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 | |
|---|---|---|---|---|---|---|
501
CALL
ConocoPhillips
COP
$147B
| $7.84M | 0.01% |
128,700
+19,500
| +18% | +$1.09M |
|
502
PUT
Microvision
MVIS
$88.2M
| $7.83M | 0.01% |
467,700
+321,900
| +221% | +$5.28M |
|
503
PUT
3D Systems Corp
DDD
$420M
| $7.77M | 0.01% |
194,500
+42,200
| +28% | +$1.12M |
|
504
PUT
AstraZeneca
AZN
$263B
| $7.75M | 0.01% |
64,650
+11,000
| +21% | +$1.21M |
|
505
PUT
Bristol-Myers Squibb
BMY
$127B
| $7.72M | 0.01% |
115,600
+17,700
| +18% | +$1.15M |
|
506
PUT
Amgen
AMGN
$203B
| $7.65M | 0.01% |
31,400
-17,300
| -36% | -$4.26M |
|
|
507
CALL
Amgen
AMGN
$203B
| $7.63M | 0.01% |
31,300
-16,800
| -35% | -$4.13M |
|
508
PUT
Nokia
NOK
$50.8B
| $7.55M | 0.01% |
1,419,700
-289,100
| -17% | -$1.39M |
|
509
CALL
Coca-Cola
KO
$354B
| $7.48M | 0.01% |
138,300
-47,500
| -26% | -$2.58M |
|
510
Digital Turbine
APPS
$1.02B
| $7.47M | 0.01% |
98,274
+25,145
| +34% | +$1.79M |
|
511
CALL
PNC Financial Services
PNC
$100B
| $7.44M | 0.01% |
39,000
+2,400
| +7% | +$450K |
|
512
PUT
Merck
MRK
$324B
| $7.4M | 0.01% |
265,100
-22,262
| -8% | -$1.66M |
|
513
CALL
Macy's
M
$6.15B
| $7.35M | 0.01% |
387,500
-78,600
| -17% | -$1.4M |
|
514
ProShares UltraPro S&P 500
UPRO
$5.1B
| $7.19M | 0.01% |
126,758
-178,558
| -58% | -$9.37M |
|
515
PUT
Marathon Petroleum
MPC
$90.3B
| $7.17M | 0.01% |
+118,600
| New | +$6.95M |
|
|
PSTH
516
PUT
DELISTED
Pershing Square Tontine Holdings, Ltd.
PSTH
| $7.16M | 0.01% |
314,700
-167,600
| -35% | -$4.02M |
|
|
SCHW
517
CALL
Charles Schwab
SCHW
$177B
| $7.15M | 0.01% |
98,200
+57,300
| +140% | +$4.05M |
|
518
PUT
Whirlpool
WHR
$2.42B
| $7.13M | 0.01% |
32,700
+12,600
| +63% | +$2.93M |
|
519
PUT
PepsiCo
PEP
$186B
| $7.1M | 0.01% |
47,900
-13,600
| -22% | -$1.98M |
|
520
CALL
Vipshop
VIPS
$6.84B
| $7.07M | 0.01% |
352,000
+215,900
| +159% | +$5.43M |
|
521
PUT
Simon Property Group
SPG
$74.5B
| $7.05M | 0.01% |
54,000
-15,700
| -23% | -$1.95M |
|
522
PUT
iShares Core MSCI Emerging Markets ETF
IEMG
$149B
| $6.96M | 0.01% |
103,000
-5,300
| -5% | -$349K |
|
|
WBA
523
CALL
DELISTED
Walgreens Boots Alliance
WBA
| $6.91M | 0.01% |
131,300
+900
| +0.7% | +$48.4K |
|
524
CALL
American Tower
AMT
$77.7B
| $6.89M | 0.01% |
25,500
-21,500
| -46% | -$5.48M |
|
525
PUT
Dollar General
DG
$25.9B
| $6.88M | 0.01% |
31,800
-11,700
| -27% | -$2.46M |
|
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.