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 | |
|---|---|---|---|---|---|---|
501
CALL
Bristol-Myers Squibb
BMY
$127B
| $9.41M | 0.01% |
159,000
+21,000
| +15% | +$1.38M |
|
502
CALL
State Street SPDR S&P Biotech ETF
XBI
$10.1B
| $9.37M | 0.01% |
+74,500
| New | +$9.59M |
|
503
PUT
Honeywell
HON
$77.1B
| $9.36M | 0.01% |
+46,790
| New | +$9.97M |
|
504
PUT
Clorox
CLX
$11.6B
| $9.36M | 0.01% |
56,500
+3,200
| +6% | +$551K |
|
505
CALL
ProShares UltraPro Short QQQ
SQQQ
$2.21B
| $9.34M | 0.01% |
+8,658
| New | +$8.76M |
|
506
PUT
Li Auto
LI
$12.6B
| $9.21M | 0.01% |
350,400
-422,500
| -55% | -$12.7M |
|
507
PUT
Texas Instruments
TXN
$255B
| $9.17M | 0.01% |
47,700
+32,900
| +222% | +$6.27M |
|
508
CALL
Yeti Holdings
YETI
$3.82B
| $9.07M | 0.01% |
105,800
+12,300
| +13% | +$1.19M |
|
|
BBBY
509
PUT
DELISTED
Bed Bath & Beyond Inc
BBBY
| $9.02M | 0.01% |
522,100
-1,600
| -0.3% | -$43.2K |
|
510
PUT
Direxion Daily Financial Bull 3x ETF
FAS
$2.4B
| $8.99M | 0.01% |
+77,800
| New | +$8.94M |
|
511
ProShares Ultra Gold
UGL
$650M
| $8.96M | 0.01% |
644,824
+245,932
| +62% | +$3.58M |
|
|
512
CALL
Direxion Daily Financial Bull 3x ETF
FAS
$2.4B
| $8.89M | 0.01% |
+76,900
| New | +$8.83M |
|
513
PUT
Tilray
TLRY
$479M
| $8.89M | 0.01% |
78,740
+9,680
| +14% | +$1.33M |
|
|
JMIA
514
PUT
Jumia Technologies
JMIA
$726M
| $8.89M | 0.01% |
478,100
-111,900
| -19% | -$2.37M |
|
515
PUT
BP
BP
$113B
| $8.82M | 0.01% |
322,700
+121,800
| +61% | +$3.05M |
|
516
CALL
State Street SPDR S&P Regional Banking ETF
KRE
$4.86B
| $8.73M | 0.01% |
+128,900
| New | +$8.29M |
|
517
CALL
iShares MSCI Japan ETF
EWJ
$21.7B
| $8.68M | 0.01% |
+123,600
| New | +$8.56M |
|
518
PUT
S&P Global
SPGI
$126B
| $8.67M | 0.01% |
+20,400
| New | +$8.84M |
|
519
CALL
C3.ai
AI
$1.27B
| $8.62M | 0.01% |
186,000
-16,100
| -8% | -$819K |
|
520
PUT
Dollar Tree
DLTR
$23.1B
| $8.59M | 0.01% |
+89,700
| New | +$8.63M |
|
|
521
CALL
Li Auto
LI
$12.6B
| $8.55M | 0.01% |
325,200
-379,400
| -54% | -$11.4M |
|
522
CALL
Blink Charging
BLNK
$75.2M
| $8.54M | 0.01% |
298,600
+58,600
| +24% | +$1.9M |
|
523
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.4B
| $8.49M | 0.01% |
94,600
-19,400
| -17% | -$1.76M |
|
|
VIP
524
CALL
Vulcan Infrastructure and Power Inc. Class A Common Stock
VIP
$44.4M
| $8.41M | 0.01% |
+32,940
| New | +$10.1M |
|
525
PUT
Hilton Worldwide
HLT
$74B
| $8.38M | 0.01% |
63,400
+20,500
| +48% | +$2.59M |
|
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.