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 | |
|---|---|---|---|---|---|---|
526
PUT
NXP Semiconductors
NXPI
$68B
| $9.33M | 0.01% |
45,600
+2,000
| +5% | +$355K |
|
527
CALL
Gilead Sciences
GILD
$161B
| $9.27M | 0.01% |
120,300
-98,400
| -45% | -$7.85M |
|
528
PUT
Peloton Interactive
PTON
$2.63B
| $9.26M | 0.01% |
1,204,500
-260,900
| -18% | -$2.22M |
|
529
PUT
Advance Auto Parts
AAP
$3.37B
| $9.26M | 0.01% |
131,700
+55,700
| +73% | +$5.73M |
|
530
PUT
DexCom
DXCM
$27.6B
| $9.2M | 0.01% |
71,600
+31,300
| +78% | +$3.79M |
|
531
PUT
Shell
SHEL
$245B
| $9.18M | 0.01% |
152,100
-100,300
| -40% | -$6.02M |
|
532
CALL
MGM Resorts International
MGM
$11.7B
| $9.06M | 0.01% |
206,300
-17,900
| -8% | -$765K |
|
533
CALL
Biogen
BIIB
$29.9B
| $8.86M | 0.01% |
31,100
-12,700
| -29% | -$3.78M |
|
534
CALL
AB InBev
BUD
$158B
| $8.85M | 0.01% |
156,100
+110,800
| +245% | +$6.7M |
|
535
Micron Technology
MU
$1.04T
| $8.85M | 0.01% |
+140,275
| New | +$9.02M |
|
536
CALL
Burlington
BURL
$22B
| $8.7M | 0.01% |
55,300
-27,600
| -33% | -$4.74M |
|
|
AXON
537
PUT
Axon Enterprise
AXON
$40.5B
| $8.68M | 0.01% |
44,500
+25,300
| +132% | +$5.24M |
|
538
iShares Gold Trust
IAU
$63B
| $8.57M | 0.01% |
+235,566
| New | +$8.83M |
|
539
CALL
Sony
SONY
$123B
| $8.57M | 0.01% |
476,000
+322,500
| +210% | +$6.05M |
|
540
CALL
Paycom
PAYC
$6.78B
| $8.54M | 0.01% |
26,600
+9,700
| +57% | +$2.86M |
|
|
541
CALL
NXP Semiconductors
NXPI
$68B
| $8.54M | 0.01% |
41,700
-3,600
| -8% | -$640K |
|
542
CALL
Clorox
CLX
$11.6B
| $8.46M | 0.01% |
53,200
+4,100
| +8% | +$661K |
|
543
CALL
CF Industries
CF
$19.2B
| $8.43M | 0.01% |
121,500
-16,700
| -12% | -$1.16M |
|
544
CALL
Beyond Meat
BYND
$288M
| $8.42M | 0.01% |
649,000
+506,700
| +356% | +$6.43M |
|
545
PUT
Warner Bros
WBD
$64.6B
| $8.41M | 0.01% |
670,800
+147,500
| +28% | +$1.91M |
|
|
WBA
546
PUT
DELISTED
Walgreens Boots Alliance
WBA
| $8.37M | 0.01% |
293,800
-10,800
| -4% | -$352K |
|
|
SHNY
547
PUT
DELISTED
Direxion Daily Silver Miners Index Bull 2X Shares
SHNY
| $8.29M | 0.01% |
467,800
-227,600
| -33% | -$4.03M |
|
548
PUT
Live Nation Entertainment
LYV
$41.2B
| $8.29M | 0.01% |
91,000
+47,400
| +109% | +$3.7M |
|
549
PUT
Analog Devices
ADI
$181B
| $8.28M | 0.01% |
42,500
-7,500
| -15% | -$1.39M |
|
550
CALL
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$162M
| $8.27M | 0.01% |
82,675
-2,075
| -2% | -$293K |
|
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.