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 | |
|---|---|---|---|---|---|---|
476
CALL
Lucid Motors
LCID
$2.46B
| $11.7M | 0.01% |
169,280
+41,200
| +32% | +$2.94M |
|
477
CALL
Cigna
CI
$76.6B
| $11.6M | 0.01% |
41,500
-6,400
| -13% | -$1.67M |
|
478
CALL
Western Digital
WDC
$179B
| $11.6M | 0.01% |
404,177
+123,172
| +44% | +$3.43M |
|
479
PUT
Crocs
CROX
$6.69B
| $11.3M | 0.01% |
+100,600
| New | +$12M |
|
480
CALL
Warner Bros
WBD
$64.6B
| $11.3M | 0.01% |
901,600
+207,000
| +30% | +$2.69M |
|
481
PUT
Halliburton
HAL
$27.9B
| $11.3M | 0.01% |
342,200
-30,300
| -8% | -$957K |
|
482
CALL
Caesars Entertainment
CZR
$6.1B
| $11.2M | 0.01% |
220,500
+112,200
| +104% | +$5.09M |
|
|
X
483
CALL
DELISTED
US Steel
X
| $11.2M | 0.01% |
445,900
-72,600
| -14% | -$1.69M |
|
484
PUT
Sony
SONY
$123B
| $11.1M | 0.01% |
617,500
+556,000
| +904% | +$10.4M |
|
485
PUT
EQT Corp
EQT
$33.2B
| $11.1M | 0.01% |
269,600
-19,100
| -7% | -$675K |
|
486
CALL
Marriott International
MAR
$98.7B
| $11.1M | 0.01% |
60,300
-32,700
| -35% | -$5.67M |
|
487
CALL
Plug Power
PLUG
$2.92B
| $11M | 0.01% |
1,063,400
+389,900
| +58% | +$3.55M |
|
|
X
488
PUT
DELISTED
US Steel
X
| $11M | 0.01% |
439,900
-18,100
| -4% | -$421K |
|
489
PUT
Newmont
NEM
$98.2B
| $11M | 0.01% |
257,300
-8,800
| -3% | -$399K |
|
|
PARA
490
PUT
DELISTED
Paramount Global Class B
PARA
| $11M | 0.01% |
689,900
+225,700
| +49% | +$4.08M |
|
|
491
PUT
Cigna
CI
$76.6B
| $11M | 0.01% |
39,100
-37,300
| -49% | -$9.71M |
|
492
PUT
Affirm
AFRM
$23.5B
| $10.9M | 0.01% |
710,800
-305,500
| -30% | -$4.05M |
|
|
B
493
CALL
Barrick Mining
B
$62.2B
| $10.8M | 0.01% |
640,800
+30,700
| +5% | +$560K |
|
494
PUT
Cameco
CCJ
$38.3B
| $10.8M | 0.01% |
345,300
+65,700
| +23% | +$1.85M |
|
495
PUT
Bristol-Myers Squibb
BMY
$127B
| $10.8M | 0.01% |
168,200
+16,500
| +11% | +$1.11M |
|
496
CALL
Cleveland-Cliffs
CLF
$6.81B
| $10.7M | 0.01% |
641,300
-37,600
| -6% | -$596K |
|
497
CALL
Honeywell
HON
$77.1B
| $10.7M | 0.01% |
54,748
+18,037
| +49% | +$3.35M |
|
|
498
CALL
Cameco
CCJ
$38.3B
| $10.7M | 0.01% |
340,200
-21,200
| -6% | -$596K |
|
|
TYNS
499
PUT
DELISTED
Direxion Daily 7-10 Year Treasury Bear 1X Shares
TYNS
| $10.6M | 0.01% |
166,700
-7,500
| -4% | -$477K |
|
500
PUT
Estee Lauder
EL
$29B
| $10.6M | 0.01% |
53,900
+41,600
| +338% | +$8.83M |
|
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.