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 | |
|---|---|---|---|---|---|---|
301
PUT
Futu Holdings
FUTU
$13.9B
| $26.3M | 0.03% |
289,300
+102,900
| +55% | +$11.4M |
|
|
COUP
302
CALL
DELISTED
Coupa Software Incorporated
COUP
| $26.1M | 0.03% |
119,100
+27,800
| +30% | +$6.53M |
|
303
PUT
Skyworks Solutions
SWKS
$9.06B
| $25.9M | 0.03% |
157,200
-38,800
| -20% | -$7.09M |
|
304
CALL
iShares MSCI Emerging Markets ETF
EEM
$28B
| $25.5M | 0.03% |
+506,400
| New | +$26.4M |
|
305
CALL
Electronic Arts
EA
$52.4B
| $25.4M | 0.03% |
178,800
+92,400
| +107% | +$13M |
|
306
PUT
Delta Air Lines
DAL
$55.9B
| $25.4M | 0.03% |
596,700
+187,900
| +46% | +$7.67M |
|
|
307
PUT
Electronic Arts
EA
$52.4B
| $25.4M | 0.03% |
178,600
+98,000
| +122% | +$13.8M |
|
308
PUT
3M
MMM
$89B
| $25.4M | 0.03% |
173,181
+28,465
| +20% | +$4.61M |
|
309
PUT
Carnival Corporation Ltd
CCL
$36.1B
| $25.4M | 0.03% |
1,013,600
-71,300
| -7% | -$1.66M |
|
|
310
CALL
Delta Air Lines
DAL
$55.9B
| $25.3M | 0.03% |
594,200
+190,800
| +47% | +$7.79M |
|
311
PUT
Regeneron Pharmaceuticals
REGN
$68.8B
| $25.2M | 0.03% |
41,700
+16,300
| +64% | +$10.1M |
|
312
CALL
First Solar
FSLR
$21.8B
| $25.2M | 0.03% |
264,000
+76,500
| +41% | +$7.1M |
|
313
CALL
Royal Caribbean
RCL
$78.7B
| $25M | 0.03% |
280,700
-18,400
| -6% | -$1.49M |
|
314
PUT
Roblox
RBLX
$34B
| $25M | 0.03% |
330,400
-166,300
| -33% | -$13.7M |
|
315
CALL
Palo Alto Networks
PANW
$264B
| $25M | 0.03% |
312,600
+134,400
| +75% | +$9.44M |
|
316
PUT
PENN Entertainment
PENN
$2.74B
| $25M | 0.03% |
344,400
+70,900
| +26% | +$5.21M |
|
317
PUT
Digital Turbine
APPS
$1.02B
| $24.7M | 0.03% |
358,900
+155,400
| +76% | +$9.64M |
|
318
CALL
Accenture
ACN
$89.9B
| $24.3M | 0.03% |
76,100
+20,600
| +37% | +$6.7M |
|
319
PUT
American Airlines Group
AAL
$9.58B
| $24.2M | 0.03% |
1,181,000
-282,800
| -19% | -$5.73M |
|
320
CALL
Merck
MRK
$324B
| $24.2M | 0.03% |
637,000
+323,800
| +103% | +$24.6M |
|
321
CALL
American Express
AXP
$223B
| $24.2M | 0.03% |
144,300
+30,300
| +27% | +$5.07M |
|
322
CALL
Charter Communications
CHTR
$14.7B
| $24.2M | 0.03% |
33,200
+2,700
| +9% | +$2.05M |
|
323
PUT
Fiverr
FVRR
$376M
| $24.1M | 0.03% |
131,800
+41,900
| +47% | +$8.44M |
|
|
324
CALL
Roblox
RBLX
$34B
| $24.1M | 0.03% |
318,400
-126,000
| -28% | -$10.3M |
|
325
PUT
Riot Platforms
RIOT
$8.52B
| $24M | 0.03% |
935,600
-285,900
| -23% | -$9.2M |
|
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.