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 | |
|---|---|---|---|---|---|---|
|
CLDR
601
CALL
DELISTED
Cloudera, Inc.
CLDR
| $4.27M | 0.01% |
350,800
+82,300
| +31% | +$1.23M |
|
602
Invesco DB Oil Fund
DBO
$425M
| $4.26M | 0.01% |
405,068
+178,055
| +78% | +$1.79M |
|
603
CALL
Southern Company
SO
$110B
| $4.26M | 0.01% |
68,500
+35,800
| +109% | +$2.14M |
|
604
PUT
JetBlue
JBLU
$1.96B
| $4.25M | 0.01% |
209,000
+16,800
| +9% | +$291K |
|
605
United States Brent Oil Fund
BNO
$815M
| $4.22M | 0.01% |
265,649
+194,315
| +272% | +$2.98M |
|
606
CALL
Teva Pharmaceuticals
TEVA
$35.9B
| $4.19M | 0.01% |
362,700
-33,100
| -8% | -$380K |
|
607
PUT
3D Systems Corp
DDD
$420M
| $4.18M | 0.01% |
152,300
+117,800
| +341% | +$3.89M |
|
608
PUT
Alcoa
AA
$11.7B
| $4.14M | 0.01% |
127,500
+7,400
| +6% | +$187K |
|
609
CALL
Vipshop
VIPS
$6.84B
| $4.06M | 0.01% |
+136,100
| New | +$4.69M |
|
610
PUT
NextEra Energy
NEE
$187B
| $4.02M | 0.01% |
53,200
+15,400
| +41% | +$1.2M |
|
611
Invesco CurrencyShares Swiss Franc Trust
FXF
$409M
| $4.01M | 0.01% |
+41,708
| New | +$4.19M |
|
612
Direxion Daily 20+ Year Treasury Bull 3X ETF
TMF
$2.22B
| $3.99M | 0.01% |
+18,112
| New | +$4.95M |
|
613
CALL
Scorpio Tankers
STNG
$3.96B
| $3.99M | 0.01% |
216,000
+61,900
| +40% | +$957K |
|
614
PUT
Bausch Health
BHC
$1.65B
| $3.98M | 0.01% |
125,500
+30,400
| +32% | +$892K |
|
615
United States Gasoline Fund
UGA
$142M
| $3.98M | 0.01% |
+126,354
| New | +$3.73M |
|
|
SPWR
616
PUT
DELISTED
SunPower Corporation Common Stock
SPWR
| $3.97M | 0.01% |
118,600
-44,800
| -27% | -$1.68M |
|
|
617
CALL
JetBlue
JBLU
$1.96B
| $3.93M | 0.01% |
193,300
-5,700
| -3% | -$98.8K |
|
618
PUT
Live Nation Entertainment
LYV
$41.2B
| $3.93M | 0.01% |
46,400
+12,900
| +39% | +$1.04M |
|
619
PENN Entertainment
PENN
$2.74B
| $3.88M | 0.01% |
+37,022
| New | +$4.1M |
|
|
MRO
620
CALL
DELISTED
Marathon Oil Corporation
MRO
| $3.88M | 0.01% |
363,400
+85,700
| +31% | +$827K |
|
621
PUT
Chegg
CHGG
$108M
| $3.85M | 0.01% |
45,000
-2,200
| -5% | -$210K |
|
622
State Street SPDR Portfolio Long Term Treasury ETF
SPTL
$10.5B
| $3.83M | 0.01% |
+98,216
| New | +$4.08M |
|
|
MNDT
623
PUT
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $3.83M | 0.01% |
195,500
-169,800
| -46% | -$3.55M |
|
|
JWN
624
PUT
DELISTED
Nordstrom
JWN
| $3.83M | 0.01% |
101,000
-51,900
| -34% | -$1.92M |
|
625
General Motors
GM
$74.7B
| $3.81M | 0.01% |
66,217
+51,094
| +338% | +$2.71M |
|
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.