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 | |
|---|---|---|---|---|---|---|
351
PUT
Texas Instruments
TXN
$255B
| $22.5M | 0.02% |
124,800
+6,600
| +6% | +$1.14M |
|
352
CALL
AT&T
T
$165B
| $22.3M | 0.02% |
1,398,800
+115,100
| +9% | +$1.96M |
|
353
CALL
DraftKings
DKNG
$11.4B
| $22.1M | 0.02% |
831,800
-25,000
| -3% | -$576K |
|
354
Alibaba
BABA
$269B
| $22.1M | 0.02% |
264,701
+97,125
| +58% | +$8.5M |
|
355
PUT
SoFi Technologies
SOFI
$21.1B
| $22M | 0.02% |
2,632,600
+1,617,100
| +159% | +$10.5M |
|
356
CALL
PepsiCo
PEP
$186B
| $21.9M | 0.02% |
118,300
-36,600
| -24% | -$6.83M |
|
357
PUT
US Bancorp Series B Preferred Stock
USB.PRH
$746M
| $21.8M | 0.02% |
660,800
+347,300
| +111% | +$6.29M |
|
|
KFYP
358
PUT
DELISTED
KraneShares CICC China Leaders 100 Index ETF
KFYP
| $21.8M | 0.02% |
809,100
-593,200
| -42% | -$14.1M |
|
359
PUT
BILL Holdings
BILL
$4.33B
| $21.6M | 0.02% |
184,800
+7,400
| +4% | +$703K |
|
360
CALL
ARK Innovation ETF
ARKK
$5.89B
| $21.6M | 0.02% |
488,700
-247,800
| -34% | -$9.85M |
|
361
PUT
Avis
CAR
$5.63B
| $21.5M | 0.02% |
94,000
+9,600
| +11% | +$1.76M |
|
|
ATVI
362
PUT
DELISTED
Activision Blizzard
ATVI
| $21M | 0.02% |
249,700
+200,800
| +411% | +$16.3M |
|
363
PUT
Take-Two Interactive
TTWO
$43B
| $20.6M | 0.02% |
139,800
+83,100
| +147% | +$10.9M |
|
364
CALL
Procter & Gamble
PG
$343B
| $20.6M | 0.02% |
135,500
-61,300
| -31% | -$9.24M |
|
365
PUT
Coca-Cola
KO
$354B
| $20.3M | 0.02% |
337,200
-10,700
| -3% | -$666K |
|
366
CALL
Estee Lauder
EL
$29B
| $20.3M | 0.02% |
+103,300
| New | +$21.9M |
|
|
367
CALL
SoFi Technologies
SOFI
$21.1B
| $20.2M | 0.02% |
2,422,900
+646,900
| +36% | +$4.22M |
|
368
PUT
Charter Communications
CHTR
$14.7B
| $20.1M | 0.02% |
54,800
+5,800
| +12% | +$1.98M |
|
369
PUT
EOG Resources
EOG
$78B
| $20M | 0.02% |
174,900
-19,200
| -10% | -$2.19M |
|
370
CALL
Li Auto
LI
$12.6B
| $20M | 0.02% |
568,600
+87,300
| +18% | +$2.46M |
|
371
PUT
Trade Desk
TTD
$8.13B
| $19.9M | 0.02% |
257,800
-75,900
| -23% | -$5.14M |
|
|
372
CALL
US Bancorp Series B Preferred Stock
USB.PRH
$746M
| $19.8M | 0.02% |
599,700
+399,800
| +200% | +$7.24M |
|
373
CALL
BP
BP
$113B
| $19.8M | 0.02% |
561,400
+140,300
| +33% | +$5.19M |
|
374
CALL
Newmont
NEM
$98.2B
| $19.6M | 0.02% |
458,800
-9,300
| -2% | -$422K |
|
375
PUT
Roblox
RBLX
$34B
| $19.5M | 0.02% |
483,700
-64,300
| -12% | -$2.58M |
|
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.