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 | |
|---|---|---|---|---|---|---|
551
PUT
United States Natural Gas Fund
UNG
$470M
| $7.51M | 0.01% |
93,075
+12,775
| +16% | +$770K |
|
552
PUT
Blink Charging
BLNK
$75.2M
| $7.38M | 0.01% |
257,900
+20,300
| +9% | +$658K |
|
553
CALL
Five Below
FIVE
$11.2B
| $7.37M | 0.01% |
41,700
+23,200
| +125% | +$4.62M |
|
554
BioNTech
BNTX
$22.6B
| $7.35M | 0.01% |
+26,922
| New | +$8.56M |
|
555
PUT
iShares MSCI Japan ETF
EWJ
$21.7B
| $7.35M | 0.01% |
+104,600
| New | +$7.24M |
|
|
DOCU
556
DocuSign
DOCU
$9.63B
| $7.3M | 0.01% |
28,351
+11,981
| +73% | +$3.45M |
|
|
SFIX
557
PUT
Stitch Fix
SFIX
$478M
| $7.28M | 0.01% |
182,200
+47,400
| +35% | +$2.22M |
|
|
LOGC
558
CALL
DELISTED
ContextLogic
LOGC
| $7.22M | 0.01% |
44,103
-490
| -1% | -$122K |
|
559
PUT
AstraZeneca
AZN
$263B
| $7.22M | 0.01% |
60,100
-4,550
| -7% | -$530K |
|
560
PUT
NetEase
NTES
$76.5B
| $7.21M | 0.01% |
+84,400
| New | +$7.97M |
|
561
PUT
Bristol-Myers Squibb
BMY
$127B
| $7.17M | 0.01% |
121,200
+5,600
| +5% | +$369K |
|
562
Zoom
ZM
$25.8B
| $7.13M | 0.01% |
+27,249
| New | +$9.19M |
|
563
PUT
Macy's
M
$6.15B
| $7.08M | 0.01% |
313,300
-8,200
| -3% | -$164K |
|
564
PUT
iShares China Large-Cap ETF
FXI
$4.31B
| $7.06M | 0.01% |
+181,400
| New | +$7.49M |
|
|
565
CALL
iShares China Large-Cap ETF
FXI
$4.31B
| $7M | 0.01% |
+179,700
| New | +$7.42M |
|
|
NKLA
566
CALL
DELISTED
Nikola Corporation Common Stock
NKLA
| $6.88M | 0.01% |
21,500
-1,600
| -7% | -$560K |
|
567
CALL
Darden Restaurants
DRI
$22.5B
| $6.88M | 0.01% |
45,400
+8,000
| +21% | +$1.18M |
|
568
PUT
Caesars Entertainment
CZR
$6.1B
| $6.84M | 0.01% |
60,900
-36,300
| -37% | -$3.55M |
|
569
CALL
Illumina
ILMN
$29.4B
| $6.77M | 0.01% |
17,168
-18,504
| -52% | -$8.51M |
|
570
CALL
RTX Corp
RTX
$287B
| $6.71M | 0.01% |
78,000
+22,000
| +39% | +$1.88M |
|
571
ProShares Ultra Bloomberg Crude Oil
UCO
$443M
| $6.69M | 0.01% |
317,596
+145,020
| +84% | +$2.7M |
|
|
572
CALL
AstraZeneca
AZN
$263B
| $6.66M | 0.01% |
55,450
-19,800
| -26% | -$2.3M |
|
573
PUT
3D Systems Corp
DDD
$420M
| $6.65M | 0.01% |
241,300
+46,800
| +24% | +$1.39M |
|
|
574
CALL
3D Systems Corp
DDD
$420M
| $6.63M | 0.01% |
240,400
-64,200
| -21% | -$1.9M |
|
|
WBA
575
PUT
DELISTED
Walgreens Boots Alliance
WBA
| $6.56M | 0.01% |
139,400
+19,000
| +16% | +$916K |
|
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.