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 |
NIO
NIO
|
+$102M |
| 2 |
Advanced Micro Devices
AMD
|
+$48.4M |
| 3 |
Netflix
NFLX
|
+$43.8M |
| 4 |
Invesco S&P 500 Equal Weight Utilities ETF
RSPU
|
+$32.4M |
| 5 |
Alphabet (Google) Class A
GOOGL
|
+$29.8M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Invesco QQQ Trust
QQQ
|
+$190M |
| 2 |
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
|
+$58.2M |
| 3 |
Boeing
BA
|
+$46.3M |
| 4 |
NVIDIA
NVDA
|
+$45.8M |
| 5 |
TWTR
Twitter, Inc.
TWTR
|
+$38.2M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 0.2% |
| 2 | Communication Services | 0.14% |
| 3 | Consumer Discretionary | 0.13% |
| 4 | Industrials | 0.08% |
| 5 | Financials | 0.05% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
276
CALL
Carnival Corporation Ltd
CCL
$36.1B
| $29.2M | 0.03% |
1,167,200
-55,900
| -5% | -$1.3M |
|
277
PUT
American Express
AXP
$223B
| $29.1M | 0.03% |
173,800
+2,900
| +2% | +$485K |
|
278
CALL
Ulta Beauty
ULTA
$20.4B
| $28.8M | 0.03% |
79,800
+6,600
| +9% | +$2.38M |
|
279
CALL
PENN Entertainment
PENN
$2.74B
| $28.8M | 0.03% |
397,300
+18,800
| +5% | +$1.38M |
|
280
PUT
Virgin Galactic
SPCE
$320M
| $28.8M | 0.03% |
56,865
-9,605
| -14% | -$5.7M |
|
281
PUT
Procter & Gamble
PG
$343B
| $28.6M | 0.03% |
204,900
+14,500
| +8% | +$2.06M |
|
|
282
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.8B
| $28.6M | 0.03% |
84,549
-166,700
| -66% | -$58.2M |
|
283
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$42.1B
| $28.5M | 0.03% |
224,100
+88,300
| +65% | +$11.7M |
|
284
PUT
Lockheed Martin
LMT
$134B
| $28.5M | 0.03% |
82,600
+13,800
| +20% | +$4.99M |
|
285
PUT
Thermo Fisher Scientific
TMO
$211B
| $28.3M | 0.03% |
49,500
+9,000
| +22% | +$4.94M |
|
286
PUT
AbbVie
ABBV
$458B
| $28.3M | 0.03% |
261,900
+79,800
| +44% | +$9.12M |
|
287
PUT
CVS Health
CVS
$137B
| $28.1M | 0.03% |
330,900
+86,000
| +35% | +$7.2M |
|
288
PUT
Ford
F
$57.3B
| $28M | 0.03% |
1,977,300
-110,700
| -5% | -$1.51M |
|
289
PayPal
PYPL
$49.5B
| $27.9M | 0.03% |
107,208
+49,537
| +86% | +$14.1M |
|
|
290
CALL
CVS Health
CVS
$137B
| $27.7M | 0.03% |
327,000
+28,900
| +10% | +$2.42M |
|
291
CALL
Domino's
DPZ
$11B
| $27.6M | 0.03% |
57,900
+46,400
| +403% | +$23.5M |
|
292
PUT
ServiceNow
NOW
$102B
| $27.6M | 0.03% |
221,500
+68,500
| +45% | +$8.3M |
|
293
CALL
American Airlines Group
AAL
$9.58B
| $27.2M | 0.03% |
1,326,800
-170,100
| -11% | -$3.45M |
|
294
CALL
VanEck Semiconductor ETF
SMH
$67.6B
| $27.2M | 0.03% |
+212,200
| New | +$28M |
|
295
CALL
Wayfair
W
$11.1B
| $27.1M | 0.03% |
106,100
+29,100
| +38% | +$8.21M |
|
296
CALL
PepsiCo
PEP
$186B
| $27.1M | 0.03% |
180,200
+136,500
| +312% | +$21.1M |
|
297
CALL
Deere & Co
DE
$170B
| $26.9M | 0.03% |
80,200
-2,000
| -2% | -$721K |
|
298
CALL
Skyworks Solutions
SWKS
$9.06B
| $26.5M | 0.03% |
161,100
+11,800
| +8% | +$2.16M |
|
299
PUT
AT&T
T
$165B
| $26.5M | 0.03% |
1,297,255
-372,971
| -22% | -$7.84M |
|
|
COUP
300
PUT
DELISTED
Coupa Software Incorporated
COUP
| $26.5M | 0.03% |
120,700
+50,200
| +71% | +$11.8M |
|
Similar funds
IMC Chicago's Q3 2021 Portfolio in Review
As of Q3 2021, IMC Chicago held 1,333 positions worth $95B, up 17% from $81.5B the previous quarter. Its ten largest holdings account for 58% of the portfolio.
IMC Chicago deployed $14.7B of net new capital in Q3 2021, opening 242 new positions and adding to 556 existing holdings. Its largest new stake was NIO: 2,475,575 shares worth $88.2M.
By sector, the portfolio is most concentrated in Technology at 0.2% of assets, up from 0.12% a quarter earlier, followed by Communication Services and Consumer Discretionary.
On the sell side, the largest reduction was Invesco QQQ Trust, an estimated $190M trimmed.
- IMC Chicago's largest Q3 2021 buy was NIO: 2,475,575 shares worth $88.2M.
- IMC Chicago added most to iShares Gold Trust in Q3 2021, an estimated $27.9M increase.
- IMC Chicago's biggest Q3 2021 reduction was Invesco QQQ Trust, cutting an estimated $190M.
- IMC Chicago fully exited NVIDIA in Q3 2021, selling an estimated $45.8M.
- IMC Chicago's ten largest holdings make up 58% of its $95B portfolio in Q3 2021.
- IMC Chicago opened 242 new positions and closed 152 in Q3 2021.
- IMC Chicago's portfolio value rose 17% quarter-over-quarter to $95B.
Based on IMC Chicago's 13F filing for Q3 2021, filed 5 Nov 2021.