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 | |
|---|---|---|---|---|---|---|
551
PUT
Avis
CAR
$5.63B
| $5.48M | 0.01% |
75,600
-20,400
| -21% | -$1.05M |
|
|
SCHW
552
PUT
Charles Schwab
SCHW
$177B
| $5.36M | 0.01% |
82,300
+15,400
| +23% | +$934K |
|
553
CALL
Bausch Health
BHC
$1.65B
| $5.35M | 0.01% |
168,500
+9,100
| +6% | +$267K |
|
554
PUT
AstraZeneca
AZN
$263B
| $5.33M | 0.01% |
53,650
-22,550
| -30% | -$2.27M |
|
|
TYNS
555
CALL
DELISTED
Direxion Daily 7-10 Year Treasury Bear 1X Shares
TYNS
| $5.33M | 0.01% |
58,700
-17,400
| -23% | -$1.58M |
|
556
PUT
Texas Instruments
TXN
$255B
| $5.33M | 0.01% |
28,200
-35,500
| -56% | -$6.17M |
|
|
GAP
557
PUT
The Gap Inc
GAP
$6.84B
| $5.32M | 0.01% |
178,600
-40,500
| -18% | -$1.01M |
|
|
GAP
558
CALL
The Gap Inc
GAP
$6.84B
| $5.29M | 0.01% |
177,700
-57,700
| -25% | -$1.43M |
|
559
CALL
Halliburton
HAL
$27.9B
| $5.29M | 0.01% |
246,400
-16,600
| -6% | -$347K |
|
560
CALL
Sunrun
RUN
$2.37B
| $5.29M | 0.01% |
87,400
-45,200
| -34% | -$3.14M |
|
561
CALL
NextEra Energy
NEE
$187B
| $5.29M | 0.01% |
69,900
+38,800
| +125% | +$3.03M |
|
562
CALL
Live Nation Entertainment
LYV
$41.2B
| $5.28M | 0.01% |
62,400
+19,600
| +46% | +$1.58M |
|
563
CALL
Alcoa
AA
$11.7B
| $5.28M | 0.01% |
162,400
+35,300
| +28% | +$893K |
|
564
lululemon athletica
LULU
$13B
| $5.26M | 0.01% |
+17,160
| New | +$5.63M |
|
565
Invesco S&P 500 Equal Weight Health Care ETF
RSPH
$741M
| $5.26M | 0.01% |
+196,100
| New | +$5.22M |
|
566
PUT
GrowGeneration
GRWG
$82.9M
| $5.24M | 0.01% |
105,500
-14,500
| -12% | -$723K |
|
567
CALL
Tencent Music
TME
$14.5B
| $5.21M | 0.01% |
254,500
+131,600
| +107% | +$3.34M |
|
568
PUT
Cleveland-Cliffs
CLF
$6.81B
| $5.17M | 0.01% |
257,300
+53,400
| +26% | +$869K |
|
|
CMRC
569
CALL
Commerce.com Inc Series 1
CMRC
$224M
| $5.17M | 0.01% |
89,400
+34,700
| +63% | +$2.31M |
|
|
570
CALL
Avis
CAR
$5.63B
| $5.17M | 0.01% |
71,200
-7,700
| -10% | -$398K |
|
|
FSR
571
PUT
DELISTED
Fisker Inc.
FSR
| $5.13M | 0.01% |
298,200
+222,000
| +291% | +$4.06M |
|
572
CALL
iQIYI
IQ
$1.18B
| $5.07M | 0.01% |
305,100
-1,500
| -0.5% | -$34.7K |
|
573
PUT
RingCentral
RNG
$4.05B
| $5.06M | 0.01% |
17,000
-18,300
| -52% | -$6.73M |
|
574
CALL
3D Systems Corp
DDD
$420M
| $5.04M | 0.01% |
183,600
+145,200
| +378% | +$4.8M |
|
|
LAZR
575
CALL
DELISTED
Luminar Technologies
LAZR
| $5.01M | 0.01% |
13,733
-1,634
| -11% | -$739K |
|
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.