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 | |
|---|---|---|---|---|---|---|
726
PUT
Ambarella
AMBA
$2.99B
| $3.19M | ﹤0.01% |
41,200
-10,100
| -20% | -$865K |
|
727
PUT
Becton Dickinson
BDX
$43.1B
| $3.17M | ﹤0.01% |
12,800
-2,600
| -17% | -$636K |
|
|
BNY
728
PUT
Bank of New York Mellon
BNY
$108B
| $3.15M | ﹤0.01% |
69,400
+49,000
| +240% | +$2.38M |
|
729
PUT
Kraft Heinz
KHC
$30.4B
| $3.14M | ﹤0.01% |
81,300
-11,600
| -12% | -$459K |
|
730
CALL
Toast
TOST
$16.8B
| $3.14M | ﹤0.01% |
176,900
+90,500
| +105% | +$1.78M |
|
731
PUT
ChargePoint
CHPT
$133M
| $3.12M | ﹤0.01% |
14,900
-5,935
| -28% | -$1.29M |
|
732
PUT
Invesco S&P SmallCap Low Volatility ETF
XSLV
$249M
| $3.09M | ﹤0.01% |
39,800
-34,600
| -47% | -$1.57M |
|
733
PUT
Trip.com Group
TCOM
$27.5B
| $3.09M | ﹤0.01% |
82,000
+59,600
| +266% | +$2.22M |
|
734
CALL
Dell
DELL
$283B
| $3.08M | ﹤0.01% |
76,500
+30,000
| +65% | +$1.21M |
|
735
PUT
Tyson Foods
TSN
$20.2B
| $3.06M | ﹤0.01% |
51,600
-13,800
| -21% | -$847K |
|
736
PUT
Virgin Galactic
SPCE
$320M
| $3.06M | ﹤0.01% |
37,740
+7,955
| +27% | +$793K |
|
|
JWN
737
PUT
DELISTED
Nordstrom
JWN
| $3.06M | ﹤0.01% |
187,800
+53,800
| +40% | +$1.01M |
|
738
PUT
Live Nation Entertainment
LYV
$41.2B
| $3.05M | ﹤0.01% |
43,600
+10,500
| +32% | +$770K |
|
|
739
CALL
Virgin Galactic
SPCE
$320M
| $3.05M | ﹤0.01% |
37,620
-18,655
| -33% | -$1.86M |
|
740
PUT
Estee Lauder
EL
$29B
| $3.03M | ﹤0.01% |
+12,300
| New | +$3.12M |
|
741
CALL
AB InBev
BUD
$158B
| $3.02M | ﹤0.01% |
45,300
+18,000
| +66% | +$1.09M |
|
742
CALL
Travelers Companies
TRV
$80.8B
| $3.02M | ﹤0.01% |
+17,600
| New | +$3.2M |
|
743
CALL
GoDaddy
GDDY
$12.3B
| $3M | ﹤0.01% |
38,600
+23,800
| +161% | +$1.84M |
|
744
ProShares UltraShort Bloomberg Natural Gas
KOLD
$106M
| $3M | ﹤0.01% |
82,730
-40,758
| -33% | -$1.12M |
|
745
CALL
Annaly Capital Management
NLY
$16.9B
| $2.99M | ﹤0.01% |
156,600
+62,500
| +66% | +$1.32M |
|
746
CALL
General Dynamics
GD
$105B
| $2.99M | ﹤0.01% |
+13,100
| New | +$3.03M |
|
747
Marvell Technology
MRVL
$174B
| $2.98M | ﹤0.01% |
+68,853
| New | +$2.9M |
|
748
PUT
Duke Energy
DUK
$102B
| $2.98M | ﹤0.01% |
30,900
+11,500
| +59% | +$1.14M |
|
|
AYX
749
PUT
DELISTED
Alteryx Inc
AYX
| $2.95M | ﹤0.01% |
50,200
+28,800
| +135% | +$1.68M |
|
750
PUT
Cummins
CMI
$91.7B
| $2.94M | ﹤0.01% |
+12,300
| New | +$3M |
|
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.