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 | |
|---|---|---|---|---|---|---|
751
PUT
Tencent Music
TME
$14.5B
| $2.67M | ﹤0.01% |
389,700
+102,400
| +36% | +$755K |
|
752
CALL
FirstEnergy
FE
$28.9B
| $2.64M | ﹤0.01% |
63,400
+9,900
| +19% | +$382K |
|
753
Chewy
CHWY
$8.54B
| $2.63M | ﹤0.01% |
44,510
-25,242
| -36% | -$1.65M |
|
754
CALL
Deutsche Bank
DB
$66.3B
| $2.61M | ﹤0.01% |
209,100
-26,500
| -11% | -$338K |
|
755
DoorDash
DASH
$75.3B
| $2.61M | ﹤0.01% |
+17,521
| New | +$3.32M |
|
756
CALL
GrowGeneration
GRWG
$82.9M
| $2.59M | ﹤0.01% |
198,400
+62,100
| +46% | +$1.19M |
|
757
CALL
Tractor Supply
TSCO
$16.3B
| $2.58M | ﹤0.01% |
+54,000
| New | +$2.36M |
|
758
Citigroup
C
$222B
| $2.58M | ﹤0.01% |
+42,632
| New | +$2.83M |
|
759
State Street SPDR US Large Cap Low Volatility Index ETF
LGLV
$1.19B
| $2.57M | ﹤0.01% |
17,051
-6,139
| -26% | -$880K |
|
|
BBBY
760
Bed Bath & Beyond
BBBY
$473M
| $2.56M | ﹤0.01% |
+47,806
| New | +$3.61M |
|
761
PUT
Camping World
CWH
$363M
| $2.56M | ﹤0.01% |
63,500
-42,500
| -40% | -$1.72M |
|
762
Direxion Daily 20+ Year Treasury Bear 3X ETF
TMV
$180M
| $2.54M | ﹤0.01% |
+186,544
| New | +$2.66M |
|
763
PUT
CSX Corp
CSX
$98.6B
| $2.52M | ﹤0.01% |
67,100
+48,900
| +269% | +$1.72M |
|
764
PUT
Under Armour
UAA
$3B
| $2.51M | ﹤0.01% |
118,600
+21,500
| +22% | +$488K |
|
765
CALL
Live Nation Entertainment
LYV
$41.2B
| $2.5M | ﹤0.01% |
20,900
-12,600
| -38% | -$1.36M |
|
766
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
| $2.46M | ﹤0.01% |
28,323
+11,702
| +70% | +$1.02M |
|
767
Biogen
BIIB
$29.9B
| $2.45M | ﹤0.01% |
10,222
-1,243
| -11% | -$320K |
|
768
ChargePoint
CHPT
$133M
| $2.44M | ﹤0.01% |
+6,404
| New | +$2.84M |
|
769
PUT
WIX.com
WIX
$2.15B
| $2.43M | ﹤0.01% |
15,400
-3,100
| -17% | -$538K |
|
770
Cameco
CCJ
$38.3B
| $2.42M | ﹤0.01% |
+110,847
| New | +$2.68M |
|
771
Beyond Meat
BYND
$288M
| $2.41M | ﹤0.01% |
37,020
+23,775
| +180% | +$2.02M |
|
772
ProShares Ultra MSCI Emerging Markets
EET
$34.8M
| $2.39M | ﹤0.01% |
28,054
+16,914
| +152% | +$1.5M |
|
773
CALL
Conagra Brands
CAG
$7.07B
| $2.39M | ﹤0.01% |
70,000
+14,400
| +26% | +$472K |
|
774
PUT
Upwork
UPWK
$1.09B
| $2.38M | ﹤0.01% |
69,700
+4,600
| +7% | +$203K |
|
775
PUT
KB Home
KBH
$3.48B
| $2.36M | ﹤0.01% |
52,700
-8,500
| -14% | -$356K |
|
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.