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 | |
|---|---|---|---|---|---|---|
|
TWTR
126
PUT
DELISTED
Twitter, Inc.
TWTR
| $73M | 0.08% |
1,208,300
-414,700
| -26% | -$27.2M |
|
127
PUT
Qualcomm
QCOM
$180B
| $72.3M | 0.08% |
560,400
+79,000
| +16% | +$11.2M |
|
128
PUT
Target
TGT
$63.4B
| $72.2M | 0.08% |
315,700
+63,700
| +25% | +$16M |
|
|
DOCU
129
PUT
DocuSign
DOCU
$9.99B
| $72M | 0.08% |
279,600
-48,900
| -15% | -$14.1M |
|
130
CALL
Citigroup
C
$216B
| $69.9M | 0.07% |
996,000
+153,000
| +18% | +$10.7M |
|
|
131
Boeing
BA
$165B
| $69.8M | 0.07% |
317,478
-207,825
| -40% | -$46.3M |
|
132
PUT
BioNTech
BNTX
$23.3B
| $69.4M | 0.07% |
254,400
+199,600
| +364% | +$63.4M |
|
133
PUT
Johnson & Johnson
JNJ
$599B
| $68.1M | 0.07% |
421,400
+122,500
| +41% | +$20.9M |
|
134
PUT
United States Oil Fund
USO
$2.25B
| $67.5M | 0.07% |
1,283,300
+17,000
| +1% | +$832K |
|
135
CALL
General Motors
GM
$68.3B
| $67.3M | 0.07% |
1,277,200
+195,600
| +18% | +$10.4M |
|
136
CALL
Novavax
NVAX
$1.3B
| $67.1M | 0.07% |
323,500
-34,000
| -10% | -$7.49M |
|
|
137
PUT
Citigroup
C
$216B
| $67M | 0.07% |
955,400
+153,900
| +19% | +$10.8M |
|
138
PUT
iShares Silver Trust
SLV
$27.2B
| $66.3M | 0.07% |
3,232,100
-437,500
| -12% | -$9.84M |
|
|
139
PUT
General Motors
GM
$68.3B
| $66.2M | 0.07% |
1,256,600
+401,600
| +47% | +$21.3M |
|
140
CALL
Snap
SNAP
$7.67B
| $66M | 0.07% |
892,900
-266,100
| -23% | -$19.2M |
|
141
CALL
VanEck Gold Miners ETF
GDX
$21.6B
| $65.6M | 0.07% |
2,226,400
+46,200
| +2% | +$1.51M |
|
|
142
CALL
BioNTech
BNTX
$23.3B
| $65.5M | 0.07% |
240,100
+191,000
| +389% | +$60.7M |
|
|
DOCU
143
CALL
DocuSign
DOCU
$9.99B
| $65.4M | 0.07% |
254,200
+5,400
| +2% | +$1.56M |
|
|
144
CALL
NIO
NIO
$12.1B
| $65.1M | 0.07% |
1,827,000
-1,285,500
| -41% | -$52.8M |
|
145
PUT
Twilio
TWLO
$31.2B
| $64.1M | 0.07% |
201,000
-24,300
| -11% | -$8.85M |
|
146
CALL
TSMC
TSM
$2.09T
| $64.1M | 0.07% |
573,900
+111,000
| +24% | +$13M |
|
147
CALL
Uber
UBER
$147B
| $64.1M | 0.07% |
1,429,900
+571,000
| +66% | +$24.9M |
|
|
148
PUT
Uber
UBER
$147B
| $63M | 0.07% |
1,405,200
+486,300
| +53% | +$21.2M |
|
149
CALL
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$160M
| $62.5M | 0.07% |
140,400
+25,500
| +22% | +$11.4M |
|
150
PUT
Caterpillar
CAT
$398B
| $62.3M | 0.07% |
324,500
+138,700
| +75% | +$28.9M |
|
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.