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 | |
|---|---|---|---|---|---|---|
|
DFS
701
PUT
DELISTED
Discover Financial Services
DFS
| $3.54M | ﹤0.01% |
28,800
+2,700
| +10% | +$338K |
|
702
Micron Technology
MU
$1.04T
| $3.53M | ﹤0.01% |
49,759
+18,117
| +57% | +$1.36M |
|
703
CALL
Devon Energy
DVN
$51.9B
| $3.52M | ﹤0.01% |
99,000
+86,700
| +705% | +$2.46M |
|
704
PUT
Capital One
COF
$124B
| $3.5M | ﹤0.01% |
21,600
+8,400
| +64% | +$1.37M |
|
705
PUT
RingCentral
RNG
$4.05B
| $3.48M | ﹤0.01% |
16,000
-12,300
| -43% | -$3.12M |
|
706
iShares Russell 2000 ETF
IWM
$80.9B
| $3.47M | ﹤0.01% |
+15,846
| New | +$3.51M |
|
707
CALL
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
| $3.45M | ﹤0.01% |
+39,400
| New | +$3.46M |
|
708
CALL
Chegg
CHGG
$108M
| $3.44M | ﹤0.01% |
50,600
-11,700
| -19% | -$952K |
|
709
CALL
Medtronic
MDT
$107B
| $3.44M | ﹤0.01% |
27,400
+2,600
| +10% | +$337K |
|
710
CALL
WIX.com
WIX
$2.15B
| $3.43M | ﹤0.01% |
+17,500
| New | +$4.33M |
|
711
PUT
Scorpio Tankers
STNG
$3.96B
| $3.42M | ﹤0.01% |
184,400
+85,900
| +87% | +$1.43M |
|
|
LAZR
712
CALL
DELISTED
Luminar Technologies
LAZR
| $3.42M | ﹤0.01% |
14,607
+1,694
| +13% | +$448K |
|
713
PUT
Southern Company
SO
$110B
| $3.4M | ﹤0.01% |
54,900
+9,800
| +22% | +$631K |
|
714
PUT
VanEck Junior Gold Miners ETF
GDXJ
$7.06B
| $3.39M | ﹤0.01% |
+88,500
| New | +$3.8M |
|
715
CALL
GrowGeneration
GRWG
$82.9M
| $3.36M | ﹤0.01% |
136,300
+600
| +0.4% | +$21.2K |
|
716
CALL
BioMarin Pharmaceuticals
BMRN
$11.5B
| $3.36M | ﹤0.01% |
43,500
-15,300
| -26% | -$1.21M |
|
717
CALL
Sonos
SONO
$1.75B
| $3.36M | ﹤0.01% |
103,800
+56,700
| +120% | +$2.04M |
|
|
RIDE
718
CALL
DELISTED
Lordstown Motors Corp. Class A Common Stock
RIDE
| $3.35M | ﹤0.01% |
28,027
-4,913
| -15% | -$511K |
|
719
PUT
iShares MSCI Taiwan ETF
EWT
$10B
| $3.34M | ﹤0.01% |
+53,900
| New | +$3.44M |
|
720
PUT
Vertex Pharmaceuticals
VRTX
$121B
| $3.32M | ﹤0.01% |
+18,300
| New | +$3.57M |
|
721
PUT
First Majestic Silver
AG
$8.05B
| $3.32M | ﹤0.01% |
293,500
-40,700
| -12% | -$525K |
|
722
SPDR Gold MiniShares Trust
GLDM
$27.5B
| $3.31M | ﹤0.01% |
94,850
+15,622
| +20% | +$556K |
|
|
723
CALL
Scorpio Tankers
STNG
$3.96B
| $3.3M | ﹤0.01% |
177,900
-18,900
| -10% | -$315K |
|
724
JD.com
JD
$40.8B
| $3.29M | ﹤0.01% |
+45,597
| New | +$3.36M |
|
725
PUT
ProShares Short VIX Short-Term Futures ETF
SVXY
$220M
| $3.29M | ﹤0.01% |
+121,000
| New | +$3.37M |
|
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.