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
|
+$188M |
| 2 |
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
|
+$76.7M |
| 3 |
Boeing
BA
|
+$69.1M |
| 4 |
SPDR Gold Trust
GLD
|
+$64.5M |
| 5 |
NVIDIA
NVDA
|
+$35.4M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Alphabet (Google) Class A
GOOGL
|
+$64.9M |
| 2 |
iShares Gold Trust
IAU
|
+$63.7M |
| 3 |
iShares Russell 2000 ETF
IWM
|
+$62.6M |
| 4 |
Baidu
BIDU
|
+$37.6M |
| 5 |
iShares Core S&P 500 ETF
IVV
|
+$22.4M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Industrials | 0.17% |
| 2 | Technology | 0.12% |
| 3 | Communication Services | 0.11% |
| 4 | Consumer Discretionary | 0.1% |
| 5 | Healthcare | 0.03% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
151
PUT
Citigroup
C
$216B
| $56.7M | 0.07% |
801,500
+185,000
| +30% | +$13.7M |
|
152
PUT
Broadcom
AVGO
$1.8T
| $56.5M | 0.07% |
1,185,000
+82,000
| +7% | +$3.8M |
|
153
CALL
Palantir
PLTR
$323B
| $56M | 0.07% |
2,125,800
-86,400
| -4% | -$2M |
|
|
PARA
154
PUT
DELISTED
Paramount Global Class B
PARA
| $55.7M | 0.07% |
1,233,000
-113,100
| -8% | -$4.67M |
|
155
CALL
TSMC
TSM
$2.09T
| $55.6M | 0.07% |
462,900
+245,300
| +113% | +$28.7M |
|
156
PUT
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$160M
| $55.5M | 0.07% |
+117,838
| New | +$70.2M |
|
157
PUT
Pfizer
PFE
$141B
| $54.4M | 0.07% |
1,390,400
+278,900
| +25% | +$10.8M |
|
158
PUT
RH
RH
$3.48B
| $54.4M | 0.07% |
80,100
+16,900
| +27% | +$11M |
|
|
159
CALL
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$160M
| $54.2M | 0.07% |
+114,900
| New | +$68.5M |
|
160
CALL
DraftKings
DKNG
$12.1B
| $54M | 0.07% |
1,035,600
+221,300
| +27% | +$11.7M |
|
161
CALL
Etsy
ETSY
$7.97B
| $53.5M | 0.07% |
260,100
+37,700
| +17% | +$6.98M |
|
162
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.3B
| $53.1M | 0.07% |
1,876,600
-171,800
| -8% | -$7.24M |
|
|
163
PUT
Etsy
ETSY
$7.97B
| $52.9M | 0.06% |
257,000
+18,800
| +8% | +$3.48M |
|
164
CALL
Home Depot
HD
$332B
| $52.2M | 0.06% |
163,700
-38,600
| -19% | -$12.3M |
|
|
165
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.3B
| $51.3M | 0.06% |
1,819,800
-513,600
| -22% | -$21.6M |
|
166
CALL
Lam Research
LRCX
$384B
| $51.2M | 0.06% |
787,000
-188,000
| -19% | -$11.9M |
|
167
PUT
General Motors
GM
$68.3B
| $50.6M | 0.06% |
855,000
+8,100
| +1% | +$476K |
|
168
CALL
UnitedHealth
UNH
$383B
| $50M | 0.06% |
124,800
+51,800
| +71% | +$20.7M |
|
169
PUT
Johnson & Johnson
JNJ
$599B
| $49.2M | 0.06% |
298,900
+99,400
| +50% | +$16.5M |
|
170
CALL
United Parcel Service
UPS
$96.2B
| $48.8M | 0.06% |
234,800
+35,000
| +18% | +$7M |
|
171
PUT
Carvana
CVNA
$45.9B
| $47.6M | 0.06% |
788,000
+341,000
| +76% | +$18.6M |
|
172
CALL
Target
TGT
$63.4B
| $47.5M | 0.06% |
196,700
-18,700
| -9% | -$4.09M |
|
|
173
PUT
TSMC
TSM
$2.09T
| $47M | 0.06% |
390,900
+168,400
| +76% | +$19.7M |
|
|
SPLK
174
CALL
DELISTED
Splunk Inc
SPLK
| $46.9M | 0.06% |
324,500
+116,500
| +56% | +$14.8M |
|
175
PUT
Uber
UBER
$147B
| $46.1M | 0.06% |
918,900
+196,700
| +27% | +$10.3M |
|
Similar funds
IMC Chicago's Q2 2021 Portfolio in Review
As of Q2 2021, IMC Chicago held 1,215 positions worth $81.5B, up 18% from $68.9B the previous quarter. Its ten largest holdings account for 53% of the portfolio.
IMC Chicago deployed $4.98B of net new capital in Q2 2021, opening 194 new positions and adding to 462 existing holdings. Its largest new stake was SPDR Gold Trust: 379,729 shares worth $62.9M.
By sector, the portfolio is most concentrated in Industrials at 0.17% of assets, up from 0.1% a quarter earlier, followed by Technology and Communication Services.
On the sell side, the largest reduction was iShares Gold Trust, an estimated $63.7M trimmed.
- IMC Chicago's largest Q2 2021 buy was SPDR Gold Trust: 379,729 shares worth $62.9M.
- IMC Chicago added most to Invesco QQQ Trust in Q2 2021, an estimated $188M increase.
- IMC Chicago's biggest Q2 2021 reduction was iShares Gold Trust, cutting an estimated $63.7M.
- IMC Chicago fully exited Alphabet (Google) Class A in Q2 2021, selling an estimated $64.9M.
- IMC Chicago's ten largest holdings make up 53% of its $81.5B portfolio in Q2 2021.
- IMC Chicago opened 194 new positions and closed 124 in Q2 2021.
- IMC Chicago's portfolio value rose 18% quarter-over-quarter to $81.5B.
Based on IMC Chicago's 13F filing for Q2 2021, filed 6 Aug 2021.