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
| 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
| 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
| 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 | |
|---|---|---|---|---|---|---|
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$774B
| $22.5B | 26.32% |
54,870,500
+18,866,400
| +52% | +$7.53B |
|
|
2
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$774B
| $10.9B | 12.72% |
26,506,900
+3,057,200
| +13% | +$1.22B |
|
|
3
PUT
Invesco QQQ Trust
QQQ
$466B
| $4B | 4.69% |
12,477,500
+6,604,200
| +112% | +$1.95B |
|
4
CALL
Tesla
TSLA
$1.47T
| $2.84B | 3.32% |
13,672,600
-2,639,400
| -16% | -$460M |
|
|
5
CALL
Invesco QQQ Trust
QQQ
$466B
| $2.34B | 2.74% |
7,284,600
-1,027,000
| -12% | -$303M |
|
|
6
PUT
Tesla
TSLA
$1.47T
| $1.9B | 2.22% |
9,135,300
-1,908,000
| -17% | -$333M |
|
7
PUT
iShares S&P 100 ETF
OEF
$20.1B
| $1.58B | 1.85% |
10,693,900
+2,113,500
| +25% | +$379M |
|
|
8
PUT
NVIDIA
NVDA
$5.02T
| $1.34B | 1.57% |
48,104,000
+19,940,000
| +71% | +$432M |
|
9
CALL
Meta Platforms (Facebook)
META
$1.69T
| $1.2B | 1.4% |
5,646,300
-400,600
| -7% | -$68.2M |
|
10
CALL
Amazon
AMZN
$2.69T
| $1.11B | 1.3% |
10,722,200
-6,537,700
| -38% | -$632M |
|
|
11
CALL
NVIDIA
NVDA
$5.02T
| $1.07B | 1.25% |
38,400,000
-233,000
| -0.6% | -$5.04M |
|
|
12
CALL
iShares S&P 100 ETF
OEF
$20.1B
| $1.03B | 1.2% |
8,395,800
+820,700
| +11% | +$147M |
|
13
CALL
Apple
AAPL
$4.89T
| $1.01B | 1.19% |
6,151,400
-678,000
| -10% | -$100M |
|
14
PUT
Microsoft
MSFT
$2.98T
| $847M | 0.99% |
2,936,400
+1,143,600
| +64% | +$292M |
|
|
15
CALL
Microsoft
MSFT
$2.98T
| $833M | 0.98% |
2,888,700
+732,700
| +34% | +$187M |
|
|
16
PUT
Meta Platforms (Facebook)
META
$1.69T
| $755M | 0.89% |
3,563,800
+569,400
| +19% | +$97M |
|
|
17
PUT
Apple
AAPL
$4.89T
| $734M | 0.86% |
4,449,500
-357,700
| -7% | -$52.8M |
|
18
CALL
Netflix
NFLX
$313B
| $648M | 0.76% |
18,751,000
-4,028,000
| -18% | -$133M |
|
|
19
PUT
Amazon
AMZN
$2.69T
| $646M | 0.76% |
6,250,200
-2,004,900
| -24% | -$194M |
|
|
20
PUT
Netflix
NFLX
$313B
| $641M | 0.75% |
18,548,000
-492,000
| -3% | -$16.3M |
|
|
21
CALL
Alibaba
BABA
$282B
| $480M | 0.56% |
4,694,800
+244,000
| +5% | +$24.4M |
|
22
CALL
Alphabet (Google) Class A
GOOGL
$4.33T
| $426M | 0.5% |
4,107,600
-396,700
| -9% | -$38.1M |
|
23
CALL
SPDR Gold Trust
GLD
$130B
| $403M | 0.47% |
2,200,100
+213,600
| +11% | +$37.6M |
|
24
PUT
Booking.com
BKNG
$143B
| $368M | 0.43% |
3,465,000
-1,277,500
| -27% | -$124M |
|
25
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45B
| $347M | 0.41% |
1,043,100
+172,300
| +20% | +$57.2M |
|
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.