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 | |
|---|---|---|---|---|---|---|
501
CALL
BioNTech
BNTX
$22.6B
| $9.59M | 0.01% |
77,000
-18,200
| -19% | -$2.5M |
|
|
B
502
PUT
Barrick Mining
B
$62.2B
| $9.52M | 0.01% |
512,900
+14,300
| +3% | +$257K |
|
503
CALL
Zillow
Z
$7.04B
| $9.49M | 0.01% |
213,400
-212,100
| -50% | -$9.01M |
|
504
CALL
RTX Corp
RTX
$287B
| $9.46M | 0.01% |
96,600
-22,900
| -19% | -$2.26M |
|
505
CALL
Cameco
CCJ
$38.3B
| $9.46M | 0.01% |
361,400
-64,800
| -15% | -$1.71M |
|
|
506
PUT
RTX Corp
RTX
$287B
| $9.43M | 0.01% |
96,300
+800
| +0.8% | +$78.8K |
|
507
Baidu
BIDU
$35.8B
| $9.27M | 0.01% |
+61,445
| New | +$8.71M |
|
508
PUT
Southwest Airlines
LUV
$22.1B
| $9.26M | 0.01% |
284,500
-184,600
| -39% | -$6.28M |
|
509
PUT
Advance Auto Parts
AAP
$3.37B
| $9.24M | 0.01% |
76,000
+40,300
| +113% | +$5.64M |
|
510
CALL
American International
AIG
$41.9B
| $9.24M | 0.01% |
183,500
+91,400
| +99% | +$5.34M |
|
511
PUT
EQT Corp
EQT
$33.2B
| $9.21M | 0.01% |
288,700
+116,500
| +68% | +$3.74M |
|
512
CALL
ProShares UltraShort Health Care
RXD
$3.25M
| $9.16M | 0.01% |
249,400
-48,450
| -16% | -$1.24M |
|
513
CALL
United States Natural Gas Fund
UNG
$478M
| $9.14M | 0.01% |
329,375
+186,250
| +130% | +$6.76M |
|
514
PUT
APA Corp
APA
$12.8B
| $9.03M | 0.01% |
250,400
+51,500
| +26% | +$2.07M |
|
515
CALL
HCA Healthcare
HCA
$84.8B
| $8.99M | 0.01% |
34,100
+13,700
| +67% | +$3.48M |
|
516
CALL
Scorpio Tankers
STNG
$3.96B
| $8.95M | 0.01% |
159,000
+35,500
| +29% | +$1.94M |
|
517
PUT
Archer Daniels Midland
ADM
$41.4B
| $8.9M | 0.01% |
111,700
+56,200
| +101% | +$4.59M |
|
518
PUT
Abbott
ABT
$180B
| $8.84M | 0.01% |
87,300
-39,800
| -31% | -$4.2M |
|
|
AXON
519
CALL
Axon Enterprise
AXON
$40.5B
| $8.84M | 0.01% |
39,300
+12,200
| +45% | +$2.43M |
|
520
PUT
Western Alliance Bancorporation
WAL
$9.07B
| $8.83M | 0.01% |
+248,500
| New | +$15.2M |
|
521
PUT
Arista Networks
ANET
$219B
| $8.83M | 0.01% |
210,400
+78,800
| +60% | +$2.71M |
|
|
522
PUT
ProShares UltraShort Health Care
RXD
$3.25M
| $8.82M | 0.01% |
256,850
-700
| -0.3% | -$18K |
|
523
PUT
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$27B
| $8.8M | 0.01% |
+19,200
| New | +$8.95M |
|
524
PUT
Sunrun
RUN
$2.37B
| $8.73M | 0.01% |
433,100
+165,000
| +62% | +$3.85M |
|
525
NIO
NIO
$11.3B
| $8.72M | 0.01% |
+829,710
| New | +$8.48M |
|
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.