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 | |
|---|---|---|---|---|---|---|
1051
CALL
CSX Corp
CSX
$98.6B
| $723K | ﹤0.01% |
24,300
-1,900
| -7% | -$60.8K |
|
1052
Macy's
M
$6.15B
| $720K | ﹤0.01% |
+31,867
| New | +$637K |
|
1053
CALL
Transocean
RIG
$5.92B
| $717K | ﹤0.01% |
189,100
-67,300
| -26% | -$245K |
|
|
VXRT
1054
PUT
DELISTED
Vaxart
VXRT
| $695K | ﹤0.01% |
87,400
-125,600
| -59% | -$1.03M |
|
1055
PUT
Vroom Inc
VRM
$36.9M
| $689K | ﹤0.01% |
390
-26
| -6% | -$66.2K |
|
|
CAN
1056
PUT
Canaan Creative
CAN
$176M
| $687K | ﹤0.01% |
112,500
-22,900
| -17% | -$178K |
|
|
BNY
1057
PUT
Bank of New York Mellon
BNY
$108B
| $679K | ﹤0.01% |
13,100
-400
| -3% | -$20.8K |
|
|
HBI
1058
CALL
DELISTED
Hanesbrands
HBI
| $678K | ﹤0.01% |
39,500
-28,900
| -42% | -$542K |
|
1059
Invesco Dorsey Wright Utilities Momentum ETF
PUI
$56.8M
| $673K | ﹤0.01% |
20,718
-1,604
| -7% | -$54.6K |
|
|
RDFN
1060
DELISTED
Redfin
RDFN
| $673K | ﹤0.01% |
+13,428
| New | +$726K |
|
1061
Marvell Technology
MRVL
$174B
| $664K | ﹤0.01% |
+11,011
| New | +$660K |
|
1062
PUT
Hyliion Holdings
HYLN
$663M
| $661K | ﹤0.01% |
78,700
-38,700
| -33% | -$357K |
|
1063
Vipshop
VIPS
$6.84B
| $653K | ﹤0.01% |
58,592
-110,883
| -65% | -$1.74M |
|
1064
ProShares Ultra Russell2000
UWM
$255M
| $649K | ﹤0.01% |
+12,013
| New | +$667K |
|
1065
CALL
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$293M
| $648K | ﹤0.01% |
+35,300
| New | +$619K |
|
1066
CALL
Suncor Energy
SU
$77.7B
| $645K | ﹤0.01% |
31,100
-5,300
| -15% | -$106K |
|
1067
Capri Holdings
CPRI
$1.77B
| $644K | ﹤0.01% |
+13,302
| New | +$724K |
|
1068
CALL
Hecla Mining
HL
$10.2B
| $640K | ﹤0.01% |
116,300
+15,400
| +15% | +$96K |
|
|
SPWR
1069
PUT
DELISTED
SunPower Corporation Common Stock
SPWR
| $640K | ﹤0.01% |
28,200
-49,500
| -64% | -$1.16M |
|
|
AUY
1070
DELISTED
Yamana Gold, Inc.
AUY
| $637K | ﹤0.01% |
160,776
+91,991
| +134% | +$390K |
|
|
1071
Transocean
RIG
$5.92B
| $636K | ﹤0.01% |
167,696
+62,759
| +60% | +$228K |
|
1072
CALL
Paysafe
PSFE
$407M
| $632K | ﹤0.01% |
6,800
-6,783
| -50% | -$777K |
|
1073
QuantumScape Corp
QS
$3B
| $630K | ﹤0.01% |
+25,688
| New | +$587K |
|
|
HBI
1074
PUT
DELISTED
Hanesbrands
HBI
| $626K | ﹤0.01% |
36,500
+10,600
| +41% | +$199K |
|
1075
General Motors
GM
$74.7B
| $625K | ﹤0.01% |
+11,855
| New | +$630K |
|
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.