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 | |
|---|---|---|---|---|---|---|
726
CALL
American Electric Power
AEP
$73.7B
| $2.16M | ﹤0.01% |
25,500
+8,100
| +47% | +$653K |
|
727
PUT
Clover Health Investments
CLOV
$2.28B
| $2.15M | ﹤0.01% |
+284,300
| New | +$3.21M |
|
728
Tencent Music
TME
$14.5B
| $2.13M | ﹤0.01% |
+103,900
| New | +$2.64M |
|
729
PUT
Shake Shack
SHAK
$2.3B
| $2.11M | ﹤0.01% |
18,700
-38,700
| -67% | -$4.43M |
|
730
Citigroup
C
$222B
| $2.1M | ﹤0.01% |
+28,907
| New | +$1.93M |
|
731
PUT
Capital One
COF
$124B
| $2.1M | ﹤0.01% |
16,500
-16,700
| -50% | -$1.97M |
|
732
Fastly Inc
FSLY
$3.17B
| $2.1M | ﹤0.01% |
31,137
-24,669
| -44% | -$2.12M |
|
733
Invesco CurrencyShares Japanese Yen Trust
FXY
$423M
| $2.06M | ﹤0.01% |
+24,233
| New | +$2.16M |
|
734
Invesco S&P 500 Equal Weight Consumer Staples ETF
RSPS
$249M
| $2.04M | ﹤0.01% |
64,695
-19,740
| -23% | -$598K |
|
|
AYX
735
DELISTED
Alteryx Inc
AYX
| $2.04M | ﹤0.01% |
+24,535
| New | +$2.6M |
|
736
ProShares Ultra Semiconductors
USD
$2.64B
| $2.01M | ﹤0.01% |
+268,704
| New | +$1.96M |
|
737
PUT
Dick's Sporting Goods
DKS
$18.4B
| $2.01M | ﹤0.01% |
26,400
-14,300
| -35% | -$1.03M |
|
738
CALL
Agilent Technologies
A
$39.1B
| $2.01M | ﹤0.01% |
15,800
-2,300
| -13% | -$284K |
|
739
Direxion Daily Small Cap Bear 3x ETF
TZA
$213M
| $1.98M | ﹤0.01% |
5,829
-4,292
| -42% | -$1.64M |
|
740
CALL
Dell
DELL
$283B
| $1.96M | ﹤0.01% |
43,801
-43,208
| -50% | -$1.77M |
|
|
K
741
PUT
DELISTED
Kellanova
K
| $1.96M | ﹤0.01% |
32,909
+11,183
| +51% | +$626K |
|
742
DraftKings
DKNG
$11.4B
| $1.95M | ﹤0.01% |
31,726
-99,718
| -76% | -$5.99M |
|
|
BBBY
743
Bed Bath & Beyond
BBBY
$473M
| $1.94M | ﹤0.01% |
+32,258
| New | +$2.18M |
|
744
State Street SPDR S&P Telecom ETF
XTL
$581M
| $1.94M | ﹤0.01% |
+20,629
| New | +$1.94M |
|
745
ARK Innovation ETF
ARKK
$5.89B
| $1.9M | ﹤0.01% |
+15,842
| New | +$2.14M |
|
746
State Street SPDR US Large Cap Low Volatility Index ETF
LGLV
$1.19B
| $1.89M | ﹤0.01% |
15,050
+474
| +3% | +$57.4K |
|
|
FL
747
PUT
DELISTED
Foot Locker
FL
| $1.88M | ﹤0.01% |
33,400
-12,500
| -27% | -$635K |
|
748
Vipshop
VIPS
$6.84B
| $1.86M | ﹤0.01% |
+62,474
| New | +$2.15M |
|
749
CALL
Deutsche Bank
DB
$66.3B
| $1.86M | ﹤0.01% |
154,900
+13,100
| +9% | +$153K |
|
750
ExxonMobil
XOM
$651B
| $1.84M | ﹤0.01% |
+32,990
| New | +$1.73M |
|
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.