morgan Stanley
MS
$337B
| $3.27M | ﹤0.01% |
33,276
+20,933
| +170% | +$2.09M |
|
704
CALL
Under Armour
UAA
$3B
| $3.26M | ﹤0.01% |
153,700
+46,900
| +44% | +$1.06M |
|
705
PUT
The Mosaic Company
MOS
$7.09B
| $3.25M | ﹤0.01% |
82,700
+4,200
| +5% | +$161K |
|
706
United States Brent Oil Fund
BNO
$815M
| $3.23M | ﹤0.01% |
154,446
-237,621
| -61% | -$5.03M |
|
707
CALL
JetBlue
JBLU
$1.96B
| $3.19M | ﹤0.01% |
223,700
+17,000
| +8% | +$250K |
|
708
CALL
RingCentral
RNG
$4.05B
| $3.17M | ﹤0.01% |
16,900
-4,700
| -22% | -$1.04M |
|
709
PUT
Microchip Technology
MCHP
$42.8B
| $3.16M | ﹤0.01% |
36,300
-17,500
| -33% | -$1.42M |
|
710
Spotify
SPOT
$99.2B
| $3.12M | ﹤0.01% |
+13,328
| New | +$3.33M |
|
711
CALL
Darden Restaurants
DRI
$22.5B
| $3.12M | ﹤0.01% |
20,700
-24,700
| -54% | -$3.65M |
|
712
CALL
Capital One
COF
$124B
| $3.1M | ﹤0.01% |
21,400
+9,600
| +81% | +$1.48M |
|
713
PUT
Shake Shack
SHAK
$2.3B
| $3.08M | ﹤0.01% |
42,700
-11,400
| -21% | -$867K |
|
714
PUT
Canadian Solar
CSIQ
$906M
| $3.08M | ﹤0.01% |
98,400
+29,300
| +42% | +$1.05M |
|
715
PUT
BioMarin Pharmaceuticals
BMRN
$11.5B
| $3.08M | ﹤0.01% |
34,800
-11,000
| -24% | -$908K |
|
716
CALL
SLB Ltd
SLB
$77.8B
| $3.06M | ﹤0.01% |
102,200
-2,600
| -2% | -$81.9K |
|
717
CALL
iShares Morningstar Value ETF
ILCV
$1.3B
| $3.05M | ﹤0.01% |
+35,100
| New | +$2.36M |
|
718
PUT
Tractor Supply
TSCO
$16.3B
| $3.03M | ﹤0.01% |
+63,500
| New | +$2.78M |
|
719
PUT
Editas Medicine
EDIT
$399M
| $3.02M | ﹤0.01% |
113,900
-115,600
| -50% | -$3.98M |
|
720
CALL
Southern Company
SO
$110B
| $3.02M | ﹤0.01% |
44,000
-9,000
| -17% | -$574K |
|
721
JD.com
JD
$40.8B
| $3M | ﹤0.01% |
42,865
-2,732
| -6% | -$216K |
|
722
Invesco S&P SmallCap 600 Pure Growth ETF
RZG
$139M
| $3M | ﹤0.01% |
53,976
+6,192
| +13% | +$342K |
|
723
PUT
QuidelOrtho
QDEL
$1.09B
| $2.98M | ﹤0.01% |
22,100
-4,800
| -18% | -$668K |
|
724
CALL
Camping World
CWH
$363M
| $2.98M | ﹤0.01% |
73,800
+4,400
| +6% | +$178K |
|
|
725
PUT
JetBlue
JBLU
$1.96B
| $2.97M | ﹤0.01% |
208,300
-27,400
| -12% | -$403K |
|
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.