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 | |
|---|---|---|---|---|---|---|
51
PUT
Coinbase
COIN
$41.4B
| $151M | 0.18% |
2,235,300
+866,900
| +63% | +$51.9M |
|
52
PUT
Lam Research
LRCX
$392B
| $147M | 0.17% |
2,766,000
-260,000
| -9% | -$12.8M |
|
53
PUT
Salesforce
CRM
$140B
| $146M | 0.17% |
730,300
+264,900
| +57% | +$44.7M |
|
54
CALL
Strategy Inc
MSTR
$34.4B
| $146M | 0.17% |
4,978,000
-1,868,000
| -27% | -$45.6M |
|
55
PUT
VanEck Gold Miners ETF
GDX
$21.8B
| $144M | 0.17% |
1,745,900
+416,600
| +31% | +$12.6M |
|
|
56
CALL
Coinbase
COIN
$41.4B
| $144M | 0.17% |
2,136,400
+286,200
| +15% | +$17.1M |
|
57
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.34B
| $142M | 0.17% |
3,604,000
+445,800
| +14% | +$18M |
|
|
58
CALL
JPMorgan Chase
JPM
$907B
| $142M | 0.17% |
1,086,400
+159,900
| +17% | +$21.9M |
|
|
XYZ
59
CALL
Block Inc
XYZ
$47.6B
| $140M | 0.16% |
2,034,600
+362,000
| +22% | +$27.1M |
|
60
CALL
PayPal
PYPL
$49.9B
| $139M | 0.16% |
1,828,000
-295,100
| -14% | -$22.7M |
|
|
SCHW
61
PUT
Charles Schwab
SCHW
$177B
| $138M | 0.16% |
2,630,300
+2,432,300
| +1,228% | +$178M |
|
|
62
CALL
VanEck Gold Miners ETF
GDX
$21.8B
| $133M | 0.16% |
2,182,500
+176,300
| +9% | +$5.33M |
|
63
CALL
Goldman Sachs
GS
$314B
| $133M | 0.16% |
405,900
+122,600
| +43% | +$42.7M |
|
64
CALL
Walt Disney
DIS
$170B
| $132M | 0.16% |
1,321,300
-424,400
| -24% | -$42.8M |
|
65
CALL
Chipotle Mexican Grill
CMG
$44.2B
| $129M | 0.15% |
3,775,000
-1,745,000
| -32% | -$54.8M |
|
66
CALL
Adobe
ADBE
$94.3B
| $128M | 0.15% |
332,300
-132,100
| -28% | -$47M |
|
67
PUT
Mercado Libre
MELI
$92B
| $128M | 0.15% |
97,100
+30,400
| +46% | +$34.6M |
|
68
PUT
ASML
ASML
$671B
| $125M | 0.15% |
183,800
+42,800
| +30% | +$27.5M |
|
|
69
CALL
Salesforce
CRM
$140B
| $124M | 0.15% |
620,600
-252,200
| -29% | -$42.6M |
|
70
PUT
Nike
NKE
$64.9B
| $122M | 0.14% |
993,500
+110,800
| +13% | +$13.6M |
|
71
PUT
State Street SPDR NYSE Technology ETF
XNTK
$2.05B
| $121M | 0.14% |
2,398,800
+1,770,000
| +281% | +$198M |
|
72
CALL
Moderna
MRNA
$24.5B
| $119M | 0.14% |
777,900
-1,054,400
| -58% | -$174M |
|
|
73
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.34B
| $114M | 0.13% |
2,896,600
+380,200
| +15% | +$15.4M |
|
74
CALL
Broadcom
AVGO
$1.76T
| $114M | 0.13% |
1,771,000
+225,000
| +15% | +$13.5M |
|
75
CALL
Bank of America
BAC
$430B
| $109M | 0.13% |
3,819,600
+1,677,700
| +78% | +$55.4M |
|
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.