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 | |
|---|---|---|---|---|---|---|
601
CALL
Darden Restaurants
DRI
$22.5B
| $6.62M | 0.01% |
39,600
+18,000
| +83% | +$2.83M |
|
602
PUT
AMC Entertainment Holdings
AMC
$2.03B
| $6.59M | 0.01% |
149,850
-5,560
| -4% | -$275K |
|
603
PUT
Futu Holdings
FUTU
$13.9B
| $6.55M | 0.01% |
164,700
-165,600
| -50% | -$7.05M |
|
604
CALL
eBay
EBAY
$48.6B
| $6.53M | 0.01% |
146,200
-17,200
| -11% | -$764K |
|
605
CALL
Robinhood
HOOD
$85.2B
| $6.49M | 0.01% |
650,800
+260,000
| +67% | +$2.42M |
|
|
HES
606
CALL
DELISTED
Hess
HES
| $6.48M | 0.01% |
47,700
-9,300
| -16% | -$1.27M |
|
607
PUT
Simon Property Group
SPG
$74.5B
| $6.48M | 0.01% |
56,100
+16,400
| +41% | +$1.79M |
|
|
608
PUT
eBay
EBAY
$48.6B
| $6.47M | 0.01% |
144,700
-22,300
| -13% | -$990K |
|
609
CALL
Philip Morris
PM
$301B
| $6.46M | 0.01% |
66,200
+31,800
| +92% | +$3.04M |
|
610
CALL
CME Group
CME
$92.2B
| $6.45M | 0.01% |
34,800
-500
| -1% | -$92.4K |
|
|
611
PUT
CME Group
CME
$92.2B
| $6.45M | 0.01% |
34,800
-1,600
| -4% | -$296K |
|
|
612
CALL
Simon Property Group
SPG
$74.5B
| $6.41M | 0.01% |
55,500
+17,300
| +45% | +$1.88M |
|
613
PUT
Seagate
STX
$193B
| $6.36M | 0.01% |
102,800
-24,200
| -19% | -$1.48M |
|
614
PUT
General Mills
GIS
$19.2B
| $6.35M | 0.01% |
82,800
+52,400
| +172% | +$4.48M |
|
615
PUT
American International
AIG
$41.9B
| $6.31M | 0.01% |
109,700
-99,400
| -48% | -$5.34M |
|
616
PUT
CRISPR Therapeutics
CRSP
$4.58B
| $6.31M | 0.01% |
112,400
+24,300
| +28% | +$1.38M |
|
617
PUT
Ally Financial
ALLY
$13.1B
| $6.29M | 0.01% |
233,000
-180,200
| -44% | -$4.79M |
|
618
PUT
CF Industries
CF
$19.2B
| $6.25M | 0.01% |
90,000
-16,900
| -16% | -$1.18M |
|
619
PUT
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$27B
| $6.23M | 0.01% |
13,000
-6,200
| -32% | -$2.82M |
|
|
620
CALL
American International
AIG
$41.9B
| $6.23M | 0.01% |
108,200
-75,300
| -41% | -$4.04M |
|
621
PUT
Tractor Supply
TSCO
$16.3B
| $6.17M | 0.01% |
139,500
+32,000
| +30% | +$1.47M |
|
622
CALL
Trip.com Group
TCOM
$27.5B
| $6.16M | 0.01% |
176,100
+131,400
| +294% | +$4.57M |
|
623
PUT
ClearShares Piton Intermediate Fixed Income ETF
PIFI
$97.5M
| $6.14M | 0.01% |
286,700
+37,600
| +15% | +$3.47M |
|
624
PUT
American Tower
AMT
$77.7B
| $6.13M | 0.01% |
31,600
+6,500
| +26% | +$1.27M |
|
625
PUT
Beyond Meat
BYND
$288M
| $6.11M | 0.01% |
471,100
+176,500
| +60% | +$2.24M |
|
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.