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 | |
|---|---|---|---|---|---|---|
551
PUT
Marathon Petroleum
MPC
$90.3B
| $8.26M | 0.01% |
70,800
-113,100
| -62% | -$13.1M |
|
552
PUT
Digital Realty Trust
DLR
$73.7B
| $8.23M | 0.01% |
72,300
+47,600
| +193% | +$4.71M |
|
553
PUT
Altria Group
MO
$122B
| $8.23M | 0.01% |
181,700
+27,100
| +18% | +$1.23M |
|
554
PUT
Caesars Entertainment
CZR
$6.1B
| $8.23M | 0.01% |
161,400
+47,200
| +41% | +$2.14M |
|
555
CALL
Teladoc Health
TDOC
$1.58B
| $8.2M | 0.01% |
323,700
-94,000
| -23% | -$2.37M |
|
556
CALL
Medtronic
MDT
$107B
| $8.18M | 0.01% |
92,900
+19,800
| +27% | +$1.7M |
|
557
CALL
HCA Healthcare
HCA
$84.8B
| $8.13M | 0.01% |
26,800
-7,300
| -21% | -$2.03M |
|
558
CALL
NextEra Energy
NEE
$187B
| $8.07M | 0.01% |
108,700
+52,400
| +93% | +$3.97M |
|
|
BBBY
559
PUT
Bed Bath & Beyond
BBBY
$473M
| $7.95M | 0.01% |
268,620
+194,810
| +264% | +$3.6M |
|
560
Invesco DB US Dollar Index Bullish Fund
UUP
$434M
| $7.87M | 0.01% |
277,386
+75,820
| +38% | +$2.13M |
|
561
PUT
Tyson Foods
TSN
$20.2B
| $7.86M | 0.01% |
154,000
+102,400
| +198% | +$5.57M |
|
562
CALL
Bilibili
BILI
$7.18B
| $7.77M | 0.01% |
514,400
-92,500
| -15% | -$1.7M |
|
563
CALL
AstraZeneca
AZN
$263B
| $7.71M | 0.01% |
53,850
+18,050
| +50% | +$2.66M |
|
564
PUT
Zillow
Z
$7.04B
| $7.7M | 0.01% |
153,300
-32,100
| -17% | -$1.48M |
|
565
PUT
Lucid Motors
LCID
$2.46B
| $7.68M | 0.01% |
111,400
+10,430
| +10% | +$744K |
|
566
CALL
Kroger
KR
$34.8B
| $7.67M | 0.01% |
163,100
+57,000
| +54% | +$2.72M |
|
567
PUT
APA Corp
APA
$12.8B
| $7.66M | 0.01% |
224,100
-26,300
| -11% | -$918K |
|
568
CALL
Ross Stores
ROST
$76.6B
| $7.62M | 0.01% |
68,000
+10,800
| +19% | +$1.14M |
|
|
CMA
569
PUT
DELISTED
Comerica
CMA
| $7.6M | 0.01% |
179,300
+101,300
| +130% | +$4.09M |
|
|
B
570
PUT
Barrick Mining
B
$62.2B
| $7.58M | 0.01% |
447,900
-65,000
| -13% | -$1.18M |
|
571
Occidental Petroleum
OXY
$57B
| $7.56M | 0.01% |
128,597
+110,955
| +629% | +$6.66M |
|
572
CALL
Prudential Financial
PRU
$41.7B
| $7.54M | 0.01% |
85,500
+4,000
| +5% | +$335K |
|
573
JD.com
JD
$40.8B
| $7.52M | 0.01% |
220,305
-267,710
| -55% | -$9.74M |
|
574
PUT
iShares Morningstar Value ETF
ILCV
$1.3B
| $7.5M | 0.01% |
99,900
-80,600
| -45% | -$5.19M |
|
575
PUT
Darden Restaurants
DRI
$22.5B
| $7.44M | 0.01% |
44,500
+3,700
| +9% | +$581K |
|
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.