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 | |
|---|---|---|---|---|---|---|
576
CALL
ProShares UltraShort Health Care
RXD
$3.25M
| $7.34M | 0.01% |
231,300
-18,100
| -7% | -$458K |
|
577
CALL
The Mosaic Company
MOS
$7.09B
| $7.28M | 0.01% |
207,900
+57,800
| +39% | +$2.23M |
|
578
PUT
Prudential Financial
PRU
$41.7B
| $7.27M | 0.01% |
82,400
-39,300
| -32% | -$3.29M |
|
579
CALL
DexCom
DXCM
$27.6B
| $7.26M | 0.01% |
56,500
+4,800
| +9% | +$581K |
|
580
CALL
Futu Holdings
FUTU
$13.9B
| $7.24M | 0.01% |
182,100
-84,600
| -32% | -$3.6M |
|
581
CALL
Virgin Galactic
SPCE
$320M
| $7.15M | 0.01% |
92,190
+54,570
| +145% | +$4.32M |
|
582
CALL
Five Below
FIVE
$11.2B
| $7.11M | 0.01% |
36,200
-6,000
| -14% | -$1.17M |
|
583
PUT
Antero Resources
AR
$10.9B
| $7.02M | 0.01% |
304,800
-55,700
| -15% | -$1.24M |
|
584
PUT
MGM Resorts International
MGM
$11.7B
| $7.01M | 0.01% |
159,700
-94,000
| -37% | -$4.02M |
|
585
PUT
BioNTech
BNTX
$22.6B
| $6.99M | 0.01% |
64,800
+3,300
| +5% | +$371K |
|
586
CALL
Live Nation Entertainment
LYV
$41.2B
| $6.96M | 0.01% |
76,400
+24,400
| +47% | +$1.9M |
|
587
PUT
Burlington
BURL
$22B
| $6.94M | 0.01% |
44,100
-28,100
| -39% | -$4.82M |
|
588
PUT
Cleveland-Cliffs
CLF
$6.81B
| $6.88M | 0.01% |
410,600
-207,400
| -34% | -$3.29M |
|
589
PUT
Philip Morris
PM
$301B
| $6.87M | 0.01% |
70,400
+51,000
| +263% | +$4.87M |
|
590
CALL
Energy Transfer Partners
ET
$70.1B
| $6.84M | 0.01% |
538,500
+84,900
| +19% | +$1.08M |
|
|
MRO
591
CALL
DELISTED
Marathon Oil Corporation
MRO
| $6.78M | 0.01% |
294,500
-19,900
| -6% | -$469K |
|
592
PUT
Western Alliance Bancorporation
WAL
$9.07B
| $6.76M | 0.01% |
185,400
-63,100
| -25% | -$2.19M |
|
593
CALL
ClearShares Piton Intermediate Fixed Income ETF
PIFI
$97.5M
| $6.75M | 0.01% |
315,000
+17,800
| +6% | +$1.64M |
|
594
CALL
Fortinet
FTNT
$112B
| $6.7M | 0.01% |
+88,600
| New | +$6.02M |
|
595
PUT
Kroger
KR
$34.8B
| $6.69M | 0.01% |
142,400
+22,000
| +18% | +$1.05M |
|
596
PUT
iShares MSCI Australia ETF
EWA
$1.34B
| $6.68M | 0.01% |
205,900
-50,900
| -20% | -$1.16M |
|
597
CALL
Cheniere Energy
LNG
$56.5B
| $6.67M | 0.01% |
43,800
-6,600
| -13% | -$977K |
|
598
PUT
Sherwin-Williams
SHW
$78.3B
| $6.66M | 0.01% |
25,100
+7,300
| +41% | +$1.72M |
|
599
CALL
S&P Global
SPGI
$126B
| $6.65M | 0.01% |
16,600
-22,700
| -58% | -$8.29M |
|
600
CALL
Automatic Data Processing
ADP
$100B
| $6.64M | 0.01% |
30,200
-3,500
| -10% | -$755K |
|
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.