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 | |
|---|---|---|---|---|---|---|
176
CALL
Pfizer
PFE
$140B
| $53.3M | 0.06% |
1,238,200
+278,200
| +29% | +$12.3M |
|
177
CALL
Workday
WDAY
$33.4B
| $53.1M | 0.06% |
212,300
+147,500
| +228% | +$36.5M |
|
|
PARA
178
CALL
DELISTED
Paramount Global Class B
PARA
| $51M | 0.05% |
1,291,900
-250,600
| -16% | -$10.2M |
|
179
CALL
Trade Desk
TTD
$8.13B
| $50.9M | 0.05% |
724,100
-276,300
| -28% | -$21.4M |
|
180
CALL
Intel
INTC
$466B
| $50.4M | 0.05% |
945,600
+129,800
| +16% | +$7.04M |
|
181
PUT
Etsy
ETSY
$7.65B
| $49.9M | 0.05% |
240,100
-16,900
| -7% | -$3.43M |
|
|
182
PUT
Intel
INTC
$466B
| $49.9M | 0.05% |
935,900
+182,200
| +24% | +$9.88M |
|
183
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$42.1B
| $49.8M | 0.05% |
+345,100
| New | +$51.2M |
|
184
CALL
United Airlines
UAL
$38.4B
| $48.9M | 0.05% |
1,028,800
+382,100
| +59% | +$18M |
|
|
185
Advanced Micro Devices
AMD
$851B
| $48.8M | 0.05% |
+473,800
| New | +$48.4M |
|
|
186
Netflix
NFLX
$292B
| $48.5M | 0.05% |
+795,280
| New | +$43.8M |
|
187
CALL
lululemon athletica
LULU
$13B
| $47.9M | 0.05% |
118,400
+27,100
| +30% | +$10.9M |
|
188
PUT
Blackrock
BLK
$164B
| $46.6M | 0.05% |
55,600
+10,900
| +24% | +$9.77M |
|
189
PUT
JD.com
JD
$40.8B
| $46.5M | 0.05% |
644,200
-186,100
| -22% | -$13.7M |
|
190
PUT
RH
RH
$3.3B
| $46.4M | 0.05% |
69,500
-10,600
| -13% | -$7.3M |
|
191
CALL
ProShares Ultra VIX Short-Term Futures ETF
UVXY
$249M
| $46.1M | 0.05% |
+7,504
| New | +$47.7M |
|
192
CALL
Zillow
Z
$7.04B
| $46M | 0.05% |
522,200
+193,700
| +59% | +$19.6M |
|
193
PUT
Teladoc Health
TDOC
$1.58B
| $45.7M | 0.05% |
360,100
-135,400
| -27% | -$19.7M |
|
|
194
PUT
United Airlines
UAL
$38.4B
| $45.7M | 0.05% |
959,700
+444,200
| +86% | +$20.9M |
|
195
PUT
VanEck Gold Miners ETF
GDX
$23B
| $45.6M | 0.05% |
1,546,000
-240,600
| -13% | -$7.84M |
|
196
PUT
Affirm
AFRM
$23.5B
| $45.4M | 0.05% |
381,200
+356,600
| +1,450% | +$28.5M |
|
|
PARA
197
PUT
DELISTED
Paramount Global Class B
PARA
| $45.1M | 0.05% |
1,142,400
-90,600
| -7% | -$3.69M |
|
|
198
CALL
Affirm
AFRM
$23.5B
| $45.1M | 0.05% |
378,200
+332,700
| +731% | +$26.6M |
|
199
PUT
DraftKings
DKNG
$11.4B
| $44.6M | 0.05% |
925,900
-185,400
| -17% | -$9.83M |
|
200
CALL
Wells Fargo
WFC
$261B
| $44.2M | 0.05% |
952,000
-344,700
| -27% | -$16M |
|
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.