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 | |
|---|---|---|---|---|---|---|
476
PUT
American International
AIG
$42B
| $10.5M | 0.01% |
209,100
+145,400
| +228% | +$8.49M |
|
477
PUT
Bristol-Myers Squibb
BMY
$128B
| $10.5M | 0.01% |
151,700
-43,500
| -22% | -$3.07M |
|
478
CALL
Warner Bros
WBD
$63.4B
| $10.5M | 0.01% |
694,600
-508,200
| -42% | -$7.23M |
|
|
PARA
479
PUT
DELISTED
Paramount Global Class B
PARA
| $10.4M | 0.01% |
464,200
+6,200
| +1% | +$133K |
|
480
PUT
Deutsche Bank
DB
$67.9B
| $10.3M | 0.01% |
1,012,400
+802,900
| +383% | +$9.6M |
|
481
Netflix
NFLX
$293B
| $10.3M | 0.01% |
+298,460
| New | +$9.88M |
|
482
CALL
Lucid Motors
LCID
$2.54B
| $10.3M | 0.01% |
128,080
-70,520
| -36% | -$6.26M |
|
483
PUT
Sarepta Therapeutics
SRPT
$1.68B
| $10.3M | 0.01% |
74,700
+46,400
| +164% | +$6.02M |
|
484
PUT
XPeng
XPEV
$12.2B
| $10.3M | 0.01% |
925,300
+241,600
| +35% | +$2.34M |
|
485
PUT
Electronic Arts
EA
$52.4B
| $10.2M | 0.01% |
84,800
+4,600
| +6% | +$540K |
|
486
CALL
APA Corp
APA
$12.3B
| $10.2M | 0.01% |
283,200
+83,300
| +42% | +$3.34M |
|
487
CALL
Elevance Health
ELV
$82.1B
| $10.2M | 0.01% |
22,200
+6,800
| +44% | +$3.24M |
|
488
CALL
Advance Auto Parts
AAP
$3.48B
| $10.1M | 0.01% |
83,200
+35,400
| +74% | +$4.95M |
|
489
SPDR Gold Trust
GLD
$132B
| $10.1M | 0.01% |
+55,205
| New | +$9.71M |
|
490
PUT
Prudential Financial
PRU
$42.3B
| $10.1M | 0.01% |
121,700
+57,700
| +90% | +$5.51M |
|
|
TYNS
491
PUT
DELISTED
Direxion Daily 7-10 Year Treasury Bear 1X Shares
TYNS
| $10M | 0.01% |
174,200
+103,300
| +146% | +$5.96M |
|
492
CALL
CF Industries
CF
$18.4B
| $10M | 0.01% |
138,200
+44,400
| +47% | +$3.63M |
|
493
CALL
ConocoPhillips
COP
$141B
| $10M | 0.01% |
100,800
+37,700
| +60% | +$4.13M |
|
494
CALL
Analog Devices
ADI
$181B
| $10M | 0.01% |
50,700
+20,500
| +68% | +$3.68M |
|
495
CALL
Affirm
AFRM
$24.5B
| $9.99M | 0.01% |
886,300
-184,400
| -17% | -$2.32M |
|
496
CALL
MGM Resorts International
MGM
$11.8B
| $9.96M | 0.01% |
224,200
+33,700
| +18% | +$1.4M |
|
|
497
iShares Core S&P 500 ETF
IVV
$869B
| $9.96M | 0.01% |
24,221
-119,934
| -83% | -$48.1M |
|
|
498
PUT
Analog Devices
ADI
$181B
| $9.86M | 0.01% |
50,000
+18,500
| +59% | +$3.32M |
|
499
PUT
D.R. Horton
DHI
$41.3B
| $9.75M | 0.01% |
99,800
-13,400
| -12% | -$1.28M |
|
500
PUT
Skyworks Solutions
SWKS
$9.54B
| $9.64M | 0.01% |
81,700
-27,400
| -25% | -$3.04M |
|
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.