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
|
+$142M |
| 2 |
JPMorgan Chase
JPM
|
+$38.8M |
| 3 |
NVIDIA
NVDA
|
+$36.6M |
| 4 |
JD.com
JD
|
+$25.2M |
| 5 |
Alibaba
BABA
|
+$16.8M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Russell 2000 ETF
IWM
|
+$48.5M |
| 2 |
iShares Core S&P 500 ETF
IVV
|
+$48.1M |
| 3 |
Boeing
BA
|
+$29.9M |
| 4 |
Gilead Sciences
GILD
|
+$20.8M |
| 5 |
Vanguard S&P 500 ETF
VOO
|
+$20M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 0.09% |
| 2 | Technology | 0.08% |
| 3 | Financials | 0.07% |
| 4 | Communication Services | 0.04% |
| 5 | Healthcare | 0.02% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
251
PUT
Zoom
ZM
$25.8B
| $30.3M | 0.04% |
410,100
-70,900
| -15% | -$5.11M |
|
252
PUT
Etsy
ETSY
$7.65B
| $30.2M | 0.04% |
271,500
-81,800
| -23% | -$10.1M |
|
253
PUT
PNC Financial Services
PNC
$100B
| $30.2M | 0.04% |
237,400
+171,000
| +258% | +$25.8M |
|
254
CALL
ARK Innovation ETF
ARKK
$5.89B
| $29.7M | 0.03% |
736,500
-1,194,700
| -62% | -$45.8M |
|
255
CALL
Procter & Gamble
PG
$343B
| $29.3M | 0.03% |
196,800
-5,900
| -3% | -$843K |
|
256
PUT
Pfizer
PFE
$140B
| $29.1M | 0.03% |
713,900
-62,500
| -8% | -$2.7M |
|
257
PUT
Intuitive Surgical
ISRG
$121B
| $28.7M | 0.03% |
112,500
-28,800
| -20% | -$7.1M |
|
258
PUT
Direxion Daily S&P Oil & Gas Exp. & Prod. Bull 2X ETF
GUSH
$247M
| $28.6M | 0.03% |
2,730,800
+710,400
| +35% | +$24.2M |
|
259
PUT
Dick's Sporting Goods
DKS
$18.4B
| $28.4M | 0.03% |
200,200
-34,500
| -15% | -$4.6M |
|
260
PUT
CVS Health
CVS
$137B
| $28.3M | 0.03% |
380,500
+155,900
| +69% | +$13.1M |
|
261
CALL
PepsiCo
PEP
$186B
| $28.2M | 0.03% |
154,900
-42,500
| -22% | -$7.43M |
|
262
PUT
Zscaler
ZS
$23B
| $28.2M | 0.03% |
241,300
+55,800
| +30% | +$6.69M |
|
263
CALL
Accenture
ACN
$89.9B
| $28M | 0.03% |
98,100
-1,000
| -1% | -$273K |
|
264
CALL
Datadog
DDOG
$87.9B
| $28M | 0.03% |
385,500
+45,700
| +13% | +$3.36M |
|
265
PUT
Twilio
TWLO
$29.1B
| $27.9M | 0.03% |
419,300
+126,800
| +43% | +$7.82M |
|
266
CALL
Delta Air Lines
DAL
$55.9B
| $27.8M | 0.03% |
795,400
-121,600
| -13% | -$4.51M |
|
|
267
PUT
Procter & Gamble
PG
$343B
| $27.7M | 0.03% |
186,100
-91,100
| -33% | -$13M |
|
|
SPLK
268
CALL
DELISTED
Splunk Inc
SPLK
| $27.7M | 0.03% |
288,600
-49,100
| -15% | -$4.71M |
|
269
PUT
Marvell Technology
MRVL
$174B
| $27.6M | 0.03% |
637,400
+163,500
| +35% | +$6.88M |
|
|
FRC
270
PUT
DELISTED
First Republic Bank
FRC
| $27.6M | 0.03% |
+1,969,800
| New | +$202M |
|
271
CALL
Ford
F
$57.3B
| $27.5M | 0.03% |
2,183,700
-589,600
| -21% | -$7.38M |
|
272
CALL
Trade Desk
TTD
$8.13B
| $27.3M | 0.03% |
448,000
-198,900
| -31% | -$10.6M |
|
273
CALL
Roblox
RBLX
$34B
| $27M | 0.03% |
600,300
-142,700
| -19% | -$5.45M |
|
274
CALL
Union Pacific
UNP
$183B
| $26.9M | 0.03% |
133,800
+68,000
| +103% | +$13.8M |
|
275
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$42.1B
| $26.5M | 0.03% |
204,700
+45,800
| +29% | +$5.98M |
|
Similar funds
IMC Chicago's Q1 2023 Portfolio in Review
As of Q1 2023, IMC Chicago held 1,423 positions worth $85.3B, up 33% from $64B the previous quarter. Its ten largest holdings account for 58% of the portfolio.
IMC Chicago deployed $11.3B of net new capital in Q1 2023, opening 179 new positions and adding to 556 existing holdings. Its largest new stake was Invesco QQQ Trust: 479,749 shares worth $154M.
By sector, the portfolio is most concentrated in Consumer Discretionary at 0.09% of assets, up from 0.02% a quarter earlier, followed by Technology and Financials.
On the sell side, the largest reduction was iShares Core S&P 500 ETF, an estimated $48.1M trimmed.
- IMC Chicago's largest Q1 2023 buy was Invesco QQQ Trust: 479,749 shares worth $154M.
- IMC Chicago added most to ProShares UltraPro QQQ in Q1 2023, an estimated $9.55M increase.
- IMC Chicago's biggest Q1 2023 reduction was iShares Core S&P 500 ETF, cutting an estimated $48.1M.
- IMC Chicago fully exited iShares Russell 2000 ETF in Q1 2023, selling an estimated $48.5M.
- IMC Chicago's ten largest holdings make up 58% of its $85.3B portfolio in Q1 2023.
- IMC Chicago opened 179 new positions and closed 147 in Q1 2023.
- IMC Chicago's portfolio value rose 33% quarter-over-quarter to $85.3B.
Based on IMC Chicago's 13F filing for Q1 2023, filed 24 Apr 2023.