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 | |
|---|---|---|---|---|---|---|
601
Invesco DB Oil Fund
DBO
$425M
| $5.62M | 0.01% |
409,247
+252,005
| +160% | +$3.2M |
|
602
Goldman Sachs
GS
$313B
| $5.6M | 0.01% |
+14,821
| New | +$5.79M |
|
603
ProShares UltraPro Short Dow 30
SDOW
$171M
| $5.59M | 0.01% |
41,580
+35,662
| +603% | +$4.45M |
|
|
FISV
604
PUT
Fiserv Inc
FISV
$27.2B
| $5.59M | 0.01% |
51,500
+11,000
| +27% | +$1.23M |
|
605
CALL
Dropbox
DBX
$6.81B
| $5.55M | 0.01% |
189,900
-2,700
| -1% | -$83.9K |
|
606
CALL
First Majestic Silver
AG
$8.05B
| $5.48M | 0.01% |
485,000
-18,700
| -4% | -$241K |
|
607
PUT
Halliburton
HAL
$27.9B
| $5.45M | 0.01% |
252,200
+88,400
| +54% | +$1.81M |
|
608
PUT
Constellation Brands
STZ
$22.2B
| $5.44M | 0.01% |
25,800
+15,400
| +148% | +$3.36M |
|
|
IRNT
609
CALL
DELISTED
IronNet, Inc.
IRNT
| $5.42M | 0.01% |
+317,800
| New | +$4.68M |
|
610
PUT
Asana
ASAN
$1.58B
| $5.39M | 0.01% |
51,900
+29,600
| +133% | +$2.46M |
|
611
CALL
Direxion Daily Gold Miners Index Bull 2X ETF
NUGT
$863M
| $5.32M | 0.01% |
+124,600
| New | +$6.6M |
|
|
AYX
612
CALL
DELISTED
Alteryx Inc
AYX
| $5.31M | 0.01% |
72,600
-31,400
| -30% | -$2.36M |
|
613
PUT
Workhorse Group
WKHS
$29.5M
| $5.29M | 0.01% |
230
-147
| -39% | -$4.45M |
|
614
CALL
Rocket Companies
RKT
$36.9B
| $5.28M | 0.01% |
329,200
-214,800
| -39% | -$3.75M |
|
615
CALL
Hilton Worldwide
HLT
$74B
| $5.26M | 0.01% |
39,800
+2,200
| +6% | +$278K |
|
616
CALL
Sunrun
RUN
$2.37B
| $5.25M | 0.01% |
119,400
-33,300
| -22% | -$1.59M |
|
617
CALL
Kraft Heinz
KHC
$30.4B
| $5.22M | 0.01% |
141,900
+119,900
| +545% | +$4.51M |
|
618
ProShares VIX Short-Term Futures ETF
VIXY
$211M
| $5.19M | 0.01% |
+11,388
| New | +$5.22M |
|
619
PUT
Invesco Solar ETF
TAN
$1.47B
| $5.19M | 0.01% |
+64,900
| New | +$5.46M |
|
620
CALL
Corsair Gaming
CRSR
$1.05B
| $5.17M | 0.01% |
199,500
+140,200
| +236% | +$4.02M |
|
|
SCHW
621
CALL
Charles Schwab
SCHW
$177B
| $5.17M | 0.01% |
71,000
-27,200
| -28% | -$1.94M |
|
622
CALL
Valero Energy
VLO
$89.8B
| $5.13M | 0.01% |
72,700
+27,300
| +60% | +$1.82M |
|
|
623
CALL
Invesco Solar ETF
TAN
$1.47B
| $5.12M | 0.01% |
+64,000
| New | +$5.39M |
|
624
PUT
Philip Morris
PM
$301B
| $5.08M | 0.01% |
53,600
+24,100
| +82% | +$2.42M |
|
|
FRLG
625
DELISTED
Large Cap Growth Index-Linked Exchange Traded Notes due 2028
FRLG
| $5.04M | 0.01% |
16,979
+5,027
| +42% | +$1.62M |
|
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.