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 | |
|---|---|---|---|---|---|---|
|
SFIX
1001
CALL
Stitch Fix
SFIX
$478M
| $1.13M | ﹤0.01% |
221,100
-132,600
| -37% | -$621K |
|
1002
Truist Financial
TFC
$63.2B
| $1.12M | ﹤0.01% |
+32,948
| New | +$1.44M |
|
1003
PUT
Sony
SONY
$123B
| $1.11M | ﹤0.01% |
61,500
+6,500
| +12% | +$113K |
|
1004
PUT
Abercrombie & Fitch
ANF
$4.17B
| $1.11M | ﹤0.01% |
40,100
+6,000
| +18% | +$167K |
|
1005
CALL
RUM Group Inc
RUM
$1.57B
| $1.11M | ﹤0.01% |
111,000
-34,600
| -24% | -$312K |
|
1006
PUT
Boston Scientific
BSX
$65.8B
| $1.11M | ﹤0.01% |
22,100
+9,100
| +70% | +$429K |
|
|
RDFN
1007
CALL
DELISTED
Redfin
RDFN
| $1.1M | ﹤0.01% |
121,700
+39,700
| +48% | +$296K |
|
1008
Occidental Petroleum
OXY
$57B
| $1.1M | ﹤0.01% |
17,642
-14,459
| -45% | -$898K |
|
1009
PUT
Rocket Companies
RKT
$36.9B
| $1.1M | ﹤0.01% |
121,200
+31,900
| +36% | +$275K |
|
1010
PUT
CSX Corp
CSX
$98.6B
| $1.1M | ﹤0.01% |
36,600
-24,600
| -40% | -$756K |
|
1011
CALL
Rambus
RMBS
$10.4B
| $1.09M | ﹤0.01% |
+21,300
| New | +$915K |
|
1012
CALL
Chegg
CHGG
$108M
| $1.08M | ﹤0.01% |
66,200
-38,500
| -37% | -$720K |
|
|
BBBY
1013
CALL
Bed Bath & Beyond
BBBY
$473M
| $1.08M | ﹤0.01% |
58,520
-56,210
| -49% | -$1.05M |
|
|
FTCH
1014
PUT
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
| $1.08M | ﹤0.01% |
219,300
-63,900
| -23% | -$347K |
|
1015
CALL
MPLX
MPLX
$59.5B
| $1.07M | ﹤0.01% |
31,200
+500
| +2% | +$17.2K |
|
1016
Suncor Energy
SU
$77.7B
| $1.07M | ﹤0.01% |
34,377
-41,899
| -55% | -$1.36M |
|
1017
CALL
Welltower
WELL
$178B
| $1.06M | ﹤0.01% |
+14,800
| New | +$1.07M |
|
1018
PUT
Invesco CurrencyShares Japanese Yen Trust
FXY
$423M
| $1.06M | ﹤0.01% |
15,100
+3,000
| +25% | +$211K |
|
1019
AMC Entertainment Holdings
AMC
$2.03B
| $1.06M | ﹤0.01% |
21,127
-967
| -4% | -$51.2K |
|
1020
State Street SPDR Portfolio S&P 500 Value ETF
SPYV
$36.1B
| $1.06M | ﹤0.01% |
25,926
+5,799
| +29% | +$235K |
|
1021
PUT
Synchrony
SYF
$23.7B
| $1.05M | ﹤0.01% |
36,000
+25,000
| +227% | +$840K |
|
1022
CALL
Consolidated Edison
ED
$41.6B
| $1.04M | ﹤0.01% |
10,900
-2,100
| -16% | -$197K |
|
|
1023
PUT
Consolidated Edison
ED
$41.6B
| $1.03M | ﹤0.01% |
+10,800
| New | +$1.01M |
|
|
1024
PUT
Chegg
CHGG
$108M
| $1.03M | ﹤0.01% |
63,200
-22,100
| -26% | -$413K |
|
1025
PUT
TAL Education Group
TAL
$5.71B
| $1.03M | ﹤0.01% |
160,400
-142,800
| -47% | -$1.03M |
|
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.