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 |
Invesco QQQ Trust
QQQ
|
+$188M |
| 2 |
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
|
+$76.7M |
| 3 |
Boeing
BA
|
+$69.1M |
| 4 |
SPDR Gold Trust
GLD
|
+$64.5M |
| 5 |
NVIDIA
NVDA
|
+$35.4M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Alphabet (Google) Class A
GOOGL
|
+$64.9M |
| 2 |
iShares Gold Trust
IAU
|
+$63.7M |
| 3 |
iShares Russell 2000 ETF
IWM
|
+$62.6M |
| 4 |
Baidu
BIDU
|
+$37.6M |
| 5 |
iShares Core S&P 500 ETF
IVV
|
+$22.4M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Industrials | 0.17% |
| 2 | Technology | 0.12% |
| 3 | Communication Services | 0.11% |
| 4 | Consumer Discretionary | 0.1% |
| 5 | Healthcare | 0.03% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
26
PUT
Boeing
BA
$169B
| $484M | 0.59% |
2,018,400
+277,400
| +16% | +$67.1M |
|
27
CALL
Alibaba
BABA
$276B
| $457M | 0.56% |
2,016,600
-18,700
| -0.9% | -$4.15M |
|
|
28
PUT
Alibaba
BABA
$276B
| $420M | 0.52% |
1,854,200
+78,700
| +4% | +$17.5M |
|
|
29
CALL
Boeing
BA
$169B
| $404M | 0.5% |
1,685,700
-133,200
| -7% | -$32.2M |
|
30
CALL
iShares S&P 100 ETF
OEF
$20.1B
| $371M | 0.46% |
2,081,700
-1,406,500
| -40% | -$267M |
|
31
PUT
AMC Entertainment Holdings
AMC
$1.73B
| $348M | 0.43% |
614,800
+441,230
| +254% | +$117M |
|
32
CALL
Advanced Micro Devices
AMD
$808B
| $341M | 0.42% |
3,629,100
+914,200
| +34% | +$73.9M |
|
|
33
Invesco QQQ Trust
QQQ
$466B
| $314M | 0.39% |
887,103
+560,015
| +171% | +$188M |
|
34
PUT
Roku
ROKU
$21.4B
| $313M | 0.38% |
680,700
+223,100
| +49% | +$78.9M |
|
|
35
CALL
Roku
ROKU
$21.4B
| $312M | 0.38% |
679,300
+134,100
| +25% | +$47.4M |
|
|
36
PUT
Advanced Micro Devices
AMD
$808B
| $311M | 0.38% |
3,315,200
+637,200
| +24% | +$51.5M |
|
37
PUT
GameStop
GME
$9.82B
| $270M | 0.33% |
5,038,000
-1,794,800
| -26% | -$87.1M |
|
|
38
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45B
| $234M | 0.29% |
679,700
+60,800
| +10% | +$20.8M |
|
|
XYZ
39
PUT
Block Inc
XYZ
$47.6B
| $229M | 0.28% |
939,900
+4,200
| +0.4% | +$974K |
|
40
PUT
Booking.com
BKNG
$141B
| $226M | 0.28% |
2,587,500
+975,000
| +60% | +$91M |
|
41
PUT
PayPal
PYPL
$49.9B
| $215M | 0.26% |
735,900
+112,200
| +18% | +$29.6M |
|
42
PUT
Adobe
ADBE
$94.3B
| $213M | 0.26% |
364,200
+158,200
| +77% | +$81.5M |
|
|
43
CALL
AMC Entertainment Holdings
AMC
$1.73B
| $213M | 0.26% |
375,730
+211,400
| +129% | +$56M |
|
44
PUT
Salesforce
CRM
$140B
| $213M | 0.26% |
870,600
-41,600
| -5% | -$9.59M |
|
|
45
CALL
Baidu
BIDU
$36.5B
| $211M | 0.26% |
1,034,300
-93,900
| -8% | -$18.8M |
|
|
46
CALL
SPDR Gold Trust
GLD
$130B
| $210M | 0.26% |
1,268,100
-150,600
| -11% | -$25.6M |
|
47
CALL
Walt Disney
DIS
$170B
| $204M | 0.25% |
1,161,500
+448,500
| +63% | +$80.7M |
|
|
XYZ
48
CALL
Block Inc
XYZ
$47.6B
| $203M | 0.25% |
831,000
-157,100
| -16% | -$36.4M |
|
|
49
PUT
Walt Disney
DIS
$170B
| $202M | 0.25% |
1,148,600
+423,300
| +58% | +$76.1M |
|
|
50
PUT
Baidu
BIDU
$36.5B
| $194M | 0.24% |
953,000
-154,600
| -14% | -$30.9M |
|
Similar funds
IMC Chicago's Q2 2021 Portfolio in Review
As of Q2 2021, IMC Chicago held 1,215 positions worth $81.5B, up 18% from $68.9B the previous quarter. Its ten largest holdings account for 53% of the portfolio.
IMC Chicago deployed $4.98B of net new capital in Q2 2021, opening 194 new positions and adding to 462 existing holdings. Its largest new stake was SPDR Gold Trust: 379,729 shares worth $62.9M.
By sector, the portfolio is most concentrated in Industrials at 0.17% of assets, up from 0.1% a quarter earlier, followed by Technology and Communication Services.
On the sell side, the largest reduction was iShares Gold Trust, an estimated $63.7M trimmed.
- IMC Chicago's largest Q2 2021 buy was SPDR Gold Trust: 379,729 shares worth $62.9M.
- IMC Chicago added most to Invesco QQQ Trust in Q2 2021, an estimated $188M increase.
- IMC Chicago's biggest Q2 2021 reduction was iShares Gold Trust, cutting an estimated $63.7M.
- IMC Chicago fully exited Alphabet (Google) Class A in Q2 2021, selling an estimated $64.9M.
- IMC Chicago's ten largest holdings make up 53% of its $81.5B portfolio in Q2 2021.
- IMC Chicago opened 194 new positions and closed 124 in Q2 2021.
- IMC Chicago's portfolio value rose 18% quarter-over-quarter to $81.5B.
Based on IMC Chicago's 13F filing for Q2 2021, filed 6 Aug 2021.