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 | |
|---|---|---|---|---|---|---|
|
CRON
801
CALL
Cronos Group
CRON
$1.05B
| $1.41M | ﹤0.01% |
149,100
-64,000
| -30% | -$678K |
|
802
CALL
Invesco S&P SmallCap Low Volatility ETF
XSLV
$249M
| $1.4M | ﹤0.01% |
15,300
-87,000
| -85% | -$3.86M |
|
803
CALL
Valero Energy
VLO
$89.8B
| $1.4M | ﹤0.01% |
19,500
-56,200
| -74% | -$3.82M |
|
804
Chewy
CHWY
$8.54B
| $1.38M | ﹤0.01% |
+16,232
| New | +$1.58M |
|
|
SCHQ
805
Schwab Long-Term US Treasury ETF
SCHQ
$781M
| $1.37M | ﹤0.01% |
28,945
-59,967
| -67% | -$3.03M |
|
806
Nokia
NOK
$50.8B
| $1.36M | ﹤0.01% |
343,572
+272,026
| +380% | +$1.14M |
|
807
ETRACS Alerian MLP Index ETN Series B due July 18 2042
AMUB
$60M
| $1.34M | ﹤0.01% |
128,452
+79,479
| +162% | +$794K |
|
808
PUT
CF Industries
CF
$19.2B
| $1.33M | ﹤0.01% |
29,400
-600
| -2% | -$27.1K |
|
|
JMIA
809
Jumia Technologies
JMIA
$726M
| $1.33M | ﹤0.01% |
+37,435
| New | +$1.79M |
|
|
BERY
810
PUT
DELISTED
Berry Global Group, Inc.
BERY
| $1.33M | ﹤0.01% |
+23,522
| New | +$1.22M |
|
|
ZNGA
811
PUT
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $1.31M | ﹤0.01% |
128,300
+7,300
| +6% | +$76.3K |
|
812
QuantumScape Corp
QS
$3B
| $1.31M | ﹤0.01% |
+29,217
| New | +$1.53M |
|
|
HBI
813
CALL
DELISTED
Hanesbrands
HBI
| $1.29M | ﹤0.01% |
65,800
+13,800
| +27% | +$244K |
|
814
PUT
Deutsche Bank
DB
$66.3B
| $1.29M | ﹤0.01% |
107,600
+2,400
| +2% | +$28K |
|
815
Capri Holdings
CPRI
$1.77B
| $1.29M | ﹤0.01% |
25,297
+7,801
| +45% | +$367K |
|
816
PUT
ProShares UltraShort Health Care
RXD
$3.25M
| $1.29M | ﹤0.01% |
19,225
-21,300
| -53% | -$770K |
|
817
ProShares Ultra Bloomberg Crude Oil
UCO
$443M
| $1.28M | ﹤0.01% |
96,732
-545,396
| -85% | -$6.85M |
|
818
BlackBerry
BB
$5.01B
| $1.28M | ﹤0.01% |
151,315
-184,370
| -55% | -$2.07M |
|
819
Sunrun
RUN
$2.37B
| $1.27M | ﹤0.01% |
+21,050
| New | +$1.46M |
|
|
SRNE
820
CALL
DELISTED
Sorrento Therapeutics, Inc.
SRNE
| $1.25M | ﹤0.01% |
151,000
-182,700
| -55% | -$1.93M |
|
821
PUT
Bumble
BMBL
$367M
| $1.25M | ﹤0.01% |
+20,000
| New | +$1.35M |
|
822
CALL
PG&E
PCG
$47.8B
| $1.23M | ﹤0.01% |
105,300
-98,300
| -48% | -$1.14M |
|
823
ProShares Ultra MSCI Emerging Markets
EET
$34.8M
| $1.22M | ﹤0.01% |
+12,133
| New | +$1.3M |
|
824
CALL
Sundial Growers
SNDL
$325M
| $1.21M | ﹤0.01% |
+107,230
| New | +$1.27M |
|
|
SPYM
825
State Street SPDR Portfolio S&P 500 ETF
SPYM
$158B
| $1.2M | ﹤0.01% |
+25,761
| New | +$1.17M |
|
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.