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 | |
|---|---|---|---|---|---|---|
376
PUT
SolarEdge
SEDG
$2.59B
| $18.5M | 0.02% |
69,900
-14,300
| -17% | -$3.89M |
|
377
CALL
S&P Global
SPGI
$126B
| $18.5M | 0.02% |
+43,600
| New | +$18.9M |
|
378
PUT
Marriott International
MAR
$98.7B
| $18.5M | 0.02% |
124,900
+32,100
| +35% | +$4.48M |
|
379
CALL
Nucor
NUE
$56.4B
| $18.5M | 0.02% |
187,600
+86,900
| +86% | +$9.24M |
|
380
PUT
Union Pacific
UNP
$183B
| $18.4M | 0.02% |
94,000
+3,800
| +4% | +$821K |
|
|
BBBY
381
CALL
Bed Bath & Beyond
BBBY
$473M
| $18.1M | 0.02% |
255,640
+73,700
| +41% | +$5.11M |
|
382
CALL
FuboTV Inc
FUBO
$245M
| $18M | 0.02% |
62,625
-10,808
| -15% | -$3.54M |
|
383
PUT
Autodesk
ADSK
$44.3B
| $17.8M | 0.02% |
62,400
+13,900
| +29% | +$4.25M |
|
384
PUT
Bilibili
BILI
$7.18B
| $17.7M | 0.02% |
268,200
+100,200
| +60% | +$8.58M |
|
385
CALL
Atlassian
TEAM
$22B
| $17.6M | 0.02% |
44,900
+2,600
| +6% | +$868K |
|
|
386
CALL
Union Pacific
UNP
$183B
| $17.5M | 0.02% |
89,300
+8,100
| +10% | +$1.75M |
|
387
CALL
PNC Financial Services
PNC
$100B
| $17.3M | 0.02% |
88,500
+49,500
| +127% | +$9.35M |
|
388
PUT
VanEck Oil Services ETF
OIH
$2.06B
| $17M | 0.02% |
+86,300
| New | +$16.4M |
|
|
XYZ
389
Block Inc
XYZ
$45.9B
| $17M | 0.02% |
70,817
+59,290
| +514% | +$15.2M |
|
390
CALL
BlackBerry
BB
$5.01B
| $16.9M | 0.02% |
1,738,100
-170,900
| -9% | -$1.79M |
|
391
CALL
Amgen
AMGN
$203B
| $16.6M | 0.02% |
78,200
+46,900
| +150% | +$10.8M |
|
392
CALL
Lyft
LYFT
$5.39B
| $16.6M | 0.02% |
310,300
+26,000
| +9% | +$1.38M |
|
393
PUT
Intuitive Surgical
ISRG
$121B
| $16.6M | 0.02% |
50,100
-76,200
| -60% | -$25.6M |
|
394
Baidu
BIDU
$35.8B
| $16.5M | 0.02% |
107,618
-1,165
| -1% | -$191K |
|
395
CALL
CarMax
KMX
$8.27B
| $16.4M | 0.02% |
128,300
+31,100
| +32% | +$4.14M |
|
396
PUT
Alcoa
AA
$11.7B
| $16.4M | 0.02% |
335,400
+208,900
| +165% | +$8.83M |
|
397
Salesforce
CRM
$134B
| $16.4M | 0.02% |
60,435
+36,649
| +154% | +$9.31M |
|
398
PUT
State Street SPDR S&P Biotech ETF
XBI
$10.1B
| $16.3M | 0.02% |
+129,700
| New | +$16.7M |
|
399
CALL
Align Technology
ALGN
$12B
| $16.2M | 0.02% |
24,400
-3,600
| -13% | -$2.44M |
|
400
PUT
Comcast
CMCSA
$79.1B
| $16M | 0.02% |
286,200
+95,800
| +50% | +$5.59M |
|
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.