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 | |
|---|---|---|---|---|---|---|
1001
State Street SPDR Portfolio S&P 500 Value ETF
SPYV
$36.1B
| $1.26M | ﹤0.01% |
29,169
+3,243
| +13% | +$134K |
|
1002
PUT
Agilent Technologies
A
$39.1B
| $1.24M | ﹤0.01% |
10,300
-6,700
| -39% | -$854K |
|
1003
CALL
Rambus
RMBS
$10.4B
| $1.24M | ﹤0.01% |
19,300
-2,000
| -9% | -$110K |
|
1004
PUT
Huntington Bancshares
HBAN
$35.1B
| $1.24M | ﹤0.01% |
114,800
+4,000
| +4% | +$42.7K |
|
1005
PUT
Edwards Lifesciences
EW
$47.6B
| $1.23M | ﹤0.01% |
+13,000
| New | +$1.13M |
|
1006
PUT
Monster Beverage
MNST
$91.4B
| $1.22M | ﹤0.01% |
+21,300
| New | +$1.21M |
|
1007
PUT
RingCentral
RNG
$4.05B
| $1.22M | ﹤0.01% |
37,200
-93,300
| -71% | -$2.87M |
|
1008
PUT
Ciena
CIEN
$55.3B
| $1.21M | ﹤0.01% |
28,400
+10,300
| +57% | +$469K |
|
|
BNY
1009
CALL
Bank of New York Mellon
BNY
$108B
| $1.21M | ﹤0.01% |
27,100
-1,700
| -6% | -$72.9K |
|
1010
Conagra Brands
CAG
$7.07B
| $1.2M | ﹤0.01% |
+35,494
| New | +$1.28M |
|
1011
CALL
Cullen/Frost Bankers
CFR
$10.3B
| $1.19M | ﹤0.01% |
+11,100
| New | +$1.16M |
|
1012
CALL
QuidelOrtho
QDEL
$1.09B
| $1.19M | ﹤0.01% |
+14,400
| New | +$1.26M |
|
|
FLNA
1013
CALL
Filana Therapeutics
FLNA
$43M
| $1.19M | ﹤0.01% |
48,400
-27,700
| -36% | -$667K |
|
1014
PUT
Blink Charging
BLNK
$75.2M
| $1.19M | ﹤0.01% |
197,900
-2,600
| -1% | -$18K |
|
1015
Roblox
RBLX
$34B
| $1.18M | ﹤0.01% |
+29,399
| New | +$1.18M |
|
1016
ProShares VIX Mid-Term Futures ETF
VIXM
$40M
| $1.18M | ﹤0.01% |
+57,722
| New | +$1.44M |
|
1017
PUT
NRG Energy
NRG
$29.8B
| $1.18M | ﹤0.01% |
+31,500
| New | +$1.07M |
|
1018
ProShares Short Russell2000
RWM
$122M
| $1.17M | ﹤0.01% |
+51,392
| New | +$1.24M |
|
1019
Direxion Daily S&P Biotech Bull 3X ETF
LABU
$571M
| $1.17M | ﹤0.01% |
9,897
-333
| -3% | -$41.5K |
|
1020
CALL
Harley-Davidson
HOG
$2.68B
| $1.17M | ﹤0.01% |
33,100
-900
| -3% | -$31.4K |
|
1021
Direxion Daily FTSE China Bull 3X ETF
YINN
$660M
| $1.16M | ﹤0.01% |
33,777
+20,852
| +161% | +$819K |
|
1022
CALL
PVH
PVH
$3.71B
| $1.15M | ﹤0.01% |
13,500
-23,600
| -64% | -$1.99M |
|
1023
CALL
Bausch Health
BHC
$1.65B
| $1.12M | ﹤0.01% |
140,500
+17,600
| +14% | +$130K |
|
|
1024
PUT
PVH
PVH
$3.71B
| $1.11M | ﹤0.01% |
13,100
-23,300
| -64% | -$1.97M |
|
1025
CALL
Vipshop
VIPS
$6.84B
| $1.11M | ﹤0.01% |
67,400
+19,200
| +40% | +$301K |
|
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.