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 | |
|---|---|---|---|---|---|---|
651
CALL
Macy's
M
$6.15B
| $5.52M | 0.01% |
344,000
-73,400
| -18% | -$1.17M |
|
652
PUT
Ambarella
AMBA
$2.99B
| $5.51M | 0.01% |
65,900
+24,700
| +60% | +$1.81M |
|
653
PUT
United States Natural Gas Fund
UNG
$470M
| $5.5M | 0.01% |
185,300
-115,150
| -38% | -$3.12M |
|
654
CALL
Comcast
CMCSA
$79.1B
| $5.48M | 0.01% |
131,900
-51,600
| -28% | -$2.05M |
|
655
CALL
AMC Entertainment Holdings
AMC
$2.03B
| $5.43M | 0.01% |
123,390
+13,990
| +13% | +$691K |
|
656
PUT
Suncor Energy
SU
$77.7B
| $5.4M | 0.01% |
184,300
+56,400
| +44% | +$1.69M |
|
657
CALL
Hershey
HSY
$35.4B
| $5.37M | ﹤0.01% |
21,500
+3,800
| +21% | +$997K |
|
658
CALL
MetLife
MET
$61B
| $5.32M | ﹤0.01% |
94,100
-7,100
| -7% | -$394K |
|
659
PUT
Clorox
CLX
$11.6B
| $5.31M | ﹤0.01% |
33,400
-15,200
| -31% | -$2.45M |
|
660
PUT
HP
HPQ
$23.5B
| $5.29M | ﹤0.01% |
172,300
-34,800
| -17% | -$1.04M |
|
661
PUT
ChargePoint
CHPT
$133M
| $5.28M | ﹤0.01% |
30,040
+15,140
| +102% | +$2.65M |
|
|
FL
662
CALL
DELISTED
Foot Locker
FL
| $5.28M | ﹤0.01% |
194,800
+99,300
| +104% | +$3.38M |
|
663
PUT
Cheniere Energy
LNG
$56.5B
| $5.23M | ﹤0.01% |
34,300
-14,000
| -29% | -$2.07M |
|
664
KraneShares CSI China Internet ETF
KWEB
$5.2B
| $5.22M | ﹤0.01% |
193,778
-63,584
| -25% | -$1.77M |
|
665
CALL
Sunrun
RUN
$2.37B
| $5.2M | ﹤0.01% |
291,200
-115,400
| -28% | -$2.15M |
|
|
666
PUT
MetLife
MET
$61B
| $5.18M | ﹤0.01% |
91,700
-112,000
| -55% | -$6.21M |
|
667
PUT
Virgin Galactic
SPCE
$320M
| $5.17M | ﹤0.01% |
66,680
+28,940
| +77% | +$2.29M |
|
668
PUT
Biogen
BIIB
$29.9B
| $5.16M | ﹤0.01% |
18,100
-38,000
| -68% | -$11.3M |
|
|
669
PUT
Comcast
CMCSA
$79.1B
| $5.13M | ﹤0.01% |
123,500
-44,900
| -27% | -$1.78M |
|
670
PUT
Match Group
MTCH
$8.84B
| $5.13M | ﹤0.01% |
122,600
-21,200
| -15% | -$775K |
|
671
CALL
McKesson
MCK
$98.5B
| $5.13M | ﹤0.01% |
12,000
+700
| +6% | +$269K |
|
|
MRO
672
PUT
DELISTED
Marathon Oil Corporation
MRO
| $5.11M | ﹤0.01% |
221,800
-31,700
| -13% | -$747K |
|
673
PUT
Kohl's
KSS
$2.03B
| $5.08M | ﹤0.01% |
220,600
+6,700
| +3% | +$145K |
|
674
PUT
ProShares UltraShort Health Care
RXD
$3.25M
| $5.05M | ﹤0.01% |
130,550
-126,300
| -49% | -$3.2M |
|
|
675
CALL
Suncor Energy
SU
$77.7B
| $5.03M | ﹤0.01% |
171,500
+7,300
| +4% | +$218K |
|
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.