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
| 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
| 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
| 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 | |
|---|---|---|---|---|---|---|
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$774B
| $11.1B | 16.17% |
28,101,600
-7,129,100
| -20% | -$2.75B |
|
|
2
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$774B
| $5.43B | 7.89% |
13,710,100
-229,400
| -2% | -$88.5M |
|
|
3
PUT
Amazon
AMZN
$2.69T
| $4.22B | 6.13% |
27,310,000
-16,210,000
| -37% | -$2.57B |
|
|
4
CALL
Amazon
AMZN
$2.69T
| $4.22B | 6.13% |
27,290,000
-7,344,000
| -21% | -$1.16B |
|
5
CALL
Tesla
TSLA
$1.47T
| $4.18B | 6.07% |
18,780,300
-2,226,300
| -11% | -$559M |
|
|
6
PUT
Tesla
TSLA
$1.47T
| $3.44B | 5% |
15,472,200
-14,581,800
| -49% | -$3.66B |
|
|
7
PUT
Invesco QQQ Trust
QQQ
$466B
| $2.01B | 2.92% |
6,305,600
+112,600
| +2% | +$36M |
|
|
8
CALL
Invesco QQQ Trust
QQQ
$466B
| $1.29B | 1.88% |
4,048,900
+923,600
| +30% | +$295M |
|
9
CALL
Apple
AAPL
$4.89T
| $995M | 1.44% |
8,147,900
-1,257,800
| -13% | -$161M |
|
10
CALL
Alphabet (Google) Class A
GOOGL
$4.33T
| $883M | 1.28% |
8,560,000
-2,402,000
| -22% | -$237M |
|
|
11
PUT
Apple
AAPL
$4.89T
| $882M | 1.28% |
7,221,300
-925,000
| -11% | -$119M |
|
|
12
PUT
Alphabet (Google) Class C
GOOG
$4.32T
| $832M | 1.21% |
8,046,000
-1,834,000
| -19% | -$182M |
|
|
13
PUT
Alphabet (Google) Class A
GOOGL
$4.33T
| $799M | 1.16% |
7,744,000
-1,608,000
| -17% | -$159M |
|
14
PUT
iShares S&P 100 ETF
OEF
$20.1B
| $782M | 1.13% |
4,409,900
-760,300
| -15% | -$134M |
|
|
15
CALL
Alphabet (Google) Class C
GOOG
$4.32T
| $770M | 1.12% |
7,442,000
-3,106,000
| -29% | -$308M |
|
|
16
PUT
NVIDIA
NVDA
$5.02T
| $619M | 0.9% |
46,400,000
+1,688,000
| +4% | +$22.7M |
|
|
17
CALL
NVIDIA
NVDA
$5.02T
| $613M | 0.89% |
45,904,000
+5,556,000
| +14% | +$74.7M |
|
|
18
CALL
iShares S&P 100 ETF
OEF
$20.1B
| $568M | 0.82% |
3,488,200
+576,400
| +20% | +$102M |
|
19
CALL
Microsoft
MSFT
$2.98T
| $477M | 0.69% |
2,024,300
+414,600
| +26% | +$96.2M |
|
20
CALL
Netflix
NFLX
$313B
| $475M | 0.69% |
9,097,000
+1,705,000
| +23% | +$90.4M |
|
|
21
PUT
Meta Platforms (Facebook)
META
$1.69T
| $472M | 0.69% |
1,603,200
+135,500
| +9% | +$36.5M |
|
|
22
CALL
Boeing
BA
$169B
| $463M | 0.67% |
1,818,900
+507,800
| +39% | +$113M |
|
23
CALL
Alibaba
BABA
$282B
| $461M | 0.67% |
2,035,300
-542,100
| -21% | -$133M |
|
|
24
CALL
Meta Platforms (Facebook)
META
$1.69T
| $459M | 0.67% |
1,559,600
+390,000
| +33% | +$105M |
|
|
25
PUT
Netflix
NFLX
$313B
| $458M | 0.67% |
8,783,000
+470,000
| +6% | +$24.9M |
|
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.