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 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$975M |
| 2 |
Invesco QQQ Trust
QQQ
|
+$733M |
| 3 |
iShares Core S&P 500 ETF
IVV
|
+$215M |
| 4 |
ProShares UltraPro Short QQQ
SQQQ
|
+$101M |
| 5 |
Direxion Daily S&P 500 Bear 3x ETF
SPXS
|
+$60.2M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
JPMorgan Chase
JPM
|
+$39M |
| 2 |
NVIDIA
NVDA
|
+$27.6M |
| 3 |
Direxion Daily S&P 500 Bull 3x ETF
SPXL
|
+$11.6M |
| 4 |
Netflix
NFLX
|
+$11M |
| 5 |
SPDR Gold Trust
GLD
|
+$10.1M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 0.13% |
| 2 | Consumer Discretionary | 0.05% |
| 3 | Communication Services | 0.02% |
| 4 | Financials | 0.01% |
| 5 | Energy | 0.01% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
226
CALL
GameStop
GME
$9.5B
| $40.6M | 0.04% |
1,673,900
-481,400
| -22% | -$10.8M |
|
227
PUT
Palantir
PLTR
$295B
| $40.6M | 0.04% |
2,646,700
+1,694,400
| +178% | +$19.3M |
|
228
CALL
RH
RH
$3.3B
| $40.5M | 0.04% |
122,800
-97,600
| -44% | -$25.5M |
|
229
CALL
Royal Caribbean
RCL
$78.7B
| $39.8M | 0.04% |
384,100
+7,100
| +2% | +$557K |
|
230
PUT
PepsiCo
PEP
$186B
| $39.7M | 0.04% |
214,600
+31,800
| +17% | +$5.93M |
|
231
PUT
Dollar General
DG
$25.9B
| $39M | 0.04% |
229,500
+144,800
| +171% | +$28.6M |
|
232
PUT
Thermo Fisher Scientific
TMO
$211B
| $38.7M | 0.04% |
74,100
+11,300
| +18% | +$6.1M |
|
233
PUT
iShares Silver Trust
SLV
$28.1B
| $38.5M | 0.04% |
1,845,100
-787,500
| -30% | -$17.5M |
|
234
PUT
Generac Holdings
GNRC
$11.9B
| $38.5M | 0.04% |
258,000
+129,000
| +100% | +$14.7M |
|
235
PUT
GE Aerospace
GE
$367B
| $38.4M | 0.04% |
437,548
-222,031
| -34% | -$18M |
|
236
PUT
American Express
AXP
$223B
| $38.3M | 0.04% |
220,100
-128,600
| -37% | -$20.7M |
|
237
CALL
Lowe's Companies
LOW
$116B
| $38.3M | 0.04% |
169,500
-29,300
| -15% | -$6.09M |
|
238
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.4B
| $38.2M | 0.04% |
450,200
-20,600
| -4% | -$1.58M |
|
239
PUT
Accenture
ACN
$89.9B
| $38.2M | 0.04% |
123,800
+48,700
| +65% | +$14.2M |
|
240
CALL
United Airlines
UAL
$38.4B
| $38.2M | 0.04% |
696,100
-375,100
| -35% | -$17.7M |
|
241
CALL
AbbVie
ABBV
$458B
| $38.1M | 0.04% |
283,100
+48,100
| +20% | +$7.05M |
|
242
PUT
Intuitive Surgical
ISRG
$121B
| $37.8M | 0.03% |
110,400
-2,100
| -2% | -$635K |
|
|
243
CALL
Intuitive Surgical
ISRG
$121B
| $37.3M | 0.03% |
109,000
+20,400
| +23% | +$6.17M |
|
244
CALL
Vanguard S&P 500 ETF
VOO
$968B
| $37.2M | 0.03% |
119,400
-23,000
| -16% | -$8.87M |
|
245
CALL
Marvell Technology
MRVL
$174B
| $37.1M | 0.03% |
620,500
+48,000
| +8% | +$2.33M |
|
246
CALL
Etsy
ETSY
$7.65B
| $37M | 0.03% |
437,200
+114,300
| +35% | +$10.8M |
|
|
247
CALL
Thermo Fisher Scientific
TMO
$211B
| $36.8M | 0.03% |
70,500
+1,000
| +1% | +$540K |
|
248
PUT
Pinduoduo
PDD
$118B
| $36.5M | 0.03% |
527,900
-119,600
| -18% | -$8.22M |
|
249
CALL
Delta Air Lines
DAL
$55.9B
| $36.4M | 0.03% |
764,800
-30,600
| -4% | -$1.13M |
|
250
CALL
Datadog
DDOG
$87.9B
| $36.4M | 0.03% |
369,500
-16,000
| -4% | -$1.34M |
|
Similar funds
IMC Chicago's Q2 2023 Portfolio in Review
As of Q2 2023, IMC Chicago held 1,437 positions worth $109B, up 27% from $85.3B the previous quarter. Its ten largest holdings account for 59% of the portfolio.
IMC Chicago deployed $12.3B of net new capital in Q2 2023, opening 161 new positions and adding to 588 existing holdings. Its largest new stake was State Street SPDR S&P 500 ETF Trust: 2,322,183 shares worth $1.03B.
By sector, the portfolio is most concentrated in Technology at 0.13% of assets, up from 0.08% a quarter earlier, followed by Consumer Discretionary and Communication Services.
On the sell side, the largest reduction was NVIDIA, an estimated $27.6M trimmed.
- IMC Chicago's largest Q2 2023 buy was State Street SPDR S&P 500 ETF Trust: 2,322,183 shares worth $1.03B.
- IMC Chicago added most to Invesco QQQ Trust in Q2 2023, an estimated $733M increase.
- IMC Chicago's biggest Q2 2023 reduction was NVIDIA, cutting an estimated $27.6M.
- IMC Chicago fully exited JPMorgan Chase in Q2 2023, selling an estimated $39M.
- IMC Chicago's ten largest holdings make up 59% of its $109B portfolio in Q2 2023.
- IMC Chicago opened 161 new positions and closed 162 in Q2 2023.
- IMC Chicago's portfolio value rose 27% quarter-over-quarter to $109B.
Based on IMC Chicago's 13F filing for Q2 2023, filed 14 Jul 2023.