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 | |
|---|---|---|---|---|---|---|
751
CALL
Agilent Technologies
A
$39.1B
| $3.04M | ﹤0.01% |
19,300
+3,100
| +19% | +$501K |
|
|
XLNX
752
CALL
DELISTED
Xilinx Inc
XLNX
| $3.02M | ﹤0.01% |
20,000
+2,500
| +14% | +$366K |
|
753
PUT
Chegg
CHGG
$108M
| $2.99M | ﹤0.01% |
44,000
+8,900
| +25% | +$724K |
|
754
CALL
Deutsche Bank
DB
$66.3B
| $2.99M | ﹤0.01% |
235,600
+48,100
| +26% | +$603K |
|
755
ProShares Short S&P500
SH
$887M
| $2.98M | ﹤0.01% |
48,896
-40,447
| -45% | -$2.41M |
|
756
ProShares Short QQQ
PSQ
$694M
| $2.97M | ﹤0.01% |
48,731
-136,871
| -74% | -$8.15M |
|
|
HES
757
CALL
DELISTED
Hess
HES
| $2.95M | ﹤0.01% |
37,800
+8,600
| +29% | +$633K |
|
758
PUT
Upwork
UPWK
$1.09B
| $2.93M | ﹤0.01% |
65,100
+2,600
| +4% | +$127K |
|
|
FTCH
759
PUT
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
| $2.92M | ﹤0.01% |
77,900
-3,500
| -4% | -$155K |
|
|
DFS
760
CALL
DELISTED
Discover Financial Services
DFS
| $2.9M | ﹤0.01% |
23,600
-5,700
| -19% | -$715K |
|
761
CALL
Range Resources
RRC
$9.11B
| $2.9M | ﹤0.01% |
128,000
+55,500
| +77% | +$900K |
|
762
CALL
Kinder Morgan
KMI
$73.1B
| $2.89M | ﹤0.01% |
172,600
+60,800
| +54% | +$1.03M |
|
763
State Street Energy Select Sector SPDR ETF
XLE
$39.5B
| $2.88M | ﹤0.01% |
+110,592
| New | +$2.74M |
|
764
PUT
NextEra Energy
NEE
$187B
| $2.87M | ﹤0.01% |
36,500
-15,000
| -29% | -$1.21M |
|
765
PUT
Valero Energy
VLO
$89.8B
| $2.87M | ﹤0.01% |
40,600
+2,300
| +6% | +$153K |
|
766
PUT
Seagate
STX
$193B
| $2.86M | ﹤0.01% |
34,700
+2,900
| +9% | +$252K |
|
767
PUT
Microvision
MVIS
$88.2M
| $2.85M | ﹤0.01% |
258,200
-209,500
| -45% | -$2.91M |
|
|
JWN
768
PUT
DELISTED
Nordstrom
JWN
| $2.84M | ﹤0.01% |
107,500
+27,100
| +34% | +$865K |
|
769
CALL
ProShares UltraPro Dow 30
UDOW
$849M
| $2.84M | ﹤0.01% |
+82,600
| New | +$3.13M |
|
|
770
PUT
Kinder Morgan
KMI
$73.1B
| $2.83M | ﹤0.01% |
168,900
+53,800
| +47% | +$914K |
|
771
CALL
CF Industries
CF
$19.2B
| $2.82M | ﹤0.01% |
50,500
+6,500
| +15% | +$312K |
|
772
PUT
SLB Ltd
SLB
$77.8B
| $2.81M | ﹤0.01% |
94,800
+20,100
| +27% | +$576K |
|
|
SDC
773
PUT
DELISTED
SmileDirectClub, Inc. Class A Common Stock
SDC
| $2.81M | ﹤0.01% |
+527,500
| New | +$3.28M |
|
774
PUT
The Mosaic Company
MOS
$7.09B
| $2.8M | ﹤0.01% |
78,500
+31,500
| +67% | +$1.01M |
|
775
PUT
Sarepta Therapeutics
SRPT
$1.66B
| $2.78M | ﹤0.01% |
30,100
-3,900
| -11% | -$300K |
|
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.