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 | |
|---|---|---|---|---|---|---|
401
CALL
Freeport-McMoran
FCX
$90B
| $17.2M | 0.02% |
430,300
+89,000
| +26% | +$3.39M |
|
402
CALL
Charter Communications
CHTR
$14.7B
| $16.9M | 0.02% |
45,900
+4,100
| +10% | +$1.4M |
|
403
CALL
Dow Inc
DOW
$21.6B
| $16.8M | 0.02% |
314,900
-48,600
| -13% | -$2.58M |
|
404
PUT
Dick's Sporting Goods
DKS
$18.4B
| $16.6M | 0.02% |
125,700
-74,500
| -37% | -$10.2M |
|
405
PUT
Dollar Tree
DLTR
$23.1B
| $16.4M | 0.02% |
114,600
-4,900
| -4% | -$721K |
|
406
CALL
ConocoPhillips
COP
$147B
| $16.4M | 0.02% |
158,200
+57,400
| +57% | +$5.9M |
|
407
PUT
Elevance Health
ELV
$81.9B
| $16.3M | 0.02% |
36,700
-6,600
| -15% | -$3.04M |
|
408
PUT
AstraZeneca
AZN
$263B
| $16.3M | 0.02% |
113,750
+72,050
| +173% | +$10.6M |
|
409
PUT
Marriott International
MAR
$98.7B
| $16.1M | 0.01% |
87,800
-32,200
| -27% | -$5.59M |
|
410
CALL
Vertex Pharmaceuticals
VRTX
$121B
| $16.1M | 0.01% |
45,700
+2,700
| +6% | +$910K |
|
411
PUT
Autodesk
ADSK
$44.3B
| $15.8M | 0.01% |
77,100
+2,600
| +3% | +$520K |
|
412
PUT
D.R. Horton
DHI
$41B
| $15.6M | 0.01% |
128,500
+28,700
| +29% | +$3.14M |
|
413
CALL
Crocs
CROX
$6.69B
| $15.6M | 0.01% |
+138,600
| New | +$16.5M |
|
|
414
PUT
Vertex Pharmaceuticals
VRTX
$121B
| $15.4M | 0.01% |
43,800
-3,400
| -7% | -$1.15M |
|
|
415
CALL
Autodesk
ADSK
$44.3B
| $15.3M | 0.01% |
74,800
+20,000
| +36% | +$4M |
|
416
CALL
Advance Auto Parts
AAP
$3.37B
| $15.2M | 0.01% |
216,800
+133,600
| +161% | +$13.7M |
|
417
CALL
Chewy
CHWY
$8.54B
| $15.1M | 0.01% |
382,700
-71,400
| -16% | -$2.49M |
|
418
ProShares UltraShort QQQ
QID
$268M
| $15M | 0.01% |
226,636
+210,698
| +1,322% | +$17M |
|
|
FNGA
419
DELISTED
MicroSectors FANG+ Index 3X Leveraged ETNs due January 8, 2038
FNGA
| $15M | 0.01% |
+79,998
| New | +$10.5M |
|
|
SHNY
420
CALL
DELISTED
Direxion Daily Silver Miners Index Bull 2X Shares
SHNY
| $14.9M | 0.01% |
882,600
-71,300
| -7% | -$1.21M |
|
421
ProShares UltraPro S&P 500
UPRO
$5.1B
| $14.9M | 0.01% |
+314,469
| New | +$12.8M |
|
422
CALL
Norwegian Cruise Line
NCLH
$8.89B
| $14.8M | 0.01% |
681,100
+64,100
| +10% | +$981K |
|
423
PUT
Align Technology
ALGN
$12B
| $14.8M | 0.01% |
41,800
-22,600
| -35% | -$7.2M |
|
424
CALL
American Airlines Group
AAL
$9.58B
| $14.7M | 0.01% |
819,300
-211,400
| -21% | -$3.1M |
|
425
ProShares UltraPro QQQ
TQQQ
$31.1B
| $14.7M | 0.01% |
715,188
-509,082
| -42% | -$8.17M |
|
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.