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 | |
|---|---|---|---|---|---|---|
926
PUT
Bloom Energy
BE
$52.6B
| $1.54M | ﹤0.01% |
77,500
+37,100
| +92% | +$812K |
|
|
FTCH
927
CALL
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
| $1.53M | ﹤0.01% |
311,800
-165,500
| -35% | -$898K |
|
928
CALL
Abercrombie & Fitch
ANF
$4.17B
| $1.52M | ﹤0.01% |
54,800
+22,800
| +71% | +$635K |
|
929
PUT
Baxter International
BAX
$11.6B
| $1.52M | ﹤0.01% |
37,400
+19,000
| +103% | +$805K |
|
930
DuPont de Nemours
DD
$18.6B
| $1.51M | ﹤0.01% |
+16,708
| New | +$1.52M |
|
931
PUT
AB InBev
BUD
$158B
| $1.5M | ﹤0.01% |
22,500
+1,300
| +6% | +$78.6K |
|
932
PUT
Crown Castle
CCI
$32.7B
| $1.5M | ﹤0.01% |
+11,200
| New | +$1.55M |
|
933
ProShares UltraShort Euro
EUO
$35.6M
| $1.5M | ﹤0.01% |
+51,542
| New | +$1.52M |
|
934
CALL
JetBlue
JBLU
$1.96B
| $1.49M | ﹤0.01% |
204,000
-48,800
| -19% | -$385K |
|
935
KeyCorp
KEY
$24.3B
| $1.46M | ﹤0.01% |
+116,824
| New | +$1.97M |
|
936
CALL
Diamondback Energy
FANG
$57.6B
| $1.45M | ﹤0.01% |
10,700
-6,100
| -36% | -$850K |
|
937
Las Vegas Sands
LVS
$30.5B
| $1.44M | ﹤0.01% |
+25,038
| New | +$1.4M |
|
938
CALL
Blink Charging
BLNK
$75.2M
| $1.43M | ﹤0.01% |
165,200
-74,600
| -31% | -$787K |
|
939
Invesco Dorsey Wright Consumer Staples Momentum ETF
PSL
$83.4M
| $1.42M | ﹤0.01% |
16,536
-4,033
| -20% | -$338K |
|
|
PACW
940
CALL
DELISTED
PacWest Bancorp
PACW
| $1.41M | ﹤0.01% |
+145,400
| New | +$3.23M |
|
941
CALL
YPF
YPF
$20.2B
| $1.41M | ﹤0.01% |
128,600
+18,800
| +17% | +$207K |
|
942
ProShares UltraShort Gold
GLL
$128M
| $1.41M | ﹤0.01% |
+13,152
| New | +$1.53M |
|
943
US Bancorp
USB
$99.6B
| $1.41M | ﹤0.01% |
+39,014
| New | +$1.74M |
|
944
CALL
Southern Company
SO
$110B
| $1.41M | ﹤0.01% |
20,200
-36,700
| -64% | -$2.47M |
|
945
PUT
AGNC Investment
AGNC
$12.3B
| $1.4M | ﹤0.01% |
139,300
+42,800
| +44% | +$465K |
|
946
QuantumScape Corp
QS
$3B
| $1.4M | ﹤0.01% |
+171,487
| New | +$1.39M |
|
947
ProShares UltraShort QQQ
QID
$268M
| $1.4M | ﹤0.01% |
+15,938
| New | +$1.68M |
|
948
State Street SPDR S&P Retail ETF
XRT
$365M
| $1.39M | ﹤0.01% |
+21,975
| New | +$1.44M |
|
949
PUT
Conagra Brands
CAG
$7.07B
| $1.39M | ﹤0.01% |
37,000
+5,000
| +16% | +$185K |
|
950
PUT
Whirlpool
WHR
$2.42B
| $1.37M | ﹤0.01% |
10,400
-31,000
| -75% | -$4.42M |
|
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.