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 | |
|---|---|---|---|---|---|---|
351
CALL
Bilibili
BILI
$7.18B
| $20.5M | 0.02% |
310,100
+85,900
| +38% | +$7.35M |
|
352
CALL
iShares MSCI Brazil ETF
EWZ
$9.05B
| $20.5M | 0.02% |
+638,100
| New | +$23.3M |
|
353
PUT
Cleveland-Cliffs
CLF
$6.81B
| $20.4M | 0.02% |
1,027,400
+342,800
| +50% | +$7.81M |
|
354
PUT
Match Group
MTCH
$8.84B
| $20.3M | 0.02% |
129,000
+74,800
| +138% | +$11.4M |
|
355
PUT
Chewy
CHWY
$8.54B
| $20.1M | 0.02% |
295,500
-182,900
| -38% | -$15.1M |
|
356
CALL
Plug Power
PLUG
$2.92B
| $19.8M | 0.02% |
776,000
-224,600
| -22% | -$6.02M |
|
357
Microsoft
MSFT
$2.84T
| $19.8M | 0.02% |
+70,261
| New | +$20.4M |
|
358
PUT
Merck
MRK
$324B
| $19.7M | 0.02% |
519,700
+254,600
| +96% | +$19.4M |
|
359
PUT
Southwest Airlines
LUV
$22.1B
| $19.6M | 0.02% |
380,900
+24,400
| +7% | +$1.23M |
|
360
PUT
Freeport-McMoran
FCX
$90B
| $19.6M | 0.02% |
601,700
-215,200
| -26% | -$7.58M |
|
361
CALL
Las Vegas Sands
LVS
$30.5B
| $19.5M | 0.02% |
533,800
+224,300
| +72% | +$9.62M |
|
362
PUT
CarMax
KMX
$8.27B
| $19.5M | 0.02% |
152,300
+83,800
| +122% | +$11.2M |
|
363
CALL
Marriott International
MAR
$98.7B
| $19.4M | 0.02% |
131,300
+44,300
| +51% | +$6.18M |
|
364
Fiverr
FVRR
$376M
| $19.3M | 0.02% |
105,759
+33,850
| +47% | +$6.82M |
|
365
PUT
Mercado Libre
MELI
$91.3B
| $19.3M | 0.02% |
+11,500
| New | +$19.9M |
|
366
CALL
State Street Technology Select Sector SPDR ETF
XLK
$115B
| $19.2M | 0.02% |
256,800
+55,600
| +28% | +$4.29M |
|
367
CALL
Procter & Gamble
PG
$343B
| $19.2M | 0.02% |
137,000
-31,500
| -19% | -$4.46M |
|
|
368
PUT
Plug Power
PLUG
$2.92B
| $19.1M | 0.02% |
748,900
-258,700
| -26% | -$6.93M |
|
369
PUT
Lyft
LYFT
$5.39B
| $19.1M | 0.02% |
356,700
+13,300
| +4% | +$705K |
|
370
PUT
State Street Utilities Select Sector SPDR ETF
XLU
$24.1B
| $19M | 0.02% |
+594,000
| New | +$19.9M |
|
371
CALL
QuantumScape Corp
QS
$3B
| $19M | 0.02% |
772,400
-137,900
| -15% | -$3.15M |
|
|
372
CALL
Freeport-McMoran
FCX
$90B
| $18.7M | 0.02% |
576,300
-227,900
| -28% | -$8.02M |
|
373
PUT
Robinhood
HOOD
$85.2B
| $18.7M | 0.02% |
+444,900
| New | +$20.2M |
|
374
PUT
Amgen
AMGN
$203B
| $18.6M | 0.02% |
87,600
+56,200
| +179% | +$12.9M |
|
|
375
CALL
Chewy
CHWY
$8.54B
| $18.6M | 0.02% |
272,500
-54,700
| -17% | -$4.53M |
|
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.