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
|
+$105M |
| 2 |
iShares Gold Trust
IAU
|
+$65.3M |
| 3 |
Baidu
BIDU
|
+$60.8M |
| 4 |
TWTR
Twitter, Inc.
TWTR
|
+$25.5M |
| 5 |
iShares Core S&P 500 ETF
IVV
|
+$21.8M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Amazon
AMZN
|
+$197M |
| 2 |
Boeing
BA
|
+$92.6M |
| 3 |
NVIDIA
NVDA
|
+$68.4M |
| 4 |
ProShares UltraPro QQQ
TQQQ
|
+$63.3M |
| 5 |
Meta Platforms (Facebook)
META
|
+$39.4M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Communication Services | 0.28% |
| 2 | Industrials | 0.1% |
| 3 | Technology | 0.07% |
| 4 | Consumer Discretionary | 0.07% |
| 5 | Healthcare | 0.05% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
526
PUT
Sunrun
RUN
$2.37B
| $6.04M | 0.01% |
99,800
+31,400
| +46% | +$2.18M |
|
527
Direxion Daily 20+ Year Treasury Bear 3X ETF
TMV
$180M
| $6.02M | 0.01% |
295,564
+179,172
| +154% | +$3.09M |
|
528
PUT
Kohl's
KSS
$2.03B
| $5.93M | 0.01% |
99,500
-13,800
| -12% | -$708K |
|
|
CGC
529
PUT
Canopy Growth
CGC
$375M
| $5.91M | 0.01% |
18,440
+8,080
| +78% | +$2.86M |
|
530
Digital Turbine
APPS
$1.02B
| $5.88M | 0.01% |
+73,129
| New | +$5.34M |
|
|
WORK
531
PUT
DELISTED
Slack Technologies, Inc.
WORK
| $5.87M | 0.01% |
144,500
-393,400
| -73% | -$16.5M |
|
532
PUT
Gaotu Techedu
GOTU
$372M
| $5.87M | 0.01% |
173,100
+13,600
| +9% | +$1.11M |
|
533
CALL
Microchip Technology
MCHP
$42.8B
| $5.84M | 0.01% |
75,200
+17,000
| +29% | +$1.27M |
|
534
PUT
US Bancorp Series B Preferred Stock
USB.PRH
$746M
| $5.81M | 0.01% |
105,100
-309,000
| -75% | -$7.38M |
|
535
CALL
ConocoPhillips
COP
$147B
| $5.78M | 0.01% |
109,200
+3,100
| +3% | +$153K |
|
536
PUT
Invesco DB US Dollar Index Bullish Fund
UUP
$434M
| $5.77M | 0.01% |
229,700
+1,500
| +0.7% | +$36.8K |
|
537
PUT
D.R. Horton
DHI
$41B
| $5.77M | 0.01% |
64,700
+51,500
| +390% | +$4.03M |
|
|
538
CALL
Invesco DB US Dollar Index Bullish Fund
UUP
$434M
| $5.74M | 0.01% |
228,400
-121,200
| -35% | -$2.97M |
|
|
LAZR
539
PUT
DELISTED
Luminar Technologies
LAZR
| $5.68M | 0.01% |
15,580
+1,080
| +7% | +$489K |
|
540
CALL
Palo Alto Networks
PANW
$264B
| $5.67M | 0.01% |
105,600
-246,000
| -70% | -$14.6M |
|
|
WBA
541
PUT
DELISTED
Walgreens Boots Alliance
WBA
| $5.63M | 0.01% |
102,600
-3,200
| -3% | -$158K |
|
|
542
CALL
Kohl's
KSS
$2.03B
| $5.63M | 0.01% |
94,400
-82,500
| -47% | -$4.24M |
|
543
PUT
PNC Financial Services
PNC
$100B
| $5.61M | 0.01% |
32,000
-5,800
| -15% | -$957K |
|
544
PUT
FuelCell Energy
FCEL
$1.7B
| $5.58M | 0.01% |
12,920
+4,277
| +49% | +$2.29M |
|
545
CALL
Capri Holdings
CPRI
$1.77B
| $5.58M | 0.01% |
109,400
-13,400
| -11% | -$631K |
|
546
CALL
Canadian Solar
CSIQ
$906M
| $5.56M | 0.01% |
112,100
-2,600
| -2% | -$135K |
|
547
PUT
Halliburton
HAL
$27.9B
| $5.56M | 0.01% |
259,100
+38,000
| +17% | +$795K |
|
|
548
PUT
Palo Alto Networks
PANW
$264B
| $5.51M | 0.01% |
102,600
-345,600
| -77% | -$20.5M |
|
549
ProShares Short VIX Short-Term Futures ETF
SVXY
$220M
| $5.5M | 0.01% |
+233,576
| New | +$4.87M |
|
550
ProShares Ultra Russell2000
UWM
$255M
| $5.5M | 0.01% |
+98,378
| New | +$5.43M |
|
Similar funds
IMC Chicago's Q1 2021 Portfolio in Review
As of Q1 2021, IMC Chicago held 1,233 positions worth $68.9B, down 12% from $78.2B the previous quarter. Its ten largest holdings account for 55% of the portfolio.
IMC Chicago withdrew a net $11.1B in Q1 2021, closing 212 positions and reducing 417 holdings. Its most notable exit was Amazon, an estimated $197M position sold in full.
By sector, the portfolio is most concentrated in Communication Services at 0.28% of assets, up from 0.17% a quarter earlier, followed by Industrials and Technology.
Against the trend, IMC Chicago opened a new position in Invesco QQQ Trust worth $104M.
- IMC Chicago's largest Q1 2021 buy was Invesco QQQ Trust: 327,088 shares worth $104M.
- IMC Chicago added most to Baidu in Q1 2021, an estimated $60.8M increase.
- IMC Chicago's biggest Q1 2021 reduction was Boeing, cutting an estimated $92.6M.
- IMC Chicago fully exited Amazon in Q1 2021, selling an estimated $197M.
- IMC Chicago's ten largest holdings make up 55% of its $68.9B portfolio in Q1 2021.
- IMC Chicago opened 204 new positions and closed 212 in Q1 2021.
- IMC Chicago's portfolio value fell 12% quarter-over-quarter to $68.9B.
Based on IMC Chicago's 13F filing for Q1 2021, filed 14 May 2021.