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 | |
|---|---|---|---|---|---|---|
501
CALL
BioNTech
BNTX
$22.6B
| $10.5M | 0.01% |
97,700
+20,700
| +27% | +$2.33M |
|
502
CALL
Tyson Foods
TSN
$20.2B
| $10.5M | 0.01% |
206,100
+80,500
| +64% | +$4.38M |
|
503
CALL
Danaher
DHR
$135B
| $10.5M | 0.01% |
49,406
-14,439
| -23% | -$3.06M |
|
504
PUT
W.W. Grainger
GWW
$65.3B
| $10.5M | 0.01% |
+13,300
| New | +$9.16M |
|
505
PUT
Plug Power
PLUG
$2.92B
| $10.4M | 0.01% |
1,004,600
+301,900
| +43% | +$2.75M |
|
506
CALL
D.R. Horton
DHI
$41B
| $10.4M | 0.01% |
85,500
+11,100
| +15% | +$1.21M |
|
507
PUT
ON Semiconductor
ON
$33.8B
| $10.3M | 0.01% |
108,800
-86,600
| -44% | -$7.16M |
|
|
508
CALL
ON Semiconductor
ON
$33.8B
| $10.3M | 0.01% |
108,700
-33,800
| -24% | -$2.8M |
|
509
CALL
United States Natural Gas Fund
UNG
$470M
| $10.2M | 0.01% |
343,900
+14,525
| +4% | +$393K |
|
510
United States Oil Fund
USO
$2.45B
| $10.2M | 0.01% |
+160,183
| New | +$10.4M |
|
511
PUT
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$162M
| $9.95M | 0.01% |
99,500
+10,925
| +12% | +$1.54M |
|
512
PUT
Archer Daniels Midland
ADM
$41.4B
| $9.88M | 0.01% |
130,700
+19,000
| +17% | +$1.44M |
|
513
PUT
Medtronic
MDT
$107B
| $9.83M | 0.01% |
111,600
+29,000
| +35% | +$2.5M |
|
514
CALL
Alcoa
AA
$11.7B
| $9.64M | 0.01% |
284,000
-55,800
| -16% | -$2.03M |
|
515
PUT
Honeywell
HON
$77.1B
| $9.63M | 0.01% |
49,230
-10,717
| -18% | -$1.99M |
|
516
PUT
RTX Corp
RTX
$287B
| $9.55M | 0.01% |
97,500
+1,200
| +1% | +$117K |
|
|
517
PUT
Danaher
DHR
$135B
| $9.5M | 0.01% |
44,669
-35,532
| -44% | -$7.52M |
|
518
PUT
Five Below
FIVE
$11.2B
| $9.49M | 0.01% |
48,300
-28,600
| -37% | -$5.59M |
|
519
CALL
Analog Devices
ADI
$181B
| $9.49M | 0.01% |
48,700
-2,000
| -4% | -$370K |
|
520
CALL
APA Corp
APA
$12.8B
| $9.48M | 0.01% |
277,500
-5,700
| -2% | -$199K |
|
521
CALL
Peabody Energy
BTU
$2.78B
| $9.47M | 0.01% |
437,200
-130,000
| -23% | -$2.88M |
|
|
PARA
522
CALL
DELISTED
Paramount Global Class B
PARA
| $9.44M | 0.01% |
593,100
+213,700
| +56% | +$3.86M |
|
523
CALL
CRISPR Therapeutics
CRSP
$4.58B
| $9.41M | 0.01% |
167,600
-19,200
| -10% | -$1.09M |
|
524
CALL
Altria Group
MO
$122B
| $9.41M | 0.01% |
207,700
+37,300
| +22% | +$1.69M |
|
525
CALL
Stryker
SYK
$127B
| $9.37M | 0.01% |
30,700
+10,900
| +55% | +$3.15M |
|
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.