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 | |
|---|---|---|---|---|---|---|
51
CALL
Zoom
ZM
$26.7B
| $177M | 0.19% |
677,900
+252,600
| +59% | +$85.2M |
|
|
52
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45B
| $172M | 0.18% |
507,700
-172,000
| -25% | -$60.1M |
|
53
PUT
PayPal
PYPL
$49.9B
| $171M | 0.18% |
658,300
-77,600
| -11% | -$22M |
|
54
CALL
Booking.com
BKNG
$141B
| $167M | 0.18% |
1,755,000
-185,000
| -10% | -$16.6M |
|
55
CALL
GE Aerospace
GE
$364B
| $163M | 0.17% |
2,542,628
+2,130,179
| +516% | +$137M |
|
|
56
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45B
| $160M | 0.17% |
474,300
+31,800
| +7% | +$11.1M |
|
57
PUT
JPMorgan Chase
JPM
$907B
| $155M | 0.16% |
944,600
+174,400
| +23% | +$27.3M |
|
|
58
CALL
JPMorgan Chase
JPM
$907B
| $148M | 0.16% |
905,300
+110,200
| +14% | +$17.3M |
|
59
CALL
FedEx
FDX
$74.7B
| $146M | 0.15% |
664,500
+244,400
| +58% | +$66.3M |
|
|
60
PUT
NIO
NIO
$12.2B
| $146M | 0.15% |
4,085,800
+1,189,200
| +41% | +$48.9M |
|
|
61
PUT
Zoom
ZM
$26.7B
| $145M | 0.15% |
554,600
+127,000
| +30% | +$42.8M |
|
62
CALL
Walt Disney
DIS
$170B
| $144M | 0.15% |
851,500
-310,000
| -27% | -$55.3M |
|
63
PUT
Costco
COST
$417B
| $142M | 0.15% |
315,700
-17,900
| -5% | -$7.87M |
|
|
64
CALL
PayPal
PYPL
$49.9B
| $139M | 0.15% |
536,000
-6,100
| -1% | -$1.73M |
|
65
CALL
ProShares UltraPro QQQ
TQQQ
$32.5B
| $138M | 0.15% |
+4,444,000
| New | +$152M |
|
|
66
PUT
Walt Disney
DIS
$170B
| $135M | 0.14% |
799,400
-349,200
| -30% | -$62.2M |
|
67
PUT
Coinbase
COIN
$41.4B
| $135M | 0.14% |
594,100
+15,600
| +3% | +$3.84M |
|
68
PUT
AMC Entertainment Holdings
AMC
$1.73B
| $135M | 0.14% |
354,540
-260,260
| -42% | -$105M |
|
|
69
PUT
FedEx
FDX
$74.7B
| $133M | 0.14% |
605,900
+181,300
| +43% | +$49.2M |
|
|
70
Invesco QQQ Trust
QQQ
$466B
| $133M | 0.14% |
370,780
-516,323
| -58% | -$190M |
|
71
CALL
ARK Innovation ETF
ARKK
$6.15B
| $133M | 0.14% |
1,199,700
+183,400
| +18% | +$22.1M |
|
|
72
CALL
Costco
COST
$417B
| $131M | 0.14% |
291,900
+12,700
| +5% | +$5.58M |
|
|
73
PUT
GE Aerospace
GE
$364B
| $130M | 0.14% |
2,023,541
+1,702,884
| +531% | +$109M |
|
74
CALL
Upstart Holdings
UPST
$2.82B
| $126M | 0.13% |
396,600
+216,200
| +120% | +$42.6M |
|
75
PUT
Visa
V
$682B
| $122M | 0.13% |
545,600
-35,700
| -6% | -$8.37M |
|
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.